0001752724-19-084823.txt : 20190729 0001752724-19-084823.hdr.sgml : 20190729 20190729171606 ACCESSION NUMBER: 0001752724-19-084823 CONFORMED SUBMISSION TYPE: NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190531 FILED AS OF DATE: 20190729 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-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-09729 FILM NUMBER: 19982311 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 S000004357 iShares 1-3 Year Treasury Bond ETF C000012087 iShares 1-3 Year Treasury Bond ETF SHY ACCESSION NUMBER: 0001752724-19-078014 NPORT-EX 1 NPORT_6169653845493669.htm iShares 1-3 Year Treasury Bond ETF

Schedule of Investments  (unaudited) 

May 31, 2019

   

iShares® 1-3 Year Treasury Bond ETF

(Percentages shown are based on Net Assets)

 

Security  

    

Par

(000)

     Value  

U.S. Government Obligations

 

U.S. Government Obligations — 99.4%            

U.S. Treasury Note/Bond

    

1.13%, 03/31/20

   $ 3     $ 2,971  

1.13%, 04/30/20

     1       990  

1.13%, 02/28/21

     227,367       223,938,733  

1.13%, 08/31/21

     790,352       776,366,476  

1.25%, 03/31/21

     626,875       618,622,484  

1.25%, 10/31/21

     59,600       58,654,781  

1.38%, 02/29/20

     4       3,575  

1.38%, 03/31/20

     19       18,858  

1.38%, 04/30/20

     450       446,326  

1.38%, 05/31/20

     15,521       15,388,829  

1.38%, 08/31/20

     1,834       1,816,950  

1.38%, 09/30/20

     42,496       42,085,980  

1.38%, 01/31/21

     215,512       213,230,603  

1.38%, 04/30/21

     672,344       664,806,392  

1.50%, 04/15/20

     1       993  

1.50%, 05/15/20

     1,293       1,283,858  

1.50%, 05/31/20

     367,334       364,693,787  

1.50%, 06/15/20

     455,478       452,097,497  

1.50%, 07/15/20

     378,120       375,210,249  

1.50%, 01/31/22

     180,488       178,549,164  

1.63%, 03/15/20

     1       995  

1.63%, 06/30/20

     898,556       892,834,723  

1.63%, 07/31/20

     81,577       81,051,211  

1.63%, 10/15/20

     37,065       36,836,239  

1.63%, 11/30/20

     371,562       369,138,138  

1.75%, 10/31/20

     37,065       36,898,497  

1.75%, 12/31/20

     7,732       7,697,568  

1.75%, 11/30/21

     45,470       45,276,397  

1.75%, 02/28/22

     199,120       198,209,960  

1.75%, 03/31/22

     120,384       119,847,916  

1.75%, 05/31/22

     88,000       87,590,937  

1.88%, 06/30/20

     304,792       303,696,654  

1.88%, 01/31/22

     250,091       249,778,386  

1.88%, 02/28/22

     125,060       124,913,445  

1.88%, 03/31/22

     3,350       3,348,568  

1.88%, 04/30/22

     461,400       460,895,344  

1.88%, 05/31/22

     74,000       73,927,735  

2.00%, 07/31/20

     724,599       722,957,334  

2.00%, 09/30/20

     217,729       217,397,303  

2.00%, 11/30/20

     682,418       681,938,178  

2.00%, 02/28/21

     526,929       526,867,449  

2.00%, 05/31/21

     136,510       136,611,316  

2.00%, 08/31/21

     343,734       344,203,950  

2.00%, 10/31/21

     336,198       336,788,972  

2.00%, 12/31/21

     95,038       95,279,307  

2.13%, 08/31/20

     1,171,306       1,171,214,498  

2.13%, 01/31/21

     400,876       401,533,685  
Security  

Par/

Shares

(000)

     Value  
U.S. Government Obligations (continued)  

2.13%, 06/30/21

   $ 42,994     $ 43,151,869  

2.13%, 08/15/21

     470,609       472,465,698  

2.13%, 09/30/21

     72,850       73,168,719  

2.13%, 05/15/22

     476,000       479,086,565  

2.25%, 02/29/20

     1       999  

2.25%, 03/31/21

     358,814       360,467,910  

2.25%, 04/30/21

     1,731,434       1,740,632,243  

2.25%, 07/31/21

     151,424       152,388,145  

2.25%, 04/15/22

     361,945       365,423,471  

2.38%, 04/30/20

     53       53,041  

2.38%, 12/31/20

     375,406       377,327,024  

2.38%, 03/15/21

     40,848       41,122,448  

2.50%, 12/31/20

     6,002       6,044,671  

2.50%, 01/15/22

     870,512       883,229,641  

2.50%, 02/15/22

     900,438       914,366,650  

2.63%, 08/15/20

     45,303       45,561,368  

2.63%, 11/15/20

     756,927       763,017,901  

2.63%, 06/15/21

     241,050       244,345,607  

2.63%, 07/15/21

     153,048       155,194,259  

2.63%, 12/15/21

     3,275       3,333,336  

2.75%, 08/15/21

     430,419       437,866,962  

2.75%, 09/15/21

     265,684       270,634,338  

2.88%, 10/15/21

     624,739       638,331,646  

2.88%, 11/15/21

     379,823       388,369,017  

3.50%, 05/15/20

     3,831       3,875,146  

3.63%, 02/15/21

     3,650       3,747,523  

8.13%, 05/15/21

     2,000       2,232,734  

8.75%, 08/15/20

     134,763       145,228,189  
   

 

 

  
      20,724,621,321  
   

 

 

  

Total U.S. Government Obligations — 99.4%
(Cost: $20,562,731,979)

 

     20,724,621,321  
   

 

 

  

Short-Term Investments

 

  

Money Market Funds — 0.2%

 

  

BlackRock Cash Funds: Treasury,
SL Agency Shares,

    

2.33%(a)(b)

     50,377       50,376,641  
   

 

 

  

Total Short-Term Investments — 0.2%
(Cost: $50,376,641)

 

     50,376,641  
   

 

 

  

Total Investments in Securities — 99.6%
(Cost: $20,613,108,620)

 

     20,774,997,962  

Other Assets, Less Liabilities — 0.4%

 

     83,746,202  
   

 

 

  

Net Assets — 100.0%

 

   $ 20,858,744,164  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

Annualized 7-day yield as of period-end.

 

 

 

     1  

Schedule of Investments  (unaudited) (continued)

May 31, 2019

   

iShares® 1-3 Year Treasury Bond ETF

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the three months ended May 31, 2019, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer   

Shares

Held at

02/28/19

(000)

     

Net

Activity

(000)

     

Shares

Held at

05/31/19

(000)

     

Value at

05/31/19

      Income     

Net

Realized

Gain (Loss)

     

Change in

Unrealized

Appreciation

(Depreciation)

  

BlackRock Cash Funds: Treasury,
SL Agency Shares

      44,381        5,996        50,377      $ 50,376,641      $ 170,552 (a)     $ —      $ —  
           

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent.

 

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 www.iShares.com and on the U.S. Securities and Exchange Commission website at www.sec.gov.

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of May 31, 2019. 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

    $ —        $ 20,724,621,321        $ —        $ 20,724,621,321  

Money Market Funds

      50,376,641          —          —          50,376,641  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 50,376,641        $ 20,724,621,321        $ —        $ 20,774,997,962  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

 

2