0001752724-23-165655.txt : 20230727 0001752724-23-165655.hdr.sgml : 20230727 20230727132007 ACCESSION NUMBER: 0001752724-23-165655 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230727 DATE AS OF CHANGE: 20230727 PERIOD START: 20240229 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: 231116958 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 2024-02-29 2023-05-31 N 14621457719.38 4421434751.37 10200022968.01 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 USD N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796Y37 323931800.00000000 PA USD 321016614.64000000 3.147214625366 Long DBT UST US N 2 2023-08-03 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FN2 1029842200.00000000 PA USD 1028060140.46000000 10.07899828935 Long DBT UST US N 2 2023-06-13 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 965620000.00000000 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DBT UST US N 2 2023-07-11 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FR3 1300994400.00000000 PA USD 1295047411.49000000 12.69651466032 Long DBT UST US N 2 2023-07-05 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796Z44 296347500.00000000 PA USD 292783509.39000000 2.870420099133 Long DBT UST US N 2 2023-08-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZZ5 294200000.00000000 PA USD 292163768.25000000 2.864344219285 Long DBT UST US N 2 2023-07-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FQ5 856769500.00000000 PA USD 853631521.73000000 8.368917642707 Long DBT UST US N 2 2023-06-27 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZR3 497539200.00000000 PA USD 495584010.25000000 4.858655826602 Long DBT UST US N 2 2023-06-29 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796Y29 400573000.00000000 PA USD 397345687.49000000 3.895537183947 Long DBT UST US N 2 2023-07-27 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZQ5 151166000.00000000 PA USD 150716170.80000000 1.477606190424 Long DBT UST US N 2 2023-06-22 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797GR2 370428400.00000000 PA USD 365461036.65000000 3.582943271757 Long DBT UST US N 2 2023-09-05 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912797FY8 294200000.00000000 PA USD 292243519.99000000 2.865126097328 Long DBT UST US N 2 2023-07-18 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZP7 594346000.00000000 PA USD 593744908.17000000 5.821015403907 Long DBT UST US N 2 2023-06-08 None 0.00000000 N N N N N N 2023-06-29 iShares Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_0BZ1_45731986_0523.htm

Schedule of Investments (unaudited) iShares® 0-3 Month Treasury Bond ETF
May 31, 2023 (Percentages shown are based on Net Assets)

 

Security  Par
(000)		   Value 
         
U.S. Government Obligations          
           
U.S. Government Obligations — 90.5%          
U.S. Treasury Bill          
0.00%, 09/05/23(a)  $368,785   $363,839,674 
0.05%, 06/06/23(b)   39,010    38,982,084 
0.05%, 06/08/23(b)   591,709    591,110,575 
0.05%, 06/13/23(b)   1,025,272    1,023,497,849 
0.05%, 06/22/23(b)   150,496    150,047,666 
0.05%, 06/27/23(b)   852,968    849,843,845 
0.05%, 06/29/23(b)   495,331    493,384,986 
0.05%, 07/06/23(a)(b)   740,452    736,963,762 
0.05%, 07/11/23(a)(b)   1,136,476    1,130,181,184 
0.05%, 07/18/23(b)   292,895    290,947,198 
0.05%, 07/20/23(b)   292,895    290,867,801 
0.05%, 07/25/23(b)   945,784    938,469,354 
0.05%, 07/27/23(a)(b)   398,796    395,582,508 
0.05%, 08/03/23(b)   322,495    319,592,249 
0.05%, 08/24/23(b)   295,033    291,484,423 
0.06%, 07/05/23(a)(b)   1,295,221    1,289,300,303 
         9,194,095,461 
           
Total Long-Term Investments — 90.5%          
(Cost: $9,194,430,057)        9,194,095,461 
Security  Shares
(000)		   Value 
         
Short-Term Securities          
           
Money Market Funds — 32.0%          
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.07%(c)(d)(e)   3,249,316   $3,249,315,529 
           
Total Short-Term Securities — 32.0%          
(Cost: $3,249,315,529)        3,249,315,529 
           
Total Investments — 122.5%          
(Cost: $12,443,745,586)        12,443,410,990 
           
Liabilities in Excess of Other Assets — (22.5)%        (2,288,076,751)
           
Net Assets — 100.0%       $10,155,334,239 

 

(a)All or a portion of this security is on loan.

(b)Rates are discount rates or a range of discount rates as of period end.
(c)Affiliate of the Fund.

(d)Annualized 7-day yield as of period end.

(e)All or a portion of this security was purchased with the cash collateral from loaned securities.


Affiliates

 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended May 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer  Value at
02/28/23		   Purchases
at Cost		   Proceeds
from Sale		   Net Realized
Gain (Loss)		   Change in
Unrealized
Appreciation (Depreciation)		   Value at
05/31/23		   Shares
Held at
05/31/23
(000)		   Income   Capital Gain Distributions from Underlying Funds 
BlackRock Cash Funds: Treasury, SL Agency Shares  $417,620,000   $2,831,695,529(a)  $   —   $—   $      —   $3,249,315,529   3,249,316   $9,280,672(b)  $       — 

 

(a)Represents net amount purchased (sold).

(b)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 Hierarchy as of Period End

 

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

 

●Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

 

●Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

 

●Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

 

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

 

 1

 

 

Schedule of Investments (unaudited) (continued) iShares® 0-3 Month Treasury Bond ETF
May 31, 2023

 

Fair Value Hierarchy as of Period End (continued)

 

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

   Level 1   Level 2   Level 3   Total 
Assets                
Investments                
Long-Term Investments                    
U.S. Government Obligations  $—   $9,194,095,461   $—   $9,194,095,461 
Short-Term Securities                    
Money Market Funds   3,249,315,529    —    —    3,249,315,529 
   $3,249,315,529   $9,194,095,461   $—   $12,443,410,990 

 

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