0001752724-25-157905.txt : 20250626
0001752724-25-157905.hdr.sgml : 20250626
20250626115334
ACCESSION NUMBER: 0001752724-25-157905
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: 251076972
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
S000058011
iShares Inflation Hedged Corporate Bond ETF
C000189608
iShares Inflation Hedged Corporate Bond ETF
LQDI
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
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S000058011
C000189608
iShares U.S. ETF Trust
811-22649
0001524513
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400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Inflation Hedged Corporate Bond ETF
S000058011
549300MT12MU1NUKXU41
2025-10-31
2025-04-30
N
174012629.94
83542169.98
90470459.96
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1847261.93000000
N
BlackRock Inflation Hedged Corporate Bond Index
USIFHCRP
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.536087 13-FEB-2045 USC
000000000
50000.00000000
OU
Notional Amount
USD
-1238.04000000
-0.00136844667
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2045-02-13
130.92000000
USD
0.00000000
USD
50000.00000000
USD
-1368.96000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.548200 30-JAN-2032 USC
000000000
940000.00000000
OU
Notional Amount
USD
-4893.78000000
-0.00540925734
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2032-01-30
17.31000000
USD
0.00000000
USD
940000.00000000
USD
-4911.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.474938 07-JAN-2040 USC
000000000
2750000.00000000
OU
Notional Amount
USD
-22077.85000000
-0.02440337985
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2040-01-07
0.00000000
USD
-6334.76000000
USD
2750000.00000000
USD
-15743.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.921000 21-OCT-2026
000000000
3000000.00000000
OU
Notional Amount
USD
197531.61000000
0.218338240003
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2026-10-21
39.79000000
USD
0.00000000
USD
3000000.00000000
USD
197491.82000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.521200 17-MAY-2054 USC
000000000
100000.00000000
OU
Notional Amount
USD
-3907.14000000
-0.00431869142
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-05-17
4.92000000
USD
0.00000000
USD
100000.00000000
USD
-3912.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.540700 05-APR-2044 USC
000000000
100000.00000000
OU
Notional Amount
USD
-2368.48000000
-0.00261795949
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-04-05
3.84000000
USD
0.00000000
USD
100000.00000000
USD
-2372.32000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.517700 30-JAN-2054 USC
000000000
19000.00000000
OU
Notional Amount
USD
-679.29000000
-0.00075084176
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-01-30
0.93000000
USD
0.00000000
USD
19000.00000000
USD
-680.22000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.277013 21-AUG-2031 USC
000000000
600000.00000000
OU
Notional Amount
USD
7513.12000000
0.008304500721
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-08-21
0.00000000
USD
-551.95000000
USD
600000.00000000
USD
8065.07000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.577667 18-NOV-2034 USC
000000000
65000.00000000
OU
Notional Amount
USD
-741.36000000
-0.00081944979
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-11-18
0.00000000
USD
-159.49000000
USD
65000.00000000
USD
-581.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.444293 12-MAR-2054 USC
000000000
60000.00000000
OU
Notional Amount
USD
-1246.76000000
-0.00137808517
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-03-12
214.95000000
USD
0.00000000
USD
60000.00000000
USD
-1461.71000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.454200 15-MAR-2054 USC
000000000
33000.00000000
OU
Notional Amount
USD
-753.81000000
-0.00083321119
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-03-15
1.62000000
USD
0.00000000
USD
33000.00000000
USD
-755.43000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.465500 07-APR-2031
000000000
2000000.00000000
OU
Notional Amount
USD
206896.59000000
0.228689663003
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-04-07
46.60000000
USD
0.00000000
USD
2000000.00000000
USD
206849.99000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.579559 07-JAN-2026 USC
000000000
1360000.00000000
OU
Notional Amount
USD
13100.10000000
0.014479975017
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2026-01-07
0.00000000
USD
-321.46000000
USD
1360000.00000000
USD
13421.56000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.432500 19-DEC-2032
000000000
110000.00000000
OU
Notional Amount
USD
1358.28000000
0.001501351933
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2032-12-19
2.57000000
USD
0.00000000
USD
110000.00000000
USD
1355.71000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.438200 04-DEC-2034 USC
000000000
518000.00000000
OU
Notional Amount
USD
457.77000000
0.000505988363
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-12-04
12.07000000
USD
0.00000000
USD
518000.00000000
USD
445.70000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.500200 29-NOV-2043 USC
000000000
15000.00000000
OU
Notional Amount
USD
-264.37000000
-0.00029221692
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2043-11-29
0.57000000
USD
0.00000000
USD
15000.00000000
USD
-264.94000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.589745 13-FEB-2035 USC
000000000
100000.00000000
OU
Notional Amount
USD
-1347.37000000
-0.00148929274
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2035-02-13
225.33000000
USD
0.00000000
USD
100000.00000000
USD
-1572.70000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.474000 07-FEB-2033
000000000
98000.00000000
OU
Notional Amount
USD
745.89000000
0.000824456955
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2033-02-07
2.29000000
USD
0.00000000
USD
98000.00000000
USD
743.60000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.383750 16-JUL-2041
000000000
300000.00000000
OU
Notional Amount
USD
23161.61000000
0.025601295727
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2041-07-16
4.35000000
USD
0.00000000
USD
300000.00000000
USD
23157.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.635449 15-APR-2034 USC
000000000
200000.00000000
OU
Notional Amount
USD
-3434.84000000
-0.00379664257
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-04-15
0.00000000
USD
-91.34000000
USD
200000.00000000
USD
-3343.50000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.402000 29-JUN-2041
000000000
500000.00000000
OU
Notional Amount
USD
38510.65000000
0.042567098716
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2041-06-29
19.19000000
USD
0.00000000
USD
500000.00000000
USD
38491.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.330173 21-AUG-2054 USC
000000000
92000.00000000
OU
Notional Amount
USD
-88.21000000
-0.00009750143
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-08-21
0.00000000
USD
-360.48000000
USD
92000.00000000
USD
272.27000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.363760 27-SEP-2031 USC
000000000
345000.00000000
OU
Notional Amount
USD
2529.12000000
0.002795520218
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-09-27
0.00000000
USD
-86.65000000
USD
345000.00000000
USD
2615.77000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 2.933500 06-DEC-2052
000000000
200000.00000000
OU
Notional Amount
USD
32134.08000000
0.035518864405
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-12-06
6.85000000
USD
0.00000000
USD
200000.00000000
USD
32127.23000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.474700 15-MAR-2044 USC
000000000
45000.00000000
OU
Notional Amount
USD
-567.09000000
-0.00062682338
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-03-15
1.73000000
USD
0.00000000
USD
45000.00000000
USD
-568.82000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.044652 27-SEP-2025 USC
000000000
140000.00000000
OU
Notional Amount
USD
1652.55000000
0.001826618324
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2025-09-27
3.37000000
USD
0.00000000
USD
140000.00000000
USD
1649.18000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.316443 21-AUG-2049 USC
000000000
70000.00000000
OU
Notional Amount
USD
212.42000000
0.000234794871
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2049-08-21
0.00000000
USD
-186.88000000
USD
70000.00000000
USD
399.30000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.468200 19-MAR-2054 USC
000000000
44000.00000000
OU
Notional Amount
USD
-1136.93000000
-0.00125668643
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-03-19
2.17000000
USD
0.00000000
USD
44000.00000000
USD
-1139.10000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.355332 21-AUG-2039 USC
000000000
40000.00000000
OU
Notional Amount
USD
251.79000000
0.000278311838
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2039-08-21
0.00000000
USD
-77.85000000
USD
40000.00000000
USD
329.64000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.430940 07-JAN-2045 USC
000000000
3000000.00000000
OU
Notional Amount
USD
-27023.22000000
-0.02986966133
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2045-01-07
0.00000000
USD
-3740.87000000
USD
3000000.00000000
USD
-23282.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.373734 27-SEP-2044 USC
000000000
100000.00000000
OU
Notional Amount
USD
-27.03000000
-0.00002987715
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-09-27
0.00000000
USD
-15.16000000
USD
100000.00000000
USD
-11.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.544700 27-MAR-2034 USC
000000000
550000.00000000
OU
Notional Amount
USD
-4309.33000000
-0.00476324537
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-03-27
12.82000000
USD
0.00000000
USD
550000.00000000
USD
-4322.15000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.742500 15-SEP-2026
000000000
1600000.00000000
OU
Notional Amount
USD
124948.68000000
0.138109920138
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2026-09-15
21.22000000
USD
0.00000000
USD
1600000.00000000
USD
124927.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.531200 17-MAY-2044 USC
000000000
215000.00000000
OU
Notional Amount
USD
-5270.65000000
-0.00582582425
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-05-17
8.25000000
USD
0.00000000
USD
215000.00000000
USD
-5278.90000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.604700 18-FEB-2032 USC
000000000
470000.00000000
OU
Notional Amount
USD
-4376.02000000
-0.00483696004
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2032-02-18
8.66000000
USD
0.00000000
USD
470000.00000000
USD
-4384.68000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.450000 08-FEB-2028
000000000
65000.00000000
OU
Notional Amount
USD
1370.71000000
0.001515091224
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-02-08
0.86000000
USD
0.00000000
USD
65000.00000000
USD
1369.85000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.263700 14-NOV-2030 SOF
000000000
400000.00000000
OU
Notional Amount
USD
-17481.81000000
-0.01932322440
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-14
4.47000000
USD
0.00000000
USD
400000.00000000
USD
-17486.28000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.496700 15-MAR-2034 USC
000000000
76000.00000000
OU
Notional Amount
USD
-207.43000000
-0.00022927925
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-03-15
1.77000000
USD
0.00000000
USD
76000.00000000
USD
-209.20000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.326000 19-DEC-2042
000000000
200000.00000000
OU
Notional Amount
USD
3737.14000000
0.004130784790
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2042-12-19
7.68000000
USD
0.00000000
USD
200000.00000000
USD
3729.46000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.514700 26-FEB-2034 USC
000000000
240000.00000000
OU
Notional Amount
USD
-878.11000000
-0.00097060410
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-02-26
5.59000000
USD
0.00000000
USD
240000.00000000
USD
-883.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.990000 05-MAY-2053
000000000
100000.00000000
OU
Notional Amount
USD
16509.66000000
0.018248674768
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2053-05-05
3.01000000
USD
0.00000000
USD
100000.00000000
USD
16506.65000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.500200 18-JAN-2034 USC
000000000
450000.00000000
OU
Notional Amount
USD
-1430.32000000
-0.00158098013
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-01-18
10.49000000
USD
0.00000000
USD
450000.00000000
USD
-1440.81000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.400959 07-JAN-2050 USC
000000000
1370000.00000000
OU
Notional Amount
USD
-15457.70000000
-0.01708590849
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2050-01-07
0.00000000
USD
-2342.05000000
USD
1370000.00000000
USD
-13115.65000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.230000 06-JAN-2051
000000000
300000.00000000
OU
Notional Amount
USD
29744.94000000
0.032878068723
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2051-01-06
14.76000000
USD
0.00000000
USD
300000.00000000
USD
29730.18000000
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
41667832.70000000
NS
USD
41684499.83000000
46.07526019921
Long
STIV
RF
US
N
1
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.450823 07-JAN-2030 USC
000000000
8850000.00000000
OU
Notional Amount
USD
46502.17000000
0.051400390824
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2030-01-07
1026.37000000
USD
0.00000000
USD
8850000.00000000
USD
45475.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.074500 05-MAY-2048
000000000
100000.00000000
OU
Notional Amount
USD
14145.91000000
0.015635943496
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-05-05
2.65000000
USD
0.00000000
USD
100000.00000000
USD
14143.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.659000 01-OCT-2028
000000000
1000000.00000000
OU
Notional Amount
USD
70000.77000000
0.077374172775
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-10-01
18.42000000
USD
0.00000000
USD
1000000.00000000
USD
69982.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.577200 22-MAY-2034 USC
000000000
610000.00000000
OU
Notional Amount
USD
-8603.92000000
-0.00951019813
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-05-22
14.22000000
USD
0.00000000
USD
610000.00000000
USD
-8618.14000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.504000 06-DEC-2046
000000000
100000.00000000
OU
Notional Amount
USD
2625.64000000
0.002902206975
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2046-12-06
4.46000000
USD
0.00000000
USD
100000.00000000
USD
2621.18000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.408000 30-JUL-2051
000000000
1000000.00000000
OU
Notional Amount
USD
46463.14000000
0.051357249670
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2051-07-30
49.19000000
USD
0.00000000
USD
1000000.00000000
USD
46413.95000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.252492 18-SEP-2031 USC
000000000
280000.00000000
OU
Notional Amount
USD
4078.30000000
0.004507880253
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-09-18
0.00000000
USD
-63.84000000
USD
280000.00000000
USD
4142.14000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.408700 30-APR-2035 USC
000000000
600000.00000000
OU
Notional Amount
USD
-546.27000000
-0.00060381034
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2035-04-30
13.98000000
USD
0.00000000
USD
600000.00000000
USD
-560.25000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.448200 09-JAN-2034 USC
000000000
250000.00000000
OU
Notional Amount
USD
311.83000000
0.000344676041
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-01-09
5.83000000
USD
0.00000000
USD
250000.00000000
USD
306.00000000
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
788986.00000000
NS
USD
85194708.28000000
94.16853668884
Long
EC
RF
US
N
1
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.463937 07-JAN-2035 USC
000000000
4870000.00000000
OU
Notional Amount
USD
-10236.57000000
-0.01131482033
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2035-01-07
0.00000000
USD
-2019.52000000
USD
4870000.00000000
USD
-8217.05000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 3.136000 05-MAY-2030
000000000
170000.00000000
OU
Notional Amount
USD
4715.67000000
0.005212386454
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-05-05
1.62000000
USD
0.00000000
USD
170000.00000000
USD
4714.05000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.748200 06-NOV-2031 SOF
000000000
200000.00000000
OU
Notional Amount
USD
-2889.94000000
-0.00319434653
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-11-06
2.56000000
USD
0.00000000
USD
200000.00000000
USD
-2892.50000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.500000 25-JAN-2037
000000000
560000.00000000
OU
Notional Amount
USD
24402.09000000
0.026972439413
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2037-01-25
16.13000000
USD
0.00000000
USD
560000.00000000
USD
24385.96000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.494700 30-JAN-2034 USC
000000000
160000.00000000
OU
Notional Amount
USD
-369.26000000
-0.00040815532
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-01-30
3.73000000
USD
0.00000000
USD
160000.00000000
USD
-372.99000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.673000 19-MAY-2031
000000000
580000.00000000
OU
Notional Amount
USD
45492.06000000
0.050283882739
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-05-19
13.51000000
USD
0.00000000
USD
580000.00000000
USD
45478.55000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.315004 22-APR-2030 USC
000000000
1000000.00000000
OU
Notional Amount
USD
6979.56000000
0.007714739156
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2030-04-22
4740.27000000
USD
0.00000000
USD
1000000.00000000
USD
2239.29000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.348746 27-SEP-2049 USC
000000000
300000.00000000
OU
Notional Amount
USD
-631.71000000
-0.00069825001
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2049-09-27
0.00000000
USD
-338.62000000
USD
300000.00000000
USD
-293.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.457165 12-MAR-2044 USC
000000000
40000.00000000
OU
Notional Amount
USD
-389.37000000
-0.00043038357
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-03-12
92.54000000
USD
0.00000000
USD
40000.00000000
USD
-481.91000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.388582 10-MAR-2045 USC
000000000
100000.00000000
OU
Notional Amount
USD
-431.89000000
-0.00047738234
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2045-03-10
0.00000000
USD
-29.16000000
USD
100000.00000000
USD
-402.73000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.332735 21-AUG-2044 USC
000000000
25000.00000000
OU
Notional Amount
USD
135.01000000
0.000149231030
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-08-21
0.00000000
USD
-51.04000000
USD
25000.00000000
USD
186.05000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.420500 02-AUG-2051
000000000
459000.00000000
OU
Notional Amount
USD
19927.42000000
0.022026438252
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2051-08-02
22.58000000
USD
0.00000000
USD
459000.00000000
USD
19904.84000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.577700 14-JUL-2033 USC
000000000
90000.00000000
OU
Notional Amount
USD
-572.68000000
-0.00063300219
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2033-07-14
2.10000000
USD
0.00000000
USD
90000.00000000
USD
-574.78000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.401000 09-FEB-2031
000000000
1440000.00000000
OU
Notional Amount
USD
162883.59000000
0.180040634337
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-02-09
33.55000000
USD
0.00000000
USD
1440000.00000000
USD
162850.04000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.578700 18-FEB-2040 USC
000000000
210000.00000000
OU
Notional Amount
USD
-4446.21000000
-0.00491454337
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2040-02-18
6.06000000
USD
0.00000000
USD
210000.00000000
USD
-4452.27000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.408000 05-MAY-2028
000000000
1600000.00000000
OU
Notional Amount
USD
29567.45000000
0.032681883139
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-05-05
21.22000000
USD
0.00000000
USD
1600000.00000000
USD
29546.23000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.325200 24-SEP-2049 USC
000000000
156000.00000000
OU
Notional Amount
USD
290.02000000
0.000320568725
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2049-09-24
6.96000000
USD
0.00000000
USD
156000.00000000
USD
283.06000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.366262 27-SEP-2054 USC
000000000
28700.00000000
OU
Notional Amount
USD
-215.64000000
-0.00023835404
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-09-27
0.00000000
USD
-112.59000000
USD
28700.00000000
USD
-103.05000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.168500 09-JAN-2048
000000000
200000.00000000
OU
Notional Amount
USD
22255.47000000
0.024599709131
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2048-01-09
6.11000000
USD
0.00000000
USD
200000.00000000
USD
22249.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 1.937500 20-AUG-2050
000000000
10000.00000000
OU
Notional Amount
USD
1659.74000000
0.001834565670
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2050-08-20
0.49000000
USD
0.00000000
USD
10000.00000000
USD
1659.25000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.370000 08-FEB-2053
000000000
99000.00000000
OU
Notional Amount
USD
-7.51000000
-0.00000830105
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2053-02-08
4.87000000
USD
0.00000000
USD
99000.00000000
USD
-12.38000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 1.947500 20-AUG-2050
000000000
600000.00000000
OU
Notional Amount
USD
98408.66000000
0.108774355788
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2050-08-20
16729.52000000
USD
0.00000000
USD
600000.00000000
USD
81679.14000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.441898 07-JAN-2032 USC
000000000
7000000.00000000
OU
Notional Amount
USD
13413.79000000
0.014826706978
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2032-01-07
0.00000000
USD
-1062.11000000
USD
7000000.00000000
USD
14475.90000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.576815 05-APR-2034 USC
000000000
273000.00000000
OU
Notional Amount
USD
-3102.61000000
-0.00342941773
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-04-05
0.00000000
USD
-277.64000000
USD
273000.00000000
USD
-2824.97000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.287500 22-APR-2032 USC
000000000
1000000.00000000
OU
Notional Amount
USD
7242.52000000
0.008005397566
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2032-04-22
5351.41000000
USD
0.00000000
USD
1000000.00000000
USD
1891.11000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.454886 10-MAR-2035 USC
000000000
250000.00000000
OU
Notional Amount
USD
-678.38000000
-0.00074983591
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2035-03-10
0.00000000
USD
-191.17000000
USD
250000.00000000
USD
-487.21000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.500000 05-JAN-2033
000000000
45000.00000000
OU
Notional Amount
USD
202.16000000
0.000223454152
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2033-01-05
1.05000000
USD
0.00000000
USD
45000.00000000
USD
201.11000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.396279 27-SEP-2034 USC
000000000
36000.00000000
OU
Notional Amount
USD
138.20000000
0.000152757043
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-09-27
0.00000000
USD
-21.16000000
USD
36000.00000000
USD
159.36000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.578700 30-OCT-2028 USC
000000000
1000000.00000000
OU
Notional Amount
USD
3855.58000000
0.004261700450
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-10-30
13.27000000
USD
0.00000000
USD
1000000.00000000
USD
3842.31000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.531140 05-APR-2029 USC
000000000
600000.00000000
OU
Notional Amount
USD
2646.31000000
0.002925054212
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-04-05
0.00000000
USD
-431.04000000
USD
600000.00000000
USD
3077.35000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.292200 30-APR-2050 USC
000000000
100000.00000000
OU
Notional Amount
USD
325.56000000
0.000359852265
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2050-04-30
4.46000000
USD
0.00000000
USD
100000.00000000
USD
321.10000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.290010 18-SEP-2034 USC
000000000
140000.00000000
OU
Notional Amount
USD
1841.77000000
0.002035769466
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-09-18
7.26000000
USD
0.00000000
USD
140000.00000000
USD
1834.51000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.535710 13-APR-2033
000000000
135000.00000000
OU
Notional Amount
USD
-170.40000000
-0.00018834877
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2033-04-13
200.59000000
USD
0.00000000
USD
135000.00000000
USD
-370.99000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.319700 16-APR-2045 USC
000000000
100000.00000000
OU
Notional Amount
USD
369.51000000
0.000408431658
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2045-04-16
3.84000000
USD
0.00000000
USD
100000.00000000
USD
365.67000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.479690 07-JAN-2028 USC
000000000
5360000.00000000
OU
Notional Amount
USD
50628.66000000
0.055961537083
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-01-07
0.00000000
USD
-203.49000000
USD
5360000.00000000
USD
50832.15000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.566200 10-FEB-2035 USC
000000000
127000.00000000
OU
Notional Amount
USD
-1457.84000000
-0.00161139890
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2035-02-10
2.96000000
USD
0.00000000
USD
127000.00000000
USD
-1460.80000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.964500 26-OCT-2028
000000000
1500000.00000000
OU
Notional Amount
USD
70254.11000000
0.077654197879
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-10-26
27.62000000
USD
0.00000000
USD
1500000.00000000
USD
70226.49000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.481286 18-NOV-2054 USC
000000000
200000.00000000
OU
Notional Amount
USD
-5889.70000000
-0.00651008075
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-11-18
0.00000000
USD
-1167.16000000
USD
200000.00000000
USD
-4722.54000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 3.245000 06-DEC-2032
000000000
200000.00000000
OU
Notional Amount
USD
4403.24000000
0.004867047212
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-12-06
2.75000000
USD
0.00000000
USD
200000.00000000
USD
4400.49000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 2.983500 15-MAR-2048
000000000
100000.00000000
OU
Notional Amount
USD
13822.22000000
0.015278158203
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2048-03-15
2.64000000
USD
0.00000000
USD
100000.00000000
USD
13819.58000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: OIS 4.199700 06-MAY-2039 SOF
000000000
10000.00000000
OU
Notional Amount
USD
381.13000000
0.000421275629
N/A
DIR
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2039-05-06
850.33000000
USD
0.00000000
USD
10000.00000000
USD
-469.20000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.386200 03-JAN-2054 USC
000000000
90000.00000000
OU
Notional Amount
USD
-895.60000000
-0.00098993638
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-01-03
4.43000000
USD
0.00000000
USD
90000.00000000
USD
-900.03000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.219969 18-SEP-2029 USC
000000000
2000000.00000000
OU
Notional Amount
USD
33634.93000000
0.037177803688
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-09-18
0.00000000
USD
-458.47000000
USD
2000000.00000000
USD
34093.40000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.279200 16-APR-2055 USC
000000000
200000.00000000
OU
Notional Amount
USD
1199.88000000
0.001326267160
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2055-04-16
9.84000000
USD
0.00000000
USD
200000.00000000
USD
1190.04000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.582000 05-JAN-2042
000000000
1335000.00000000
OU
Notional Amount
USD
27280.45000000
0.030153986187
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2042-01-05
51.23000000
USD
0.00000000
USD
1335000.00000000
USD
27229.22000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.498500 06-APR-2028
000000000
380000.00000000
OU
Notional Amount
USD
5772.07000000
0.006380060411
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-04-06
5.04000000
USD
0.00000000
USD
380000.00000000
USD
5767.03000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.539968 11-JUN-2034 USC
000000000
280000.00000000
OU
Notional Amount
USD
-3185.16000000
-0.00352066298
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-06-11
505.52000000
USD
0.00000000
USD
280000.00000000
USD
-3690.68000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.405200 03-JAN-2034 USC
000000000
76000.00000000
OU
Notional Amount
USD
376.08000000
0.000415693697
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-01-03
1.77000000
USD
0.00000000
USD
76000.00000000
USD
374.31000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.566299 18-NOV-2039 USC
000000000
300000.00000000
OU
Notional Amount
USD
-5464.23000000
-0.00603979464
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2039-11-18
0.00000000
USD
-1149.36000000
USD
300000.00000000
USD
-4314.87000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.552200 17-MAY-2034 USC
000000000
800000.00000000
OU
Notional Amount
USD
-9240.36000000
-0.01021367638
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-05-17
18.64000000
USD
0.00000000
USD
800000.00000000
USD
-9259.00000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.613026 29-APR-2034 USC
000000000
220000.00000000
OU
Notional Amount
USD
-3546.14000000
-0.00391966615
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-04-29
513.13000000
USD
0.00000000
USD
220000.00000000
USD
-4059.27000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.385000 17-MAY-2028 USC
000000000
1150000.00000000
OU
Notional Amount
USD
23008.48000000
0.025432036059
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2028-05-17
15.25000000
USD
0.00000000
USD
1150000.00000000
USD
22993.23000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.540881 05-APR-2044 USC
000000000
74000.00000000
OU
Notional Amount
USD
-1754.73000000
-0.00193956126
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-04-05
0.00000000
USD
-132.16000000
USD
74000.00000000
USD
-1622.57000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.506200 27-MAR-2044 USC
000000000
134000.00000000
OU
Notional Amount
USD
-2407.45000000
-0.00266103433
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-03-27
5.14000000
USD
0.00000000
USD
134000.00000000
USD
-2412.59000000
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
1110000.00000000
NS
USD
1110000.00000000
1.226919815032
Long
STIV
RF
US
N
1
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.514200 19-MAR-2034 USC
000000000
23000.00000000
OU
Notional Amount
USD
-104.20000000
-0.00011517571
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-03-19
0.54000000
USD
0.00000000
USD
23000.00000000
USD
-104.74000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.489912 11-JUN-2029 USC
000000000
108000.00000000
OU
Notional Amount
USD
235.57000000
0.000260383334
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-06-11
77.44000000
USD
0.00000000
USD
108000.00000000
USD
158.13000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.491200 27-MAR-2029 USC
000000000
615000.00000000
OU
Notional Amount
USD
4313.55000000
0.004767909881
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-03-27
8.16000000
USD
0.00000000
USD
615000.00000000
USD
4305.39000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.614500 07-JAN-2037
000000000
3050000.00000000
OU
Notional Amount
USD
95126.26000000
0.105146210201
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2037-01-07
87.88000000
USD
0.00000000
USD
3050000.00000000
USD
95038.38000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 1.833750 18-OCT-2049
000000000
418000.00000000
OU
Notional Amount
USD
74175.24000000
0.081988352919
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2049-10-18
0.00000000
USD
-11789.43000000
USD
418000.00000000
USD
85964.67000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.446000 29-JUN-2041
000000000
1000000.00000000
OU
Notional Amount
USD
69620.85000000
0.076954234598
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2041-06-29
38.38000000
USD
0.00000000
USD
1000000.00000000
USD
69582.47000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.482200 19-MAR-2044 USC
000000000
63000.00000000
OU
Notional Amount
USD
-873.00000000
-0.00096495585
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-03-19
2.42000000
USD
0.00000000
USD
63000.00000000
USD
-875.42000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.347538 27-SEP-2029 USC
000000000
300000.00000000
OU
Notional Amount
USD
3230.07000000
0.003570303501
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-09-27
0.00000000
USD
-136.02000000
USD
300000.00000000
USD
3366.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.487200 17-MAY-2029 USC
000000000
1150000.00000000
OU
Notional Amount
USD
4018.45000000
0.004441726063
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2029-05-17
15.26000000
USD
0.00000000
USD
1150000.00000000
USD
4003.19000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.333200 24-SEP-2054 USC
000000000
10000.00000000
OU
Notional Amount
USD
-11.60000000
-0.00001282186
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-09-24
0.49000000
USD
0.00000000
USD
10000.00000000
USD
-12.09000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 1.896250 20-AUG-2030
000000000
420000.00000000
OU
Notional Amount
USD
73777.05000000
0.081548220305
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2030-08-20
9.79000000
USD
0.00000000
USD
420000.00000000
USD
73767.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.524985 18-NOV-2044 USC
000000000
80000.00000000
OU
Notional Amount
USD
-1761.44000000
-0.00194697805
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2044-11-18
0.00000000
USD
-371.93000000
USD
80000.00000000
USD
-1389.51000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.523517 05-APR-2054 USC
000000000
110000.00000000
OU
Notional Amount
USD
-4144.84000000
-0.00458142912
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-04-05
0.00000000
USD
-354.84000000
USD
110000.00000000
USD
-3790.00000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 1.889000 20-AUG-2030
000000000
360000.00000000
OU
Notional Amount
USD
63496.07000000
0.070184312125
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2030-08-20
7108.40000000
USD
0.00000000
USD
360000.00000000
USD
56387.67000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.565000 02-JUN-2031
000000000
3000000.00000000
OU
Notional Amount
USD
263663.16000000
0.291435635583
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-06-02
2869.90000000
USD
0.00000000
USD
3000000.00000000
USD
260793.26000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.340343 10-MAR-2055 USC
000000000
220000.00000000
OU
Notional Amount
USD
-869.35000000
-0.00096092138
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2055-03-10
330.82000000
USD
0.00000000
USD
220000.00000000
USD
-1200.17000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.482200 27-MAR-2054 USC
000000000
72000.00000000
OU
Notional Amount
USD
-2078.50000000
-0.00229743498
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2054-03-27
3.54000000
USD
0.00000000
USD
72000.00000000
USD
-2082.04000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.277524 27-SEP-2027 USC
000000000
400000.00000000
OU
Notional Amount
USD
6444.23000000
0.007123021152
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2027-09-27
0.00000000
USD
-116.40000000
USD
400000.00000000
USD
6560.63000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.240000 12-JAN-2031
000000000
2000000.00000000
OU
Notional Amount
USD
260935.36000000
0.288420507771
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-01-12
46.60000000
USD
0.00000000
USD
2000000.00000000
USD
260888.76000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.486563 12-MAR-2034 USC
000000000
266000.00000000
OU
Notional Amount
USD
-421.44000000
-0.00046583160
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-03-12
57.20000000
USD
0.00000000
USD
266000.00000000
USD
-478.64000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.318001 21-AUG-2034 USC
000000000
445000.00000000
OU
Notional Amount
USD
4529.67000000
0.005006794485
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2034-08-21
0.00000000
USD
-426.63000000
USD
445000.00000000
USD
4956.30000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.470000 09-DEC-2046
000000000
1000000.00000000
OU
Notional Amount
USD
32110.94000000
0.035493286995
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2046-12-09
44.61000000
USD
0.00000000
USD
1000000.00000000
USD
32066.33000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.601250 30-SEP-2031
000000000
15000.00000000
OU
Notional Amount
USD
900.59000000
0.000995451996
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2031-09-30
0.35000000
USD
0.00000000
USD
15000.00000000
USD
900.24000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.350500 06-APR-2053
000000000
50000.00000000
OU
Notional Amount
USD
104.61000000
0.000115628902
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2053-04-06
2.46000000
USD
0.00000000
USD
50000.00000000
USD
102.15000000
N
N
N
LCH Ltd.
F226TOH6YD6XJB17KS62
SWP: IFS 2.405976 07-JAN-2055 USC
000000000
1520000.00000000
OU
Notional Amount
USD
-23131.37000000
-0.02556787045
N/A
DO
US
N
2
LCH Ltd.
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)
2055-01-07
0.00000000
USD
-2876.23000000
USD
1520000.00000000
USD
-20255.14000000
N
N
N
2025-05-30
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer