iShares U.S. Securitized Bond Index Fund

Asset mix

ABS-MBS: 91.7% · STIV: 6.7% · ABS-O: 1.3% · DBT: 0.3%

Financial position

Total assets: $5.76B
Total liabilities: $444M
Net assets: $5.32B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $0
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $4.58M
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $0

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$173M	$29.6M	$8.95M
Reinvestment	$18.1M	$18.6M	$18.8M
Redemptions	$36.2M	$139M	$280M
Net realized gain (non-derivative)	$-1.24M	$-2.81M	$-10.6M
Net unrealized appreciation (non-derivative)	$-2.65M	$-4.29M	$-82.8M

The three months of the reporting period, as filed; month 3 ends July 31, 2026.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$3.18	$6.82K
1 year	$30K	$0
5 years	$1.86M	$0
10 years	$937K	$0
30 years	$7.2K	$0

Filing details

Registrant: Blackrock Funds
Registrant CIK: 844779
Registrant LEI: 549300OZUEVJZHOBFP42
Series: iShares U.S. Securitized Bond Index Fund
Series ID: S000075207
Series LEI: 549300IX2EU4EA7H6U85
SEC file number: 811-05742
Address: 100 Bellevue Parkway, Wilmington, US-DE, 19809, US
Phone: 800-441-7762
Form: NPORT-P
Filed: September 25, 2026
Report period ends: October 31, 2026
Report month ends: July 31, 2026
Accession number: 000141036826099853

Holding	Value	% of net assets
Blackrock Cash Funds STIV	$377M	7.08%
Fannie Mae ABS-MBS	$47.1M	0.89%
Fannie Mae ABS-MBS	$47.1M	0.88%
Fannie Mae ABS-MBS	$45.9M	0.86%
Freddie Mac ABS-MBS	$43.9M	0.82%
Government National Mortgage Association ABS-MBS	$34.6M	0.65%
Umbs, Tba ABS-MBS	$33.6M	0.63%
Umbs, Tba ABS-MBS	$33.2M	0.62%
Government National Mortgage Association ABS-MBS	$28.1M	0.53%
Government National Mortgage Association ABS-MBS	$26.5M	0.50%
Government National Mortgage Association ABS-MBS	$25.9M	0.49%
Government National Mortgage Association ABS-MBS	$25.9M	0.49%
Government National Mortgage Association ABS-MBS	$25.7M	0.48%
Fannie Mae ABS-MBS	$24.8M	0.47%
Government National Mortgage Association ABS-MBS	$24.4M	0.46%
Freddie Mac ABS-MBS	$23.1M	0.43%
Freddie Mac ABS-MBS	$22.8M	0.43%
Government National Mortgage Association ABS-MBS	$22.6M	0.42%
Freddie Mac ABS-MBS	$22.5M	0.42%
Fannie Mae ABS-MBS	$22.1M	0.41%
Government National Mortgage Association ABS-MBS	$21.8M	0.41%
Umbs, Tba ABS-MBS	$21.6M	0.41%
Fannie Mae ABS-MBS	$21.4M	0.40%
Government National Mortgage Association ABS-MBS	$21.3M	0.40%
Fannie Mae ABS-MBS	$21.1M	0.40%
Government National Mortgage Association ABS-MBS	$21M	0.39%
Government National Mortgage Association ABS-MBS	$20.8M	0.39%
Government National Mortgage Association ABS-MBS	$20.6M	0.39%
Government National Mortgage Association ABS-MBS	$20.4M	0.38%
Fannie Mae ABS-MBS	$20.2M	0.38%
Freddie Mac ABS-MBS	$19.7M	0.37%
Government National Mortgage Association ABS-MBS	$19.6M	0.37%
Government National Mortgage Association ABS-MBS	$19.4M	0.36%
Freddie Mac ABS-MBS	$18.8M	0.35%
Freddie Mac ABS-MBS	$18.7M	0.35%
Fannie Mae ABS-MBS	$18.5M	0.35%
Fannie Mae ABS-MBS	$18.2M	0.34%
Freddie Mac ABS-MBS	$18.1M	0.34%
Umbs, Tba ABS-MBS	$17.7M	0.33%
Fannie Mae ABS-MBS	$17.6M	0.33%
Fannie Mae ABS-MBS	$17.6M	0.33%
Freddie Mac ABS-MBS	$17.2M	0.32%
Fannie Mae ABS-MBS	$16.3M	0.31%
Umbs, Tba ABS-MBS	$16M	0.30%
Fannie Mae ABS-MBS	$15.8M	0.30%
Fannie Mae ABS-MBS	$15.7M	0.30%
Fannie Mae ABS-MBS	$15.7M	0.30%
Freddie Mac ABS-MBS	$15.6M	0.29%
Fannie Mae ABS-MBS	$15.2M	0.29%
Fannie Mae ABS-MBS	$15M	0.28%
Freddie Mac ABS-MBS	$15M	0.28%
Government National Mortgage Association ABS-MBS	$14.9M	0.28%
Fannie Mae ABS-MBS	$14.5M	0.27%
Government National Mortgage Association ABS-MBS	$14.2M	0.27%
Government National Mortgage Association ABS-MBS	$14.1M	0.27%
Fannie Mae ABS-MBS	$14.1M	0.26%
Government National Mortgage Association ABS-MBS	$14.1M	0.26%
Government National Mortgage Association ABS-MBS	$14M	0.26%
Freddie Mac ABS-MBS	$14M	0.26%
Government National Mortgage Association ABS-MBS	$13.8M	0.26%

Showing top 60 of 1996 holdings.