NPORT-EX 2 NPORT_8698226301544579.htm iShares Core Conservative Allocation ETF

Schedule of Investments  (unaudited) 

April 30, 2020

   

iShares® Core Conservative Allocation ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

 

  

Domestic Equity — 16.9%

    

iShares Core S&P 500 ETF(a)

     330,011     $ 96,086,003  

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

     36,318       5,962,689  

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

     39,033       2,472,740  
   

 

 

  
      104,521,432  
Domestic Fixed Income — 58.6%            

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

     6,809,050       362,922,365  
   

 

 

  
International Equity — 14.0%            

iShares Core MSCI Emerging Markets ETF(a)

     476,389       20,799,144  

iShares Core MSCI International Developed Markets ETF(a)

     1,393,091       66,088,237  
   

 

 

  
      86,887,381  
International Fixed Income — 10.5%            

iShares Core International Aggregate Bond ETF(a)(b)

     1,168,534       64,888,693  
   

 

 

  

Total Investment Companies — 100.0%
(Cost: $612,598,051)

 

     619,219,871  
   

 

 

  

Short-Term Investments

 

  

Money Market Funds — 6.0%

 

  

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

     35,789,119       35,828,487  
Security   Shares     Value  
Money Market Funds (continued)  

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

     1,641,000     $ 1,641,000  
   

 

 

  
      37,469,487  
   

 

 

  

Total Short-Term Investments — 6.0%
(Cost: $37,439,829)

 

     37,469,487  
   

 

 

  

Total Investments in Securities — 106.0%
(Cost: $650,037,880)

 

     656,689,358  

Other Assets, Less Liabilities — (6.0)%

 

     (37,193,252 ) 
   

 

 

  

Net Assets — 100.0%

     $   619,496,106  
   

 

 

  

 

(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

     5,584,540       30,204,579 (b)      —       35,789,119     $ 35,828,487     $ 73,029 (c)    $ 3,196     $ 29,658  

BlackRock Cash Funds: Treasury,
SL Agency Shares

     503,000       1,138,000 (b)      —       1,641,000       1,641,000       8,308       —       —  

iShares Core International Aggregate Bond ETF

     1,028,641       404,977       (265,084 )      1,168,534       64,888,693       967,371       647,565       (259,675 ) 

iShares Core MSCI Emerging Markets ETF

     308,938       238,516       (71,065 )      476,389       20,799,144       464,192       12,570       (2,702,958 ) 

iShares Core MSCI International Developed Markets ETF

     1,014,391       609,267       (230,567 )      1,393,091       66,088,237       964,744       (210,177 )      (8,693,143 ) 

iShares Core S&P 500 ETF

     255,259       143,389       (68,637 )      330,011       96,086,003       1,374,743       4,753,841       (7,344,997 ) 

iShares Core S&P Mid-Cap ETF

     27,109       15,239       (6,030 )      36,318       5,962,689       80,325       117,154       (1,204,400 ) 

iShares Core S&P Small-Cap ETF

     29,339       16,128       (6,434 )      39,033       2,472,740       32,021       57,636       (632,328 ) 

iShares Core Total USD Bond Market ETF

     6,147,871       2,424,525       (1,763,346 )      6,809,050       362,922,365       7,734,236       1,795,125       8,395,361  
         

 

 

    

 

 

    

 

 

    

 

 

  
          $ 656,689,358     $ 11,698,969     $ 7,176,910     $ (12,412,482 ) 
         

 

 

    

 

 

    

 

 

    

 

 

  

 

  (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.

 

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.

 

 

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Schedule of Investments  (unaudited) (continued)

April 30, 2020

   

iShares® Core Conservative Allocation ETF

 

Fair Value Measurements (continued)

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

    $ 619,219,871        $ —        $ —        $ 619,219,871  

Money Market Funds

      37,469,487          —          —          37,469,487  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 656,689,358        $ —        $ —        $ 656,689,358  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

 

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