0001752724-25-157812.txt : 20250626
0001752724-25-157812.hdr.sgml : 20250626
20250626115307
ACCESSION NUMBER: 0001752724-25-157812
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250430
FILED AS OF DATE: 20250626
DATE AS OF CHANGE: 20250626
PERIOD START: 20251031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
ORGANIZATION NAME:
EIN: 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: 251076883
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
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94105
800-474-2737
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BlackRock Interest Rate Hedged U.S. Aggregate Bond Index
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Notional Amount
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LCH Ltd.
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LCH Ltd.
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OU
Notional Amount
USD
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0.023161996964
N/A
DIR
US
N
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LCH Ltd.
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N/A
N/A
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N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
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Notional Amount
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N/A
DIR
US
N
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LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
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0.20000000
USD
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USD
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USD
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N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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OU
Notional Amount
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N/A
DIR
US
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Chicago Mercantile Exchange
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N/A
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0.14000000
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USD
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N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
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Notional Amount
USD
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0.004870707815
N/A
DIR
US
N
2
LCH Ltd.
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N/A
N/A
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0.06000000
USD
0.00000000
USD
15000.00000000
USD
376.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
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10000.00000000
OU
Notional Amount
USD
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-0.00014110877
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
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N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
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130000.00000000
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Notional Amount
USD
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0.165079301314
N/A
DIR
US
N
2
LCH Ltd.
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N/A
N/A
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2037-07-11
2.33000000
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0.00000000
USD
130000.00000000
USD
12772.68000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.065700 30-JAN-2035 SOF
000000000
80000.00000000
OU
Notional Amount
USD
-2916.14000000
-0.03768250308
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-01-30
1.35000000
USD
0.00000000
USD
80000.00000000
USD
-2917.49000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.798000 25-AUG-2032
000000000
10000.00000000
OU
Notional Amount
USD
573.97000000
0.007416868290
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-25
0.14000000
USD
0.00000000
USD
10000.00000000
USD
573.83000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.975200 05-JUL-2028 SOF
000000000
380000.00000000
OU
Notional Amount
USD
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-0.06657323189
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-05
2.45000000
USD
0.00000000
USD
380000.00000000
USD
-5154.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.043200 30-JAN-2050 SOF
000000000
130000.00000000
OU
Notional Amount
USD
-3603.96000000
-0.04657054661
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-01-30
4.20000000
USD
0.00000000
USD
130000.00000000
USD
-3608.16000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.609000 22-AUG-2032
000000000
10000.00000000
OU
Notional Amount
USD
711.78000000
0.009197655820
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-22
0.14000000
USD
0.00000000
USD
10000.00000000
USD
711.64000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.042000 30-DEC-2025
000000000
30000.00000000
OU
Notional Amount
USD
27.55000000
0.000356002441
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-30
0.05000000
USD
0.00000000
USD
30000.00000000
USD
27.50000000
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iShares Core U.S. Aggregate Bond ETF
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iShares Core U.S. Aggregate Bond ETF
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NS
USD
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Long
EC
RF
US
N
1
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.702500 24-JUN-2052
000000000
3000.00000000
OU
Notional Amount
USD
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0.008205371701
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
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N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.336200 30-SEP-2034 SOF
000000000
30000.00000000
OU
Notional Amount
USD
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0.010927272038
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-09-30
0.50000000
USD
0.00000000
USD
30000.00000000
USD
845.13000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.933700 21-MAR-2034 SOF
000000000
20000.00000000
OU
Notional Amount
USD
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-0.00701861074
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-21
0.31000000
USD
0.00000000
USD
20000.00000000
USD
-543.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.567700 09-OCT-2049 SOF
000000000
10000.00000000
OU
Notional Amount
USD
530.18000000
0.006851011777
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
529.86000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.629200 09-OCT-2044 SOF
000000000
10000.00000000
OU
Notional Amount
USD
391.48000000
0.005058723623
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2044-10-09
0.28000000
USD
0.00000000
USD
10000.00000000
USD
391.20000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.322200 05-JUL-2048 SOF
000000000
130000.00000000
OU
Notional Amount
USD
12650.50000000
0.163470377031
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2048-07-05
4.03000000
USD
0.00000000
USD
130000.00000000
USD
12646.47000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.668000 22-AUG-2042
000000000
10000.00000000
OU
Notional Amount
USD
1654.63000000
0.021381209434
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-08-22
0.26000000
USD
0.00000000
USD
10000.00000000
USD
1654.37000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.922000 12-APR-2053
000000000
10000.00000000
OU
Notional Amount
USD
1579.95000000
0.020416190837
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2053-04-12
0.29000000
USD
0.00000000
USD
10000.00000000
USD
1579.66000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.483500 30-DEC-2042
000000000
5000.00000000
OU
Notional Amount
USD
258.88000000
0.003345259966
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
258.74000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.869700 12-NOV-2034 SOF
000000000
30000.00000000
OU
Notional Amount
USD
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-0.00725702254
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-11-12
0.50000000
USD
0.00000000
USD
30000.00000000
USD
-562.10000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.638000 22-AUG-2029
000000000
20000.00000000
OU
Notional Amount
USD
826.98000000
0.010686275830
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-08-22
0.17000000
USD
0.00000000
USD
20000.00000000
USD
826.81000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.869000 11-JUL-2025
000000000
310000.00000000
OU
Notional Amount
USD
5803.82000000
0.074997244663
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-07-11
0.16000000
USD
0.00000000
USD
310000.00000000
USD
5803.66000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.029200 03-FEB-2028 SOF
000000000
160000.00000000
OU
Notional Amount
USD
-2923.40000000
-0.03777631715
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-02-03
0.70000000
USD
0.00000000
USD
160000.00000000
USD
-2924.10000000
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
4436973.21000000
NS
USD
4438748.00000000
57.35771780607
Long
STIV
RF
US
N
1
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.858000 25-AUG-2037
000000000
7000.00000000
OU
Notional Amount
USD
692.76000000
0.008951878454
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
692.61000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.522200 09-JAN-2049 SOF
000000000
10000.00000000
OU
Notional Amount
USD
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0.007384175506
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
571.13000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.438700 09-JAN-2054 SOF
000000000
10000.00000000
OU
Notional Amount
USD
709.97000000
0.009174266912
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2054-01-09
0.35000000
USD
0.00000000
USD
10000.00000000
USD
709.62000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.661500 06-FEB-2026
000000000
20000.00000000
OU
Notional Amount
USD
71.75000000
0.000927156993
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-06
0.05000000
USD
0.00000000
USD
20000.00000000
USD
71.70000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.025200 03-FEB-2030 SOF
000000000
185000.00000000
OU
Notional Amount
USD
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-0.07053228917
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-03
1.73000000
USD
0.00000000
USD
185000.00000000
USD
-5460.02000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.980200 21-MAR-2031 SOF
000000000
50000.00000000
OU
Notional Amount
USD
-1524.21000000
-0.01969591584
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-21
0.58000000
USD
0.00000000
USD
50000.00000000
USD
-1524.79000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.062500 24-OCT-2029
000000000
12000.00000000
OU
Notional Amount
USD
-341.24000000
-0.00440951989
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-24
0.11000000
USD
0.00000000
USD
12000.00000000
USD
-341.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.335616 07-JUL-2048 SOF
000000000
10000.00000000
OU
Notional Amount
USD
949.56000000
0.012270260559
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2048-07-07
52.86000000
USD
0.00000000
USD
10000.00000000
USD
896.70000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.619500 30-DEC-2029
000000000
10000.00000000
OU
Notional Amount
USD
-98.89000000
-0.00127786139
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-30
0.08000000
USD
0.00000000
USD
10000.00000000
USD
-98.97000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.036200 30-JAN-2032 SOF
000000000
300000.00000000
OU
Notional Amount
USD
-10248.69000000
-0.13243407125
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-01-30
3.97000000
USD
0.00000000
USD
300000.00000000
USD
-10252.66000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.112200 03-FEB-2045 SOF
000000000
120000.00000000
OU
Notional Amount
USD
-3849.67000000
-0.04974562320
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2045-02-03
3.33000000
USD
0.00000000
USD
120000.00000000
USD
-3853.00000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.818700 10-MAR-2055 SOF
000000000
85000.00000000
OU
Notional Amount
USD
18.81000000
0.000243063735
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2055-03-10
3.03000000
USD
0.00000000
USD
85000.00000000
USD
15.78000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.451200 05-JUL-2043 SOF
000000000
140000.00000000
OU
Notional Amount
USD
9239.75000000
0.119396499440
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2043-07-05
3.68000000
USD
0.00000000
USD
140000.00000000
USD
9236.07000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.783500 11-JUL-2029
000000000
320000.00000000
OU
Notional Amount
USD
11834.73000000
0.152928957366
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-11
2.72000000
USD
0.00000000
USD
320000.00000000
USD
11832.01000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.016700 30-JAN-2028 SOF
000000000
500000.00000000
OU
Notional Amount
USD
-8899.91000000
-0.11500507041
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-01-30
2.19000000
USD
0.00000000
USD
500000.00000000
USD
-8902.10000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.828500 04-AUG-2025
000000000
30000.00000000
OU
Notional Amount
USD
544.89000000
0.007041095114
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-04
0.02000000
USD
0.00000000
USD
30000.00000000
USD
544.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.754700 04-APR-2054 SOF
000000000
5000.00000000
OU
Notional Amount
USD
65.09000000
0.000841096149
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
64.91000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.445200 05-JUL-2026 SOF
000000000
300000.00000000
OU
Notional Amount
USD
-1843.05000000
-0.02381598184
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-05
0.99000000
USD
0.00000000
USD
300000.00000000
USD
-1844.04000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.238500 24-MAY-2053 SOF
000000000
10000.00000000
OU
Notional Amount
USD
1185.21000000
0.015315341335
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-05-24
0.34000000
USD
0.00000000
USD
10000.00000000
USD
1184.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.434272 07-JUL-2026 SOF
000000000
40000.00000000
OU
Notional Amount
USD
-242.32000000
-0.00313127084
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-07
3.00000000
USD
0.00000000
USD
40000.00000000
USD
-245.32000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.864500 11-JUL-2042
000000000
125000.00000000
OU
Notional Amount
USD
17665.48000000
0.228274192801
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-07-11
3.13000000
USD
0.00000000
USD
125000.00000000
USD
17662.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.018700 04-APR-2031 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-656.12000000
-0.00847841459
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-04
0.24000000
USD
0.00000000
USD
20000.00000000
USD
-656.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.756000 11-JUL-2047
000000000
105000.00000000
OU
Notional Amount
USD
19400.50000000
0.250694205730
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-07-11
3.14000000
USD
0.00000000
USD
105000.00000000
USD
19397.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.037200 03-FEB-2032 SOF
000000000
50000.00000000
OU
Notional Amount
USD
-1714.17000000
-0.02215058821
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-02-03
0.66000000
USD
0.00000000
USD
50000.00000000
USD
-1714.83000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.676000 22-AUG-2037
000000000
10000.00000000
OU
Notional Amount
USD
1186.04000000
0.015326066635
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-08-22
0.18000000
USD
0.00000000
USD
10000.00000000
USD
1185.86000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.998700 19-DEC-2027 SOF
000000000
80000.00000000
OU
Notional Amount
USD
-1274.28000000
-0.01646630821
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-12-19
0.34000000
USD
0.00000000
USD
80000.00000000
USD
-1274.62000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.795000 11-JUL-2027
000000000
380000.00000000
OU
Notional Amount
USD
10572.73000000
0.136621331911
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-07-11
1.71000000
USD
0.00000000
USD
380000.00000000
USD
10571.02000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.878500 01-JUL-2029
000000000
15000.00000000
OU
Notional Amount
USD
496.66000000
0.006417864705
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-07-01
0.12000000
USD
0.00000000
USD
15000.00000000
USD
496.54000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.949700 26-FEB-2034 SOF
000000000
25000.00000000
OU
Notional Amount
USD
-704.10000000
-0.00909841448
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-26
0.38000000
USD
0.00000000
USD
25000.00000000
USD
-704.48000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.690200 07-SEP-2053 SOF
000000000
10000.00000000
OU
Notional Amount
USD
307.74000000
0.003976631265
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
307.39000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.064200 03-FEB-2035 SOF
000000000
200000.00000000
OU
Notional Amount
USD
-7270.89000000
-0.09395479464
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-02-03
3.37000000
USD
0.00000000
USD
200000.00000000
USD
-7274.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.560000 05-AUG-2047
000000000
15000.00000000
OU
Notional Amount
USD
3210.69000000
0.041488692528
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-08-05
0.45000000
USD
0.00000000
USD
15000.00000000
USD
3210.24000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.755200 05-JUL-2030 SOF
000000000
320000.00000000
OU
Notional Amount
USD
-3245.10000000
-0.04193334022
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-05
3.34000000
USD
0.00000000
USD
320000.00000000
USD
-3248.44000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.119200 30-JAN-2040 SOF
000000000
160000.00000000
OU
Notional Amount
USD
-5577.10000000
-0.07206755778
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2040-01-30
3.36000000
USD
0.00000000
USD
160000.00000000
USD
-5580.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.315500 04-MAY-2030
000000000
10000.00000000
OU
Notional Amount
USD
175.00000000
0.002261358521
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-05-04
0.09000000
USD
0.00000000
USD
10000.00000000
USD
174.91000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.690500 27-JAN-2026
000000000
50000.00000000
OU
Notional Amount
USD
180.45000000
0.002331783687
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-27
0.10000000
USD
0.00000000
USD
50000.00000000
USD
180.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.928500 02-SEP-2032
000000000
10000.00000000
OU
Notional Amount
USD
476.74000000
0.006160457495
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-09-02
0.14000000
USD
0.00000000
USD
10000.00000000
USD
476.60000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.728500 04-MAY-2026
000000000
10000.00000000
OU
Notional Amount
USD
121.03000000
0.001563955553
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-05-04
0.02000000
USD
0.00000000
USD
10000.00000000
USD
121.01000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.420000 07-JUN-2033 SOF
000000000
20000.00000000
OU
Notional Amount
USD
419.20000000
0.005416922813
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-07
0.28000000
USD
0.00000000
USD
20000.00000000
USD
418.92000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.531200 05-JUL-2038 SOF
000000000
140000.00000000
OU
Notional Amount
USD
4834.63000000
0.062473324288
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-07-05
2.70000000
USD
0.00000000
USD
140000.00000000
USD
4831.93000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.084000 05-OCT-2047
000000000
10000.00000000
OU
Notional Amount
USD
1279.65000000
0.016535699614
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-05
0.29000000
USD
0.00000000
USD
10000.00000000
USD
1279.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.168200 07-MAY-2031 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-1013.84000000
-0.01310088985
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-07
0.36000000
USD
0.00000000
USD
30000.00000000
USD
-1014.20000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.943457 18-AUG-2033 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-474.07000000
-0.00612595562
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-18
7.14000000
USD
0.00000000
USD
20000.00000000
USD
-481.21000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.966817 07-JUL-2028 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-401.98000000
-0.00519440513
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-07
3.48000000
USD
0.00000000
USD
30000.00000000
USD
-405.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.606200 05-JUL-2033 SOF
000000000
210000.00000000
OU
Notional Amount
USD
1034.74000000
0.013370960667
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-05
3.05000000
USD
0.00000000
USD
210000.00000000
USD
1031.69000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.019200 07-SEP-2030 SOF
000000000
20000.00000000
OU
Notional Amount
USD
-560.14000000
-0.00723815635
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-07
0.22000000
USD
0.00000000
USD
20000.00000000
USD
-560.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.976200 07-AUG-2030 SOF
000000000
15000.00000000
OU
Notional Amount
USD
-360.86000000
-0.00466305049
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-07
0.15000000
USD
0.00000000
USD
15000.00000000
USD
-361.01000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.986700 11-APR-2034 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-944.32000000
-0.01220254902
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-04-11
0.48000000
USD
0.00000000
USD
30000.00000000
USD
-944.80000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.601500 07-OCT-2029
000000000
10000.00000000
OU
Notional Amount
USD
-62.21000000
-0.00080388064
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-07
0.08000000
USD
0.00000000
USD
10000.00000000
USD
-62.29000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.584500 11-APR-2026
000000000
20000.00000000
OU
Notional Amount
USD
44.45000000
0.000574385064
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-04-11
0.06000000
USD
0.00000000
USD
20000.00000000
USD
44.39000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.751305 07-JUL-2030 SOF
000000000
30000.00000000
OU
Notional Amount
USD
-302.21000000
-0.00390517233
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-07-07
10.25000000
USD
0.00000000
USD
30000.00000000
USD
-312.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.200700 05-JUL-2053 SOF
000000000
70000.00000000
OU
Notional Amount
USD
8592.92000000
0.111038130682
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2053-07-05
2.42000000
USD
0.00000000
USD
70000.00000000
USD
8590.50000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.053200 03-FEB-2027 SOF
000000000
250000.00000000
OU
Notional Amount
USD
-2481.86000000
-0.03207071577
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-03
1.05000000
USD
0.00000000
USD
250000.00000000
USD
-2482.91000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.915700 07-AUG-2033 SOF
000000000
10000.00000000
OU
Notional Amount
USD
-210.13000000
-0.00271531009
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-08-07
0.15000000
USD
0.00000000
USD
10000.00000000
USD
-210.28000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.137000 23-AUG-2025
000000000
10000.00000000
OU
Notional Amount
USD
144.14000000
0.001862584099
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-08-23
0.00000000
USD
0.00000000
USD
10000.00000000
USD
144.14000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.019200 30-JAN-2030 SOF
000000000
300000.00000000
OU
Notional Amount
USD
-8738.08000000
-0.11291389527
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-01-30
2.81000000
USD
0.00000000
USD
300000.00000000
USD
-8740.89000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.785700 24-OCT-2039 SOF
000000000
35000.00000000
OU
Notional Amount
USD
188.84000000
0.002440199675
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-10-24
0.73000000
USD
0.00000000
USD
35000.00000000
USD
188.11000000
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
80000.00000000
NS
USD
80000.00000000
1.033763895694
Long
STIV
RF
US
N
1
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.600380 07-JUL-2033 SOF
000000000
15000.00000000
OU
Notional Amount
USD
78.77000000
0.001017869775
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-07-07
32.36000000
USD
0.00000000
USD
15000.00000000
USD
46.41000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.531559 07-JUL-2038 SOF
000000000
10000.00000000
OU
Notional Amount
USD
343.40000000
0.004437431522
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2038-07-07
34.68000000
USD
0.00000000
USD
10000.00000000
USD
308.72000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.463500 07-JUN-2030 SOF
000000000
15000.00000000
OU
Notional Amount
USD
113.13000000
0.001461871368
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-07
0.15000000
USD
0.00000000
USD
15000.00000000
USD
112.98000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.321500 07-FEB-2030
000000000
15000.00000000
OU
Notional Amount
USD
45.02000000
0.000581750632
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-07
0.13000000
USD
0.00000000
USD
15000.00000000
USD
44.89000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.835000 25-AUG-2042
000000000
10000.00000000
OU
Notional Amount
USD
1427.63000000
0.018447904380
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-08-25
0.26000000
USD
0.00000000
USD
10000.00000000
USD
1427.37000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.076500 02-SEP-2027
000000000
10000.00000000
OU
Notional Amount
USD
159.81000000
0.002065072602
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-09-02
0.05000000
USD
0.00000000
USD
10000.00000000
USD
159.76000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.106500 17-MAR-2048
000000000
5000.00000000
OU
Notional Amount
USD
596.47000000
0.007707614385
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
596.33000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.196700 27-JAN-2026 SOF
000000000
200000.00000000
OU
Notional Amount
USD
-278.05000000
-0.00359297563
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-27
0.28000000
USD
0.00000000
USD
200000.00000000
USD
-278.33000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.104200 28-JAN-2027 SOF
000000000
200000.00000000
OU
Notional Amount
USD
-2135.98000000
-0.02760123757
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-28
0.83000000
USD
0.00000000
USD
200000.00000000
USD
-2136.81000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.908200 19-DEC-2031 SOF
000000000
50000.00000000
OU
Notional Amount
USD
-1276.29000000
-0.01649228153
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-19
0.65000000
USD
0.00000000
USD
50000.00000000
USD
-1276.94000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.649500 11-JUL-2052
000000000
75000.00000000
OU
Notional Amount
USD
16463.93000000
0.212747705190
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-07-11
2.52000000
USD
0.00000000
USD
75000.00000000
USD
16461.41000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.807000 11-JUL-2032
000000000
210000.00000000
OU
Notional Amount
USD
12416.24000000
0.160443257903
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-07-11
2.71000000
USD
0.00000000
USD
210000.00000000
USD
12413.53000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.327700 30-SEP-2054 SOF
000000000
10000.00000000
OU
Notional Amount
USD
943.57000000
0.012192857488
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
943.21000000
N
N
N
2025-05-30
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer