# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-031703
**Filing Date:** 2026-3
**Character Count:** 129469
**Document Hash:** df276b3218f35d5c91870357cbedf1e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031703.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031703

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**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:** 26795872

**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

## Series and Classes Contracts Data

### iShares Interest Rate Hedged Corporate Bond ETF (Series ID: S000042862)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000132817 | iShares Interest Rate Hedged Corporate Bond ETF | LQDH            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Shares* | *Value* |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **Exchange-Traded Funds — 94.4%** | **Exchange-Traded Funds — 94.4%** | **Exchange-Traded Funds — 94.4%** |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond <br> ETF<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4369702 | $483157950 |
| **Total Investment Companies** <br>**(Cost: $481,968,489)** | **Total Investment Companies** <br>**(Cost: $481,968,489)** | 483157950 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 53.2%** | **Money Market Funds — 53.2%** | **Money Market Funds — 53.2%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, <br>3.82%<sup>(a)(c)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 244118697 | 244240756 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, <br>3.64%<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 27900000 | 27900000 |
| **Total Short-Term Securities — 53.2%** <br>**(Cost: $272,113,065)** | **Total Short-Term Securities — 53.2%** <br>**(Cost: $272,113,065)** | 272140756 |
| **Total Investments in Securities — 147.6%** <br>**(Cost: $754,081,554)** | **Total Investments in Securities — 147.6%** <br>**(Cost: $754,081,554)** | 755298706 |
| **Liabilities in Excess of Other Assets — (47.6)%** | **Liabilities in Excess of Other Assets — (47.6)%** | (243437506)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $511861200 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Affiliate of the Fund.

<sup>(b)</sup> All or a portion of this security is on loan.

<sup>(c)</sup> Annualized 7-day yield as of period end.

<sup>(d)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, <br> SL Agency Shares<br>| $219140443 | $25100419 <br><sup>(a)</sup><br>| $— | $1008 | $(1114)<br>| $244240756 | 244118697 | $294834 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp; 20810000 | 7090000 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 27900000 | 27900000 | &nbsp;&nbsp;&nbsp;&nbsp; 266101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade <br> Corporate Bond ETF<br>| &nbsp;&nbsp; 508337451 | 178659836 | &nbsp;&nbsp; (199553822)<br>| &nbsp;&nbsp;&nbsp; 6785714 | (11071229)<br>| &nbsp;&nbsp; 483157950 | 4369702 | &nbsp;&nbsp; 6847995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $6786722 | $(11072343) | $755298706 |  | $7408930 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Derivative Financial Instruments Outstanding as of Period End**

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective* <br>*Date* | *Termination* <br>*Date* |  | *Notional* <br>*Amount* <br>*(000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective* <br>*Date* | *Termination* <br>*Date* |  | *Notional* <br>*Amount* <br>*(000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 1.00% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/07/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp; $80176 | &nbsp;&nbsp;&nbsp; $7 | &nbsp;&nbsp;&nbsp; $80169 |
| 0.49% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/22/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 55232 | &nbsp;&nbsp;&nbsp; 2545965 | &nbsp;&nbsp;&nbsp; (38523)<br>| &nbsp;&nbsp;&nbsp; 2584488 |
| 1.19% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 22300 | &nbsp;&nbsp;&nbsp; 1268931 | &nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp; 1268817 |
| 3.22% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp; 69047 | &nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp;&nbsp; 68934 |
| 3.40% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1441 |
| 3.24% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 13182 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 13168 |
| 3.18% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 16970 | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 16955 |
| 3.21% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; 19596 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 19577 |
| 3.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/05/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (16684)<br>| &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; (16700)<br>|
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/24/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (19046)<br>| &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; (19063)<br>|
| 3.59% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/14/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (13752)<br>| &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; (13777)<br>|
| 3.71% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/15/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (18515)<br>| &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; (18532)<br>|
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp;&nbsp; 22435 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 22414 |
| 0.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/19/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 25400 | &nbsp;&nbsp;&nbsp; 3018514 | &nbsp;&nbsp;&nbsp; (289923)<br>| &nbsp;&nbsp;&nbsp; 3308437 |
| 3.38% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; 30764 | &nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp; 30716 |
| 3.31% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/26/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; 37265 | &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp; 37228 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; 107086 | &nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp; 106991 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 8154 | &nbsp;&nbsp;&nbsp; 87094 | &nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp; 87016 |
| 1.22% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/12/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 13180 | &nbsp;&nbsp;&nbsp; 1407788 | &nbsp;&nbsp;&nbsp; 108940 | &nbsp;&nbsp;&nbsp; 1298848 |
| 1.03% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/23/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 128564 | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; 128555 |
| 1.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/23/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; 579925 | &nbsp;&nbsp;&nbsp; (66893)<br>| &nbsp;&nbsp;&nbsp; 646818 |
| 3.23% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 51723 | &nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 51689 |
| 3.20% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 19086 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 19075 |
| 3.29% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/07/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 29786 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 29764 |
| 3.57% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 1205 |
| 1.24% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 18300 | &nbsp;&nbsp;&nbsp; 2275932 | &nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp;&nbsp; 2275741 |
| 1.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/17/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp; 380176 | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; 380143 |
| 3.69% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/05/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (4739)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (4751)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/14/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; $(6281)<br>| &nbsp;&nbsp;&nbsp; $25 | &nbsp;&nbsp;&nbsp; $(6306)<br>|
| 3.63% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/29/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (596)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (608)<br>|
| 3.57% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/14/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; 20414 | &nbsp;&nbsp;&nbsp; 1672 | &nbsp;&nbsp;&nbsp; 18742 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7359 | &nbsp;&nbsp;&nbsp; 130331 | &nbsp;&nbsp;&nbsp; (14232)<br>| &nbsp;&nbsp;&nbsp; 144563 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/11/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4100 | &nbsp;&nbsp;&nbsp; 71293 | &nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp; 71240 |
| 3.49% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/02/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; 24545 | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; 24512 |
| 3.49% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/10/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1682 | &nbsp;&nbsp;&nbsp; 16863 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 16841 |
| 3.40% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1676 | &nbsp;&nbsp;&nbsp; 25984 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 25962 |
| 3.40% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2976 | &nbsp;&nbsp;&nbsp; 45696 | &nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp; 45657 |
| 3.51% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/13/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp; 35175 | &nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp; 35123 |
| 3.50% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/20/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 30066 | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 30026 |
| 3.43% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/26/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 42908 | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 42868 |
| 3.40% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; 160160 | &nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp; 160027 |
| 3.39% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 9669 | &nbsp;&nbsp;&nbsp; 157780 | &nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp; 157651 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/11/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp; 11829 | &nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp; 11788 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/26/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp; 13386 | &nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp; 13338 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/16/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp;&nbsp; 16651 | &nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp; 16589 |
| 3.42% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/24/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 18187 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 18175 |
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 15455 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 15436 |
| 3.56% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/18/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 14364 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 14344 |
| 3.51% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/28/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 12310 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 12299 |
| 3.65% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/12/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; 2310 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/24/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 1886 | &nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp; 1857 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/06/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; 13375 | &nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp; 13339 |
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/07/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; (184)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (188)<br>|
| 3.71% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/11/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 2366 |
| 3.37% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 29731 | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 29716 |
| 3.27% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 75750 | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 75720 |
| 3.25% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 39201 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 39185 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.29% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; $36180 | &nbsp;&nbsp;&nbsp; $15 | &nbsp;&nbsp;&nbsp; $36165 |
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/07/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 32753 | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 32738 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/04/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 8427 | &nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp; 8404 |
| 3.74% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/05/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp; 19061 | &nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp; 19005 |
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/29/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 4595 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 4578 |
| 3.73% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/26/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 8305 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 8288 |
| 0.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp; 6187661 | &nbsp;&nbsp;&nbsp; (465884)<br>| &nbsp;&nbsp;&nbsp; 6653545 |
| 3.65% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/02/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp; 33871 | &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp; 33834 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/10/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1874 | &nbsp;&nbsp;&nbsp; 28634 | &nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp; 28602 |
| 3.57% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1243 | &nbsp;&nbsp;&nbsp; 27730 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 27709 |
| 3.56% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/27/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1844 | &nbsp;&nbsp;&nbsp; 42658 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 42627 |
| 3.65% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/03/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1914 | &nbsp;&nbsp;&nbsp; 30269 | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; 30236 |
| 3.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/20/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp; 49973 | &nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp; 49914 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/24/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 16058 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 16042 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/26/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp; 43451 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 43413 |
| 3.59% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp; 149988 | &nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp;&nbsp; 149869 |
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7337 | &nbsp;&nbsp;&nbsp; 164501 | &nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp; 164376 |
| 1.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/15/36 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 6400 | &nbsp;&nbsp;&nbsp; 1459425 | &nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp; 1459323 |
| 3.53% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/18/38 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 45908 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 45890 |
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/07/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 13615 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 13605 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/11/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 15374 | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; 15365 |
| 3.49% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/20/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 58174 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 58155 |
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 74760 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 74740 |
| 3.33% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 30250 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 30242 |
| 3.31% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/11/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 61979 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 61963 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/23/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 26415 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 26395 |
| 3.75% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/04/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 32164 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 32144 |
| 3.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/05/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp; 50058 | &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp; 50021 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 688 | &nbsp;&nbsp;&nbsp; 22102 | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 22087 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 1.11% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/19/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20700 | &nbsp;&nbsp;&nbsp; $6913468 | &nbsp;&nbsp;&nbsp; $334515 | &nbsp;&nbsp;&nbsp; $6578953 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1394 | &nbsp;&nbsp;&nbsp; 48055 | &nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp; 48026 |
| 3.84% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 25073 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 25054 |
| 3.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3919 | &nbsp;&nbsp;&nbsp; 116940 | &nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp; 116857 |
| 3.47% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/18/43 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; 104524 | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 104494 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/31/43 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 48873 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 48847 |
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/14/43 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 22880 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 22867 |
| 3.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/28/43 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 83723 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 83697 |
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/24/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 53237 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 53211 |
| 3.79% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/07/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 24531 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 24518 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/14/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 23945 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 23932 |
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/26/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 9724 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 9716 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/15/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 25745 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 25731 |
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/28/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 27009 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 26991 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/02/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 14890 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 14882 |
| 3.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/07/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 33146 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 33125 |
| 3.41% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 40823 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 40813 |
| 3.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/05/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 48466 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 48453 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 110394 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 110368 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; 22089 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; 22084 |
| 3.33% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/20/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 67679 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 67663 |
| 3.41% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 154308 | &nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp; 154267 |
| 3.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/14/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 67025 | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp; 66998 |
| 3.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/24/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 74681 | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 74641 |
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp; 36261 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 36241 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 43416 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 43395 |
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/12/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 39591 | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp; 39564 |
| 3.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/05/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 40684 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 40663 |
| 0.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/30/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 19747 | &nbsp;&nbsp;&nbsp; 8803442 | &nbsp;&nbsp;&nbsp; 109490 | &nbsp;&nbsp;&nbsp; 8693952 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/29/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; $13125 | &nbsp;&nbsp;&nbsp; $11 | &nbsp;&nbsp;&nbsp; $13114 |
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1414 | &nbsp;&nbsp;&nbsp; 49423 | &nbsp;&nbsp;&nbsp; (14828)<br>| &nbsp;&nbsp;&nbsp; 64251 |
| 3.85% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/18/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1121 | &nbsp;&nbsp;&nbsp; 54369 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 54338 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/02/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 13238 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 13227 |
| 3.90% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 568 | &nbsp;&nbsp;&nbsp; 23482 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 23466 |
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/27/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp;&nbsp; 32813 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 32793 |
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 959 | &nbsp;&nbsp;&nbsp; 42996 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 42970 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/03/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp; 26532 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 26510 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/26/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 29988 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 29963 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp; 115385 | &nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp; 115290 |
| 3.94% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4492 | &nbsp;&nbsp;&nbsp; 163847 | &nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp; 163722 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/12/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 37309 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 37297 |
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 94144 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 94122 |
| 3.39% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/05/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 76523 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 76504 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; 172355 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 172317 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/10/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 57274 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 57262 |
| 3.27% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/20/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 101511 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 101489 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 132772 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 132741 |
| 3.62% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 92374 | &nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp; 92342 |
| 1.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/18/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 16655 | &nbsp;&nbsp;&nbsp; 8185688 | &nbsp;&nbsp;&nbsp; (390531)<br>| &nbsp;&nbsp;&nbsp; 8576219 |
| 3.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp;&nbsp; 57389 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 57351 |
| 1.18% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/19/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 14550 | &nbsp;&nbsp;&nbsp; 6883505 | &nbsp;&nbsp;&nbsp; 1060462 | &nbsp;&nbsp;&nbsp; 5823043 |
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp;&nbsp; 108935 | &nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp; 108871 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp; 17898 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 17885 |
| 1.29% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/07/51 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp; 1729482 | &nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp; 1729364 |
| 3.13% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 162022 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; 161996 |
| 3.18% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; 207480 | &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; 207445 |
| 3.27% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 156443 | &nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 156409 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/28/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 101042 | &nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 101018 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/12/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; $58318 | &nbsp;&nbsp;&nbsp; $17 | &nbsp;&nbsp;&nbsp; $58301 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/19/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp; 56884 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 56865 |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/25/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 64532 | &nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 64508 |
| 3.51% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/06/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 70621 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 70600 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/07/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 70818 | &nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp; 70794 |
| 3.64% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/14/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 57842 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 57822 |
| 3.53% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/07/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp; 40296 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 40284 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/15/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 93206 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 93175 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/25/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 33448 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 33434 |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/28/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; 18320 | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 18313 |
| 3.70% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/28/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 52321 | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 52301 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/02/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; 20296 | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 20289 |
| 3.75% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/04/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 39672 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 39655 |
| 3.79% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/20/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 21769 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 21759 |
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/23/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 27035 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 27021 |
| 3.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/07/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 45161 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 45143 |
| 3.33% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/20/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 148432 | &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; 148397 |
| 3.25% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 64659 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 64645 |
| 3.31% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/05/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 228921 | &nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp; 228868 |
| 3.20% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/09/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 136334 | &nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 136306 |
| 3.18% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/11/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 156770 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 156739 |
| 3.20% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/20/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 85782 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 85765 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/25/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp; 149023 | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; 148990 |
| 3.33% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/07/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 89481 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 89460 |
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 112997 | &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; 112962 |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/24/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp; 118940 | &nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp; 118895 |
| 3.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 72456 | &nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 72428 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; 72033 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 72008 |
| 3.73% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/12/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp; 90138 | &nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp; 90100 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.77% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/17/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; $151788 | &nbsp;&nbsp;&nbsp; $70 | &nbsp;&nbsp;&nbsp; $151718 |
| 3.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/07/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 30446 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 30428 |
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/10/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp; 87342 | &nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp; 87296 |
| 3.84% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/11/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 31865 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 31848 |
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/24/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 30968 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 30954 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/24/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 35420 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 35402 |
| 3.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/29/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; 35643 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 35622 |
| 3.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/18/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1316 | &nbsp;&nbsp;&nbsp; 86349 | &nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp; 86302 |
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/02/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp; 43953 | &nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp; 43921 |
| 3.96% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/09/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 17486 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 17472 |
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1186 | &nbsp;&nbsp;&nbsp; 67486 | &nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp; 67443 |
| 3.85% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/29/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1501 | &nbsp;&nbsp;&nbsp; 93439 | &nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp; 93385 |
| 3.92% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/03/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 909 | &nbsp;&nbsp;&nbsp; 45501 | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; 45468 |
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/26/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp; 49468 | &nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp; 49429 |
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/28/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp; 98548 | &nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp; 98470 |
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/01/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4321 | &nbsp;&nbsp;&nbsp; 208644 | &nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp; 208490 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $61390073 | &nbsp;&nbsp;&nbsp; $340063 | &nbsp;&nbsp;&nbsp; $61050010 |

---

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged Corporate Bond ETF**

**Fair Value Hierarchy as of Period End (continued)**

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp; $483157950 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $483157950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 272140756 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 272140756 |
|  | &nbsp;&nbsp; $755298706 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $755298706 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $61129935 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $61129935 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (79925)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (79925)<br>|
|  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $61050010 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $61050010 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are swaps. Swaps are valued at the unrealized appreciation (depreciation) on the instrument.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| SOFR | Secured Overnight Financing Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

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

  - **Street Address 1:** 400 HOWARD STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Interest Rate Hedged Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000042862

- **c. LEI of Series:** 54930033QG8ORSOTEQ66

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1002380786.18

**Total Liabilities:** $490529009.85

**Net Assets:** $511851776.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8.93000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 395406.52000000 | **1-Year:** -8813.40000000 | **5-Year:** -110670.96000000 | **10-Year:** -92626.67000000 | **30-Year:** -173964.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132817 | 0.62%                | 0.76%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $185918.68               | $3071714.09                                |
| Month 2  | $4411783.15              | $-13804637.52                              |
| Month 3  | $2189020.06              | $-339418.99                                |

**Designated Index Information**

- **Index Name:** BlackRock Interest Rate Hedged Corporate Bond Index

- **Index Identifier:** USIRHCRP

### Schedule of Portfolio Investments

| Name                                                | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF   | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |   4369702 | NS      | $483157950.14 | 94.39%            |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                                 | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 244118697 | NS      | $244240756.25 | 47.72%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES      | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  27900000 | NS      | $27900000.00  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.026000 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $141873.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.189000 20-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22300000 | OU      | $1440887.21   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.285000 07-DEC-2051                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3700000 | OU      | $1742913.19   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.002000 07-DEC-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3800000 | OU      | $95583.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.242000 15-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18300000 | OU      | $2334449.36   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.352500 15-DEC-2036                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6400000 | OU      | $1478966.55   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.277000 17-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3100000 | OU      | $389523.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.275500 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5000000 | OU      | $640962.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.490000 22-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  55232000 | OU      | $3242763.79   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25400000 | OU      | $3244243.13   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.216500 12-FEB-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13180000 | OU      | $1802296.37   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.910000 25-SEP-2035                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26000000 | OU      | $6468833.22   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.108000 19-OCT-2040                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20700000 | OU      | $7077884.47   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.862500 30-MAR-2045                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19747000 | OU      | $9369294.83   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16655000 | OU      | $8367070.43   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.184500 19-OCT-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14550000 | OU      | $6995888.26   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.419500 24-MAY-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $23455.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.133500 27-JUN-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    900000 | OU      | $167545.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.552500 05-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1500000 | OU      | $20462.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.177500 05-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1200000 | OU      | $214086.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.271200 07-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $161406.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.560700 18-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $18902.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.529700 18-JUL-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $49103.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.472700 18-JUL-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $108733.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.781200 31-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $49940.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.815200 14-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $22799.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.519200 28-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $83874.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.350200 28-DEC-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $101256.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.510200 28-DEC-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $12437.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.652700 12-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2315.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.601700 12-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $37319.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.518200 12-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $58353.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.598200 19-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $56893.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.760200 24-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $53223.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.724700 24-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $1867.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.666200 25-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $64530.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.512200 06-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $75176.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.663700 06-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $28577.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.612200 07-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $75415.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.794200 07-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $26910.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.804200 14-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $26205.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.641200 14-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $61507.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.925700 26-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $10665.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.757700 07-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $15878.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.755200 07-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $1181.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.528700 07-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $42615.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.724200 11-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $17748.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.713700 11-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $7222.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.598700 15-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $98371.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.779200 15-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $27812.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.719200 25-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $35249.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.880700 28-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $29145.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.697700 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $55094.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.671200 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $19289.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.795700 02-APR-2044 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $15994.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.611700 02-APR-2054 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $21342.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.745200 04-APR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $41704.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.786700 20-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $22622.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.816700 23-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $28068.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.865200 07-JUN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $34729.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680200 07-JUN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $46756.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.333200 20-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $151702.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.492200 20-AUG-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $60720.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.340200 22-AUG-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $96369.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.371200 22-AUG-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $32771.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.254200 22-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $66085.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.401200 22-AUG-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $5518.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.407700 22-AUG-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $41973.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.448700 05-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $49619.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.308700 05-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $233244.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.387200 05-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $78058.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.202200 09-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $138875.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.280700 09-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $175790.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.240700 09-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $19229.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.338700 09-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $77391.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.266200 09-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $81593.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.234700 09-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $60865.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346200 09-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $112995.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.184700 10-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $23393.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.248200 10-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $42160.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.198700 10-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $22242.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.283700 10-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $58401.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.331200 10-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $31301.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346200 10-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $22603.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.179700 11-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $159646.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.313700 11-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $64112.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.272200 20-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $103255.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.329200 20-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $69049.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.195700 20-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $87167.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.405700 25-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $157218.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.283700 25-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    950000 | OU      | $151278.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.353700 25-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $134897.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.208700 25-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $26198.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.293200 25-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $38520.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.289700 07-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $33864.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.343700 07-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $34618.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.330200 07-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $90626.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.546200 15-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $114064.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.565200 15-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $2738.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680700 14-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $67704.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.621700 15-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $93215.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.802700 23-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $26610.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.812700 24-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $74914.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.674700 24-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $119635.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.824200 29-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $36303.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680200 29-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $72802.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.606700 07-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $72376.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.779700 07-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $43482.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.731700 12-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $90317.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.891700 12-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $39398.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.754700 04-DEC-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $32111.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.718200 04-DEC-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $8436.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: USD 3.767700 17-DEC-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $151591.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.856700 07-FEB-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $32514.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.683700 05-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-6179.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.808200 05-MAR-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $57445.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.736700 05-MAR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $35732.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.694200 05-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $416.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.814700 05-MAR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $43919.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.819700 10-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $92414.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.840200 11-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $33714.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.759200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $32638.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.798200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $37338.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.716200 24-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-9945.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.673200 14-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $2589.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.591200 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $1549.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.758700 29-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $8043.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.630700 29-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $3838.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.866200 29-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $37216.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.954200 29-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $13903.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.713200 15-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-11580.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.573136 14-AUG-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $32013.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.734200 26-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $9632.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346750 10-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7359000 | OU      | $149229.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.946895 10-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1414000 | OU      | $49683.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.353200 11-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4100000 | OU      | $81591.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.847200 18-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1121000 | OU      | $54860.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.829700 18-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1316000 | OU      | $87012.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.928200 02-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $43974.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.653200 02-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $35956.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.961700 02-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $13202.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.487200 02-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $28309.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.958200 09-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $17435.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.656200 10-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1874000 | OU      | $30159.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.485700 10-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1682000 | OU      | $19133.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.800700 17-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    688000 | OU      | $22290.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.880700 17-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1186000 | OU      | $67531.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.911700 17-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1154000 | OU      | $57327.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.901700 17-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    568000 | OU      | $23468.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.281700 17-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2265000 | OU      | $26516.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.571200 17-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1243000 | OU      | $28911.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.395200 17-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1676000 | OU      | $28444.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.883200 27-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    747000 | OU      | $32759.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.563700 27-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1844000 | OU      | $44096.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.849200 29-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1501000 | OU      | $93426.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.876700 29-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    959000 | OU      | $42919.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.781200 29-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1394000 | OU      | $48290.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.882200 29-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2005000 | OU      | $108745.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.400700 29-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2976000 | OU      | $49156.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.654700 03-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1914000 | OU      | $31070.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.955200 03-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    776000 | OU      | $26280.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.920700 03-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    909000 | OU      | $45283.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.510700 13-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3900000 | OU      | $37669.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.495700 20-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $31796.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.676200 20-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $50728.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.376700 20-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $34837.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.655700 24-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $16282.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.610700 26-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $44080.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.425700 26-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $44785.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.306700 26-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $40640.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.962700 26-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $29665.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.950200 26-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $49098.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.951200 28-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $97789.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.958200 28-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3400000 | OU      | $114170.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.590700 28-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $152060.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.843700 28-NOV-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $24934.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.218200 28-NOV-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $83422.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.276200 28-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $115638.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.398200 28-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $166543.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.579700 01-DEC-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7337000 | OU      | $166470.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.393700 01-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9669000 | OU      | $163422.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.956700 01-DEC-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    418000 | OU      | $17743.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.277700 01-DEC-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8154000 | OU      | $93455.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.826700 01-DEC-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3919000 | OU      | $116351.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.930700 01-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4321000 | OU      | $207233.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.939700 01-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4492000 | OU      | $162313.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.602700 11-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3100000 | OU      | $12216.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.605200 26-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $13687.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.612700 16-JAN-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4600000 | OU      | $16727.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer