0001752724-20-131175.txt : 20200707 0001752724-20-131175.hdr.sgml : 20200707 20200629173850 ACCESSION NUMBER: 0001752724-20-131175 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200430 FILED AS OF DATE: 20200629 DATE AS OF CHANGE: 20200701 PERIOD START: 20200731 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: 20997797 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 S000023588 iShares Core Aggressive Allocation ETF C000069400 iShares Core Aggressive Allocation ETF AOA NPORT-P 1 primary_doc.xml NPORT-P false 0001100663 XXXXXXXX S000023588 C000069400 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 800-474-2737 iShares Core Aggressive Allocation ETF S000023588 549300E2532X6GS7V091 2020-07-31 2020-04-30 N 979281322.64 19913006.12 959368316.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 1251852.00000000 NS USD 364489228.32000000 37.99262723644 Long EC RF US N 1 N N N iShares Core Total USD Bond Market ETF 549300IWM5U5LVTDP761 iShares Core Total USD Bond Market ETF 46434V613 3377150.00000000 NS USD 180002095.00000000 18.76256406433 Long EC RF US N 1 N N iShares Core S&P Small-Cap ETF 549300BZQ17QYN750B25 iShares Core S&P Small-Cap ETF 464287804 160077.00000000 NS USD 10140877.95000000 1.057036987294 Long EC RF US N 1 N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT JUN20 XCME 20200619 000000000 7.00000000 NC USD 147742.63000000 0.015399990541 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESM0 Index 2020-06-19 868097.37000000 USD 147742.63000000 N N N iShares Core S&P Mid-Cap ETF 549300ODQWH5PC0IUZ78 iShares Core S&P Mid-Cap ETF 464287507 149484.00000000 NS USD 24542283.12000000 2.558171110864 Long EC RF US N 1 N N N iShares Core MSCI International Developed Markets ETF 549300LRJOM3FVVFKB50 iShares Core MSCI International Developed Markets ETF 46435G326 5710245.00000000 NS USD 270894022.80000000 28.23670723071 Long EC RF US N 1 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 iShares Core MSCI Emerging Markets ETF 46434G103 1762997.00000000 NS USD 76972449.02000000 8.023242762405 Long EC RF US N 1 N N N iShares Core International Aggregate Bond ETF 549300FPQU8XYG8LAX15 iShares Core International Aggregate Bond ETF 46435G672 563608.00000000 NS USD 31297152.24000000 3.262266608253 Long EC RF US N 1 N N N BlackRock Funds III 5493008LW2651I1QB503 BlackRock Cash Funds: Treasury, SL Agency Shares 066922477 1073000.00000000 NS USD 1073000.00000000 0.111844427371 Long STIV RF US N 1 N N N BlackRock Funds III 5493008LW2651I1QB503 BlackRock Cash Funds: Institutional, SL Agency Shares 066922519 9845950.11300000 NS USD 9855796.06000000 1.027321404124 Long STIV RF US N 1 N N 2020-05-29 iShares Trust Ann Frechette Ann Frechette Assistant Treasurer XXXX NPORT-EX 2 NPORT_8691818043728436.htm iShares Core Aggressive Allocation ETF

Schedule of Investments  (unaudited)

April 30, 2020

   

iShares® Core Aggressive Allocation ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

 

Domestic Equity — 44.0%

 

iShares Core S&P 500 ETF(a)

     1,298,357     $   378,029,624  

iShares Core S&P Mid-Cap ETF(a)

     142,769       23,439,814  

iShares Core S&P Small-Cap ETF(a)(b)

     153,445       9,720,741  
   

 

 

  
      411,190,179  
Domestic Fixed Income — 16.4%  

iShares Core Total USD Bond Market
ETF(a)(b)

     2,863,989       152,650,614  
   

 

 

  
International Equity — 36.6%        

iShares Core MSCI Emerging Markets
ETF(a)

     1,874,700       81,849,402  

iShares Core MSCI International Developed

    

Markets ETF(a)

     5,476,475       259,803,974  
   

 

 

  
      341,653,376  
International Fixed Income — 2.9%  

iShares Core International Aggregate Bond ETF(a)

     491,666       27,302,213  
   

 

 

  

Total Investment Companies — 99.9%
(Cost: $936,942,398)

 

     932,796,382  
   

 

 

  

Short-Term Investments

 

Money Market Funds — 1.6%

 

BlackRock Cash Funds: Institutional,
SL Agency Shares,
    0.89%(a)(c)(d)

     13,739,667       13,754,781  
Security   Shares     Value  
Money Market Funds (continued)  

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    0.18%(a)(c)

     1,073,000     $ 1,073,000  
   

 

 

  
      14,827,781  
   

 

 

  

Total Short-Term Investments — 1.6%
(Cost: $14,812,530)

 

     14,827,781  
   

 

 

  

Total Investments in Securities — 101.5%
(Cost: $951,754,928)

 

     947,624,163  

Other Assets, Less Liabilities — (1.5)%

 

     (13,896,538 ) 
   

 

 

  

Net Assets — 100.0%

 

   $   933,727,625  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

All or a portion of this security is on loan.

(c) 

Annualized 7-day yield as of period-end.

(d) 

All or a portion of this security was purchased with cash collateral received from loaned securities.

 

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the nine months ended April 30, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer     

 Shares

Held at

07/31/19

  

 

 

     

 Shares

Purchased

  

 

     

 Shares

Sold

  

 

     

 Shares

Held at

04/30/20

  

 

 

     

 Value at

04/30/20

  

 

      Income       

 Net

Realized

Gain (Loss)

  

 

(a) 

     


 Change in
Unrealized
Appreciation
(Depreciation)		  
 
 
 

BlackRock Cash Funds: Institutional,
SL Agency Shares

      9,002,134        4,737,533 (b)       —        13,739,667      $ 13,754,781      $ 71,133 (c)     $ (28,940 )     $ 15,216  

BlackRock Cash Funds: Treasury,
SL Agency Shares

      1,064,000        9,000 (b)       —        1,073,000        1,073,000        19,596        —        —  

iShares Core International Aggregate Bond ETF

      538,028        85,012        (131,374 )       491,666        27,302,213        469,287        317,407        (109,747 ) 

iShares Core MSCI Emerging Markets ETF

      1,507,855        464,696        (97,851 )       1,874,700        81,849,402        2,038,402        (103,117 )       (11,434,283 ) 

iShares Core MSCI International Developed Markets ETF

     4,950,463        1,077,281        (551,269 )       5,476,475        259,803,974        4,236,537        (3,235,375 )       (34,276,470 ) 

iShares Core S&P 500 ETF

      1,245,748        237,656        (185,047 )       1,298,357        378,029,624        6,144,311        12,476,895        (22,775,735 ) 

iShares Core S&P Mid-Cap ETF

      132,232        25,592        (15,055 )       142,769        23,439,814        359,354        (74,962 )       (4,644,614 ) 

iShares Core S&P Small-Cap ETF

      142,979        26,035        (15,569 )       153,445        9,720,741        142,907        (53,769 )       (2,444,459 ) 

iShares Core Total USD Bond Market ETF

      3,215,410        509,015        (860,436 )       2,863,989        152,650,614        3,735,022        2,023,106        3,226,801  
              

 

 

     

 

 

     

 

 

     

 

 

  
               $ 947,624,163      $ 17,216,549      $ 11,321,245      $ (72,443,291 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

Includes realized capital gain distributions from an affiliated fund, if any.

 
  (b)

Net of purchases and sales.

 
  (c) 

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.

 

Futures Contracts

 

Description   

Number of

Contracts

       

Expiration

Date

       

Notional

Amount

(000)

       

Value/

Unrealized

Appreciation

(Depreciation)

  

Long Contracts

                  

S&P 500 E-Mini

      5          06/19/20        $ 726        $ 105,697  
                 

 

 

  

 

 

1

Schedule of Investments  (unaudited) (continued)

April 30, 2020

   

iShares® Core Aggressive Allocation ETF

 

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.

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of April 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

                  

Investment Companies

    $ 932,796,382        $             —        $             —        $ 932,796,382  

Money Market Funds

      14,827,781          —          —          14,827,781  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 947,624,163        $ —        $ —        $ 947,624,163  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                  

Assets

                  

Futures Contracts

    $ 105,697        $ —        $ —        $ 105,697  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a)

Shown at the unrealized appreciation (depreciation) on the contracts.

 

 

 

2