0001752724-24-222577.txt : 20240927 0001752724-24-222577.hdr.sgml : 20240927 20240927122547 ACCESSION NUMBER: 0001752724-24-222577 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240731 FILED AS OF DATE: 20240927 DATE AS OF CHANGE: 20240927 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: 241332862 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 S000085229 iShares iBonds Dec 2034 Term Treasury ETF C000250196 iShares iBonds Dec 2034 Term Treasury ETF IBTP NPORT-P 1 primary_doc.xml NPORT-P false 0001100663 XXXXXXXX S000085229 C000250196 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 800-474-2737 iShares iBonds Dec 2034 Term Treasury ETF S000085229 5299002U15XF001YKF71 2024-10-31 2024-07-31 N 14209737.36 476.85 14209260.51 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 903.19000000 USD N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKQ3 5597900.00000000 PA USD 5741346.19000000 40.40566492506 Long DBT UST US N 2 2034-05-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CJZ5 8297400.00000000 PA USD 8262395.34000000 58.14796156482 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N 2024-08-28 iShares Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_0DI3_89331380_0724.htm

 

Schedule of Investments (unaudited) iShares® iBonds® Dec 2034 Term Treasury ETF
July 31, 2024 (Percentages shown are based on Net Assets)

 

   Par     
Security   (000)    Value 
           
U.S. Government Obligations          
           
U.S. Government Obligations — 98.4%          
U.S. Treasury Note/Bond          
4.00%, 02/15/34  $6,897   $6,868,302 
4.38%, 05/15/34   6,935    7,112,196 
         13,980,498 
Total Investments — 98.4%          
(Cost: $13,801,358)        13,980,498 
Other Assets Less Liabilities — 1.6%        229,244 
Net Assets — 100.0%       $14,209,742 

 

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.

 

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  $—   $13,980,498   $—   $13,980,498 

 

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