iShares U.S. Securitized Bond Index Fund

BlackRock Funds

U.S. bond index fund
$5.61B NAV
1,979 positions · as of 2026-04-30 · filed 2026-06-25

Fund classification

Classified from what the fund holds · as of 2026 Q2

iShares U.S. Securitized Bond Index Fund is a U.S. bond index fund that tracks the Bloomberg U.S. Securitized: MBS, ABS, and CMBS Index.

Asset class
Bonds
Region
United States
Management
Index (passive)
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The investment objective of iShares U.S. Securitized Bond Index Fund (the Fund), a series of BlackRock Funds SM (the Trust), is to seek to provide investment results that correspond to the total return performance of fixed-income securities, in aggregate, as represented by the Bloomberg U.S. Securitized: MBS, ABS, and CMBS Index (or the Underlying Index).

Strategy · summarised

The fund tracks the Bloomberg U.S. Securitized: MBS, ABS, and CMBS Index using sampling techniques designed to approximate the index's total return, holding a broad portfolio of investment-grade mortgage-backed, asset-backed, and commercial mortgage-backed securities. Because the fund samples rather than fully replicates the index, its returns may diverge from the benchmark. The fund may use derivatives and securities lending to manage liquidity.

Expenses
0.01%one share class
Share classGrossNet
C0002340510.13%0.01%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 243.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

106.67%
of net assets
Securitized98.24%
Cash & short-term8.22%
Bonds0.21%

These positions come to 106.67% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 67 new51 exited

Largest new: UMBS, TBA ×4, Government National Mortgage Association ×3, Freddie Mac

Largest exited: UMBS, TBA ×6, Government National Mortgage Association ×2

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+5.56%
3-year
+12.87%
5-year
48 of 60 months
Volatility
3.59%
Worst 3-yr fall
-6.70%
Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
3.66%
Avg maturity
24.02 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

2%
floating
Fixed rate97.9%
Floating rate2.1%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.0%
1-3y0.9%
3-5y2.5%
5-10y3.3%
10y+93.3%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
5.51 yr
approx. move per 100bp
Credit-spread duration
5.40 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -11.0%
of value
Interest rates51%
Credit spreads49%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+5.40
yrs total
Investment grade+5.38 yr
High yield+0.02 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate5.51 yr total
1 yr30 yr
1 yr0.42 yr8%
5 yr1.98 yr36%
10 yr2.16 yr39%
30 yr0.96 yr17%

3 mo is NEGATIVE (-0.01 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread5.40 yr total
3 mo30 yr
3 mo0.02 yr0%
1 yr0.07 yr1%
5 yr3.95 yr73%
10 yr1.35 yr25%
30 yr0.01 yr0%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.01+0.00+0.02$152$10.0k
1 yr+0.42+0.07+0.00$37.6k$0
5 yr+1.98+3.95+0.00$2.22m$0
10 yr+2.16+1.35+0.00$759.4k$0
30 yr+0.96+0.01+0.00$4.3k$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
BLACKROCK CASH FUNDS8.22%$460.89M
Fannie Mae2.00% · due 2051-10-011.09%$60.95M
Fannie Mae2.50% · due 2052-01-010.88%$49.54M
Fannie Mae2.00% · due 2051-11-010.85%$47.87M
Freddie Mac2.00% · due 2051-05-010.82%$45.95M
Government National Mortgage Association2.50% · due 2051-05-200.65%$36.39M
UMBS, TBA2.00% · due 2041-05-010.63%$35.32M
UMBS, TBA3.50% · due 2056-05-010.57%$32.06M
Government National Mortgage Association2.00% · due 2052-01-200.53%$29.81M
Government National Mortgage Association5.00% · due 2056-05-200.51%$28.32M
Showing 10 of 1,979Sign in to see more

Top 10 positions are 14.75% of net assets, top 25 21.55%, across 57 issuers.

See more of this fund's book

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