0001752724-21-013679.txt : 20210127 0001752724-21-013679.hdr.sgml : 20210127 20210127144213 ACCESSION NUMBER: 0001752724-21-013679 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201130 FILED AS OF DATE: 20210127 PERIOD START: 20210228 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: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09729 FILM NUMBER: 21559042 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 0001100663 S000068768 iShares 0-3 Month Treasury Bond ETF C000219740 iShares 0-3 Month Treasury Bond ETF SGOV NPORT-P 1 primary_doc.xml NPORT-P false 0001100663 XXXXXXXX S000068768 C000219740 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 800-474-2737 iShares 0-3 Month Treasury Bond ETF S000068768 549300L2T50TTT4U6186 2021-02-28 2020-11-30 N 925265624.12 50086005.80 875179618.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9999400.00000000 0.00000000 0.00000000 7859.58000000 USD N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127963J6 145290000.00000000 PA USD 145288092.34000000 16.60094560004 Long DBT UST US N 2 2020-12-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127963U1 1040000.00000000 PA USD 1039901.49000000 0.118821493123 Long DBT UST US N 2 2021-01-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127963K3 20078000.00000000 PA USD 20077419.95000000 2.294091353331 Long DBT UST US N 2 2020-12-17 None 0.00000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 BlackRock Cash Funds: Treasury, SL Agency Shares 066922477 91750000.00000000 NS USD 91750000.00000000 10.48356224018 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285L0 33472000.00000000 PA USD 34353254.83000000 3.925280492242 Long DBT UST US N 2 2021-11-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796A58 806600.00000000 PA USD 806544.13000000 0.092157554074 Long DBT UST US N 2 2021-01-05 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127963L1 539352000.00000000 PA USD 539324433.72000000 61.62442799516 Long DBT UST US N 2 2020-12-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796UC1 37507900.00000000 PA USD 37502612.51000000 4.285133214366 Long STIV UST US N 2 2021-01-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 9127965F2 55000000.00000000 PA USD 54996256.70000000 6.283996513261 Long DBT UST US N 2 2020-12-29 None 0.00000000 N N N N N N 2020-12-29 iShares Trust Ann Frechette Ann Frechette Assistant Treasurer XXXX NPORT-EX 2 NPORT_5368508987878735.htm iShares 0-3 Month Treasury Bond ETF

Schedule of Investments (unaudited)

November 30, 2020

   

iShares® 0-3 Month Treasury Bond ETF

(Percentages shown are based on Net Assets)

 

Security   Par/
Shares
(000)		      Value  

U.S. Government Obligations

 

U.S. Government Obligations — 95.1%  

U.S. Treasury Bill

     

0.00%, 12/10/20(a)

  $ 144,407      $ 144,405,104  

0.00%, 12/17/20(a)

    20,078        20,077,420  

0.00%, 12/24/20(a)

      539,352        539,324,434  

0.00%, 12/29/20(a)

    55,000        54,996,257  

0.00%, 01/05/21(a)

    807        806,544  

0.00%, 01/14/21(a)

    1,040        1,039,901  

0.00%, 01/28/21(a)

    37,508        37,502,612  

U.S. Treasury Note/Bond, 2.88%, 11/15/21

     33,472        34,353,255  
    

 

 

  
       832,505,527  
    

 

 

  

Total U.S. Government Obligations — 95.1%
(Cost: $832,491,191)

 

      832,505,527  
    

 

 

  

Short-Term Investments

 

Money Market Funds — 10.5%  

BlackRock Cash Funds: Treasury, SL Agency Shares, 0.04%(b)(c)

    91,750        91,750,000  
    

 

 

  

Total Short-Term Investments — 10.5%
(Cost: $91,750,000)

 

      91,750,000  
    

 

 

  

Total Investments in Securities — 105.6%
(Cost: $924,241,191)

 

      924,255,527  

Other Assets, Less Liabilities — (5.6)%

 

      (49,074,509 ) 
    

 

 

  

Net Assets — 100.0%

      $   875,181,018  
    

 

 

  

 

 

(a) 

Zero-coupon bond.

(b) 

Affiliate of the Fund.

(c) 

Annualized 7-day yield as of period-end.

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended November 30, 2020 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    
 Value at
05/26/20		  
(a) 		    
 Purchases
at Cost		  
 		    
 Proceeds
from Sales		  
 		    
 Net Realized
Gain (Loss)		  
 		    


 Change in
Unrealized
Appreciation
(Depreciation)		  
 
 
 		    
 Value at
11/30/20		  
 		    


 Shares
Held at
11/30/20
(000)		  
 
 
 		     Income      

 Capital Gain
Distributions from
Underlying Funds		  
 
 

BlackRock Cash Funds: Institutional, SL Agency Shares(b)

  $ —     $ 0 (c)     $ —     $ —     $ —     $ —       —     $ 762 (d)     $ —  

BlackRock Cash Funds: Treasury, SL Agency Shares

     —       91,750,000 (c)      —       —       —       91,750,000       91,750       32,424       —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  
        $ —     $ —     $ 91,750,000       $ 33,186     $ —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  

 

(a) 

The Fund commenced operations on May 26, 2020.

(b) 

As of period end, the entity is no longer held.

(c) 

Represents net amount purchased (sold).

(d) 

All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities.

Fair Value Measurements

Various inputs are used in determining the fair value of financial instruments. For description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to a recently published shareholder report. Shareholder reports are available on the Fund’s website at iShares.com and on the U.S. Securities and Exchange Commission website at sec.gov.

 

 

1

Schedule of Investments (unaudited) (continued)

November 30, 2020

   

iShares® 0-3 Month Treasury Bond ETF

 

Fair Value Measurements (continued)

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of November 30, 2020. The breakdown of the Fund’s investments into major categories is disclosed in the Schedule of Investments above.

 

 

  
     Level 1        Level 2        Level 3        Total  

 

  

Investments

                  

Assets

                  

U.S. Government Obligations

    $ —        $ 832,505,527        $ —        $ 832,505,527  

Money Market Funds

      91,750,000          —          —          91,750,000  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $   91,750,000        $ 832,505,527        $             —        $ 924,255,527  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

 

2