# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-066705
**Filing Date:** 2026-6
**Character Count:** 62215
**Document Hash:** 68a0788cd215a092af358ecaa87223cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066705.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066705

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**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:** 261121629

**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 High Yield Bond ETF (Series ID: S000042863)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000132818 | iShares Interest Rate Hedged High Yield Bond ETF | HYGH            |

## 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 High Yield Bond ETF

- **b. EDGAR series identifier (if any):** S000042863

- **c. LEI of Series:** 549300K03DREBCPJX421

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $923596567.30

**Total Liabilities:** $438836096.36

**Net Assets:** $484760470.94

**Cash Not Reported:** $1649967.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.60000000 | **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:** 132652.45000000 | **1-Year:** -17029.29000000 | **5-Year:** -106005.87000000 | **10-Year:** -5753.50000000 | **30-Year:** -376.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132818 | -0.60%               | 0.19%                | 1.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-2177096.86                               |
| Month 2  | $2857878.80              | $-9245463.03                               |
| Month 3  | $-23345.91               | $4502718.92                                |

**Designated Index Information**

- **Index Name:** BlackRock Interest Rate Hedged High Yield Bond Index

- **Index Identifier:** USIRHHYC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Ltd.                                        | SWP: OIS 3.479700 26-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $56476.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.735200 03-APR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $20279.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.552700 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $16185.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.206200 26-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $45692.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.539200 12-MAR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $50849.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.830200 12-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-12146.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.460700 27-JUN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $15512.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.588500 04-JUN-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2814000 | OU      | $343813.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.116000 03-SEP-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1960000 | OU      | $150701.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.763200 05-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-1528.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.201500 27-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-8516.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.588200 08-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $18610.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.064700 14-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-10398.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.864700 01-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-4188.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.780200 25-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-664.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.443000 22-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $5317.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.982200 25-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-16014.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 0.862500 30-MAR-2045                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     80000 | OU      | $35691.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.214000 22-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2100000 | OU      | $152579.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.037700 11-APR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29000 | OU      | $-408.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.010200 10-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-27036.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.541500 01-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $7650.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.837200 26-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $2192.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.654700 08-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $34692.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.233000 08-JUN-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5780000 | OU      | $438384.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.571200 21-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $21231.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.886200 26-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-5609.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.523500 10-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    327600 | OU      | $39663.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.722200 25-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $2885.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.803200 31-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-1691.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.932200 22-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-26116.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.743700 09-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-2110.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.442200 19-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5539000 | OU      | $39676.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.496200 01-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $28773.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.776000 27-JUN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $2267.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.890700 27-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-1027.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 0.868500 17-JUN-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1250000 | OU      | $39756.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx USD High Yield Corporate Bond ETF | iShares iBoxx USD High Yield Corporate Bond ETF       | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |   5694415 | NS      | $457717077.70 | 94.42%            |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                        | SWP: OIS 3.636700 30-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7700000 | OU      | $12070.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.043700 23-MAY-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-4662.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.798700 19-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-5023.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.555700 06-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $30423.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.543700 02-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4929000 | OU      | $40191.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.696200 06-FEB-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4415000 | OU      | $30603.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.496700 06-MAR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2038000 | OU      | $39752.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.208200 16-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $180.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.697500 11-MAR-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    842000 | OU      | $47900.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.143500 12-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000 | OU      | $186795.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.590000 27-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $10669.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.775200 07-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-1044.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 2.564500 15-AUG-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $13459.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.890200 07-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-11102.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.101500 12-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $19022.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.776700 19-MAR-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-2845.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.719200 16-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $5676.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.485700 08-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2700000 | OU      | $23629.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.743200 01-APR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $8181.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                             | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 218891012 | NS      | $218956678.88 | 45.17%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.700700 09-DEC-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $5724.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.473200 08-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $31433.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.894700 28-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-1601.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.319500 23-NOV-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $11973.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.336000 08-FEB-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $14609.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.425700 12-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5980000 | OU      | $81718.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.778700 31-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $4081.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.583700 19-MAR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2550000 | OU      | $36378.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.632200 14-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $18738.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.407700 15-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2100000 | OU      | $51722.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.784700 21-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $12181.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.276700 03-OCT-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-9127.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.030700 02-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-20777.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.787200 01-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-10749.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.368500 27-DEC-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $8072.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.922200 02-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4645219 | OU      | $-16323.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.289200 09-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-9682.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.245700 27-SEP-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-14121.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.908200 27-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13000000 | OU      | $11063.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.913700 10-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-2013.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.362200 09-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7236000 | OU      | $68518.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.577200 21-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $11887.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 2.640000 15-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $7024.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15000 | OU      | $7593.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.321000 05-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $293195.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.395200 01-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $31180.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.993700 25-FEB-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $-13607.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.869200 20-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4594.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.386700 07-NOV-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $28782.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.931700 16-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-15164.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.351700 08-SEP-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $44343.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.581200 27-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $29954.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.600700 25-FEB-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $57053.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.800700 07-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-4203.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.733500 28-FEB-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    355000 | OU      | $19867.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.443200 07-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $12884.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.445500 27-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4450000 | OU      | $287127.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.500700 08-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $14923.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.613500 12-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2033000 | OU      | $236231.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.282000 30-NOV-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $148085.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.810200 23-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-3164.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.879700 06-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-7121.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.829200 05-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-1773.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.519200 19-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $52426.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.321000 10-JAN-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3776000 | OU      | $89128.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.417000 07-APR-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9450000 | OU      | $420806.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.176200 16-MAY-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $995.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.279700 20-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14300000 | OU      | $169993.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.386200 06-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1966000 | OU      | $30377.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.449000 05-JAN-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $6591.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.608200 27-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5100000 | OU      | $12132.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.889700 07-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-13142.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.553700 07-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $15341.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.784700 16-MAY-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $2626.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 0.871500 29-SEP-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2900000 | OU      | $85211.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.052200 02-JAN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2055000 | OU      | $-12720.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.660200 01-OCT-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $14308.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.800700 07-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-10854.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.013200 09-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-2974.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.553700 05-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $8248.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.407700 31-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-8210.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.370200 10-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3812000 | OU      | $62029.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.362200 01-OCT-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $22006.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.878200 09-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-8033.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.187500 16-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-3510.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.449500 24-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $15335.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.658700 18-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $1760.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.993200 25-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $-8155.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.507200 14-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $41962.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.737700 31-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-4618.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.850700 16-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-11599.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.161000 03-FEB-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $24011.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.863200 14-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-14181.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.279200 17-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4653000 | OU      | $96593.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.077200 07-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33000 | OU      | $-571.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.004700 27-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-17672.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.755700 30-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-6594.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 2.758000 23-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $9902.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.772700 01-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-1527.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.781500 28-FEB-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $10693.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.358500 20-OCT-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    830000 | OU      | $109047.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.522200 05-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $9051.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.773200 15-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $364.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.291000 10-JAN-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $22699.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.844700 17-MAY-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $1258.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 0.874000 30-MAR-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000 | OU      | $5140.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.998700 19-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-30645.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.715200 08-SEP-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $25996.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.049200 11-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-6087.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.276700 08-SEP-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $41898.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.003200 06-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-17773.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 0.774500 01-APR-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10500000 | OU      | $1141401.42   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.983700 23-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-2706.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.218700 06-MAR-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4993.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.576700 15-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $29560.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.951200 09-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-7161.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.723700 26-JAN-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $15345.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.602000 09-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1915900 | OU      | $39936.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.063700 26-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-20955.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.579200 17-JUL-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4200000 | OU      | $35027.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.909700 19-DEC-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-25092.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.051700 08-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-32960.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.694200 19-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $19648.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.930200 19-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-35140.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 1.696500 28-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1172000 | OU      | $23243.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.130500 18-NOV-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7600000 | OU      | $197271.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.596200 21-AUG-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $40123.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.553700 17-JUL-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $42964.39     | 0.01%             |  |  |  | No            |                  2 | 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        |  19140000 | NS      | $19140000.00  | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 4.163700 03-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-75797.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.393700 17-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2755000 | OU      | $70257.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.895700 17-MAY-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $-8292.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.369500 02-DEC-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $5574.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.669700 11-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $2583.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.302200 15-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000 | OU      | $37479.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                        | SWP: OIS 3.441700 08-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $38824.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer