# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0000940400-26-020786
**Filing Date:** 2026-5
**Character Count:** 8909
**Document Hash:** 1821b4a3356edcd0aa0d70ee9899b5c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020786.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000940400-26-020786

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 261017632

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS: Interest Rate Hedge Series (Series ID: S000011985)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000032703 | BATS: Interest Rate Hedge Series | BATPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** BATS: Interest Rate Hedge Series

- **b. EDGAR series identifier (if any):** S000011985

- **c. LEI of Series:** 549300GWRL056IWXY321

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2667031.65

**Total Liabilities:** $97250.43

**Net Assets:** $2569781.22

**Cash Not Reported:** $59190.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 140.81000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -0.23000000 | **10-Year:** 0.45000000 | **30-Year:** 0.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032703 | 1.04%                | -1.96%               | 3.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $771.57                                    |
| Month 3  | $0.00                    | $-6944.12                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Inverse 7-10 Treasury Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $11120.20     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $25292.28     | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-13568.73    | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-5358.02     | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management | Dreyfus Treasury Securities Cash Management INSTL SHS  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |   1864293 | NS      | $1864293.28   | 72.55%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $14114.90     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-10637.47    | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Allocation Target Shares          | BATS: Short Duration Taxable Total Return Series       | CUSIP: 092480300<br>LEI: UHCSUNBDKLB2EM9I9C81 | Long             | EC               | RF                | US        |     77157 | NS      | $712158.57    | 27.71%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-45311.27    | -1.76%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $44078.90     | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $4237.42      | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC.                              | IRS USD                                                | CUSIP: 000000000<br>LEI: LCZ7XYGSLJUHFXXNXD88 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5547.95      | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -12 | NC      | $25378.65     | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer