# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-001905
**Filing Date:** 2023-1
**Character Count:** 1224324
**Document Hash:** 94eb40e0026260d8fdf9c5bb3b7654a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-001905.hdr.sgml**: 20230113

**ACCESSION NUMBER**: 0001752724-23-001905

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230113

**DATE AS OF CHANGE**: 20230113

**EFFECTIVENESS DATE**: 20230113

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23528270

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares TIPS Bond ETF (Series ID: S000004363)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000012093 | iShares TIPS Bond ETF | TIP             |

### iShares J.P. Morgan USD Emerging Markets Bond ETF (Series ID: S000019798)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000055529 | iShares J.P. Morgan USD Emerging Markets Bond ETF | EMB             |

### iShares International Treasury Bond ETF (Series ID: S000023614)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000069477 | iShares International Treasury Bond ETF | IGOV            |

### iShares 1-3 Year International Treasury Bond ETF (Series ID: S000023615)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000069478 | iShares 1-3 Year International Treasury Bond ETF | ISHG            |

### iShares 0-5 Year TIPS Bond ETF (Series ID: S000030481)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000093655 | iShares 0-5 Year TIPS Bond ETF | STIP            |

### iShares Floating Rate Bond ETF (Series ID: S000033136)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000102031 | iShares Floating Rate Bond ETF | FLOT            |

### iShares CMBS ETF (Series ID: S000035914)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000110079 | iShares CMBS ETF | CMBS            |

### iShares GNMA Bond ETF (Series ID: S000035915)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000110080 | iShares GNMA Bond ETF | GNMA            |

### iShares Aaa - A Rated Corporate Bond ETF (Series ID: S000035916)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000110081 | iShares Aaa - A Rated Corporate Bond ETF | QLTA            |

### iShares U.S. Treasury Bond ETF (Series ID: S000035919)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000110086 | iShares U.S. Treasury Bond ETF | GOVT            |

### iShares Core 1-5 Year USD Bond ETF (Series ID: S000038926)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000119711 | iShares Core 1-5 Year USD Bond ETF | ISTB            |

### iShares iBonds Mar 2023 Term Corporate ex-Financials ETF (Series ID: S000039663)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000122833 | iShares iBonds Mar 2023 Term Corporate ex-Financials ETF | IBCE            |

### iShares iBonds Mar 2023 Term Corporate ETF (Series ID: S000040347)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000125276 | iShares iBonds Mar 2023 Term Corporate ETF | IBDD            |

### iShares 0-5 Year High Yield Corporate Bond ETF (Series ID: S000042353)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000131291 | iShares 0-5 Year High Yield Corporate Bond ETF | SHYG            |

### iShares 0-5 Year Investment Grade Corporate Bond ETF (Series ID: S000042354)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000131292 | iShares 0-5 Year Investment Grade Corporate Bond ETF | SLQD            |

### iShares Treasury Floating Rate Bond ETF (Series ID: S000044143)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000137225 | iShares Treasury Floating Rate Bond ETF | TFLO            |

### iShares Yield Optimized Bond ETF (Series ID: S000044409)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000138243 | iShares Yield Optimized Bond ETF | BYLD            |

### iShares Core Total USD Bond Market ETF (Series ID: S000045644)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000141927 | iShares Core Total USD Bond Market ETF | IUSB            |

### iShares iBonds Dec 2021 Term Muni Bond ETF (Series ID: S000048147)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152174 | iShares iBonds Dec 2021 Term Muni Bond ETF | IBMJ            |

### iShares iBonds Dec 2021 Term Corporate ETF (Series ID: S000048149)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152176 | iShares iBonds Dec 2021 Term Corporate ETF | IBDM            |

### iShares iBonds Dec 2022 Term Corporate ETF (Series ID: S000048150)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152177 | iShares iBonds Dec 2022 Term Corporate ETF | IBDN            |

### iShares iBonds Dec 2023 Term Corporate ETF (Series ID: S000048151)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152178 | iShares iBonds Dec 2023 Term Corporate ETF | IBDO            |

### iShares iBonds Dec 2024 Term Corporate ETF (Series ID: S000048152)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152179 | iShares iBonds Dec 2024 Term Corporate ETF | IBDP            |

### iShares iBonds Dec 2025 Term Corporate ETF (Series ID: S000048153)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152180 | iShares iBonds Dec 2025 Term Corporate ETF | IBDQ            |

### iShares Convertible Bond ETF (Series ID: S000048637)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000153287 | iShares Convertible Bond ETF | ICVT            |

### iShares iBonds Dec 2022 Term Muni Bond ETF (Series ID: S000049023)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000154546 | iShares iBonds Dec 2022 Term Muni Bond ETF | IBMK            |

### iShares Core International Aggregate Bond ETF (Series ID: S000051261)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000161648 | iShares Core International Aggregate Bond ETF | IAGG            |

### iShares ESG Advanced High Yield Corporate Bond ETF (Series ID: S000054184)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000170245 | iShares ESG Advanced High Yield Corporate Bond ETF | HYXF            |

### iShares Fallen Angels USD Bond ETF (Series ID: S000054186)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000170247 | iShares Fallen Angels USD Bond ETF | FALN            |

### iShares iBonds Dec 2023 Term Muni Bond ETF (Series ID: S000054724)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000171897 | iShares iBonds Dec 2023 Term Muni Bond ETF | IBML            |

### iShares iBonds Dec 2024 Term Muni Bond ETF (Series ID: S000054725)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000171898 | iShares iBonds Dec 2024 Term Muni Bond ETF | IBMM            |

### iShares iBonds Dec 2026 Term Corporate ETF (Series ID: S000055059)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000173141 | iShares iBonds Dec 2026 Term Corporate ETF | IBDR            |

### iShares iBonds Dec 2027 Term Corporate ETF (Series ID: S000058301)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000191091 | iShares iBonds Dec 2027 Term Corporate ETF | IBDS            |

### iShares Broad USD High Yield Corporate Bond ETF (Series ID: S000059297)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000194633 | iShares Broad USD High Yield Corporate Bond ETF | USHY            |

### iShares U.S. Fixed Income Balanced Risk Factor ETF (Series ID: S000060088)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000196720 | iShares U.S. Fixed Income Balanced Risk Factor ETF | FIBR            |

### iShares iBonds Dec 2028 Term Corporate ETF (Series ID: S000063041)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000204503 | iShares iBonds Dec 2028 Term Corporate ETF | IBDT            |

### iShares iBonds Dec 2025 Term Muni Bond ETF (Series ID: S000063114)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000204675 | iShares iBonds Dec 2025 Term Muni Bond ETF | IBMN            |

### iShares iBonds Dec 2026 Term Muni Bond ETF (Series ID: S000063115)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000204676 | iShares iBonds Dec 2026 Term Muni Bond ETF | IBMO            |

### iShares BB Rated Corporate Bond ETF (Series ID: S000063139)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000204721 | iShares BB Rated Corporate Bond ETF | HYBB            |

### iShares USD Green Bond ETF (Series ID: S000063466)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000205645 | iShares USD Green Bond ETF | BGRN            |

### iShares iBonds Dec 2027 Term Muni Bond ETF (Series ID: S000065128)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210857 | iShares iBonds Dec 2027 Term Muni Bond ETF | IBMP            |

### iShares iBonds Dec 2028 Term Muni Bond ETF (Series ID: S000065129)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210858 | iShares iBonds Dec 2028 Term Muni Bond ETF | IBMQ            |

### iShares iBonds 2021 Term High Yield and Income ETF (Series ID: S000065337)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211396 | iShares iBonds 2021 Term High Yield and Income ETF | IBHA            |

### iShares iBonds 2022 Term High Yield and Income ETF (Series ID: S000065339)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211398 | iShares iBonds 2022 Term High Yield and Income ETF | IBHB            |

### iShares iBonds 2023 Term High Yield and Income ETF (Series ID: S000065341)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211400 | iShares iBonds 2023 Term High Yield and Income ETF | IBHC            |

### iShares iBonds 2024 Term High Yield and Income ETF (Series ID: S000065343)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211402 | iShares iBonds 2024 Term High Yield and Income ETF | IBHD            |

### iShares iBonds 2025 Term High Yield and Income ETF (Series ID: S000065345)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211404 | iShares iBonds 2025 Term High Yield and Income ETF | IBHE            |

### iShares iBonds Dec 2029 Term Corporate ETF (Series ID: S000066401)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000214263 | iShares iBonds Dec 2029 Term Corporate ETF | IBDU            |

### iShares iBonds Dec 2021 Term Treasury ETF (Series ID: S000067556)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217181 | iShares iBonds Dec 2021 Term Treasury ETF | IBTA            |

### iShares iBonds Dec 2022 Term Treasury ETF (Series ID: S000067557)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217182 | iShares iBonds Dec 2022 Term Treasury ETF | IBTB            |

### iShares iBonds Dec 2023 Term Treasury ETF (Series ID: S000067558)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217184 | iShares iBonds Dec 2023 Term Treasury ETF | IBTD            |

### iShares iBonds Dec 2024 Term Treasury ETF (Series ID: S000067559)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217185 | iShares iBonds Dec 2024 Term Treasury ETF | IBTE            |

### iShares iBonds Dec 2025 Term Treasury ETF (Series ID: S000067560)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217186 | iShares iBonds Dec 2025 Term Treasury ETF | IBTF            |

### iShares iBonds Dec 2026 Term Treasury ETF (Series ID: S000067561)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217187 | iShares iBonds Dec 2026 Term Treasury ETF | IBTG            |

### iShares iBonds Dec 2027 Term Treasury ETF (Series ID: S000067562)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217188 | iShares iBonds Dec 2027 Term Treasury ETF | IBTH            |

### iShares iBonds Dec 2028 Term Treasury ETF (Series ID: S000067563)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217189 | iShares iBonds Dec 2028 Term Treasury ETF | IBTI            |

### iShares iBonds Dec 2029 Term Treasury ETF (Series ID: S000067564)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000217190 | iShares iBonds Dec 2029 Term Treasury ETF | IBTJ            |

### iShares iBonds Dec 2030 Term Corporate ETF (Series ID: S000068777)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000219751 | iShares iBonds Dec 2030 Term Corporate ETF | IBDV            |

### iShares iBonds Dec 2030 Term Treasury ETF (Series ID: S000068912)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000220170 | iShares iBonds Dec 2030 Term Treasury ETF | IBTK            |

### iShares iBonds 2026 Term High Yield and Income ETF (Series ID: S000069852)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000222633 | iShares iBonds 2026 Term High Yield and Income ETF | IBHF            |

### iShares iBonds Dec 2031 Term Corporate ETF (Series ID: S000072204)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000228040 | iShares iBonds Dec 2031 Term Corporate ETF | IBDW            |

### iShares iBonds 2027 Term High Yield and Income ETF (Series ID: S000072335)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000228465 | iShares iBonds 2027 Term High Yield and Income ETF | IBHG            |

### iShares iBonds Dec 2031 Term Treasury ETF (Series ID: S000072402)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000228602 | iShares iBonds Dec 2031 Term Treasury ETF | IBTL            |

### iShares iBonds 2028 Term High Yield and Income ETF (Series ID: S000075472)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000234589 | iShares iBonds 2028 Term High Yield and Income ETF | IBHH            |

### iShares iBonds 2029 Term High Yield and Income ETF (Series ID: S000075473)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000234590 | iShares iBonds 2029 Term High Yield and Income ETF | IBHI            |

### iShares iBonds Dec 2032 Term Corporate ETF (Series ID: S000076685)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000236700 | iShares iBonds Dec 2032 Term Corporate ETF | IBDX            |

### iShares iBonds Dec 2032 Term Treasury ETF (Series ID: S000076714)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000236733 | iShares iBonds Dec 2032 Term Treasury ETF | IBTM            |

### iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (Series ID: S000076777)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000236812 | iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | TLTW            |

### iShares High Yield Corporate Bond BuyWrite Strategy ETF (Series ID: S000076779)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000236814 | iShares High Yield Corporate Bond BuyWrite Strategy ETF | HYGW            |

### iShares Investment Grade Corporate Bond BuyWrite Strategy ETF (Series ID: S000076781)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000236816 | iShares Investment Grade Corporate Bond BuyWrite Strategy ETF | LQDW            |

## Internal

## **Report of Independent Registered Public Accounting Firm** 
To the Board of Trustees of iShares Trust and Shareholders of iShares 0-5 Year High Yield Corporate Bond ETF, iShares 0-5 Year Investment Grade Corporate Bond ETF, iShares 0-5 Year TIPS Bond ETF,

iShares 1-3 Year International Treasury Bond ETF, iShares 20+ Year Treasury Bond BuyWrite Strategy ETF, iShares Aaa - A Rated Corporate Bond ETF, iShares BB Rated Corporate Bond ETF, iShares Broad USD High Yield Corporate Bond ETF, iShares CMBS ETF, iShares Convertible Bond ETF, iShares Core 1-5 Year USD Bond ETF, iShares Core International Aggregate Bond ETF, iShares Core Total USD Bond Market ETF, iShares ESG Advanced High Yield Corporate Bond ETF, iShares Fallen Angels USD Bond ETF, iShares Floating Rate Bond ETF, iShares GNMA Bond ETF, iShares High Yield Corporate Bond BuyWrite Strategy ETF, iShares iBonds 2022 Term High Yield and Income ETF, iShares iBonds 2023 Term High Yield and Income ETF, iShares iBonds 2024 Term High Yield and Income ETF, iShares iBonds 2025 Term High Yield and Income ETF, iShares iBonds 2026 Term High Yield and Income ETF, iShares iBonds 2027 Term High Yield and Income ETF, iShares iBonds 2028 Term High Yield and Income ETF, iShares iBonds 2029 Term High Yield and Income ETF, iShares iBonds Dec 2022 Term Corporate ETF, iShares iBonds Dec 2022 Term Muni Bond ETF, iShares iBonds Dec 2022 Term Treasury ETF, iShares iBonds Dec 2023 Term Corporate ETF, iShares iBonds Dec 2023 Term Muni Bond ETF, iShares iBonds Dec 2023 Term Treasury ETF, iShares iBonds Dec 2024 Term Corporate ETF, iShares iBonds Dec 2024 Term Muni Bond ETF, iShares iBonds Dec 2024 Term Treasury ETF, iShares iBonds Dec 2025 Term Corporate ETF, iShares iBonds Dec 2025 Term Muni Bond ETF, iShares iBonds Dec 2025 Term Treasury ETF, iShares iBonds Dec 2026 Term Corporate ETF, iShares iBonds Dec 2026 Term Muni Bond ETF, iShares iBonds Dec 2026 Term Treasury ETF, iShares iBonds Dec 2027 Term Corporate ETF, iShares iBonds Dec 2027 Term Muni Bond ETF, iShares iBonds Dec 2027 Term Treasury ETF, iShares iBonds Dec 2028 Term Corporate ETF, iShares iBonds Dec 2028 Term Muni Bond ETF, iShares iBonds Dec 2028 Term Treasury ETF, iShares iBonds Dec 2029 Term Corporate ETF, iShares iBonds Dec 2029 Term Treasury ETF, iShares iBonds Dec 2030 Term Corporate ETF, iShares iBonds Dec 2030 Term Treasury ETF, iShares iBonds Dec 2031 Term Corporate ETF, iShares iBonds Dec 2031 Term Treasury ETF, iShares iBonds Dec 2032 Term Corporate ETF, iShares iBonds Dec 2032 Term Treasury ETF, iShares iBonds Mar 2023 Term Corporate ETF, iShares iBonds Mar 2023 Term Corporate ex-Financials ETF, iShares International Treasury Bond ETF, iShares Investment Grade Corporate Bond BuyWrite Strategy ETF, iShares J.P. Morgan USD Emerging Markets Bond ETF, iShares TIPS Bond ETF, iShares Treasury Floating Rate Bond ETF, iShares U.S. Fixed Income Balanced Risk Factor ETF, iShares U.S. Treasury Bond ETF, iShares USD Green Bond ETF and iShares Yield Optimized Bond ETF

In planning and performing our audits of the financial statements of the funds listed in Appendix A, (hereafter referred to as the "Funds") as of and for the periods ended October 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting.

The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements.

------

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of October 31, 2022.

This report is intended solely for the information and use of the Board of Trustees of iShares Trust and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 22, 2022

------

**Appendix A**

**iShares Trust**

iShares 0-5 Year TIPS Bond ETF

iShares 0-5 Year High Yield Corporate Bond ETF

iShares 0-5 Year Investment Grade Corporate Bond ETF

iShares 1-3 Year International Treasury Bond ETF

iShares 20+ Year Treasury Bond BuyWrite Strategy ETF\*

iShares Aaa - A Rated Corporate Bond ETF

iShares BB Rated Corporate Bond ETF

iShares Broad USD High Yield Corporate Bond ETF

iShares CMBS ETF

iShares Convertible Bond ETF

iShares Core 1-5 Year USD Bond ETF

iShares Core International Aggregate Bond ETF

iShares Core Total USD Bond Market ETF

iShares ESG Advanced High Yield Corporate Bond ETF

iShares Fallen Angels USD Bond ETF

iShares Floating Rate Bond ETF

iShares GNMA Bond ETF

iShares High Yield Corporate Bond BuyWrite Strategy ETF\*

iShares iBonds 2022 Term High Yield and Income ETF

iShares iBonds 2023 Term High Yield and Income ETF

iShares iBonds 2024 Term High Yield and Income ETF

iShares iBonds 2025 Term High Yield and Income ETF

iShares iBonds 2026 Term High Yield and Income ETF

iShares iBonds 2027 Term High Yield and Income ETF

iShares iBonds 2028 Term High Yield and Income ETF\*\*

iShares iBonds 2029 Term High Yield and Income ETF\*\*

iShares iBonds Dec 2022 Term Corporate ETF

iShares iBonds Dec 2022 Term Muni Bond ETF

iShares iBonds Dec 2022 Term Treasury ETF

iShares iBonds Dec 2023 Term Corporate ETF

iShares iBonds Dec 2023 Term Muni Bond ETF

iShares iBonds Dec 2023 Term Treasury ETF

iShares iBonds Dec 2024 Term Corporate ETF

iShares iBonds Dec 2024 Term Muni Bond ETF

iShares iBonds Dec 2024 Term Treasury ETF

iShares iBonds Dec 2025 Term Corporate ETF

iShares iBonds Dec 2025 Term Muni Bond ETF

iShares iBonds Dec 2025 Term Treasury ETF

iShares iBonds Dec 2026 Term Corporate ETF

iShares iBonds Dec 2026 Term Muni Bond ETF

iShares iBonds Dec 2026 Term Treasury ETF

iShares iBonds Dec 2027 Term Corporate ETF

iShares iBonds Dec 2027 Term Muni Bond ETF

iShares iBonds Dec 2027 Term Treasury ETF

------

iShares iBonds Dec 2028 Term Corporate ETF

iShares iBonds Dec 2028 Term Muni Bond ETF

iShares iBonds Dec 2028 Term Treasury ETF

iShares iBonds Dec 2029 Term Corporate ETF

iShares iBonds Dec 2029 Term Treasury ETF

iShares iBonds Dec 2030 Term Corporate ETF

iShares iBonds Dec 2030 Term Treasury ETF

iShares iBonds Dec 2031 Term Corporate ETF

iShares iBonds Dec 2031 Term Treasury ETF

iShares iBonds Dec 2032 Term Corporate ETF\*\*\*

iShares iBonds Dec 2032 Term Treasury ETF\*\*\*\*

iShares iBonds Mar 2023 Term Corporate ETF

iShares iBonds Mar 2023 Term Corporate ex-Financials ETF

iShares International Treasury Bond ETF

iShares Investment Grade Corporate Bond BuyWrite Strategy ETF\*

iShares J.P. Morgan USD Emerging Markets Bond ETF

iShares TIPS Bond ETF

iShares Treasury Floating Rate Bond ETF

iShares U.S. Fixed Income Balanced Risk Factor ETF

iShares U.S. Treasury Bond ETF

iShares USD Green Bond ETF

iShares Yield Optimized Bond ETF

\* August 18, 2022 (commencement of operations) to October 31, 2022

\*\*March 8, 2022 (commencement of operations) to October 31, 2022

\*\*\*June 28, 2022 (commencement of operations) to October 31, 2022

\*\*\*\*July 6, 2022 (commencement of operations) to October 31, 2022

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001100663

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000063041

**Series ID Record:2**
- **Series ID:** S000076779

**Series ID Record:3**
- **Series ID:** S000076777

**Series ID Record:4**
- **Series ID:** S000065339

**Series ID Record:5**
- **Series ID:** S000035919

**Series ID Record:6**
- **Series ID:** S000055059

**Series ID Record:7**
- **Series ID:** S000067558

**Series ID Record:8**
- **Series ID:** S000044143

**Series ID Record:9**
- **Series ID:** S000058301

**Series ID Record:10**
- **Series ID:** S000072402

**Series ID Record:11**
- **Series ID:** S000075472

**Series ID Record:12**
- **Series ID:** S000039663

**Series ID Record:13**
- **Series ID:** S000065341

**Series ID Record:14**
- **Series ID:** S000065345

**Series ID Record:15**
- **Series ID:** S000075473

**Series ID Record:16**
- **Series ID:** S000054724

**Series ID Record:17**
- **Series ID:** S000067559

**Series ID Record:18**
- **Series ID:** S000045644

**Series ID Record:19**
- **Series ID:** S000035914

**Series ID Record:20**
- **Series ID:** S000067562

**Series ID Record:21**
- **Series ID:** S000072204

**Series ID Record:22**
- **Series ID:** S000044409

**Series ID Record:23**
- **Series ID:** S000069852

**Series ID Record:24**
- **Series ID:** S000065337

**Series ID Record:25**
- **Series ID:** S000066401

**Series ID Record:26**
- **Series ID:** S000048151

**Series ID Record:27**
- **Series ID:** S000035915

**Series ID Record:28**
- **Series ID:** S000063139

**Series ID Record:29**
- **Series ID:** S000060088

**Series ID Record:30**
- **Series ID:** S000048147

**Series ID Record:31**
- **Series ID:** S000063115

**Series ID Record:32**
- **Series ID:** S000059297

**Series ID Record:33**
- **Series ID:** S000065129

**Series ID Record:34**
- **Series ID:** S000076685

**Series ID Record:35**
- **Series ID:** S000030481

**Series ID Record:36**
- **Series ID:** S000040347

**Series ID Record:37**
- **Series ID:** S000072335

**Series ID Record:38**
- **Series ID:** S000048637

**Series ID Record:39**
- **Series ID:** S000033136

**Series ID Record:40**
- **Series ID:** S000054186

**Series ID Record:41**
- **Series ID:** S000048153

**Series ID Record:42**
- **Series ID:** S000035916

**Series ID Record:43**
- **Series ID:** S000067561

**Series ID Record:44**
- **Series ID:** S000076781

**Series ID Record:45**
- **Series ID:** S000048152

**Series ID Record:46**
- **Series ID:** S000051261

**Series ID Record:47**
- **Series ID:** S000065343

**Series ID Record:48**
- **Series ID:** S000063114

**Series ID Record:49**
- **Series ID:** S000067557

**Series ID Record:50**
- **Series ID:** S000054725

**Series ID Record:51**
- **Series ID:** S000065128

**Series ID Record:52**
- **Series ID:** S000068912

**Series ID Record:53**
- **Series ID:** S000067560

**Series ID Record:54**
- **Series ID:** S000004363

**Series ID Record:55**
- **Series ID:** S000076714

**Series ID Record:56**
- **Series ID:** S000067564

**Series ID Record:57**
- **Series ID:** S000067556

**Series ID Record:58**
- **Series ID:** S000023614

**Series ID Record:59**
- **Series ID:** S000063466

**Series ID Record:60**
- **Series ID:** S000054184

**Series ID Record:61**
- **Series ID:** S000023615

**Series ID Record:62**
- **Series ID:** S000048149

**Series ID Record:63**
- **Series ID:** S000068777

**Series ID Record:64**
- **Series ID:** S000067563

**Series ID Record:65**
- **Series ID:** S000019798

**Series ID Record:66**
- **Series ID:** S000048150

**Series ID Record:67**
- **Series ID:** S000042353

**Series ID Record:68**
- **Series ID:** S000049023

**Series ID Record:69**
- **Series ID:** S000038926

**Series ID Record:70**
- **Series ID:** S000042354

**Class ID Record:1**
- **Class ID:** C000204503

**Class ID Record:2**
- **Class ID:** C000236814

**Class ID Record:3**
- **Class ID:** C000236812

**Class ID Record:4**
- **Class ID:** C000211398

**Class ID Record:5**
- **Class ID:** C000110086

**Class ID Record:6**
- **Class ID:** C000173141

**Class ID Record:7**
- **Class ID:** C000217184

**Class ID Record:8**
- **Class ID:** C000137225

**Class ID Record:9**
- **Class ID:** C000191091

**Class ID Record:10**
- **Class ID:** C000228602

**Class ID Record:11**
- **Class ID:** C000234589

**Class ID Record:12**
- **Class ID:** C000122833

**Class ID Record:13**
- **Class ID:** C000211400

**Class ID Record:14**
- **Class ID:** C000211404

**Class ID Record:15**
- **Class ID:** C000234590

**Class ID Record:16**
- **Class ID:** C000171897

**Class ID Record:17**
- **Class ID:** C000217185

**Class ID Record:18**
- **Class ID:** C000141927

**Class ID Record:19**
- **Class ID:** C000110079

**Class ID Record:20**
- **Class ID:** C000217188

**Class ID Record:21**
- **Class ID:** C000228040

**Class ID Record:22**
- **Class ID:** C000138243

**Class ID Record:23**
- **Class ID:** C000222633

**Class ID Record:24**
- **Class ID:** C000211396

**Class ID Record:25**
- **Class ID:** C000214263

**Class ID Record:26**
- **Class ID:** C000152178

**Class ID Record:27**
- **Class ID:** C000110080

**Class ID Record:28**
- **Class ID:** C000204721

**Class ID Record:29**
- **Class ID:** C000196720

**Class ID Record:30**
- **Class ID:** C000152174

**Class ID Record:31**
- **Class ID:** C000204676

**Class ID Record:32**
- **Class ID:** C000194633

**Class ID Record:33**
- **Class ID:** C000210858

**Class ID Record:34**
- **Class ID:** C000236700

**Class ID Record:35**
- **Class ID:** C000093655

**Class ID Record:36**
- **Class ID:** C000125276

**Class ID Record:37**
- **Class ID:** C000228465

**Class ID Record:38**
- **Class ID:** C000153287

**Class ID Record:39**
- **Class ID:** C000102031

**Class ID Record:40**
- **Class ID:** C000170247

**Class ID Record:41**
- **Class ID:** C000152180

**Class ID Record:42**
- **Class ID:** C000110081

**Class ID Record:43**
- **Class ID:** C000217187

**Class ID Record:44**
- **Class ID:** C000236816

**Class ID Record:45**
- **Class ID:** C000152179

**Class ID Record:46**
- **Class ID:** C000161648

**Class ID Record:47**
- **Class ID:** C000211402

**Class ID Record:48**
- **Class ID:** C000204675

**Class ID Record:49**
- **Class ID:** C000217182

**Class ID Record:50**
- **Class ID:** C000171898

**Class ID Record:51**
- **Class ID:** C000210857

**Class ID Record:52**
- **Class ID:** C000220170

**Class ID Record:53**
- **Class ID:** C000217186

**Class ID Record:54**
- **Class ID:** C000012093

**Class ID Record:55**
- **Class ID:** C000236733

**Class ID Record:56**
- **Class ID:** C000217190

**Class ID Record:57**
- **Class ID:** C000217181

**Class ID Record:58**
- **Class ID:** C000069477

**Class ID Record:59**
- **Class ID:** C000205645

**Class ID Record:60**
- **Class ID:** C000170245

**Class ID Record:61**
- **Class ID:** C000069478

**Class ID Record:62**
- **Class ID:** C000152176

**Class ID Record:63**
- **Class ID:** C000219751

**Class ID Record:64**
- **Class ID:** C000217189

**Class ID Record:65**
- **Class ID:** C000055529

**Class ID Record:66**
- **Class ID:** C000152177

**Class ID Record:67**
- **Class ID:** C000131291

**Class ID Record:68**
- **Class ID:** C000154546

**Class ID Record:69**
- **Class ID:** C000119711

**Class ID Record:70**
- **Class ID:** C000131292

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-10-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** iShares Trust

- **Item B.1.b - Investment Company Act file number:** 811-09729

- **Item B.1.c - CIK:** 0001100663

- **Item B.1.d - LEI:** 5493000860OXIC4B5K91

- **Item B.2.a - Street 1:** 400 Howard Street

- **Item B.2.b - City:** San Francisco

- **Item B.2.c - State:** CA

- **Item B.2.e - Zip Code:** 94105

- **Item B.2.f - Telephone:** 800-474-2737

- **Item B.2.g - Public Website:** www.blackrock.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** BlackRock Investments, LLC

- **b. Street 1:** 40 East 52nd Street

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10022

- **g. Telephone number:** 609-282-3046

- **h. Briefly describe the books and records kept at this location:** Records related to its functions as distributor

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** State Street Bank and Trust Company

- **b. Street 1:** 1 Lincoln Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02111

- **g. Telephone number:** 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: 3**

- **a. Name of person (e.g., a custodian of records):** BlackRock Fund Advisors

- **b. Street 1:** 400 Howard Street

- **c. City:** San Francisco

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 94105

- **g. Telephone number:** 415-670-2000

- **h. Briefly describe the books and records kept at this location:** Records related to its functions as advisor

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** BlackRock International Limited

- **b. Street 1:** 1 Semple Street

- **c. City:** Edinburgh

- **f. Zip code and zip code extension, or foreign postal code:** EH3 8BL

- **g. Telephone number:** 44 131 472 7200

- **h. Briefly describe the books and records kept at this location:** Records related to its functions as sub-advisor

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** BlackRock-advised Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 311

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name               | Is Interested Person?   | Other Investment Company File Numbers   |
|:---|:---|:---|
| John E. Kerrigan   | No                      | 811-22649, 811-09102                    |
| Richard L. Fagnani | No                      | 811-09102, 811-22649                    |
| Robert S. Kapito   | Yes                     | 811-22649, 811-09102                    |
| Drew E. Lawton     | No                      | 811-09102, 811-22649                    |
| John E. Martinez   | No                      | 811-09102, 811-22649                    |
| Salim Ramji        | Yes                     | 811-09102, 811-22649                    |
| Madhav V. Rajan    | No                      | 811-09102, 811-22649                    |
| Jane D. Carlin     | No                      | 811-22649, 811-09102                    |
| Cecilia H. Herbert | No                      | 811-22649, 811-23362, 811-09102         |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Charles Park

- **b. CRD Number, if any:** N/A

- **c. Street Address 1:** 55 East 52nd Street

- **d. City:** New York

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 10055

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-29172
  - IC-25878
  - IC-26606

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** BlackRock Investments, LLC

- **ii. SEC file number:** 8-48436

- **iii. CRD number:** 000038642

- **iv. LEI, if any:** 54930061FBHCKXL2G714

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. 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:** PA

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - iShares iBonds Dec 2028 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2028 Term Corporate ETF

- **b. Series identification number, if any:** S000063041

- **c. LEI:** 549300M605XUUWV2JP18

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2028 Term Corporate ETF | C000204503                                | IBDT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $23,500,157.24

- **g. Provide the net income from securities lending activities:** $47,781.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $50,430,000.00            |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $3,127,817.00             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $182,128,248.24           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $3,707,166.40             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $102,302,542.18           |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $5,371,107.50             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $4,018,416.99             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $43,371,265.39            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $30,829,792.64            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $7,062,120.26             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $457,116,750.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $399,922,302.62

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 2 - iShares High Yield Corporate Bond BuyWrite Strategy ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares High Yield Corporate Bond BuyWrite Strategy ETF

- **b. Series identification number, if any:** S000076779

- **c. LEI:** 549300EGWHOABJHW0Z29

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares High Yield Corporate Bond BuyWrite Strategy ETF | C000236814                                | HYGW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-8177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $0.74

**Brokers Record: 2**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,859.60

**Aggregate Commission:** $5,860.34

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $11,509,116.40            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $560,000.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,069,116.40

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $6,905,568.68

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 3 - iShares 20+ Year Treasury Bond BuyWrite Strategy ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares 20+ Year Treasury Bond BuyWrite Strategy ETF

- **b. Series identification number, if any:** S000076777

- **c. LEI:** 549300YMOD8GSUKQT287

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | C000236812                                | TLTW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,598.80

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-8177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $0.64

**Aggregate Commission:** $9,599.44

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $24,072,641.78            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,110,000.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $25,182,641.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $15,236,095.89

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 4 - iShares iBonds 2022 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2022 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000065339

- **c. LEI:** 5493008G5667BZQ6NT36

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2022 Term High Yield and Income ETF | C000211398                                | IBHB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,116,495.82

- **g. Provide the net income from securities lending activities:** $43,323.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11.62

**Aggregate Commission:** $11.62

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $1,951,024.00             |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $1,758,658.25             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,662,687.25             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $10,140,379.49            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $6,277,012.20             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $137,240,000.00           |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $29,282,626.00            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $6,662,310.00             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $3,335,354.05             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $16,654,288.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $230,402,060.04

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $86,360,603.50

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 5 - iShares U.S. Treasury Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares U.S. Treasury Bond ETF

- **b. Series identification number, if any:** S000035919

- **c. LEI:** 549300YMK9GAMCTG8G20

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares U.S. Treasury Bond ETF | C000110086                                | GOVT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $271,582,034.81

- **g. Provide the net income from securities lending activities:** $320,216.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $5,779,570,000.00         |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $8,996,303,542.68         |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $825,857,296.51           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $7,293,136,220.81         |
| Natwest Markets Securities Inc.                      | 8-37135           | 000011707    | ZE2ZWJ5BTIQJ8M0C6K34 | CT      | US        | $931,998,736.21           |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,369,427,900.92         |
| Citadel Securities LLC                               | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $545,050,466.89           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,280,758,360.97         |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $12,110,263,944.00        |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,118,924,742.43         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $45,799,145,124.03

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $18,480,041,939.75

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 6 - iShares iBonds Dec 2026 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2026 Term Corporate ETF

- **b. Series identification number, if any:** S000055059

- **c. LEI:** 549300YFLX0EDIINV769

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2026 Term Corporate ETF | C000173141                                | IBDR                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $55,074,897.63

- **g. Provide the net income from securities lending activities:** $110,487.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,469,992.85             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $135,710,000.00           |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $4,112,622.50             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $4,104,042.25             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $12,179,666.50            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $14,704,228.50            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $3,263,114.00             |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $3,836,140.00             |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $870,967,213.09           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $4,776,492.25             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,104,548,985.06

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,029,622,506.14

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 7 - iShares iBonds Dec 2023 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2023 Term Treasury ETF

- **b. Series identification number, if any:** S000067558

- **c. LEI:** 5493001SQ34HDIS7U507

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2023 Term Treasury ETF | C000217184                                | IBTD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,796,838.23

- **g. Provide the net income from securities lending activities:** $8,017.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $217,518,232.76           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $816,414,789.80           |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $5,891,487.74             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $33,980,629.12            |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $7,711,862.67             |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $9,905,251.18             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $38,060,000.00            |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $14,967,162.30            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $459,089,203.25           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $11,732,513.44            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,619,842,402.25

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $260,253,846.87

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 8 - iShares Treasury Floating Rate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Treasury Floating Rate Bond ETF

- **b. Series identification number, if any:** S000044143

- **c. LEI:** 549300IH7Y9SW6BCOA50

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Treasury Floating Rate Bond ETF | C000137225                                | TFLO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $846,720.22

- **g. Provide the net income from securities lending activities:** $10,205.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BMO Capital Markets Corp.                            | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $274,935,529.76           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $3,232,228,388.91         |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $50,086,805.94            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $841,899,223.99           |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $153,610,166.39           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $960,640,000.00           |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $151,600,435.55           |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $98,931,237.19            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $61,015,362.76            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,193,408,421.10         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,034,368,584.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,353,485,149.03

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 9 - iShares iBonds Dec 2027 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2027 Term Corporate ETF

- **b. Series identification number, if any:** S000058301

- **c. LEI:** 549300OXS5FQU3APF128

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2027 Term Corporate ETF | C000191091                                | IBDS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $63,195,209.02

- **g. Provide the net income from securities lending activities:** $177,943.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $12,212,860.70            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $17,670,755.40            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $94,330,000.00            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $261,989,436.23           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $4,797,029.10             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $215,138,475.96           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $45,095,250.32            |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $6,961,443.38             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $8,814,535.07             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $68,727,565.14            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $775,986,159.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $673,363,942.50

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 10 - iShares iBonds Dec 2031 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2031 Term Treasury ETF

- **b. Series identification number, if any:** S000072402

- **c. LEI:** 549300LPRACPC43DIL75

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2031 Term Treasury ETF | C000228602                                | IBTL                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $23,684.86

- **g. Provide the net income from securities lending activities:** $45.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $5,209,938.70             |
| Natwest Markets Securities Inc.                      | 8-37135           | 000011707    | ZE2ZWJ5BTIQJ8M0C6K34 | CT      | US        | $304,807.07               |
| Citadel Securities LLC                               | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $187,845.47               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $10,809,652.65            |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $204,592.90               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $870,000.00               |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $33,860,310.63            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $326,182.59               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $390,501.78               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,391,281.03             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $53,892,359.16

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,783,672.92

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 11 - iShares iBonds 2028 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2028 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000075472

- **c. LEI:** 549300RL2Z2AR3IFXI07

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2028 Term High Yield and Income ETF | C000234589                                | IBHH                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $950,402.17

- **g. Provide the net income from securities lending activities:** $3,636.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $223,160.70               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,900,000.00             |
| UBS Securities LLC                                   | 8-22651           | 000007654    | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $77,250.00                |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $703,050.05               |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $117,776.25               |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,854,390.05             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $70,869.00                |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $69,668.05                |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $2,204,197.65             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $173,417.50               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,685,178.24

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,680,807.47

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 12 - iShares iBonds Mar 2023 Term Corporate ex-Financials ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Mar 2023 Term Corporate ex-Financials ETF

- **b. Series identification number, if any:** S000039663

- **c. LEI:** 54930072NH2YOKLOWY24

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                                    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Mar 2023 Term Corporate ex-Financials ETF | C000122833                                | IBCE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,883,653.60

- **g. Provide the net income from securities lending activities:** $12,030.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 3**

- **i. Full name:** Wells Fargo Securities, LLC

- **ii. LEI, if any:** VYVVCKR63DVZZN70PB21

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,650,773.50             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $33,759,000.00            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $3,287,714.00             |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $595,712.00               |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $1,384,212.00             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,579,739.50             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $8,749,877.76             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $649,690.50               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,695,893.50             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $8,288,383.09             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $66,900,562.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $33,437,616.00

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 13 - iShares iBonds 2023 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2023 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000065341

- **c. LEI:** 549300Q9TBNC08E3RX90

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2023 Term High Yield and Income ETF | C000211400                                | IBHC                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $12,784,443.44

- **g. Provide the net income from securities lending activities:** $47,506.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $12,988,567.77            |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $3,126,825.85             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,941,273.35             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $8,326,651.34             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $11,573,389.15            |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $88,497,608.40            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $5,969,650.35             |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $2,862,285.50             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $91,840,000.00            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $24,254,048.88            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $274,189,143.43

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $118,062,970.45

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 14 - iShares iBonds 2025 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2025 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000065345

- **c. LEI:** 5493002LWMPQCS8D7332

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2025 Term High Yield and Income ETF | C000211404                                | IBHE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,885,211.80

- **g. Provide the net income from securities lending activities:** $40,625.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $886,747.45               |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $4,992,039.40             |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $710,064.23               |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $55,682,822.80            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,545,042.91             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $738,115.58               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,927,670.09             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $4,417,671.83             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $21,660,000.00            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $581,235.15               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $97,421,658.66

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $50,258,408.20

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 15 - iShares iBonds 2029 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2029 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000075473

- **c. LEI:** 549300WQN5UVKD58WM63

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2029 Term High Yield and Income ETF | C000234590                                | IBHI                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $905,467.38

- **g. Provide the net income from securities lending activities:** $3,059.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,733,929.40             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $302,329.70               |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $105,079.75               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,710,205.86             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $2,290,000.00             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,461,646.45             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $107,140.45               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $576,740.75               |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $155,133.55               |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $95,259.64                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $18,004,832.80

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,462,904.71

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 16 - iShares iBonds Dec 2023 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2023 Term Muni Bond ETF

- **b. Series identification number, if any:** S000054724

- **c. LEI:** 54930086634JKXKNCH37

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2023 Term Muni Bond ETF | C000171897                                | IBML                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $220,109,452.44           |
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $82,803,593.85            |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $3,501,699.20             |
| Wells Fargo Securities, LLC              | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $7,214,870.40             |
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,465,601.20             |
| J.P. Morgan Securities LLC               | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $14,128,569.25            |
| National Financial Services LLC          | 8-26740           | 000013041    | 549300JRHF1MHHWUAW04 | MA      | US        | $2,643,089.55             |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $13,930,776.25            |
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $35,646,379.30            |
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $7,794,431.15             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $402,606,215.49

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $403,593,336.99

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 17 - iShares iBonds Dec 2024 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2024 Term Treasury ETF

- **b. Series identification number, if any:** S000067559

- **c. LEI:** 549300O0SIRI8DJAZQ65

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2024 Term Treasury ETF | C000217185                                | IBTE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $604,488.30

- **g. Provide the net income from securities lending activities:** $2,601.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $13,720,000.00            |
| Citadel Securities LLC                               | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $9,907,014.45             |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $53,183,392.99            |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $19,670,703.13            |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $15,425,285.62            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $337,506,386.06           |
| BMO Capital Markets Corp.                            | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $9,911,344.93             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $60,357,665.07            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $161,479,348.03           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $262,827,502.13           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $978,340,098.09

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $219,241,769.09

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 18 - iShares Core Total USD Bond Market ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Core Total USD Bond Market ETF

- **b. Series identification number, if any:** S000045644

- **c. LEI:** 549300IWM5U5LVTDP761

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                  | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Core Total USD Bond Market ETF | C000141927                                | IUSB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $290,071,065.58

- **g. Provide the net income from securities lending activities:** $1,186,583.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 3**

- **i. Full name:** J.P. Morgan Securities LLC

- **ii. LEI, if any:** ZBUT11V806EZRVTWT807

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                      | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Credit Suisse Securities (USA) LLC                        | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $3,254,952,832.53         |
| BofA Securities, Inc.                                     | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $8,271,349,894.47         |
| Wells Fargo Securities, LLC                               | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,763,536,109.70         |
| Nomura Securities International, Inc.                     | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $1,674,328,177.10         |
| Citigroup Global Markets Inc.                             | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $10,100,988,690.02        |
| J.P. Morgan Securities LLC                                | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $8,173,923,297.58         |
| BlackRock Funds III - BlackRock Cash Funds: Institutional | N/A               | N/A          | 549300JDHS1T46VWOG19 | CA      | US        | $5,860,648,095.00         |
| Morgan Stanley & Co. LLC                                  | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $12,105,716,670.64        |
| Goldman Sachs & Co. LLC                                   | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $6,306,943,612.74         |
| Barclays Capital Inc.                                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $1,386,109,572.92         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $60,931,774,923.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $17,431,949,596.33

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 19 - iShares CMBS ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares CMBS ETF

- **b. Series identification number, if any:** S000035914

- **c. LEI:** 5493008QF1WFU4PEB467

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares CMBS ETF        | C000110079                                | CMBS                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $48,407,008.23            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $37,166,172.71            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $17,352,496.75            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $20,926,952.80            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $45,751,849.20            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $17,958,108.59            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $68,498,781.11            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $30,176,523.35            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $143,770,000.00           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $37,922,557.71            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $567,141,385.92

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $734,629,767.89

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 20 - iShares iBonds Dec 2027 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2027 Term Treasury ETF

- **b. Series identification number, if any:** S000067562

- **c. LEI:** 54930020FRFZSOL6BW27

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2027 Term Treasury ETF | C000217188                                | IBTH                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $59,009.39

- **g. Provide the net income from securities lending activities:** $312.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $2,260,000.00             |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $11,099,962.71            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $2,645,748.19             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,233,509.49             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $38,202,026.16            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $34,556,692.14            |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $11,010,716.89            |
| Natwest Markets Securities Inc.                      | 8-37135           | 000011707    | ZE2ZWJ5BTIQJ8M0C6K34 | CT      | US        | $3,794,025.55             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $125,790,760.40           |
| BMO Capital Markets Corp.                            | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $2,414,200.81             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $235,840,087.67

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $46,718,183.08

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 21 - iShares iBonds Dec 2031 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2031 Term Corporate ETF

- **b. Series identification number, if any:** S000072204

- **c. LEI:** 549300LR0SMCL4YVFM54

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2031 Term Corporate ETF | C000228040                                | IBDW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,151,330.23

- **g. Provide the net income from securities lending activities:** $13,724.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $140,663,789.88           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $10,800,000.00            |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $367,366.50               |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $552,000.00               |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $660,260.80               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,423,426.45             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $3,334,764.45             |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $401,978.05               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,996,123.75             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $4,302,219.40             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $171,900,663.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $59,653,142.80

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 22 - iShares Yield Optimized Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Yield Optimized Bond ETF

- **b. Series identification number, if any:** S000044409

- **c. LEI:** 5493005QJEN1EYESFU71

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Yield Optimized Bond ETF | C000138243                                | BYLD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $18,362,572.69

- **g. Provide the net income from securities lending activities:** $344,850.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. SEC file number:** 85-11399

- **iii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iv. State, if applicable:** NY

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** Yes

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **Description of other identifying number:** LEI Number

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** Yes

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,691.32

**Brokers Record: 2**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7.92

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $834.64

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse Securities (USA) LLC

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $0.88

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.99

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24.24

**Brokers Record: 7**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,172.13

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,760.30

**Brokers Record: 9**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $332.76

**Aggregate Commission:** $13,830.18

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $59,762,513.98            |
| State Street Bank and Trust Company      | 8-69862           | 000285852    | 549300FDEDF5ORXCMQ56 | MA      | US        | $3,620,000.00             |
| BlackRock Liquidity Funds T-Fund         | N/A               | N/A          | 5493002L9DNZ83RX7V61 | DE      | US        | $1,116,814.13             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $64,499,328.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $101,749,292.71

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 23 - iShares iBonds 2026 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2026 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000069852

- **c. LEI:** 549300XKDXRNM5M5I633

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2026 Term High Yield and Income ETF | C000222633                                | IBHF                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,310,210.25

- **g. Provide the net income from securities lending activities:** $14,390.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $698,447.65               |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $496,233.25               |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $261,580.25               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $386,936.12               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $8,110,000.00             |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $302,072.50               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $575,860.60               |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,810,978.80             |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,140,454.71             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $22,522,766.45            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $37,716,546.57

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $24,956,905.61

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 24 - iShares iBonds Dec 2029 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2029 Term Corporate ETF

- **b. Series identification number, if any:** S000066401

- **c. LEI:** 549300O4632FCSLM7T54

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2029 Term Corporate ETF | C000214263                                | IBDU                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $16,822,417.79

- **g. Provide the net income from securities lending activities:** $44,874.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $5,732,028.22             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $5,961,064.07             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $171,612,400.69           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,318,653.70             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $21,511,180.55            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,641,748.33             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $25,899,192.52            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $2,007,243.50             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $118,790,315.28           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $32,250,000.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $408,001,034.03

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $217,866,096.13

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 25 - iShares iBonds Dec 2023 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2023 Term Corporate ETF

- **b. Series identification number, if any:** S000048151

- **c. LEI:** 549300FDC5O9RCMR5H89

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2023 Term Corporate ETF | C000152178                                | IBDO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $157,618,810.13

- **g. Provide the net income from securities lending activities:** $375,976.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Wells Fargo Securities, LLC

- **ii. LEI, if any:** VYVVCKR63DVZZN70PB21

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $77,662,926.36            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $66,115,421.77            |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $20,592,790.08            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $788,122,608.01           |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $21,076,792.00            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $583,145,000.00           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $21,589,240.85            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $17,171,660.47            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $32,706,407.67            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $16,252,252.40            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,765,796,625.67

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,739,598,045.88

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 26 - iShares GNMA Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares GNMA Bond ETF

- **b. Series identification number, if any:** S000035915

- **c. LEI:** 5493000KODSFW8LTTF91

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares GNMA Bond ETF   | C000110080                                | GNMA                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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 (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $610,133,825.63           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $151,406,073.82           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $315,318,505.62           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $303,170,000.00           |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $536,058,611.95           |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $273,595,129.06           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $50,445,986.49            |
| Mizuho Securities USA LLC                            | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $30,924,350.70            |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $256,054,316.67           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $121,950,556.47           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,689,454,307.50

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $383,536,075.65

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 27 - iShares BB Rated Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares BB Rated Corporate Bond ETF

- **b. Series identification number, if any:** S000063139

- **c. LEI:** 549300IN0HF4R5TLRD29

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class               | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares BB Rated Corporate Bond ETF | C000204721                                | HYBB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $15,484,434.29

- **g. Provide the net income from securities lending activities:** $47,640.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $4,896,821.32             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,637,931.90             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $36,660,000.00            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $6,926,192.55             |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $2,521,040.12             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $54,502,316.92            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $259,810,056.09           |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $8,746,404.01             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $7,102,841.43             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $12,766,626.15            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $411,771,588.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $151,569,378.63

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 28 - iShares U.S. Fixed Income Balanced Risk Factor ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares U.S. Fixed Income Balanced Risk Factor ETF

- **b. Series identification number, if any:** S000060088

- **c. LEI:** 549300SHI6TGK0Y81802

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares U.S. Fixed Income Balanced Risk Factor ETF | C000196720                                | FIBR                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,829,107.71

- **g. Provide the net income from securities lending activities:** $13,621.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(2) (17 CFR 270.18f-4(c)(2))

- Rule 17a-7 (17 CFR 270.17a-7)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,935.93

**Aggregate Commission:** $1,935.93

**Item C.17.a. Principal transaction counterparties.**

| Name                                                      | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.                             | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $252,927,698.38           |
| Goldman Sachs & Co. LLC                                   | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $144,785,927.73           |
| BlackRock Funds III - BlackRock Cash Funds: Institutional | N/A               | N/A          | 549300JDHS1T46VWOG19 | CA      | US        | $76,272,968.94            |
| Morgan Stanley & Co. LLC                                  | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $340,861,556.65           |
| BofA Securities, Inc.                                     | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $258,797,379.28           |
| Credit Suisse Securities (USA) LLC                        | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $116,472,316.56           |
| Wells Fargo Securities, LLC                               | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $32,601,690.40            |
| Barclays Capital Inc.                                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $41,019,538.17            |
| J.P. Morgan Securities LLC                                | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $132,184,261.98           |
| Nomura Securities International, Inc.                     | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $19,922,959.31            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,477,118,125.28

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $96,375,782.61

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 29 - iShares iBonds Dec 2026 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2026 Term Muni Bond ETF

- **b. Series identification number, if any:** S000063115

- **c. LEI:** 549300T40WXQDLSRQD25

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2026 Term Muni Bond ETF | C000204676                                | IBMO                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Wells Fargo Securities, LLC              | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $3,448,930.05             |
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $46,787,402.70            |
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $12,282,780.35            |
| J.P. Morgan Securities LLC               | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,622,077.80             |
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $18,836,336.60            |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $4,147,844.75             |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $14,770,481.55            |
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,966,733.85             |
| National Financial Services LLC          | 8-26740           | 000013041    | 549300JRHF1MHHWUAW04 | MA      | US        | $3,773,156.10             |
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $154,080,125.09           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $268,586,205.09

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $165,883,825.01

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 30 - iShares Broad USD High Yield Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Broad USD High Yield Corporate Bond ETF

- **b. Series identification number, if any:** S000059297

- **c. LEI:** 549300X7H67ZLUE3IZ46

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                           | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Broad USD High Yield Corporate Bond ETF | C000194633                                | USHY                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,301,809,344.51

- **g. Provide the net income from securities lending activities:** $6,299,308.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,575,450,049.83         |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $162,104,036.35           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,045,940,646.65         |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $131,919,547.82           |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $130,651,678.76           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,748,588,128.68         |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $370,416,019.72           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $488,174,594.80           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,720,560,000.00         |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $128,033,634.92           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $12,999,861,566.40

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $7,754,295,173.22

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 31 - iShares iBonds Dec 2028 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2028 Term Muni Bond ETF

- **b. Series identification number, if any:** S000065129

- **c. LEI:** 54930024BSN1PVV1GP09

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2028 Term Muni Bond ETF | C000210858                                | IBMQ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $2,537,820.05             |
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $3,629,916.85             |
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,098,790.95             |
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $18,867,191.40            |
| UBS Securities LLC                       | 8-22651           | 000007654    | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $796,071.25               |
| Wells Fargo Securities, LLC              | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $2,339,315.35             |
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $57,736,350.92            |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $626,629.50               |
| Deutsche Bank Securities Inc.            | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $487,239.30               |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $4,973,277.80             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $95,192,019.02

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $79,949,317.43

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 32 - iShares iBonds Dec 2032 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2032 Term Corporate ETF

- **b. Series identification number, if any:** S000076685

- **c. LEI:** 549300ZCXA0SQGYFIX78

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2032 Term Corporate ETF | C000236700                                | IBDX                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $778,281.98

- **g. Provide the net income from securities lending activities:** $1,115.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $1,820,032.53             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $3,723,090.70             |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $704,881.85               |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $518,119.30               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $530,000.00               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,177,232.77             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $493,976.45               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,501,970.40             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $3,545,867.94             |
| Virtu Americas LLC                                   | 8-68193           | 000149823    | 549300RA02N3BNSWBV74 | NY      | US        | $2,456,165.97             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $18,862,405.81

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $14,766,050.96

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 33 - iShares 0-5 Year TIPS Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares 0-5 Year TIPS Bond ETF

- **b. Series identification number, if any:** S000030481

- **c. LEI:** 549300GIWSEGOQLZR212

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares 0-5 Year TIPS Bond ETF | C000093655                                | STIP                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $141,332,925.43

- **g. Provide the net income from securities lending activities:** $272,713.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $4,517,810,000.00         |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $258,554,998.04           |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $284,335,666.26           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $250,920,691.21           |
| UBS Securities LLC                                   | 8-22651           | 000007654    | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $138,993,670.74           |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $786,697,724.17           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,868,079,250.18         |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $5,928,257,307.61         |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $2,123,851,196.58         |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $3,540,222,517.68         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $19,806,967,123.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $10,890,434,587.20

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 34 - iShares iBonds Mar 2023 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Mar 2023 Term Corporate ETF

- **b. Series identification number, if any:** S000040347

- **c. LEI:** 549300IVBKNQ292M6Y10

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Mar 2023 Term Corporate ETF | C000125276                                | IBDD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,325,685.36

- **g. Provide the net income from securities lending activities:** $18,808.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $19,526,239.95            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $65,884,000.00            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,478,316.39             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $3,726,497.00             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $1,906,044.00             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $3,900,077.00             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $4,073,329.00             |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $1,989,051.00             |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $5,040,254.00             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $13,650,537.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $127,448,095.26

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $70,137,053.01

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 35 - iShares iBonds 2027 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2027 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000072335

- **c. LEI:** 5493002OU5L552ZLNH92

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2027 Term High Yield and Income ETF | C000228465                                | IBHG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,353,664.12

- **g. Provide the net income from securities lending activities:** $6,583.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $730,568.90               |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $2,264,172.63             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $3,510,000.00             |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $164,530.20               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $413,411.80               |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $635,622.10               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $310,722.57               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $6,763,212.32             |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $181,668.75               |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $297,459.65               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,868,070.52

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $13,185,750.23

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 36 - iShares Convertible Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Convertible Bond ETF

- **b. Series identification number, if any:** S000048637

- **c. LEI:** 5493009GXGY863LN1X56

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class        | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Convertible Bond ETF | C000153287                                | ICVT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $615,857.35

- **g. Provide the net income from securities lending activities:** $993.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,185.99

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,497.78

**Brokers Record: 3**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-8177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $420.00

**Aggregate Commission:** $5,103.77

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $495,690,000.00           |
| Oppenheimer & Co. Inc.                               | 8-4077            | 000000249    | 254900VH02JQR2L8XD64 | NY      | US        | $12,158,116.25            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $94,272,573.22            |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $26,858,029.53            |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $75,898,725.53            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $46,381,789.93            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $2,039,221,263.97         |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $56,273,242.05            |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $53,841,047.00            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $215,747,902.29           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,118,131,605.77

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,754,518,614.95

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 37 - iShares Floating Rate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Floating Rate Bond ETF

- **b. Series identification number, if any:** S000033136

- **c. LEI:** 549300G2T0MQ0NCEG317

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Floating Rate Bond ETF | C000102031                                | FLOT                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $202,459,320.55

- **g. Provide the net income from securities lending activities:** $937,045.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 3**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $4,873,650,000.00         |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $261,612,432.21           |
| Mizuho Securities USA LLC                            | 8-37710           | 000019647    | 7TK5RJIZDFROZCA6XF66 | NY      | US        | $748,489,270.99           |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $475,239,362.24           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $520,534,988.96           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,807,551,856.66         |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $382,795,125.73           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $260,458,187.27           |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $317,557,648.35           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,405,288,659.36         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $13,141,505,215.63

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $8,707,743,002.44

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 38 - iShares Fallen Angels USD Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Fallen Angels USD Bond ETF

- **b. Series identification number, if any:** S000054186

- **c. LEI:** 549300TGAA9LRLT3ZX42

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Fallen Angels USD Bond ETF | C000170247                                | FALN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $331,722,603.24

- **g. Provide the net income from securities lending activities:** $2,246,934.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $122,336,225.00           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $206,320,651.01           |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $97,301,149.01            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $108,980,729.86           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $169,107,100.62           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $206,480,834.29           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,232,610,000.00         |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $385,248,348.45           |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $91,070,788.25            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $3,443,093,297.21         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,514,690,767.96

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,377,078,274.76

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 39 - iShares iBonds Dec 2025 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2025 Term Corporate ETF

- **b. Series identification number, if any:** S000048153

- **c. LEI:** 549300FEFS39P6MMLS48

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2025 Term Corporate ETF | C000152180                                | IBDQ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $70,581,255.66

- **g. Provide the net income from securities lending activities:** $167,937.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $34,717,206.19            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $17,305,606.70            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $783,685,827.11           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $62,163,809.66            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $15,332,686.93            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $16,987,211.80            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $14,408,852.76            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $13,504,431.50            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $6,832,440.00             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $276,340,000.00           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,340,398,777.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,320,819,428.88

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 40 - iShares Aaa - A Rated Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Aaa - A Rated Corporate Bond ETF

- **b. Series identification number, if any:** S000035916

- **c. LEI:** 5493009W1LC1TK28CL24

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                    | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Aaa - A Rated Corporate Bond ETF | C000110081                                | QLTA                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $74,793,948.97

- **g. Provide the net income from securities lending activities:** $186,228.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $15,807,482.75            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $29,161,541.13            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $266,860,000.00           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $26,771,791.41            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $17,048,756.17            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $43,224,008.04            |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $13,199,527.99            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $46,395,686.55            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $34,617,631.56            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $1,247,094,513.06         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,842,389,158.02

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,078,607,850.76

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 41 - iShares iBonds Dec 2026 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2026 Term Treasury ETF

- **b. Series identification number, if any:** S000067561

- **c. LEI:** 549300C67SIRC85IJH34

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2026 Term Treasury ETF | C000217187                                | IBTG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $282.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $24,138,844.79            |
| Citadel Securities LLC                               | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $1,115,161.63             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $16,122,286.29            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $132,228,813.87           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $57,448,862.06            |
| Daiwa Capital Markets America Inc.                   | 8-12242           | 000001576    | M67H5PRC0NQKM73ZAS82 | NY      | US        | $9,489,580.48             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $8,374,305.69             |
| BMO Capital Markets Corp.                            | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $33,330,622.90            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $6,643,957.08             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $4,360,000.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $293,696,839.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $77,450,101.19

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 42 - iShares Investment Grade Corporate Bond BuyWrite Strategy ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Investment Grade Corporate Bond BuyWrite Strategy ETF

- **b. Series identification number, if any:** S000076781

- **c. LEI:** 549300A6NA1D21SJSQ67

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                                         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Investment Grade Corporate Bond BuyWrite Strategy ETF | C000236816                                | LQDW                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**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:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,306.40

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-8177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3.16

**Aggregate Commission:** $8,309.56

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $26,203,973.64            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $820,000.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $27,023,973.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $12,180,797.58

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 43 - iShares iBonds Dec 2024 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2024 Term Corporate ETF

- **b. Series identification number, if any:** S000048152

- **c. LEI:** 549300R93OGRBVTV2G26

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2024 Term Corporate ETF | C000152179                                | IBDP                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $83,762,658.44

- **g. Provide the net income from securities lending activities:** $216,153.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $24,748,101.50            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $12,572,672.63            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $30,259,139.15            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $986,382,582.57           |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $15,121,841.32            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $318,090,000.00           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $27,179,730.50            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $13,297,181.00            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $26,801,380.00            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $48,891,501.80            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,580,107,768.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,671,400,796.29

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 44 - iShares Core International Aggregate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Core International Aggregate Bond ETF

- **b. Series identification number, if any:** S000051261

- **c. LEI:** 549300FPQU8XYG8LAX15

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                         | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Core International Aggregate Bond ETF | C000161648                                | IAGG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** BlackRock (Singapore) Limited

- **ii. SEC file number:** 801-76926

- **iii. CRD number:** 000164594

- **iv. LEI, if any:** 549300UZGBQ6FHD2X729

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** SG

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)

- **ii. LEI, if any:** 254900XJQ7BKPSDXNP74

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 5**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank Malaysia Berhad

- **ii. LEI, if any:** 549300JTJBG2QBI8KD48

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 18**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Citibank, Anonim Sirketi

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $110,846,249.13           |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $104,257,839.48           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $69,094,061.48            |
| Orient Securities Limited                            | N/A               | N/A          | 00000000000000000000 |  |  | $103,622,577.94           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $438,632,083.23           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $907,680,000.00           |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $72,875,023.94            |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $74,677,662.59            |
| Bank of China International Limited                  | N/A               | N/A          | 549300KIPGRYLXDQDD87 |  |  | $105,238,753.89           |
| MUFG Securities Americas Inc.                        | 8-43026           | 000019685    | K5HU16E3LMSVCCJJJ255 | NY      | US        | $67,279,140.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,770,231,937.13

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,748,535,541.46

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 45 - iShares iBonds 2024 Term High Yield and Income ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds 2024 Term High Yield and Income ETF

- **b. Series identification number, if any:** S000065343

- **c. LEI:** 549300K1D2URL6UNM638

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds 2024 Term High Yield and Income ETF | C000211402                                | IBHD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $10,061,875.49

- **g. Provide the net income from securities lending activities:** $82,550.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $36,603,894.91            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,689,894.75             |
| MarketAxess Corporation                              | 8-50727           | 000044542    | GPSMMRI21JE7ZCVYF972 | NY      | US        | $1,301,246.80             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,841,296.79             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,344,848.87             |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $1,920,137.75             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $5,998,180.39             |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $62,895,264.25            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $34,310,000.00            |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $7,382,734.81             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $168,149,890.61

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $75,782,194.67

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 46 - iShares iBonds Dec 2025 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2025 Term Muni Bond ETF

- **b. Series identification number, if any:** S000063114

- **c. LEI:** 549300HWKQDCKU6G0739

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2025 Term Muni Bond ETF | C000204675                                | IBMN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $62,955,514.20            |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $10,862,685.50            |
| RBC Capital Markets, LLC                 | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $3,487,006.55             |
| J.P. Morgan Securities LLC               | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $3,536,586.20             |
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $17,082,907.40            |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $16,836,279.10            |
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $18,540,336.50            |
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $204,632,499.70           |
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,825,587.45             |
| National Financial Services LLC          | 8-26740           | 000013041    | 549300JRHF1MHHWUAW04 | MA      | US        | $8,873,042.90             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $356,678,087.90

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $236,921,043.16

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 47 - iShares iBonds Dec 2022 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2022 Term Treasury ETF

- **b. Series identification number, if any:** S000067557

- **c. LEI:** 549300AUO3FTTNU3RW32

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2022 Term Treasury ETF | C000217182                                | IBTB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $891,879.30

- **g. Provide the net income from securities lending activities:** $4,015.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $223,440,000.00           |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $24,081,477.07            |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $2,000,237.74             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $17,529,502.01            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $500,038.22               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $41,209,036.91            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $92,931,204.84            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $1,005,587.62             |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $8,996,538.56             |
| BMO Capital Markets Corp.                            | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $3,105,575.52             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $414,799,198.49

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $94,943,513.87

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 48 - iShares iBonds Dec 2024 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2024 Term Muni Bond ETF

- **b. Series identification number, if any:** S000054725

- **c. LEI:** 549300JI7X4RGXV04K60

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2024 Term Muni Bond ETF | C000171898                                | IBMM                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $30,864,571.65            |
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $293,466,624.97           |
| Jefferies LLC                            | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $5,272,468.20             |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $14,380,667.00            |
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $147,435,095.50           |
| National Financial Services LLC          | 8-26740           | 000013041    | 549300JRHF1MHHWUAW04 | MA      | US        | $8,822,268.80             |
| J.P. Morgan Securities LLC               | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $14,921,779.95            |
| Wells Fargo Securities, LLC              | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $9,209,175.35             |
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $23,545,067.80            |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $20,706,263.30            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $580,726,987.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $338,706,193.03

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 49 - iShares iBonds Dec 2027 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2027 Term Muni Bond ETF

- **b. Series identification number, if any:** S000065128

- **c. LEI:** 549300JDC2T062GBJX98

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2027 Term Muni Bond ETF | C000210857                                | IBMP                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,053,937.30             |
| BlackRock Liquidity Funds - MuniCash     | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $161,553,774.76           |
| Citigroup Global Markets Inc.            | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $2,549,145.75             |
| Wells Fargo Securities, LLC              | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $2,907,276.80             |
| BofA Securities, Inc.                    | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $12,192,063.95            |
| J.P. Morgan Securities LLC               | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,644,296.50             |
| Morgan Stanley & Co. LLC                 | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $61,004,200.20            |
| Deutsche Bank Securities Inc.            | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $2,521,995.75             |
| Ice Securities Execution & Clearing, LLC | 8-70258           | 000299634    | 549300Q54HHOIVWCEN57 | NY      | US        | $16,118,997.70            |
| Pershing LLC                             | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $14,273,460.65            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $283,802,854.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $102,895,505.55

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 50 - iShares iBonds Dec 2030 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2030 Term Treasury ETF

- **b. Series identification number, if any:** S000068912

- **c. LEI:** 549300CROJILV8XWVV73

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2030 Term Treasury ETF | C000220170                                | IBTK                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $19.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $17,542,289.41            |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $397,772.44               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $4,160,000.00             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $235,635,540.10           |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $24,725,705.68            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $461,112.28               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $7,340,308.15             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $290,262,728.06

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $74,392,542.45

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 51 - iShares iBonds Dec 2025 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2025 Term Treasury ETF

- **b. Series identification number, if any:** S000067560

- **c. LEI:** 549300TMQ410KHQXZW02

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2025 Term Treasury ETF | C000217186                                | IBTF                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $383.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BNP Paribas Securities Corp.          | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $12,833,389.20            |
| Commerz Markets LLC                   | 8-49647           |    000041957 | 549300IMBXQ8SGH3HJ31 | NY      | US        | $62,152,600.91            |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $11,757,559.22            |
| Citadel Securities LLC                | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $11,802,318.13            |
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $250,353,844.55           |
| Natwest Markets Securities Inc.       | 8-37135           |    000011707 | ZE2ZWJ5BTIQJ8M0C6K34 | CT      | US        | $8,007,812.50             |
| Goldman Sachs & Co. LLC               | 8-129             |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $121,081,987.16           |
| Morgan Stanley & Co. LLC              | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $30,363,405.59            |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $72,942,928.20            |
| Barclays Capital Inc.                 | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $17,792,694.79            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $609,986,630.39

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $104,106,826.06

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 52 - iShares TIPS Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares TIPS Bond ETF

- **b. Series identification number, if any:** S000004363

- **c. LEI:** 549300EHD1VQKMRQ0829

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares TIPS Bond ETF   | C000012093                                | TIP                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $298,799,991.46

- **g. Provide the net income from securities lending activities:** $601,892.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $3,851,298,144.51         |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $758,313,215.68           |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $2,376,047,653.45         |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $10,731,397,167.33        |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $5,113,402,573.28         |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,319,986,474.11         |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $710,895,745.20           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $5,942,130,000.00         |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $10,980,514,754.07        |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $896,415,338.74           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $48,179,324,269.66

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $32,579,874,686.27

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 53 - iShares iBonds Dec 2032 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2032 Term Treasury ETF

- **b. Series identification number, if any:** S000076714

- **c. LEI:** 549300M8ZYYR5U0SWO15

- **d. Is this the first filing on this form by the Fund?:** Yes

**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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2032 Term Treasury ETF | C000236733                                | IBTM                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $46.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $2,999,399.55             |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $907,082.92               |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $317,940.62               |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $60,000.00                |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $1,344,575.03             |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $533,331.13               |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $1,224,318.67             |
| Citadel Securities LLC                               | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $222,291.32               |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $847,498.21               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $330,946.92               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $8,805,760.83

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,473,721.38

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 54 - iShares iBonds Dec 2029 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2029 Term Treasury ETF

- **b. Series identification number, if any:** S000067564

- **c. LEI:** 5493007QRU70D2POLC71

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2029 Term Treasury ETF | C000217190                                | IBTJ                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $111.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $7,743,199.12             |
| Credit Agricole Securities (USA) Inc.                | 8-13753           | 000000190    | 549300WO2DKF0Q3YMV43 | NY      | US        | $1,818,980.38             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,380,000.00             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $15,031,106.13            |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $2,891,587.23             |
| Commerz Markets LLC                                  | 8-49647           | 000041957    | 549300IMBXQ8SGH3HJ31 | NY      | US        | $2,117,824.94             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $21,191,371.09            |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $2,760,580.89             |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $5,270,618.40             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $5,966,815.21             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $66,312,638.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $21,133,635.54

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 55 - iShares International Treasury Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares International Treasury Bond ETF

- **b. Series identification number, if any:** S000023614

- **c. LEI:** 549300B2GPMXZXJU1462

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares International Treasury Bond ETF | C000069477                                | IGOV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 549300ND1MQ8SNNYMJ22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Citigroup Global Markets Inc.

- **ii. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 21**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** AS SEB banka

- **ii. LEI, if any:** 549300YW95G1VBBGGV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 25**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $34,116,429.58            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $36,087,151.16            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $328,389,678.61           |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $29,740,356.10            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $83,430,000.00            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $31,083,410.09            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $27,495,441.37            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $37,554,516.97            |
| MUFG Securities Americas Inc.                        | 8-43026           | 000019685    | K5HU16E3LMSVCCJJJ255 | NY      | US        | $34,081,020.34            |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $30,048,874.68            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $932,462,612.10

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,070,056,344.92

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 56 - iShares USD Green Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares USD Green Bond ETF

- **b. Series identification number, if any:** S000063466

- **c. LEI:** 5493007EK8R2RMXHMX52

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares USD Green Bond ETF | C000205645                                | BGRN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $11,108,717.17

- **g. Provide the net income from securities lending activities:** $50,769.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** J.P. Morgan Securities LLC

- **ii. LEI, if any:** ZBUT11V806EZRVTWT807

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 10**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 11**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,198.32

**Aggregate Commission:** $1,198.32

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $21,731,862.98            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $41,588,252.35            |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $23,981,865.08            |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $212,740,000.00           |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $23,663,554.46            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $199,130,296.81           |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $24,075,685.64            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $32,739,968.57            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $33,529,316.81            |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $21,831,388.40            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $816,350,644.13

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $266,518,132.21

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 57 - iShares ESG Advanced High Yield Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares ESG Advanced High Yield Corporate Bond ETF

- **b. Series identification number, if any:** S000054184

- **c. LEI:** 549300WY6QQ9HGWLNX87

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares ESG Advanced High Yield Corporate Bond ETF | C000170245                                | HYXF                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $23,764,008.93

- **g. Provide the net income from securities lending activities:** $99,504.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** BofA Securities, Inc.

- **ii. LEI, if any:** 549300HN4UKV1E2R3U73

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $28,558,548.11            |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $4,988,252.69             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $6,536,076.06             |
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $3,520,367.60             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $43,320,000.00            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $6,942,834.97             |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $11,129,039.48            |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $23,875,220.92            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $10,853,688.03            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $62,032,964.15            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $213,820,817.83

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $144,668,676.66

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 58 - iShares 1-3 Year International Treasury Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares 1-3 Year International Treasury Bond ETF

- **b. Series identification number, if any:** S000023615

- **c. LEI:** 5493005G8WOI8X4UGM38

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                            | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares 1-3 Year International Treasury Bond ETF | C000069478                                | ISHG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Citigroup Global Markets Inc.

- **ii. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 3**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** AS SEB banka

- **ii. LEI, if any:** 549300YW95G1VBBGGV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 16**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Clearstream Banking S.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 27**

- **i. Full name:** Bank Handlowy w Warszawie Spolka Akcyjna

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 549300ND1MQ8SNNYMJ22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| MUFG Securities Americas Inc.                        | 8-43026           | 000019685    | K5HU16E3LMSVCCJJJ255 | NY      | US        | $3,839,222.02             |
| Credit Agricole Securities (USA) Inc.                | 8-13753           | 000000190    | 549300WO2DKF0Q3YMV43 | NY      | US        | $4,261,743.44             |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $7,268,758.15             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $15,549,754.55            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,694,341.87             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $3,560,000.00             |
| Nomura Securities International, Inc.                | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $5,363,981.34             |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $7,442,762.60             |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $8,622,536.02             |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $3,180,664.52             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $103,220,612.58

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $67,598,821.48

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 59 - iShares iBonds Dec 2030 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2030 Term Corporate ETF

- **b. Series identification number, if any:** S000068777

- **c. LEI:** 549300WVEN3NVMUAOJ58

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2030 Term Corporate ETF | C000219751                                | IBDV                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $13,460,004.29

- **g. Provide the net income from securities lending activities:** $27,860.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $28,100,000.00            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $1,808,731.40             |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $16,041,973.91            |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $55,903,008.11            |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $43,368,020.73            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $10,730,400.05            |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $974,654.70               |
| Deutsche Bank Securities Inc.                        | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $848,861.00               |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,709,271.30             |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $2,678,971.80             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $170,776,739.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $152,379,931.23

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 60 - iShares iBonds Dec 2028 Term Treasury ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2028 Term Treasury ETF

- **b. Series identification number, if any:** S000067563

- **c. LEI:** 549300HVACYCKR8TRD69

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                     | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2028 Term Treasury ETF | C000217189                                | IBTI                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $4.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $2,343,510.63             |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $752,225.16               |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,072,670.00             |
| Natwest Markets Securities Inc.                      | 8-37135           | 000011707    | ZE2ZWJ5BTIQJ8M0C6K34 | CT      | US        | $769,251.60               |
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $1,462,062.70             |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,976,084.64             |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,010,000.00             |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $9,450,800.65             |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $11,814,441.35            |
| RBC Capital Markets, LLC                             | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $1,365,252.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $34,642,968.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $21,563,606.07

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 61 - iShares J.P. Morgan USD Emerging Markets Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares J.P. Morgan USD Emerging Markets Bond ETF

- **b. Series identification number, if any:** S000019798

- **c. LEI:** 54930070R8WH6MNUJG74

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares J.P. Morgan USD Emerging Markets Bond ETF | C000055529                                | EMB                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 5**

- **i. Full name:** AS SEB banka

- **ii. LEI, if any:** 549300YW95G1VBBGGV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 549300ND1MQ8SNNYMJ22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 20**

- **i. Full name:** J.P. Morgan Securities LLC

- **ii. LEI, if any:** ZBUT11V806EZRVTWT807

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 21**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| HSBC Securities (USA) Inc.                           | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $223,839,910.69           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $84,976,078.86            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $687,442,918.73           |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $291,141,526.93           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,027,298,370.56         |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $11,033,115,753.51        |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $200,862,261.86           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $3,061,630,000.00         |
| BNP Paribas Securities Corp.                         | 8-32682           | 000015794    | RCNB6OTYUAMMP879YW96 | NY      | US        | $95,934,361.85            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $4,300,708,391.61         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $24,321,540,626.20

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $16,314,517,797.74

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 62 - iShares iBonds Dec 2022 Term Corporate ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2022 Term Corporate ETF

- **b. Series identification number, if any:** S000048150

- **c. LEI:** 549300F4NYJYTQ0JOD58

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2022 Term Corporate ETF | C000152177                                | IBDN                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $105,927,972.27

- **g. Provide the net income from securities lending activities:** $347,948.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Wells Fargo Securities, LLC

- **ii. LEI, if any:** VYVVCKR63DVZZN70PB21

- **iii. State, if applicable:** NC

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $428,480,351.35           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $82,083,187.48            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $44,116,796.90            |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $148,129,181.25           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $385,451,513.76           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $68,630,484.62            |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $106,119,090.23           |
| BNY Mellon Capital Markets, LLC                      | 8-35255           | 000017454    | VJW2DOOHGDT6PR0ZRO63 | NY      | US        | $146,831,007.71           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $2,698,636,000.00         |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $166,580,879.46           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,376,493,310.77

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,501,932,106.70

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 63 - iShares 0-5 Year High Yield Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares 0-5 Year High Yield Corporate Bond ETF

- **b. Series identification number, if any:** S000042353

- **c. LEI:** 549300R96U5WQ7R5ID10

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                          | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares 0-5 Year High Yield Corporate Bond ETF | C000131291                                | SHYG                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $741,374,329.73

- **g. Provide the net income from securities lending activities:** $3,912,646.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 3**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Credit Suisse Securities (USA) LLC                   | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $114,024,949.94           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $4,391,271,847.95         |
| Jefferies LLC                                        | 8-15074           | 000002347    | 58PU97L1C0WSRCWADL48 | NY      | US        | $492,565,472.09           |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $279,832,177.60           |
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $236,648,491.31           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $189,695,382.79           |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $1,952,150,000.00         |
| Jane Street Capital, LLC                             | 8-52275           | 000103782    | 549300ZM16HMPEPNV857 | NY      | US        | $218,473,803.40           |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,248,980,584.45         |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $152,249,692.28           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $9,914,908,771.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,249,170,505.78

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 64 - iShares iBonds Dec 2022 Term Muni Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares iBonds Dec 2022 Term Muni Bond ETF

- **b. Series identification number, if any:** S000049023

- **c. LEI:** 549300FYZVNPYOI2KF55

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                      | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares iBonds Dec 2022 Term Muni Bond ETF | C000154546                                | IBMK                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $84,735,059.30            |
| Barclays Capital Inc.                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $81,216,628.25            |
| Goldman Sachs & Co. LLC              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $46,693,336.80            |
| National Financial Services LLC      | 8-26740           | 000013041    | 549300JRHF1MHHWUAW04 | MA      | US        | $48,355,000.00            |
| BlackRock Liquidity Funds - MuniCash | N/A               | N/A          | 549300RWBJ885673DL84 | DE      | US        | $516,914,844.96           |
| Wells Fargo Securities, LLC          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $25,754,345.60            |
| J.P. Morgan Securities LLC           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $104,467,824.00           |
| BofA Securities, Inc.                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $29,665,225.95            |
| Pershing LLC                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $18,325,363.15            |
| Citigroup Global Markets Inc.        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $15,460,000.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $980,137,196.26

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $401,123,441.67

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 65 - iShares Core 1-5 Year USD Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares Core 1-5 Year USD Bond ETF

- **b. Series identification number, if any:** S000038926

- **c. LEI:** 549300EL16PGODA21E74

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares Core 1-5 Year USD Bond ETF | C000119711                                | ISTB                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $143,106,186.35

- **g. Provide the net income from securities lending activities:** $497,551.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 17a-6 (17 CFR 270.17a-6)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 6c-11 (17 CFR 270.6c-11)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** 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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** J.P. Morgan Securities LLC

- **ii. LEI, if any:** ZBUT11V806EZRVTWT807

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

**Custodians Record: 3**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                      | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| BlackRock Funds III - BlackRock Cash Funds: Institutional | N/A               | N/A          | 549300JDHS1T46VWOG19 | CA      | US        | $1,257,338,106.00         |
| Citadel Securities LLC                                    | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | IL      | US        | $213,141,961.76           |
| BofA Securities, Inc.                                     | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $1,028,508,934.40         |
| Citigroup Global Markets Inc.                             | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $587,700,448.84           |
| Barclays Capital Inc.                                     | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $240,219,809.44           |
| Credit Suisse Securities (USA) LLC                        | 8-422             | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $186,383,213.04           |
| J.P. Morgan Securities LLC                                | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $2,741,705,098.08         |
| Morgan Stanley & Co. LLC                                  | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $2,049,369,825.18         |
| Goldman Sachs & Co. LLC                                   | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $973,283,057.89           |
| Wells Fargo Securities, LLC                               | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $362,279,371.66           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $10,839,292,888.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,850,963,340.45

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 66 - iShares 0-5 Year Investment Grade Corporate Bond ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** iShares 0-5 Year Investment Grade Corporate Bond ETF

- **b. Series identification number, if any:** S000042354

- **c. LEI:** 549300DQ0XBNCH5EKW50

- **d. Is this the first filing on this form by the Fund?:** 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 | i. Full name of Class                                | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | iShares 0-5 Year Investment Grade Corporate Bond ETF | C000131292                                | SLQD                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. 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. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **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 it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** 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...?** Yes

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **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:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** 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??** Yes

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $149,648,521.08

- **g. Provide the net income from securities lending activities:** $344,297.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 6c-11 (17 CFR 270.6c-11)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** BlackRock Fund Advisors

- **ii. SEC file number:** 801-22609

- **iii. CRD number:** 000105247

- **iv. LEI, if any:** 549300YOOGP0Y1M95C20

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**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:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** 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:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear Bank

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 3**

- **i. Full name:** SG Americas Securities, LLC

- **ii. LEI, if any:** 549300F35UE0BOM1WJ55

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

No Shareholder Servicing Agents reported.

**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

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**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:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                                 | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Barclays Capital Inc.                                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $40,391,707.97            |
| BofA Securities, Inc.                                | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $127,081,370.57           |
| Citigroup Global Markets Inc.                        | 8-8177            | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $64,309,063.32            |
| Morgan Stanley & Co. LLC                             | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $79,890,470.76            |
| Pershing LLC                                         | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $36,440,269.87            |
| Goldman Sachs & Co. LLC                              | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $71,249,976.81            |
| National Securities Clearing Corporation             | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $1,755,704,596.37         |
| BlackRock Funds III - BlackRock Cash Funds: Treasury | N/A               | N/A          | 5493005PQV5UQG4OSI49 | DE      | US        | $685,740,000.00           |
| J.P. Morgan Securities LLC                           | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $64,105,110.37            |
| Wells Fargo Securities, LLC                          | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $35,658,544.50            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,206,446,751.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,618,770,122.04

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

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

## Part E: Additional Questions for ETFs and ETMFs

### iShares iBonds Dec 2028 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDT

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $103,560,731.60  | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $177,328,242.30  | $3,495,947.55  |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $34,506,267.15   | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $17,037,952.35   | $8,232,588.70  |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 3.52%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.55%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $650.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares High Yield Corporate Bond BuyWrite Strategy ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** HYGW

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $1,857,866.20    | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $8,760,986.53    | $930,900.15    |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.25%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.56%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares 20+ Year Treasury Bond BuyWrite Strategy ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** TLTW

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $15,189,035.94   | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $959,909.98      | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $8,011,904.55    | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.36%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2022 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $2,409,428.90    | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $4,800,442.20    | $4,801,670.20  |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $31,208,138.00   | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $4,801,633.70    | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 5.09%

- **c.i. Average percentage of value composed of cash (redeemed):** 15.67%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $825.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares U.S. Treasury Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** GOVT

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| Citadel Securities LLC                               | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| Barclays Capital Inc.                                | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| Jefferies LLC                                        | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                              | $2,496,958,730.90 | $1,814,364,700.80 |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| SG Americas Securities, LLC                          | $0.00             | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                             | $180,241,908.00   | $0.00             |
| RBC Capital Markets, LLC                             | $210,481,374.50   | $56,577,926.60    |
| Interactive Brokers LLC                              | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| Pershing LLC                                         | $0.00             | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $5,771,373,071.90 | $2,208,505,688.70 |
| J.P. Morgan Securities LLC/JPMC                      | $5,999,001,340.70 | $1,782,206,604.20 |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 2.36%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.29%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2026 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDR

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $459,607,340.15  | $178,028,207.05 |
| Pershing LLC                                         | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $85,252,007.40   | $10,879,090.65  |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $73,630,891.05   | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $86,102,400.90   | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 6.37%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.27%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $375.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2023 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTD

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $440,404,860.85  | $29,205,201.95 |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $512,787,876.65  | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $131,586,624.15  | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.78%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.73%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $175.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Treasury Floating Rate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TFLO

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00           |
| Mizuho Securities USA LLC                            | $0.00             | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $871,164,977.90   | $105,778,398.10 |
| Virtu Americas LLC                                   | $0.00             | $0.00           |
| HRT Financial LP                                     | $0.00             | $0.00           |
| Natixis Securities Americas LLC                      | $0.00             | $0.00           |
| Citadel Securities LLC                               | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00             | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00           |
| RBC Capital Markets, LLC                             | $156,173,732.20   | $0.00           |
| BMO Capital Markets Corp.                            | $0.00             | $0.00           |
| Pershing LLC                                         | $0.00             | $0.00           |
| CIBC World Markets Corp.                             | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00           |
| Nomura Securities International, Inc.                | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $1,738,049,679.50 | $191,281,234.80 |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00           |
| Interactive Brokers LLC                              | $0.00             | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00           |
| BofA Securities, Inc.                                | $0.00             | $0.00           |
| SG Americas Securities, LLC                          | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                              | $881,705,064.80   | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00           |
| Jefferies LLC                                        | $0.00             | $0.00           |
| Jane Street Capital, LLC                             | $161,225,849.70   | $0.00           |
| Wedbush Securities Inc.                              | $0.00             | $0.00           |
| UBS Securities LLC                                   | $0.00             | $0.00           |
| TD Prime Services LLC                                | $0.00             | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00           |
| Cowen and Company, LLC                               | $0.00             | $0.00           |
| Barclays Capital Inc.                                | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 3.55%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.94%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2027 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDS

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $254,550,009.40  | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $31,017,067.05   | $1,288,806.35  |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $18,292,772.50   | $11,364,561.00 |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $195,466,940.95  | $22,621,135.75 |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 4.58%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.33%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $300.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2031 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTL

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| HRT Financial LP                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $15,684,209.35   | $18,254,564.95 |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $1,120,191.45    | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $5,250,438.80    | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $10,888,750.00   | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.38%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.26%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2028 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHH

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $10,000,000.00   | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $2,242,188.60    | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 32.66%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Mar 2023 Term Corporate ex-Financials ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBCE

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $2,419,583.80    | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $7,269,089.35    | $1,208,908.45  |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.07%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.03%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $150.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2023 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHC

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $85,247,538.90   | $4,707,947.60  |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $9,635,421.00    | $7,292,956.50  |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $4,678,993.20    | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $2,413,724.30    | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.29%

- **c.i. Average percentage of value composed of cash (redeemed):** 5.64%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $925.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2025 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHE

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $2,447,580.70    | $0.00          |
| Jane Street Capital, LLC                             | $52,506,360.10   | $4,682,832.20  |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.01%

- **c.i. Average percentage of value composed of cash (redeemed):** 10.12%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $975.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2029 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHI

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $10,000,000.00   | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $2,509,039.20    | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 32.99%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2023 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBML

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $76,271,947.20   | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $54,780,379.30   | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $11,423,740.10   | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $2,530,948.75    | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $27,967,935.05   | $8,866,141.80  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2024 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTE

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $2,558,962.30    | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $255,011,966.20  | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $94,419,613.95   | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $338,783,725.30  | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.36%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $175.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Core Total USD Bond Market ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IUSB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| Cowen and Company, LLC                               | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00             | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00           |
| SG Americas Securities, LLC                          | $0.00             | $0.00           |
| BMO Capital Markets Corp.                            | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00           |
| Pershing LLC                                         | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00           |
| CIBC World Markets Corp.                             | $0.00             | $0.00           |
| Natixis Securities Americas LLC                      | $0.00             | $0.00           |
| RBC Capital Markets, LLC                             | $0.00             | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00           |
| BofA Securities, Inc.                                | $0.00             | $0.00           |
| Interactive Brokers LLC                              | $0.00             | $0.00           |
| Jefferies LLC                                        | $0.00             | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $1,020,311,208.40 | $0.00           |
| HRT Financial LP                                     | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00           |
| Virtu Americas LLC                                   | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                              | $2,415,249,069.00 | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00           |
| TD Prime Services LLC                                | $0.00             | $0.00           |
| Jane Street Capital, LLC                             | $259,555,326.30   | $0.00           |
| Barclays Capital Inc.                                | $0.00             | $0.00           |
| Citadel Securities LLC                               | $0.00             | $0.00           |
| Mizuho Securities USA LLC                            | $0.00             | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00           |
| Nomura Securities International, Inc.                | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                        | $15,430,163.00    | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $2,808,316,600.40 | $954,582,731.80 |
| UBS Securities LLC                                   | $0.00             | $0.00           |
| Wedbush Securities Inc.                              | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 25.62%

- **c.i. Average percentage of value composed of cash (redeemed):** 23.37%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $2,337.37

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares CMBS ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** CMBS

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Citigroup Global Markets Inc.                        | $20,519,255.20   | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $5,317,919.80    | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $10,382,685.65   | $16,801,068.45  |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $4,771,207.70    | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $23,848,356.00   | $15,670,925.70  |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $17,439,873.40   | $158,398,906.25 |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 69.99%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $400.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.13%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2027 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTH

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $31,830,120.00   | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $11,156,435.90   | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $11,190,646.50   | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $91,032,115.30   | $35,529,163.05 |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.20%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.29%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2031 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDW

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $115,143,106.10  | $26,590,169.40 |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $3,370,860.20    | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $7,051,271.40    | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $3,365,409.00    | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.26%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.25%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $425.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Yield Optimized Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** BYLD

**Item E.2 - Authorized Participants**

| Name                                               | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| MACQUARIE CAPITAL (USA) INC.                       | $0.00            | $0.00          |
| GOLDMAN SACHS & CO. LLC                            | $0.00            | $0.00          |
| BARCLAYS CAPITAL INC.                              | $0.00            | $0.00          |
| SG AMERICAS SECURITIES, LLC                        | $0.00            | $0.00          |
| CANTOR FITZGERALD & CO.                            | $0.00            | $0.00          |
| MERRILL LYNCH PROFESSIONAL CLEARING CORP.          | $0.00            | $1,099,937.40  |
| MIZUHO SECURITIES USA LLC                          | $0.00            | $0.00          |
| ITAU BBA USA SECURITIES, INC.                      | $0.00            | $0.00          |
| CITADEL SECURITIES LLC                             | $0.00            | $0.00          |
| HRT FINANCIAL LP                                   | $0.00            | $0.00          |
| WELLS FARGO SECURITIES, LLC                        | $0.00            | $0.00          |
| INTERACTIVE BROKERS, LLC                           | $0.00            | $0.00          |
| ABN AMRO CLEARING CHICAGO LLC                      | $0.00            | $0.00          |
| BNP PARIBAS SECURITIES CORP.                       | $0.00            | $0.00          |
| BNY MELLON CAPITAL MARKETS, LLC                    | $0.00            | $0.00          |
| DEUTSCHE BANK SECURITIES INC.                      | $0.00            | $0.00          |
| STATE STREET GLOBAL MARKETS, LLC                   | $0.00            | $0.00          |
| SCOTIA CAPITAL (USA) INC.                          | $0.00            | $0.00          |
| RBC CAPITAL MARKETS, LLC                           | $0.00            | $0.00          |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | $0.00            | $0.00          |
| CIBC WORLD MARKETS CORP.                           | $0.00            | $0.00          |
| CITIGROUP GLOBAL MARKETS INC.                      | $0.00            | $0.00          |
| VIRTU AMERICAS LLC                                 | $0.00            | $0.00          |
| J.P. MORGAN SECURITIES LLC                         | $0.00            | $1,109,473.00  |
| JANE STREET CAPITAL, LLC                           | $2,185,215.47    | $3,277,524.56  |
| COWEN AND COMPANY, LLC                             | $0.00            | $0.00          |
| MORGAN STANLEY & CO. LLC                           | $0.00            | $0.00          |
| TD PRIME SERVICES LLC                              | $0.00            | $0.00          |
| UBS SECURITIES LLC                                 | $0.00            | $0.00          |
| NOMURA SECURITIES INTERNATIONAL, INC.              | $0.00            | $0.00          |
| WEDBUSH SECURITIES INC.                            | $0.00            | $0.00          |
| NATIXIS SECURITIES AMERICAS LLC                    | $0.00            | $0.00          |
| HSBC SECURITIES (USA) INC.                         | $0.00            | $0.00          |
| BMO CAPITAL MARKETS CORP.                          | $0.00            | $0.00          |
| CREDIT SUISSE SECURITIES (USA) LLC                 | $0.00            | $0.00          |
| JEFFERIES LLC                                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.16%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.23%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $157.50

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2026 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHF

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $20,679,115.70   | $2,385,791.40  |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.72%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.41%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $800.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2029 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDU

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $10,055,295.80   | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $13,692,349.35   | $8,145,938.85  |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $115,350,145.55  | $5,148,507.80  |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $1,103,747.35    | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $114,290,818.90  | $55,369,483.50 |
| HRT Financial LP                                     | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.43%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.33%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $350.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2023 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDO

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $61,352,335.15   | $16,264,944.70  |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $35,810,494.35   | $25,685,261.00  |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $388,122,598.95  | $178,500,492.80 |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $2,491,163.50    | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $106,712,728.10  | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.44%

- **c.i. Average percentage of value composed of cash (redeemed):** 3.65%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $600.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares GNMA Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** GNMA

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $24,285,551.50   | $58,202,534.30 |
| Goldman Sachs & Co. LLC                              | $8,711,520.00    | $22,429,908.90 |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $2,145,051.95    | $68,434,296.80 |
| Virtu Americas LLC                                   | $16,013,534.75   | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $2,144,776.00    | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.05%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares BB Rated Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** HYBB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $255,990,086.05  | $4,417,367.50  |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $29,200,895.45   | $19,600,139.00 |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $2,275,134.05    | $6,753,843.30  |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.48%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.75%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $875.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares U.S. Fixed Income Balanced Risk Factor ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** FIBR

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $4,966,049.65    | $12,954,704.35 |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $18,541,861.85 |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 61.13%

- **c.i. Average percentage of value composed of cash (redeemed):** 48.62%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $500.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2026 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBMO

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $42,129,797.55   | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $2,514,432.10    | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $1,264,307.20    | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $20,459,285.85   | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $36,329,987.15   | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.05%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Broad USD High Yield Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** USHY

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| Jefferies LLC                                        | $1,286,290,378.00 | $198,744,243.75   |
| Goldman Sachs & Co. LLC                              | $1,611,410,283.20 | $286,976,333.00   |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $133,313,753.10   | $0.00             |
| Pershing LLC                                         | $31,768,278.70    | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $2,193,163,481.10 | $3,482,918,422.10 |
| Barclays Capital Inc.                                | $91,768,983.30    | $10,145,651.50    |
| Merrill Lynch Professional Clearing Corp.            | $67,454,172.60    | $241,761,174.00   |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| SG Americas Securities, LLC                          | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| RBC Capital Markets, LLC                             | $0.00             | $0.00             |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| Citadel Securities LLC                               | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |
| Interactive Brokers LLC                              | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                             | $17,587,300.50    | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.37%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.61%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2028 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBMQ

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $7,877,807.10    | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $10,027,659.20   | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $20,927,060.70   | $3,750,859.80  |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.10%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2032 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDX

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $2,497,652.50    | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $8,735,761.55    | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $3,818,894.55    | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $2,453,309.65    | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 33.76%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $2,819.60

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares 0-5 Year TIPS Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** STIP

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| J.P. Morgan Securities LLC                           | $0.00             | $0.00             |
| Interactive Brokers LLC                              | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| Citadel Securities LLC                               | $0.00             | $0.00             |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $1,796,234,333.60 | $1,349,213,564.20 |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| RBC Capital Markets, LLC                             | $188,984,605.20   | $40,884,340.25    |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| Jefferies LLC                                        | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                              | $882,628,289.95   | $203,441,403.05   |
| SG Americas Securities, LLC                          | $0.00             | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $4,832,202,737.90 | $421,004,823.00   |
| Morgan Stanley & Co. LLC                             | $0.00             | $0.00             |
| Pershing LLC                                         | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $0.00             | $0.00             |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| Barclays Capital Inc.                                | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.18%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.33%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Mar 2023 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDD

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $17,185,947.00   | $2,674,227.60  |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.90%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.62%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $150.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2027 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHG

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $6,705,921.30    | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $2,305,120.70  |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.19%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.33%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $975.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Convertible Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** ICVT

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| J.P. Morgan Securities LLC                           | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $159,367,854.15   | $136,127,074.15 |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00           |
| TD Prime Services LLC                                | $0.00             | $0.00           |
| Nomura Securities International, Inc.                | $0.00             | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00           |
| RBC Capital Markets, LLC                             | $0.00             | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $1,160,406,331.35 | $670,606,537.90 |
| Jane Street Capital, LLC                             | $0.00             | $0.00           |
| Natixis Securities Americas LLC                      | $0.00             | $0.00           |
| Mizuho Securities USA LLC                            | $0.00             | $0.00           |
| Cowen and Company, LLC                               | $0.00             | $0.00           |
| SG Americas Securities, LLC                          | $0.00             | $0.00           |
| Citadel Securities LLC                               | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00           |
| HRT Financial LP                                     | $0.00             | $0.00           |
| CIBC World Markets Corp.                             | $0.00             | $0.00           |
| BofA Securities, Inc.                                | $0.00             | $0.00           |
| Interactive Brokers LLC                              | $0.00             | $0.00           |
| UBS Securities LLC                                   | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                              | $0.00             | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00             | $0.00           |
| BMO Capital Markets Corp.                            | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00           |
| Barclays Capital Inc.                                | $0.00             | $0.00           |
| Pershing LLC                                         | $0.00             | $0.00           |
| Jefferies LLC                                        | $0.00             | $0.00           |
| Virtu Americas LLC                                   | $0.00             | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00           |
| Wedbush Securities Inc.                              | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 5.83%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.11%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $475.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Floating Rate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** FLOT

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value    |
|:---|:---|:---|
| UBS Securities LLC                                   | $0.00             | $0.00           |
| SG Americas Securities, LLC                          | $0.00             | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00           |
| BMO Capital Markets Corp.                            | $0.00             | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00           |
| Pershing LLC                                         | $0.00             | $0.00           |
| Natixis Securities Americas LLC                      | $0.00             | $0.00           |
| Interactive Brokers LLC                              | $0.00             | $0.00           |
| Mizuho Securities USA LLC                            | $0.00             | $0.00           |
| Wedbush Securities Inc.                              | $0.00             | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $970,714,102.10   | $593,020,577.50 |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00           |
| Cowen and Company, LLC                               | $0.00             | $0.00           |
| CIBC World Markets Corp.                             | $0.00             | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00           |
| HRT Financial LP                                     | $0.00             | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00           |
| Goldman Sachs & Co. LLC                              | $161,674,979.20   | $60,580,181.60  |
| BofA Securities, Inc.                                | $0.00             | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00           |
| TD Prime Services LLC                                | $0.00             | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00           |
| Virtu Americas LLC                                   | $5,065,821.70     | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00           |
| Jane Street Capital, LLC                             | $70,586,459.00    | $20,140,500.00  |
| Citadel Securities LLC                               | $0.00             | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00           |
| Nomura Securities International, Inc.                | $0.00             | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $1,907,660,490.40 | $201,046,231.50 |
| Barclays Capital Inc.                                | $0.00             | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00           |
| Jefferies LLC                                        | $0.00             | $0.00           |
| Morgan Stanley & Co. LLC                             | $10,083,031.80    | $0.00           |
| RBC Capital Markets, LLC                             | $0.00             | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 16.86%

- **c.i. Average percentage of value composed of cash (redeemed):** 3.67%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Fallen Angels USD Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** FALN

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value      |
|:---|:---|:---|
| Cowen and Company, LLC                               | $0.00            | $0.00             |
| UBS Securities LLC                                   | $0.00            | $0.00             |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00             |
| Jefferies LLC                                        | $0.00            | $78,550,944.85    |
| CIBC World Markets Corp.                             | $0.00            | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00             |
| Mizuho Securities USA LLC                            | $0.00            | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00             |
| Goldman Sachs & Co. LLC                              | $495,983,066.95  | $484,478,905.30   |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00             |
| BofA Securities, Inc.                                | $0.00            | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00             |
| Pershing LLC                                         | $98,939,028.45   | $4,124,484.00     |
| BMO Capital Markets Corp.                            | $0.00            | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $48,138,110.20   | $2,265,499,650.45 |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00             |
| RBC Capital Markets, LLC                             | $0.00            | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00             |
| Natixis Securities Americas LLC                      | $0.00            | $0.00             |
| Citadel Securities LLC                               | $0.00            | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00             |
| TD Prime Services LLC                                | $0.00            | $0.00             |
| Barclays Capital Inc.                                | $0.00            | $0.00             |
| SG Americas Securities, LLC                          | $0.00            | $0.00             |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00             |
| Interactive Brokers LLC                              | $0.00            | $0.00             |
| Jane Street Capital, LLC                             | $30,772,472.45   | $70,573,422.95    |
| HRT Financial LP                                     | $0.00            | $0.00             |
| Virtu Americas LLC                                   | $0.00            | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00             |
| Nomura Securities International, Inc.                | $0.00            | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00             |
| Wedbush Securities Inc.                              | $0.00            | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.41%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.83%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $450.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2025 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDQ

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $41,533,055.15   | $8,612,867.55   |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $10,382,585.05   | $28,635,972.60  |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $57,215,492.80   | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $471,318,388.25  | $188,031,221.00 |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $3,705,546.15    | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 6.82%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.44%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $250.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Aaa - A Rated Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** QLTA

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $499,875,302.10  | $567,828,183.15 |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $19,106,671.15   | $53,925,849.45  |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $30,832,177.30   | $79,849,304.50  |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $9,752,934.10    | $13,415,831.50  |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.09%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.85%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $300.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2026 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTG

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $23,541,486.80   | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $34,080,439.35   | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $85,847,445.60   | $29,174,523.40 |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.24%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.74%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $150.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Investment Grade Corporate Bond BuyWrite Strategy ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** LQDW

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $6,281,472.58  |
| Pershing LLC                                         | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $13,439,011.30   | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $6,539,005.34    | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 25,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.31%

- **c.i. Average percentage of value composed of cash (redeemed):** -0.27%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2024 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDP

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $69,638,230.80   | $8,653,199.05   |
| Pershing LLC                                         | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $82,858,738.80   | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $103,581,280.20  | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $547,094,800.95  | $224,895,262.25 |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 8.07%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.70%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $600.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.01%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Core International Aggregate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IAGG

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $16,566,197.70  |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $353,834,535.30  | $114,467,063.75 |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $15,249,293.95   | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $21,441,809.20   | $26,547,625.20  |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 44.84%

- **c.i. Average percentage of value composed of cash (redeemed):** 73.38%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $2,820.07

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.05%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds 2024 Term High Yield and Income ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBHD

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $2,434,336.60    | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $35,895,234.80   | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $64,268,696.20   | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.37%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $900.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2025 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBMN

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $29,056,890.45   | $2,640,314.50  |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $2,652,537.30    | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $35,880,229.80   | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $62,993,162.55   | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $18,431,577.30   | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2022 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $25,343,410.15   | $24,108,428.35 |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $5,064,946.45    | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $97,583,979.80   | $17,763,809.50 |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $34,219,351.30   | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 27.31%

- **c.i. Average percentage of value composed of cash (redeemed):** 8.84%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2024 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBMM

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $64,718,823.20   | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $89,575,510.40   | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $56,857,943.00   | $1,326,094.35  |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $10,261,346.00   | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $59,361,924.90   | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2027 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** BATS

- **Ticker:** IBMP

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC/JPMC                      | $4,875,802.60    | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $24,110,141.45   | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $56,460,877.20   | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $1,258,249.35    | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $34,245,657.05   | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.08%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2030 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTK

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| J.P. Morgan Securities LLC/JPMC                      | $6,999,027.30    | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $9,861,784.40    | $7,808,418.60  |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $24,882,279.35   | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $145,763,421.05  | $91,502,862.80 |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.39%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.49%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2025 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTF

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $171,577,640.75  | $61,836,172.90 |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $62,782,423.50   | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $49,718,938.95   | $8,427,113.45  |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $116,422,679.15  | $4,790,048.20  |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.49%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.40%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $150.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares TIPS Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** TIP

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| Citadel Securities LLC                               | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| Interactive Brokers LLC                              | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| Deutsche Bank Securities Inc.                        | $2,045,633,730.20 | $1,032,005,741.50 |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $0.00             | $0.00             |
| Jefferies LLC                                        | $0.00             | $0.00             |
| Pershing LLC                                         | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $4,215,167,485.00 | $6,585,404,427.70 |
| Barclays Capital Inc.                                | $0.00             | $0.00             |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                              | $1,112,555,063.80 | $1,161,561,184.00 |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $2,834,793,029.70 | $5,379,628,918.50 |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| RBC Capital Markets, LLC                             | $498,329,138.80   | $1,864,308,020.10 |
| Morgan Stanley & Co. LLC                             | $97,002,765.20    | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| SG Americas Securities, LLC                          | $412,121,600.60   | $25,815,999.80    |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.44%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.59%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2032 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTM

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $3,747,716.75    | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $1,234,368.55    | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.19%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $156.53

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2029 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTJ

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $18,537,435.05   | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $2,142,372.00    | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $7,818,224.40    | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $5,487,415.05    | $9,708,877.10  |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.50%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.73%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares International Treasury Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IGOV

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $64,580,992.40   | $109,797,869.85 |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $52,959,238.95   | $18,960,048.30  |
| Virtu Americas LLC                                   | $17,168,231.75   | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $89,519,662.20   | $17,246,108.70  |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 32.41%

- **c.i. Average percentage of value composed of cash (redeemed):** 29.71%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.03%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares USD Green Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** BGRN

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $28,617,726.90   | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $67,137,857.40   | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.72%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $850.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares ESG Advanced High Yield Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** HYXF

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $2,411,578.35    | $17,380,606.40 |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $2,538,301.80    | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $6,720,685.40    | $17,830,047.80 |
| J.P. Morgan Securities LLC/JPMC                      | $57,742,115.05   | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.99%

- **c.i. Average percentage of value composed of cash (redeemed):** 1.90%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $900.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares 1-3 Year International Treasury Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** ISHG

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $6,993,667.80  |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 5.11%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2030 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDV

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Goldman Sachs & Co. LLC                              | $17,590,355.25   | $2,184,578.60  |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $43,818,717.35   | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $7,017,375.00    | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $34,023,254.95   | $20,928,391.30 |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 10.59%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.71%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $425.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2028 Term Treasury ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** IBTI

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $6,783,341.65    | $0.00          |
| Goldman Sachs & Co. LLC                              | $1,170,160.85    | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $11,190,267.00   | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |
| Pershing LLC                                         | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 0.42%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares J.P. Morgan USD Emerging Markets Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** EMB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Citadel Securities LLC                               | $0.00             | $0.00             |
| RBC Capital Markets, LLC                             | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                             | $289,931,025.80   | $175,057,141.30   |
| Merrill Lynch Professional Clearing Corp.            | $1,322,947,292.20 | $3,066,244,556.20 |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| Barclays Capital Inc.                                | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| Jefferies LLC                                        | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $151,362,961.70   | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00             | $8,416,924.50     |
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $4,396,829,544.80 | $6,562,136,669.50 |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| SG Americas Securities, LLC                          | $0.00             | $0.00             |
| Pershing LLC                                         | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                              | $3,164,821,520.30 | $191,798,893.00   |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| Interactive Brokers LLC                              | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 3.20%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.08%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $1,043.96

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2022 Term Corporate ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBDN

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $132,732,228.80  | $340,498,809.10 |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $2,506,985.30    | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $7,504,982.70    | $27,541,542.60  |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $22,578,149.90   | $25,060,617.30  |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $5,026,011.40   |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 4.47%

- **c.i. Average percentage of value composed of cash (redeemed):** 28.21%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $625.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares 0-5 Year High Yield Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** SHYG

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value    | Redeem Value      |
|:---|:---|:---|
| Cantor Fitzgerald & Co.                              | $0.00             | $0.00             |
| Pershing LLC                                         | $0.00             | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00             | $0.00             |
| Deutsche Bank Securities Inc.                        | $0.00             | $0.00             |
| Jefferies LLC                                        | $213,258,704.20   | $139,608,295.30   |
| BMO Capital Markets Corp.                            | $0.00             | $0.00             |
| BofA Securities, Inc.                                | $0.00             | $0.00             |
| Macquarie Capital (USA) Inc.                         | $0.00             | $0.00             |
| CIBC World Markets Corp.                             | $0.00             | $0.00             |
| Mizuho Securities USA LLC                            | $0.00             | $0.00             |
| Barclays Capital Inc.                                | $0.00             | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00             | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $2,958,361,000.50 | $1,307,419,712.70 |
| Natixis Securities Americas LLC                      | $0.00             | $0.00             |
| Interactive Brokers LLC                              | $0.00             | $0.00             |
| SG Americas Securities, LLC                          | $0.00             | $0.00             |
| Virtu Americas LLC                                   | $0.00             | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00             | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00             | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00             | $0.00             |
| Wedbush Securities Inc.                              | $0.00             | $0.00             |
| Morgan Stanley & Co. LLC                             | $0.00             | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00             | $0.00             |
| Nomura Securities International, Inc.                | $0.00             | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $0.00             | $0.00             |
| Jane Street Capital, LLC                             | $75,010,259.50    | $175,014,740.20   |
| TD Prime Services LLC                                | $0.00             | $0.00             |
| Goldman Sachs & Co. LLC                              | $767,971,902.30   | $311,006,806.40   |
| Citadel Securities LLC                               | $0.00             | $0.00             |
| HRT Financial LP                                     | $0.00             | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00             | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00             | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00             | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00             | $0.00             |
| UBS Securities LLC                                   | $0.00             | $0.00             |
| State Street Global Advisors Funds Distributors, LLC | $0.00             | $0.00             |
| Cowen and Company, LLC                               | $0.00             | $0.00             |
| Citigroup Global Markets Inc.                        | $0.00             | $0.00             |
| RBC Capital Markets, LLC                             | $0.00             | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 7.96%

- **c.i. Average percentage of value composed of cash (redeemed):** 0.67%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.02%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares iBonds Dec 2022 Term Muni Bond ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** IBMK

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00          |
| UBS Securities LLC                                   | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00          |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00          |
| Mizuho Securities USA LLC                            | $0.00            | $0.00          |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00          |
| BMO Capital Markets Corp.                            | $0.00            | $0.00          |
| Virtu Americas LLC                                   | $1,293,727.25    | $9,060,832.55  |
| Goldman Sachs & Co. LLC                              | $31,078,138.80   | $1,304,362.10  |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00          |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00          |
| TD Prime Services LLC                                | $0.00            | $0.00          |
| HRT Financial LP                                     | $0.00            | $0.00          |
| Wedbush Securities Inc.                              | $0.00            | $0.00          |
| BofA Securities, Inc.                                | $0.00            | $0.00          |
| Nomura Securities International, Inc.                | $0.00            | $0.00          |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00          |
| J.P. Morgan Securities LLC/JPMC                      | $23,320,899.45   | $12,943,263.00 |
| Natixis Securities Americas LLC                      | $0.00            | $0.00          |
| Barclays Capital Inc.                                | $0.00            | $0.00          |
| Jane Street Capital, LLC                             | $19,436,159.10   | $31,118,980.30 |
| Pershing LLC                                         | $0.00            | $0.00          |
| CIBC World Markets Corp.                             | $0.00            | $0.00          |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00          |
| Interactive Brokers LLC                              | $0.00            | $0.00          |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00          |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp.            | $14,257,323.75   | $1,302,114.75  |
| SG Americas Securities, LLC                          | $0.00            | $0.00          |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00          |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00          |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00          |
| RBC Capital Markets, LLC                             | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00          |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00          |
| Jefferies LLC                                        | $0.00            | $0.00          |
| Cowen and Company, LLC                               | $0.00            | $0.00          |
| Citadel Securities LLC                               | $0.00            | $0.00          |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 100.00%

- **c.i. Average percentage of value composed of cash (redeemed):** 100.00%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $0.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares Core 1-5 Year USD Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** ISTB

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value      |
|:---|:---|:---|
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00             |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00             |
| BMO Capital Markets Corp.                            | $0.00            | $0.00             |
| Mizuho Securities USA LLC                            | $0.00            | $0.00             |
| Nomura Securities International, Inc.                | $0.00            | $0.00             |
| Pershing LLC                                         | $0.00            | $0.00             |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00             |
| Barclays Capital Inc.                                | $0.00            | $0.00             |
| Cowen and Company, LLC                               | $0.00            | $0.00             |
| Citadel Securities LLC                               | $0.00            | $0.00             |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00             |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00             |
| TD Prime Services LLC                                | $0.00            | $0.00             |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00             |
| HRT Financial LP                                     | $0.00            | $0.00             |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00             |
| UBS Securities LLC                                   | $0.00            | $0.00             |
| J.P. Morgan Securities LLC/JPMC                      | $593,865,256.60  | $1,502,429,370.40 |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00             |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00             |
| Merrill Lynch Professional Clearing Corp.            | $75,849,461.30   | $138,853,409.60   |
| Jane Street Capital, LLC                             | $64,277,113.00   | $45,384,861.60    |
| Interactive Brokers LLC                              | $0.00            | $0.00             |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00             |
| BofA Securities, Inc.                                | $0.00            | $0.00             |
| SG Americas Securities, LLC                          | $0.00            | $0.00             |
| Goldman Sachs & Co. LLC                              | $475,078,866.60  | $115,058,813.10   |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00             |
| CIBC World Markets Corp.                             | $0.00            | $0.00             |
| RBC Capital Markets, LLC                             | $0.00            | $0.00             |
| Natixis Securities Americas LLC                      | $0.00            | $0.00             |
| Wedbush Securities Inc.                              | $0.00            | $0.00             |
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00             |
| Virtu Americas LLC                                   | $0.00            | $0.00             |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00             |
| Jefferies LLC                                        | $0.00            | $0.00             |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00             |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00             |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00             |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 100,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 8.59%

- **c.i. Average percentage of value composed of cash (redeemed):** 7.42%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $618.61

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** No

### iShares 0-5 Year Investment Grade Corporate Bond ETF

**Item E.1 - Exchange**

- **Exchange:** XNAS

- **Ticker:** SLQD

**Item E.2 - Authorized Participants**

| Name                                                 | Purchase Value   | Redeem Value    |
|:---|:---|:---|
| ITAU BBA USA Securities, Inc.                        | $0.00            | $0.00           |
| UBS Securities LLC                                   | $0.00            | $0.00           |
| Virtu Americas LLC                                   | $0.00            | $0.00           |
| J.P. Morgan Securities LLC                           | $0.00            | $0.00           |
| Merrill Lynch Professional Clearing Corp.            | $278,597,268.70  | $0.00           |
| Wedbush Securities Inc.                              | $0.00            | $0.00           |
| TD Prime Services LLC                                | $0.00            | $0.00           |
| Macquarie Capital (USA) Inc.                         | $0.00            | $0.00           |
| HRT Financial LP                                     | $0.00            | $0.00           |
| Barclays Capital Inc.                                | $0.00            | $0.00           |
| Deutsche Bank Securities Inc.                        | $0.00            | $0.00           |
| CIBC World Markets Corp.                             | $0.00            | $0.00           |
| Citigroup Global Markets Inc.                        | $0.00            | $0.00           |
| Nomura Securities International, Inc.                | $0.00            | $0.00           |
| Morgan Stanley & Co. LLC                             | $0.00            | $0.00           |
| BNP Paribas Securities Corp.                         | $0.00            | $0.00           |
| Natixis Securities Americas LLC                      | $0.00            | $0.00           |
| Jefferies LLC                                        | $0.00            | $0.00           |
| Scotia Capital (USA) Inc.                            | $0.00            | $0.00           |
| Mizuho Securities USA LLC                            | $0.00            | $0.00           |
| ABN AMRO Clearing Chicago LLC                        | $0.00            | $0.00           |
| Cowen and Company, LLC                               | $0.00            | $0.00           |
| BNP Paribas Prime Brokerage, Inc.                    | $0.00            | $0.00           |
| Citadel Securities LLC                               | $0.00            | $0.00           |
| RBC Capital Markets, LLC                             | $0.00            | $0.00           |
| BMO Capital Markets Corp.                            | $0.00            | $0.00           |
| Interactive Brokers LLC                              | $0.00            | $0.00           |
| State Street Global Advisors Funds Distributors, LLC | $0.00            | $0.00           |
| Pershing LLC                                         | $0.00            | $0.00           |
| J.P. Morgan Securities LLC/JPMC                      | $692,386,100.50  | $534,969,547.90 |
| BNY Mellon Capital Markets, LLC                      | $0.00            | $0.00           |
| SG Americas Securities, LLC                          | $0.00            | $0.00           |
| BofA Securities, Inc.                                | $0.00            | $0.00           |
| Cantor Fitzgerald & Co.                              | $0.00            | $0.00           |
| Jane Street Capital, LLC                             | $52,768,991.20   | $0.00           |
| Wells Fargo Securities, LLC                          | $0.00            | $0.00           |
| HSBC Securities (USA) Inc.                           | $0.00            | $0.00           |
| Credit Suisse Securities (USA) LLC                   | $0.00            | $0.00           |
| Goldman Sachs & Co. LLC                              | $221,776,066.85  | $22,587,797.10  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 50,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.83%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.53%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $100.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** 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:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. 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 a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** iShares Trust

**Date:** 2023-01-13

**Signature:** Ann Frechette

**Title:** Assistant Treasurer