0001752724-24-070833.txt : 20240327 0001752724-24-070833.hdr.sgml : 20240327 20240327133514 ACCESSION NUMBER: 0001752724-24-070833 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iSHARES TRUST CENTRAL INDEX KEY: 0001100663 ORGANIZATION NAME: 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: 24788422 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 S000067564 iShares iBonds Dec 2029 Term Treasury ETF C000217190 iShares iBonds Dec 2029 Term Treasury ETF IBTJ NPORT-P 1 primary_doc.xml NPORT-P false 0001100663 XXXXXXXX S000067564 C000217190 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 800-474-2737 iShares iBonds Dec 2029 Term Treasury ETF S000067564 5493007QRU70D2POLC71 2024-10-31 2024-01-31 N 180124063.47 11991.33 180112072.14 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 4942.50000000 USD N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YS3 10400000.00000000 PA USD 9292156.22000000 5.159096838760 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286B1 20130200.00000000 PA USD 18967995.38000000 10.53121823242 Long DBT UST US N 2 2029-02-15 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEV9 10943800.00000000 PA USD 10597103.81000000 5.883616619414 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CES6 14998700.00000000 PA USD 14174943.20000000 7.870068358872 Long DBT UST US N 2 2029-05-31 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286T2 16156100.00000000 PA USD 14997404.70000000 8.326707100644 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDW8 13837400.00000000 PA USD 12506090.74000000 6.943505002973 Long DBT UST US N 2 2029-01-31 Fixed 1.75000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 BlackRock Cash Funds: Treasury, SL Agency Shares 066922477 510000.00000000 NS USD 510000.00000000 0.283157033251 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEM9 11372200.00000000 PA USD 10824024.48000000 6.009605214905 Long DBT UST US N 2 2029-04-30 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEB3 16207400.00000000 PA USD 14713913.37000000 8.169309916418 Long DBT UST US N 2 2029-02-28 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFJ5 14998700.00000000 PA USD 14411641.58000000 8.001485635453 Long DBT UST US N 2 2029-08-31 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFC0 9768000.00000000 PA USD 9154829.04000000 5.082851433125 Long DBT UST US N 2 2029-07-31 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFY2 10908600.00000000 PA USD 10886441.91000000 6.044259988046 Long DBT UST US N 2 2029-11-30 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YB0 13532400.00000000 PA USD 12050179.31000000 6.690378477592 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFL0 6669200.00000000 PA USD 6655132.12000000 3.694995033329 Long DBT UST US N 2 2029-09-30 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEE7 11997000.00000000 PA USD 11150649.08000000 6.190950416323 Long DBT UST US N 2 2029-03-31 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFT3 7854800.00000000 PA USD 7888551.13000000 4.379801440443 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N 2024-02-29 iShares Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_0BZL_34176083_0124.htm

Schedule of Investments (unaudited) iShares® iBonds® Dec 2029 Term Treasury ETF
January 31, 2024 (Percentages shown are based on Net Assets)

 

Security  Par
(000)		   Value 
         
U.S. Government Obligations        
         
U.S. Government Obligations — 98.6%        
U.S. Treasury Note/Bond        
1.63%, 08/15/29  $13,860   $12,342,253 
1.75%, 01/31/29   14,173    12,809,041 
1.75%, 11/15/29   10,652    9,517,312 
1.88%, 02/28/29   16,600    15,070,518 
2.38%, 03/31/29   12,288    11,420,934 
2.38%, 05/15/29   16,548    15,360,920 
2.63%, 02/15/29   20,618    19,427,821 
2.63%, 07/31/29   10,005    9,376,764 
2.75%, 05/31/29   12,362    11,683,339 
2.88%, 04/30/29   11,648    11,086,340 
3.13%, 08/31/29   10,362    9,956,713 
3.25%, 06/30/29   11,209    10,853,902 
3.88%, 09/30/29   6,831    6,816,391 
3.88%, 11/30/29   9,673    9,653,352 
4.00%, 01/31/29   8,500    8,551,133 
4.00%, 10/31/29   8,045    8,079,769 
         182,006,502 
           
Total Long-Term Investments — 98.6%       
(Cost: $179,662,102)       182,006,502 

 

Security  Shares   Value 
         
Short-Term Securities          
           
Money Market Funds — 0.3%    
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.32%(a)(b)   510,000   $510,000 
           
Total Short-Term Securities — 0.3%       
(Cost: $510,000)        510,000 
           
Total Investments — 98.9%       
(Cost: $180,172,102)        182,516,502 
           
Other Assets Less Liabilities — 1.1%     1,971,525 
           
Net Assets — 100.0%       $184,488,027 

 

(a)  Affiliate of the Fund.
(b)  Annualized 7-day yield as of period end.


Affiliates

 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer  Value at
10/31/23		   Purchases
at Cost		   Proceeds
from Sale		   Net Realized
Gain (Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value at
01/31/24		   Shares
Held at
01/31/24		   Income   Capital
Gain
Distributions
from
Underlying
Funds		 
BlackRock Cash Funds: Treasury, SL Agency Shares  $670,000   $—   $(160,000)(a)   $ —    $—   $510,000    510,000   $5,729(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

 

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Schedule of Investments (unaudited) (continued) iShares® iBonds® Dec 2029 Term Treasury ETF
January 31, 2024

 

Fair Value Hierarchy as of Period End (continued)

 

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.

 

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  $—   $182,006,502   $—   $182,006,502 
Short-Term Securities                    
Money Market Funds   510,000    —    —    510,000 
   $510,000   $182,006,502   $—   $182,516,502 

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