0001752724-24-294789.txt : 20241226
0001752724-24-294789.hdr.sgml : 20241226
20241226105212
ACCESSION NUMBER: 0001752724-24-294789
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20241031
FILED AS OF DATE: 20241226
DATE AS OF CHANGE: 20241226
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
ORGANIZATION NAME:
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: 241578561
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
S000076590
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
C000236575
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
AGRH
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000076590
C000236575
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Interest Rate Hedged U.S. Aggregate Bond ETF
S000076590
5493008SQBLUQ6YHKO81
2024-10-31
2024-10-31
N
5179310.07
570.88
5178739.19
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
19293.69000000
USD
N
BlackRock Interest Rate Hedged U.S. Aggregate Bond Index
USIRAGG
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.893000 01-JUL-2032
000000000
10000.00000000
OU
Notional Amount
USD
661.07000000
0.012765076126
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-07-01
0.13000000
USD
0.00000000
USD
10000.00000000
USD
660.94000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.217694 07-JUL-2053 SOF
000000000
15000.00000000
OU
Notional Amount
USD
1281.72000000
0.024749653399
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-07-07
101.08000000
USD
0.00000000
USD
15000.00000000
USD
1180.64000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.659700 09-OCT-2027 SOF
000000000
50000.00000000
OU
Notional Amount
USD
323.90000000
0.006254418075
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-09
0.24000000
USD
0.00000000
USD
50000.00000000
USD
323.66000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.814000 06-MAR-2033
000000000
10000.00000000
OU
Notional Amount
USD
73.46000000
0.001418491978
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2033-03-06
0.14000000
USD
0.00000000
USD
10000.00000000
USD
73.32000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.910500 01-JUL-2027
000000000
15000.00000000
OU
Notional Amount
USD
487.22000000
0.009408081429
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-07-01
0.08000000
USD
0.00000000
USD
15000.00000000
USD
487.14000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.564500 30-DEC-2032
000000000
10000.00000000
OU
Notional Amount
USD
300.10000000
0.005794846756
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-12-30
0.15000000
USD
0.00000000
USD
10000.00000000
USD
299.95000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.886000 11-JUL-2037
000000000
130000.00000000
OU
Notional Amount
USD
12908.43000000
0.249258159687
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-07-11
2.41000000
USD
0.00000000
USD
130000.00000000
USD
12906.02000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.798000 25-AUG-2032
000000000
10000.00000000
OU
Notional Amount
USD
697.10000000
0.013460805312
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-25
0.15000000
USD
0.00000000
USD
10000.00000000
USD
696.95000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.975200 05-JUL-2028 SOF
000000000
380000.00000000
OU
Notional Amount
USD
-337.21000000
-0.00651143043
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-05
2.81000000
USD
0.00000000
USD
380000.00000000
USD
-340.02000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.609000 22-AUG-2032
000000000
10000.00000000
OU
Notional Amount
USD
830.53000000
0.016037301156
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-22
0.15000000
USD
0.00000000
USD
10000.00000000
USD
830.38000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.042000 30-DEC-2025
000000000
30000.00000000
OU
Notional Amount
USD
376.65000000
0.007273005768
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-30
0.09000000
USD
0.00000000
USD
30000.00000000
USD
376.56000000
N
N
N
iShares Core U.S. Aggregate Bond ETF
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
48794.00000000
NS
USD
4802305.48000000
92.73117073115
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.702500 24-JUN-2052
000000000
3000.00000000
OU
Notional Amount
USD
529.85000000
0.010231254762
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2052-06-24
0.09000000
USD
0.00000000
USD
3000.00000000
USD
529.76000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.336200 30-SEP-2034 SOF
000000000
30000.00000000
OU
Notional Amount
USD
1125.26000000
0.021728454720
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-09-30
0.52000000
USD
0.00000000
USD
30000.00000000
USD
1124.74000000
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
190000.00000000
NS
USD
190000.00000000
3.668846663815
Long
STIV
RF
US
N
1
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.933700 21-MAR-2034 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-75.17000000
-0.00145151159
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-21
0.32000000
USD
0.00000000
USD
20000.00000000
USD
-75.49000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.567700 09-OCT-2049 SOF
000000000
10000.00000000
OU
Notional Amount
USD
272.71000000
0.005265953545
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-10-09
0.32000000
USD
0.00000000
USD
10000.00000000
USD
272.39000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.629200 09-OCT-2044 SOF
000000000
10000.00000000
OU
Notional Amount
USD
252.46000000
0.004874931730
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2044-10-09
0.29000000
USD
0.00000000
USD
10000.00000000
USD
252.17000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.322200 05-JUL-2048 SOF
000000000
130000.00000000
OU
Notional Amount
USD
9544.70000000
0.184305477642
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2048-07-05
4.09000000
USD
0.00000000
USD
130000.00000000
USD
9540.61000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.668000 22-AUG-2042
000000000
10000.00000000
OU
Notional Amount
USD
1531.43000000
0.029571483401
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-08-22
0.27000000
USD
0.00000000
USD
10000.00000000
USD
1531.16000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.922000 12-APR-2053
000000000
10000.00000000
OU
Notional Amount
USD
1431.03000000
0.027632787585
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2053-04-12
0.30000000
USD
0.00000000
USD
10000.00000000
USD
1430.73000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.483500 30-DEC-2042
000000000
5000.00000000
OU
Notional Amount
USD
299.71000000
0.005787315966
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-12-30
0.14000000
USD
0.00000000
USD
5000.00000000
USD
299.57000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.638000 22-AUG-2029
000000000
20000.00000000
OU
Notional Amount
USD
1102.22000000
0.021283558788
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-08-22
0.19000000
USD
0.00000000
USD
20000.00000000
USD
1102.03000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.869000 11-JUL-2025
000000000
310000.00000000
OU
Notional Amount
USD
5406.54000000
0.104398769693
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
0.58000000
USD
0.00000000
USD
310000.00000000
USD
5405.96000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.858000 25-AUG-2037
000000000
7000.00000000
OU
Notional Amount
USD
697.69000000
0.013472198046
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-08-25
0.15000000
USD
0.00000000
USD
7000.00000000
USD
697.54000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.522200 09-JAN-2049 SOF
000000000
10000.00000000
OU
Notional Amount
USD
504.08000000
0.009733643296
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2049-01-09
0.31000000
USD
0.00000000
USD
10000.00000000
USD
503.77000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.438700 09-JAN-2054 SOF
000000000
10000.00000000
OU
Notional Amount
USD
550.90000000
0.010637724353
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2054-01-09
0.36000000
USD
0.00000000
USD
10000.00000000
USD
550.54000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.661500 06-FEB-2026
000000000
20000.00000000
OU
Notional Amount
USD
362.85000000
0.007006531641
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-06
0.08000000
USD
0.00000000
USD
20000.00000000
USD
362.77000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.980200 21-MAR-2031 SOF
000000000
50000.00000000
OU
Notional Amount
USD
-162.37000000
-0.00313531912
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-21
0.63000000
USD
0.00000000
USD
50000.00000000
USD
-163.00000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.390700 11-APR-2027 SOF
000000000
100000.00000000
OU
Notional Amount
USD
-595.18000000
-0.01149275872
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-11
0.39000000
USD
0.00000000
USD
100000.00000000
USD
-595.57000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.062500 24-OCT-2029
000000000
12000.00000000
OU
Notional Amount
USD
-148.47000000
-0.00286691402
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-24
0.12000000
USD
0.00000000
USD
12000.00000000
USD
-148.59000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.335616 07-JUL-2048 SOF
000000000
10000.00000000
OU
Notional Amount
USD
711.08000000
0.013730755187
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2048-07-07
53.55000000
USD
0.00000000
USD
10000.00000000
USD
657.53000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.619500 30-DEC-2029
000000000
10000.00000000
OU
Notional Amount
USD
227.11000000
0.004385430346
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-30
0.10000000
USD
0.00000000
USD
10000.00000000
USD
227.01000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.451200 05-JUL-2043 SOF
000000000
140000.00000000
OU
Notional Amount
USD
7615.81000000
0.147059153214
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2043-07-05
3.75000000
USD
0.00000000
USD
140000.00000000
USD
7612.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.783500 11-JUL-2029
000000000
320000.00000000
OU
Notional Amount
USD
16231.17000000
0.313419336338
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-11
3.02000000
USD
0.00000000
USD
320000.00000000
USD
16228.15000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.828500 04-AUG-2025
000000000
30000.00000000
OU
Notional Amount
USD
501.32000000
0.009680348471
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-04
0.06000000
USD
0.00000000
USD
30000.00000000
USD
501.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.754700 04-APR-2054 SOF
000000000
5000.00000000
OU
Notional Amount
USD
-41.71000000
-0.00080540839
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2054-04-04
0.18000000
USD
0.00000000
USD
5000.00000000
USD
-41.89000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.445200 05-JUL-2026 SOF
000000000
450000.00000000
OU
Notional Amount
USD
-2028.00000000
-0.03916011070
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-05
2.06000000
USD
0.00000000
USD
450000.00000000
USD
-2030.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.238500 24-MAY-2053 SOF
000000000
10000.00000000
OU
Notional Amount
USD
846.87000000
0.016352821969
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-05-24
0.35000000
USD
0.00000000
USD
10000.00000000
USD
846.52000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.434272 07-JUL-2026 SOF
000000000
40000.00000000
OU
Notional Amount
USD
-176.20000000
-0.00340237253
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-07
4.21000000
USD
0.00000000
USD
40000.00000000
USD
-180.41000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.864500 11-JUL-2042
000000000
125000.00000000
OU
Notional Amount
USD
16240.28000000
0.313595247881
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-07-11
3.20000000
USD
0.00000000
USD
125000.00000000
USD
16237.08000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.018700 04-APR-2031 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-126.21000000
-0.00243707967
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-04
0.26000000
USD
0.00000000
USD
20000.00000000
USD
-126.47000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.756000 11-JUL-2047
000000000
105000.00000000
OU
Notional Amount
USD
16930.25000000
0.326918374895
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-07-11
3.19000000
USD
0.00000000
USD
105000.00000000
USD
16927.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.290200 26-FEB-2027 SOF
000000000
40000.00000000
OU
Notional Amount
USD
-36.48000000
-0.00070441855
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-26
0.25000000
USD
0.00000000
USD
40000.00000000
USD
-36.73000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.676000 22-AUG-2037
000000000
10000.00000000
OU
Notional Amount
USD
1187.01000000
0.022920829886
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-08-22
0.19000000
USD
0.00000000
USD
10000.00000000
USD
1186.82000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.196000 24-OCT-2027
000000000
10000.00000000
OU
Notional Amount
USD
-91.74000000
-0.00177147364
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-24
0.06000000
USD
0.00000000
USD
10000.00000000
USD
-91.80000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.795000 11-JUL-2027
000000000
380000.00000000
OU
Notional Amount
USD
13405.54000000
0.258857214240
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-07-11
2.08000000
USD
0.00000000
USD
380000.00000000
USD
13403.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.878500 01-JUL-2029
000000000
15000.00000000
OU
Notional Amount
USD
703.89000000
0.013591918306
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-01
0.13000000
USD
0.00000000
USD
15000.00000000
USD
703.76000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.949700 26-FEB-2034 SOF
000000000
25000.00000000
OU
Notional Amount
USD
-100.97000000
-0.00194970235
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-26
0.41000000
USD
0.00000000
USD
25000.00000000
USD
-101.38000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.690200 07-SEP-2053 SOF
000000000
10000.00000000
OU
Notional Amount
USD
-23.90000000
-0.00046150229
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-09-07
0.35000000
USD
0.00000000
USD
10000.00000000
USD
-24.25000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.261700 14-NOV-2030 SOF
000000000
40000.00000000
OU
Notional Amount
USD
-601.49000000
-0.01161460305
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-14
0.48000000
USD
0.00000000
USD
40000.00000000
USD
-601.97000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.560000 05-AUG-2047
000000000
15000.00000000
OU
Notional Amount
USD
2846.25000000
0.054960288509
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-08-05
0.46000000
USD
0.00000000
USD
15000.00000000
USD
2845.79000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.755200 05-JUL-2030 SOF
000000000
320000.00000000
OU
Notional Amount
USD
1918.42000000
0.037044151667
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-05
3.62000000
USD
0.00000000
USD
320000.00000000
USD
1914.80000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.315500 04-MAY-2030
000000000
10000.00000000
OU
Notional Amount
USD
327.93000000
0.006332236244
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-05-04
0.10000000
USD
0.00000000
USD
10000.00000000
USD
327.83000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.690500 27-JAN-2026
000000000
50000.00000000
OU
Notional Amount
USD
898.07000000
0.017341479596
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-27
0.17000000
USD
0.00000000
USD
50000.00000000
USD
897.90000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.928500 02-SEP-2032
000000000
10000.00000000
OU
Notional Amount
USD
602.68000000
0.011637581617
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-09-02
0.15000000
USD
0.00000000
USD
10000.00000000
USD
602.53000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.728500 04-MAY-2026
000000000
10000.00000000
OU
Notional Amount
USD
123.49000000
0.002384557234
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-05-04
0.04000000
USD
0.00000000
USD
10000.00000000
USD
123.45000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.420000 07-JUN-2033 SOF
000000000
20000.00000000
OU
Notional Amount
USD
665.90000000
0.012858342070
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-07
0.30000000
USD
0.00000000
USD
20000.00000000
USD
665.60000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.531200 05-JUL-2038 SOF
000000000
140000.00000000
OU
Notional Amount
USD
4937.98000000
0.095351007626
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-07-05
2.78000000
USD
0.00000000
USD
140000.00000000
USD
4935.20000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.084000 05-OCT-2047
000000000
10000.00000000
OU
Notional Amount
USD
1051.01000000
0.020294708063
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-05
0.30000000
USD
0.00000000
USD
10000.00000000
USD
1050.71000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.165000 03-NOV-2027
000000000
10000.00000000
OU
Notional Amount
USD
40.36000000
0.000779340270
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-11-03
0.25000000
USD
0.00000000
USD
10000.00000000
USD
40.11000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.168200 07-MAY-2031 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-514.54000000
-0.00993562295
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-07
0.39000000
USD
0.00000000
USD
30000.00000000
USD
-514.93000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.943457 18-AUG-2033 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-207.23000000
-0.00400155312
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-18
7.50000000
USD
0.00000000
USD
20000.00000000
USD
-214.73000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.966817 07-JUL-2028 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-21.49000000
-0.00041496586
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-07
3.99000000
USD
0.00000000
USD
30000.00000000
USD
-25.48000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.606200 05-JUL-2033 SOF
000000000
210000.00000000
OU
Notional Amount
USD
3695.89000000
0.071366598401
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-05
3.21000000
USD
0.00000000
USD
210000.00000000
USD
3692.68000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.019200 07-SEP-2030 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-226.83000000
-0.00438002362
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-07
0.23000000
USD
0.00000000
USD
20000.00000000
USD
-227.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.976200 07-AUG-2030 SOF
000000000
15000.00000000
OU
Notional Amount
USD
-112.50000000
-0.00217234341
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-07
0.16000000
USD
0.00000000
USD
15000.00000000
USD
-112.66000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.986700 11-APR-2034 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-276.04000000
-0.00533025491
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-04-11
0.50000000
USD
0.00000000
USD
30000.00000000
USD
-276.54000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.557200 14-NOV-2026 SOF
000000000
40000.00000000
OU
Notional Amount
USD
-147.93000000
-0.00285648677
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-11-14
0.22000000
USD
0.00000000
USD
40000.00000000
USD
-148.15000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.601500 07-OCT-2029
000000000
10000.00000000
OU
Notional Amount
USD
91.22000000
0.001761432593
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-07
0.09000000
USD
0.00000000
USD
10000.00000000
USD
91.13000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.584500 11-APR-2026
000000000
20000.00000000
OU
Notional Amount
USD
328.19000000
0.006337256771
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-04-11
0.08000000
USD
0.00000000
USD
20000.00000000
USD
328.11000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.751305 07-JUL-2030 SOF
000000000
30000.00000000
OU
Notional Amount
USD
181.81000000
0.003510700062
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-07
11.14000000
USD
0.00000000
USD
30000.00000000
USD
170.67000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.200700 05-JUL-2053 SOF
000000000
70000.00000000
OU
Notional Amount
USD
6206.50000000
0.119845772731
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-07-05
2.44000000
USD
0.00000000
USD
70000.00000000
USD
6204.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.915700 07-AUG-2033 SOF
000000000
10000.00000000
OU
Notional Amount
USD
-76.94000000
-0.00148568980
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-07
0.16000000
USD
0.00000000
USD
10000.00000000
USD
-77.10000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.137000 23-AUG-2025
000000000
10000.00000000
OU
Notional Amount
USD
129.36000000
0.002497905286
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-23
0.01000000
USD
0.00000000
USD
10000.00000000
USD
129.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.785700 24-OCT-2039 SOF
000000000
35000.00000000
OU
Notional Amount
USD
137.04000000
0.002646203930
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-10-24
0.75000000
USD
0.00000000
USD
35000.00000000
USD
136.29000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.857700 05-JUL-2025 SOF
000000000
200000.00000000
OU
Notional Amount
USD
-396.43000000
-0.00765495201
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-05
0.33000000
USD
0.00000000
USD
200000.00000000
USD
-396.76000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.600380 07-JUL-2033 SOF
000000000
15000.00000000
OU
Notional Amount
USD
268.50000000
0.005184659627
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-07
34.01000000
USD
0.00000000
USD
15000.00000000
USD
234.49000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.531559 07-JUL-2038 SOF
000000000
10000.00000000
OU
Notional Amount
USD
350.78000000
0.006773463330
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-07-07
35.67000000
USD
0.00000000
USD
10000.00000000
USD
315.11000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.463500 07-JUN-2030 SOF
000000000
15000.00000000
OU
Notional Amount
USD
347.35000000
0.006707230993
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-07
0.16000000
USD
0.00000000
USD
15000.00000000
USD
347.19000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.321500 07-FEB-2030
000000000
15000.00000000
OU
Notional Amount
USD
555.57000000
0.010727900742
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-07
0.15000000
USD
0.00000000
USD
15000.00000000
USD
555.42000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.835000 25-AUG-2042
000000000
10000.00000000
OU
Notional Amount
USD
1310.36000000
0.025302683759
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-08-25
0.27000000
USD
0.00000000
USD
10000.00000000
USD
1310.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.076500 02-SEP-2027
000000000
10000.00000000
OU
Notional Amount
USD
244.82000000
0.004727405474
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-09-02
0.06000000
USD
0.00000000
USD
10000.00000000
USD
244.76000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.106500 17-MAR-2048
000000000
5000.00000000
OU
Notional Amount
USD
569.60000000
0.010998816103
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-03-17
0.14000000
USD
0.00000000
USD
5000.00000000
USD
569.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.649500 11-JUL-2052
000000000
75000.00000000
OU
Notional Amount
USD
13934.15000000
0.269064524950
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-07-11
2.55000000
USD
0.00000000
USD
75000.00000000
USD
13931.60000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.807000 11-JUL-2032
000000000
210000.00000000
OU
Notional Amount
USD
15031.18000000
0.290247866295
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-07-11
2.88000000
USD
0.00000000
USD
210000.00000000
USD
15028.30000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.327700 30-SEP-2054 SOF
000000000
10000.00000000
OU
Notional Amount
USD
586.02000000
0.011315881694
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2054-09-30
0.36000000
USD
0.00000000
USD
10000.00000000
USD
585.66000000
N
N
N
2024-11-29
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer