0001752724-22-149540.txt : 20220627 0001752724-22-149540.hdr.sgml : 20220627 20220627134501 ACCESSION NUMBER: 0001752724-22-149540 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220430 FILED AS OF DATE: 20220627 PERIOD START: 20221031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iShares U.S. ETF Trust CENTRAL INDEX KEY: 0001524513 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22649 FILM NUMBER: 221043579 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 0001524513 S000042862 iShares Interest Rate Hedged Corporate Bond ETF C000132817 iShares Interest Rate Hedged Corporate Bond ETF LQDH NPORT-P 1 primary_doc.xml NPORT-P false 0001524513 XXXXXXXX S000042862 C000132817 iShares U.S. ETF Trust 811-22649 0001524513 5493002YECWEEITPWL97 400 HOWARD STREET SAN FRANCISCO 94105 800-474-2737 iShares Interest Rate Hedged Corporate Bond ETF S000042862 54930033QG8ORSOTEQ66 2022-10-31 2022-04-30 N 2347776350.40 1124489912.65 1223286437.75 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 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7500000.00000000 OU Notional Amount USD 560204.05000000 0.045795002111 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-01 0.00000000 USD -60.71000000 USD 7500000.00000000 USD 560264.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1460000.00000000 OU Notional Amount USD 120919.92000000 0.009884841053 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-23 0.00000000 USD -17.52000000 USD 1460000.00000000 USD 120937.44000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3960000.00000000 OU Notional Amount USD 465433.36000000 0.038047782239 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2047-02-19 0.00000000 USD -127.72000000 USD 3960000.00000000 USD 465561.08000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 27400000.00000000 OU Notional Amount USD 4585744.36000000 0.374870857591 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-10-21 0.00000000 USD -428.74000000 USD 27400000.00000000 USD 4586173.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10460000.00000000 OU Notional Amount USD 1402052.36000000 0.114613578368 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-09-22 0.00000000 USD -158.01000000 USD 10460000.00000000 USD 1402210.37000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5979000.00000000 OU Notional Amount USD 526508.89000000 0.043040523768 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-03-25 0.00000000 USD -213.21000000 USD 5979000.00000000 USD 526722.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8360000.00000000 OU Notional Amount USD 1185173.72000000 0.096884399550 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-10-29 0.00000000 USD -162.70000000 USD 8360000.00000000 USD 1185336.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10700000.00000000 OU Notional Amount USD 1067656.75000000 0.087277739460 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-11-17 0.00000000 USD -166.59000000 USD 10700000.00000000 USD 1067823.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 610000.00000000 OU Notional Amount USD 127579.62000000 0.010429251568 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2046-08-23 0.00000000 USD -4255.53000000 USD 610000.00000000 USD 131835.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 22748000.00000000 OU Notional Amount USD 2573393.83000000 0.210367232937 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-01-12 1183518.71000000 USD 0.00000000 USD 22748000.00000000 USD 1389875.12000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 19300000.00000000 OU Notional Amount USD 4275434.74000000 0.349503976179 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2051-12-15 0.00000000 USD -683.54000000 USD 19300000.00000000 USD 4276118.28000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13283000.00000000 OU Notional Amount USD 81588.90000000 0.006669648046 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2045-10-19 0.00000000 USD -1948139.96000000 USD 13283000.00000000 USD 2029728.86000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23747000.00000000 OU Notional Amount USD 5933696.56000000 0.485061910022 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2045-03-30 0.00000000 USD -1151610.54000000 USD 23747000.00000000 USD 7085307.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3600000.00000000 OU Notional Amount USD 517803.98000000 0.042328923465 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-10-06 0.00000000 USD -69.77000000 USD 3600000.00000000 USD 517873.75000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 12000000.00000000 OU Notional Amount USD 979650.52000000 0.080083493920 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-08 0.00000000 USD -156.77000000 USD 12000000.00000000 USD 979807.29000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1600000.00000000 OU Notional Amount USD 141690.81000000 0.011582799058 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-04 0.00000000 USD -20.89000000 USD 1600000.00000000 USD 141711.70000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 36690000.00000000 OU Notional Amount USD 1674790.79000000 0.136909127602 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-12-16 0.00000000 USD -257.52000000 USD 36690000.00000000 USD 1675048.31000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11890000.00000000 OU Notional Amount USD 2077581.48000000 0.169836059314 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2041-12-30 0.00000000 USD -328.34000000 USD 11890000.00000000 USD 2077909.82000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6200000.00000000 OU Notional Amount USD 469304.13000000 0.038364206085 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2047-03-25 0.00000000 USD -200.58000000 USD 6200000.00000000 USD 469504.71000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 36500000.00000000 OU Notional Amount USD 3198729.27000000 0.261486530978 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-09-22 0.00000000 USD -17928.61000000 USD 36500000.00000000 USD 3216657.88000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18080000.00000000 OU Notional Amount USD 2161309.73000000 0.176680592811 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-05-27 141785.82000000 USD 0.00000000 USD 18080000.00000000 USD 2019523.91000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 28389000.00000000 OU Notional Amount USD 1147802.23000000 0.093829392248 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-01-13 0.00000000 USD -205.02000000 USD 28389000.00000000 USD 1148007.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1400000.00000000 OU Notional Amount USD 215262.83000000 0.017597091192 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2046-10-12 0.00000000 USD -38.44000000 USD 1400000.00000000 USD 215301.27000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7230000.00000000 OU Notional Amount USD 476007.64000000 0.038912197937 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-29 0.00000000 USD -95.29000000 USD 7230000.00000000 USD 476102.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3512000.00000000 OU Notional Amount USD 252383.77000000 0.020631616783 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-11-10 0.00000000 USD -29.54000000 USD 3512000.00000000 USD 252413.31000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1815000.00000000 OU Notional Amount USD 371969.48000000 0.030407390168 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-01-04 0.00000000 USD -64.37000000 USD 1815000.00000000 USD 372033.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17100000.00000000 OU Notional Amount USD 1346733.04000000 0.110091389754 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-18 5643.29000000 USD 0.00000000 USD 17100000.00000000 USD 1341089.75000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 57770000.00000000 OU Notional Amount USD 442057.63000000 0.036136886370 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2022-10-19 0.00000000 USD -452.96000000 USD 57770000.00000000 USD 442510.59000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 27500000.00000000 OU Notional Amount USD 2507282.95000000 0.204962866637 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-12-15 0.00000000 USD -356.14000000 USD 27500000.00000000 USD 2507639.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 65232000.00000000 OU Notional Amount USD 6742938.22000000 0.551214990366 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-09-22 0.00000000 USD -775845.72000000 USD 65232000.00000000 USD 7518783.94000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18750000.00000000 OU Notional Amount USD 1174999.11000000 0.096052655677 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-10-19 0.00000000 USD -2423956.37000000 USD 18750000.00000000 USD 3598955.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 25180000.00000000 OU Notional Amount USD 1764459.03000000 0.144239237479 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-02-12 0.00000000 USD -845747.69000000 USD 25180000.00000000 USD 2610206.72000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7500000.00000000 OU Notional Amount USD 247797.31000000 0.020256687424 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-04-02 0.00000000 USD -101.29000000 USD 7500000.00000000 USD 247898.60000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8280000.00000000 OU Notional Amount USD 1203662.38000000 0.098395792093 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-01-10 0.00000000 USD -228.91000000 USD 8280000.00000000 USD 1203891.29000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 300000000.00000000 OU Notional Amount USD 47827.51000000 0.003909755599 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2022-07-21 0.00000000 USD -378.46000000 USD 300000000.00000000 USD 48205.97000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 14000000.00000000 OU Notional Amount USD 665204.57000000 0.054378479926 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-03-25 0.00000000 USD -238.66000000 USD 14000000.00000000 USD 665443.23000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3000000.00000000 OU Notional Amount USD 507252.52000000 0.041466373234 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2046-10-01 0.00000000 USD -80.97000000 USD 3000000.00000000 USD 507333.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5900000.00000000 OU Notional Amount USD 841615.58000000 0.068799551276 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-05-17 25502.19000000 USD 0.00000000 USD 5900000.00000000 USD 816113.39000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 34500000.00000000 OU Notional Amount USD 6843904.65000000 0.559468693414 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2046-12-17 0.00000000 USD -1106.60000000 USD 34500000.00000000 USD 6845011.25000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1640000.00000000 OU Notional Amount USD 31652.23000000 0.002587474938 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-04-15 0.00000000 USD -58.57000000 USD 1640000.00000000 USD 31710.80000000 N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 15170000.00000000 NS USD 15170000.00000000 1.240102034311 Long STIV RF US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7000000.00000000 OU Notional Amount USD 1441703.54000000 0.117854943495 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2046-12-17 0.00000000 USD -224.47000000 USD 7000000.00000000 USD 1441928.01000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 29900000.00000000 OU Notional Amount USD 3480235.44000000 0.284498816679 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-17 0.00000000 USD -497.05000000 USD 29900000.00000000 USD 3480732.49000000 N N N BlackRock Funds III 5493008LW2651I1QB503 066922519 561733513.75500000 NS USD 561733513.76000000 45.92003119017 Long STIV RF US N 1 N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5000000.00000000 OU Notional Amount USD 698209.41000000 0.057076526678 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-08-26 0.00000000 USD -75.00000000 USD 5000000.00000000 USD 698284.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1000000.00000000 OU Notional Amount USD 131566.64000000 0.010755178504 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-08-25 0.00000000 USD -14.99000000 USD 1000000.00000000 USD 131581.63000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 17522000.00000000 OU Notional Amount USD 912875.71000000 0.074624853331 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-20 0.00000000 USD -162.55000000 USD 17522000.00000000 USD 913038.26000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6620000.00000000 OU Notional Amount USD 657004.59000000 0.053708156137 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2047-03-21 0.00000000 USD -214.10000000 USD 6620000.00000000 USD 657218.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3200000.00000000 OU Notional Amount USD 531325.28000000 0.043434249216 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-09-15 0.00000000 USD -60.86000000 USD 3200000.00000000 USD 531386.14000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5590000.00000000 OU Notional Amount USD 500385.98000000 0.040905054168 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-12-29 0.00000000 USD -72.83000000 USD 5590000.00000000 USD 500458.81000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11600000.00000000 OU Notional Amount USD 2149169.91000000 0.175688198910 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2041-12-16 0.00000000 USD -319.77000000 USD 11600000.00000000 USD 2149489.68000000 N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 10639543.00000000 NS USD 1198012541.80000000 97.93393475394 Long EC RF US N 1 N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 41167.75000000 0.003365340179 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-04-27 0.00000000 USD -68.17000000 USD 5000000.00000000 USD 41235.92000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 23194000.00000000 OU Notional Amount USD 1710054.23000000 0.139791808134 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-16 0.00000000 USD -303.85000000 USD 23194000.00000000 USD 1710358.08000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5060000.00000000 OU Notional Amount USD 282180.93000000 0.023067445308 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2037-03-30 0.00000000 USD -107.01000000 USD 5060000.00000000 USD 282287.94000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2350000.00000000 OU Notional Amount USD 97418.68000000 0.007963685118 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-04-11 0.00000000 USD -65.67000000 USD 2350000.00000000 USD 97484.35000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18514000.00000000 OU Notional Amount USD 3187765.08000000 0.260590241306 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-04-01 130548.44000000 USD 0.00000000 USD 18514000.00000000 USD 3057216.64000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 29360000.00000000 OU Notional Amount USD 2062684.30000000 0.168618259497 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-15 0.00000000 USD -266.82000000 USD 29360000.00000000 USD 2062951.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 70900000.00000000 OU Notional Amount USD 5225739.36000000 0.427188530726 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-20 0.00000000 USD -514492.91000000 USD 70900000.00000000 USD 5740232.27000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 21700000.00000000 OU Notional Amount USD 3414760.97000000 0.279146474989 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2040-10-19 0.00000000 USD -1211323.45000000 USD 21700000.00000000 USD 4626084.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 950000.00000000 OU Notional Amount USD 66489.38000000 0.005435307541 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-10-29 0.00000000 USD -7.93000000 USD 950000.00000000 USD 66497.31000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5000000.00000000 OU Notional Amount USD 336794.48000000 0.027531939340 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-22 0.00000000 USD -65.72000000 USD 5000000.00000000 USD 336860.20000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2500000.00000000 OU Notional Amount USD 583617.01000000 0.047708941421 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-09-18 0.00000000 USD -75.96000000 USD 2500000.00000000 USD 583692.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8600000.00000000 OU Notional Amount USD 1581031.19000000 0.129244561307 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-10-20 2621.09000000 USD 0.00000000 USD 8600000.00000000 USD 1578410.10000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4500000.00000000 OU Notional Amount USD 385562.12000000 0.031518547749 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-03-18 0.00000000 USD -125.40000000 USD 4500000.00000000 USD 385687.52000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 20000000.00000000 OU Notional Amount USD 3170171.65000000 0.259152031132 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2036-12-15 0.00000000 USD -415.78000000 USD 20000000.00000000 USD 3170587.43000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 5900000.00000000 OU Notional Amount USD 7374.58000000 0.000602849812 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-04-26 0.00000000 USD -57.70000000 USD 5900000.00000000 USD 7432.28000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1846000.00000000 OU Notional Amount USD 235584.43000000 0.019258321087 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-01-21 0.00000000 USD -51.10000000 USD 1846000.00000000 USD 235635.53000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2350000.00000000 OU Notional Amount USD 251496.64000000 0.020559096564 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-08-21 0.00000000 USD -4050.94000000 USD 2350000.00000000 USD 255547.58000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6172000.00000000 OU Notional Amount USD 482082.37000000 0.039408788908 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-03-24 0.00000000 USD -172.08000000 USD 6172000.00000000 USD 482254.45000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9147000.00000000 OU Notional Amount USD 1455431.25000000 0.118977142645 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2047-01-14 0.00000000 USD -294.04000000 USD 9147000.00000000 USD 1455725.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 38300000.00000000 OU Notional Amount USD 3267454.96000000 0.267104650159 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-20 0.00000000 USD -459.01000000 USD 38300000.00000000 USD 3267913.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1000000.00000000 OU Notional Amount USD 78038.49000000 0.006379412669 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-05-18 0.00000000 USD -7.57000000 USD 1000000.00000000 USD 78046.06000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11385000.00000000 OU Notional Amount USD 853384.75000000 0.069761645651 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-01-10 0.00000000 USD -148.98000000 USD 11385000.00000000 USD 853533.73000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9000000.00000000 OU Notional Amount USD 94233.94000000 0.007703342168 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-04-27 0.00000000 USD -154.69000000 USD 9000000.00000000 USD 94388.63000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4420000.00000000 OU Notional Amount USD 388092.29000000 0.031725381564 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2026-08-24 0.00000000 USD -34.95000000 USD 4420000.00000000 USD 388127.24000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1775000.00000000 OU Notional Amount USD 231191.82000000 0.018899238384 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-01-28 0.00000000 USD -49.18000000 USD 1775000.00000000 USD 231241.00000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8850000.00000000 OU Notional Amount USD 1165977.00000000 0.095315125224 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-03-14 0.00000000 USD -315.41000000 USD 8850000.00000000 USD 1166292.41000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 690000.00000000 OU Notional Amount USD 64397.70000000 0.005264318970 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2047-03-18 0.00000000 USD -22.31000000 USD 690000.00000000 USD 64420.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14338000.00000000 OU Notional Amount USD 203753.55000000 0.016656242047 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2023-01-12 159141.46000000 USD 0.00000000 USD 14338000.00000000 USD 44612.09000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2550000.00000000 OU Notional Amount USD 202480.92000000 0.016552208358 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-03-29 0.00000000 USD -90.97000000 USD 2550000.00000000 USD 202571.89000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2000000.00000000 OU Notional Amount USD 151793.79000000 0.012408687394 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2037-03-18 0.00000000 USD -42.21000000 USD 2000000.00000000 USD 151836.00000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1933000.00000000 OU Notional Amount USD 325602.43000000 0.026617022796 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-01-16 0.00000000 USD -68.60000000 USD 1933000.00000000 USD 325671.03000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3700000.00000000 OU Notional Amount USD 892734.42000000 0.072978363239 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2051-12-07 0.00000000 USD -130.97000000 USD 3700000.00000000 USD 892865.39000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34860000.00000000 OU Notional Amount USD 9401464.70000000 0.768541562292 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2028-10-18 4947190.03000000 USD 0.00000000 USD 34860000.00000000 USD 4454274.67000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11660000.00000000 OU Notional Amount USD 522821.04000000 0.042739053084 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-19 0.00000000 USD -156.63000000 USD 11660000.00000000 USD 522977.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 16846000.00000000 OU Notional Amount USD 4106806.30000000 0.335719106602 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-12-08 1453880.85000000 USD 0.00000000 USD 16846000.00000000 USD 2652925.45000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 17970000.00000000 OU Notional Amount USD 3614513.11000000 0.295475613761 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-08-23 0.00000000 USD -37522.85000000 USD 17970000.00000000 USD 3652035.96000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 11530000.00000000 OU Notional Amount USD 2551115.83000000 0.208546073206 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2041-05-17 524199.98000000 USD 0.00000000 USD 11530000.00000000 USD 2026915.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 15000000.00000000 OU Notional Amount USD 2416183.54000000 0.197515762902 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2036-12-22 0.00000000 USD -294.51000000 USD 15000000.00000000 USD 2416478.05000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6113000.00000000 OU Notional Amount USD 543018.32000000 0.044390120191 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-02-09 0.00000000 USD -102.97000000 USD 6113000.00000000 USD 543121.29000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10430000.00000000 OU Notional Amount USD 72996.80000000 0.005967269622 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-04-13 0.00000000 USD -101.30000000 USD 10430000.00000000 USD 73098.10000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 17720000.00000000 OU Notional Amount USD 1478452.31000000 0.120859045304 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-01-20 0.00000000 USD -297.09000000 USD 17720000.00000000 USD 1478749.40000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4400000.00000000 OU Notional Amount USD 348968.14000000 0.028527099559 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2037-03-23 0.00000000 USD -92.91000000 USD 4400000.00000000 USD 349061.05000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 15000000.00000000 OU Notional Amount USD 662736.64000000 0.054176734045 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-03-15 0.00000000 USD -163.09000000 USD 15000000.00000000 USD 662899.73000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 68559.69000000 0.005604549178 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-11-23 0.00000000 USD -8.97000000 USD 1000000.00000000 USD 68568.66000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 12110000.00000000 OU Notional Amount USD 335046.73000000 0.027389066015 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-01-16 0.00000000 USD -49.26000000 USD 12110000.00000000 USD 335095.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4900000.00000000 OU Notional Amount USD 923546.41000000 0.075497151075 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2051-09-29 0.00000000 USD -149.02000000 USD 4900000.00000000 USD 923695.43000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2250000.00000000 OU Notional Amount USD 379759.88000000 0.031044232019 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2052-01-10 0.00000000 USD -79.83000000 USD 2250000.00000000 USD 379839.71000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 18300000.00000000 OU Notional Amount USD 2184407.25000000 0.178568745846 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2031-12-15 0.00000000 USD -304.00000000 USD 18300000.00000000 USD 2184711.25000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 8100000.00000000 OU Notional Amount USD 587997.44000000 0.048067028445 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-07 0.00000000 USD -73.28000000 USD 8100000.00000000 USD 588070.72000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7130000.00000000 OU Notional Amount USD 896986.16000000 0.073325930241 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2037-01-14 0.00000000 USD -148.95000000 USD 7130000.00000000 USD 897135.11000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 18755000.00000000 OU Notional Amount USD 5586623.79000000 0.456689751279 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2050-09-19 0.00000000 USD -448241.03000000 USD 18755000.00000000 USD 6034864.82000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 70200000.00000000 OU Notional Amount USD 4854813.68000000 0.396866468079 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-17 0.00000000 USD -638.97000000 USD 70200000.00000000 USD 4855452.65000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26000000.00000000 OU Notional Amount USD 5831787.56000000 0.476731154702 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2035-09-25 0.00000000 USD -127035.93000000 USD 26000000.00000000 USD 5958823.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7000000.00000000 OU Notional Amount USD 700291.17000000 0.057246704319 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-10-28 0.00000000 USD -108.38000000 USD 7000000.00000000 USD 700399.55000000 N N N 2022-05-31 iShares U.S. ETF Trust Ann Frechette Ann Frechette Assistant Treasurer