# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-043477
**Filing Date:** 2025-12
**Character Count:** 83992
**Document Hash:** 384d629bb9af8888d8131162e8edb503
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043477.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 251606902

**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 Long-Term Corporate Bond ETF (Series ID: S000044145)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000137261 | iShares Interest Rate Hedged Long-Term Corporate Bond ETF | IGBH            |

## 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 Long-Term Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000044145

- **c. LEI of Series:** 5493000B4DEQ967WQ445

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $176735724.45

**Total Liabilities:** $47676050.71

**Net Assets:** $129059673.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.69000000 | **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:** 151851.75000000 | **1-Year:** -698.21000000 | **5-Year:** -6627.88000000 | **10-Year:** -36828.46000000 | **30-Year:** -104620.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137261 | 0.55%                | 1.80%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $386218.88                                 |
| Month 2  | $1041.10                 | $2734326.68                                |
| Month 3  | $1071.05                 | $-387957.88                                |

**Designated Index Information**

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

- **Index Identifier:** USIRHLCR

### 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 10+ Year Investment Grade Corporate Bond ETF | iShares 10+ Year Investment Grade Corporate Bond ETF  | CUSIP: 464289511<br>LEI: 5493002XJCHL78PKW767 | Long             | EC               | RF                | US        |   2360328 | NS      | $121391669.04 | 94.06%            |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                                  | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  22211355 | NS      | $22222460.39  | 17.22%            |  |  |  | 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        |   5980000 | NS      | $5980000.00   | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.395500 12-NOV-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1900000 | OU      | $766837.35    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 1.442000 10-DEC-2046                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1550000 | OU      | $610701.52    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 2.098500 04-APR-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2230000 | OU      | $206458.45    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 2.452500 04-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $10615.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.754500 17-JUN-2036                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9285000 | OU      | $1694550.29   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2190110 | OU      | $264612.81    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 0.475500 15-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2335000 | OU      | $135296.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 2.044500 07-MAY-2051                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11085278 | OU      | $3600399.63   | 2.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.608000 24-AUG-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4300000 | OU      | $1486864.20   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.949000 10-MAY-2041                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12427000 | OU      | $3007079.36   | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.238000 11-APR-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    700000 | OU      | $6605.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.235000 16-MAY-2028                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2520.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.365000 22-MAY-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $3229.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.182000 06-JUN-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $41218.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.527500 16-JUN-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $429.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.215500 05-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $26136.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.269200 07-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $24290.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.467700 25-JUL-2043 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $13111.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.281200 27-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $11878.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.396200 27-JUL-2048 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     70000 | OU      | $6446.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.649700 03-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $4079.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.417700 03-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $9517.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.530700 08-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $105992.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.630700 08-AUG-2048 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000 | OU      | $106214.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.734200 08-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $53424.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.775700 08-AUG-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $4474.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.720200 11-AUG-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $6135.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.482200 11-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $8394.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.716700 11-AUG-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-2936.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.674200 11-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $15005.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.591700 15-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $13018.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.805200 15-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $4056.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.641711 18-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $8468.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.866630 18-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1216.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.613200 31-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $12217.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.746200 01-DEC-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000 | OU      | $5214.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.536200 05-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $66964.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.519200 05-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $104113.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.439200 05-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $156316.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.506700 05-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $13468.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.357700 05-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $145543.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.623200 08-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $40453.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.674700 08-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-1870.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.607200 08-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $2137.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.640200 08-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $20418.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.457700 08-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $51723.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.544200 08-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $56266.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.516200 09-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $23855.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.436700 09-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $19553.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.669200 10-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $4442.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.477200 10-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $13576.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.562200 10-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $14418.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.638700 10-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9679.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.601700 12-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    180000 | OU      | $11820.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.695200 12-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $2887.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.517200 12-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $10827.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.680200 12-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $11916.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.654200 12-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $116.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.701700 19-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $14835.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.623200 19-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $19256.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.648200 23-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $17905.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.738200 24-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-1889.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.619700 24-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $12949.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.777700 24-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $17339.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.559200 01-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $15055.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.718700 01-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $7391.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.644700 01-FEB-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $11671.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.727700 01-FEB-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $3089.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.716700 06-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-3705.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.600200 06-FEB-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $19636.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.663700 06-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-170.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.511700 06-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $16732.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.621700 07-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $25620.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.791200 07-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $8061.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.806700 14-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $4931.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.709700 16-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $16849.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.460200 08-MAR-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-2332.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.732700 08-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1285.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.505700 08-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $16779.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.708200 12-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $3803.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.732200 12-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1475.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.619200 12-MAR-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $15431.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.529700 12-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $11938.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.598700 15-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $10084.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.779700 15-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $5610.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.671200 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $18947.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.851700 28-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $10808.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.179200 10-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-5112.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.223700 24-MAY-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-2837.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.744200 12-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-4969.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.333200 20-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $38450.84     | 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        |    300000 | OU      | $12064.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.415700 20-AUG-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320000 | OU      | $28994.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.486200 20-AUG-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    270000 | OU      | $17936.35     | 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        |    400000 | OU      | $44910.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.195700 20-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $39836.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.237700 20-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $5954.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.338200 24-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20385.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.263200 24-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $30253.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.430700 02-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $14665.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.308200 02-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $16950.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.382200 03-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $31947.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.260200 03-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $18197.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.331200 03-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $13370.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.434700 07-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9219.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.331700 05-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $21764.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.398700 07-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $18444.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.568200 09-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $16431.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.490200 09-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $20317.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.629200 09-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9280.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.678700 29-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $28924.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.826200 29-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $2260.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.824700 29-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $14862.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.761200 29-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-5431.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.757700 29-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $21510.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.777700 31-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-3646.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.690200 31-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9236.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.837700 31-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $5410.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.739200 31-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-2800.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.734700 12-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9077.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.894700 12-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $4735.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.565700 06-DEC-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $26433.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.028200 02-JAN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-11221.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.017700 07-FEB-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-913.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.110700 20-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-5495.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.936700 07-MAR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2493.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.804700 07-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $8975.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.760700 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $9379.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.907700 14-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    310000 | OU      | $3287.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.816200 14-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-4255.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.007200 14-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-21.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | FSWP: OIS 3.686700 21-APR-2032 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1673.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | FSWP: OIS 3.588200 21-APR-2030 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-1329.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | FSWP: OIS 3.813200 21-APR-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-4176.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.956200 29-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2011.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.905200 29-APR-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $-94.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.860700 29-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $4694.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.947700 07-MAY-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1242.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.004200 07-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-560.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.923200 07-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $740.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.035200 13-MAY-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-1831.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.978700 13-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-531.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.111700 15-MAY-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-7423.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.140700 15-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-14924.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.055700 15-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-8252.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.092700 07-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    166000 | OU      | $-3895.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.160700 05-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    219000 | OU      | $-5315.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.003200 23-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-767.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.082200 23-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-1325.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.948200 02-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2203.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.881200 02-JUL-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $365.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.958700 02-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    270000 | OU      | $1114.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.686200 02-JUL-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-48.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.907700 02-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    420000 | OU      | $3864.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.045200 08-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-2851.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.036200 08-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-2435.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.975200 08-JUL-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1929.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.554200 08-JUL-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    221000 | OU      | $-1036.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.046200 08-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    129000 | OU      | $-1106.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.648700 08-JUL-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    164000 | OU      | $-1176.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.798700 08-JUL-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    121000 | OU      | $-1192.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.995200 08-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $-1823.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.058700 08-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    222000 | OU      | $-2232.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.986700 08-JUL-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    206000 | OU      | $-2263.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.111200 16-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    264000 | OU      | $-7209.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.147200 28-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    298000 | OU      | $-10097.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.192700 28-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-5819.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.969698 11-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-763.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.001200 15-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-2874.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.033700 15-AUG-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1368.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.037200 15-AUG-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1521.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: USD 4.036200 15-AUG-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    780000 | OU      | $-5612.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: USD 3.939700 15-AUG-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    659000 | OU      | $-3766.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: USD 4.040200 15-AUG-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    818000 | OU      | $-6619.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: USD 4.003700 15-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    460000 | OU      | $-3982.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: USD 3.710200 15-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-1344.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.074700 19-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $-3198.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.856700 12-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $3376.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882700 12-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1677.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.510700 12-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $4165.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.867700 12-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    180000 | OU      | $2911.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.754700 12-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000 | OU      | $1702.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.352200 16-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    344000 | OU      | $3513.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.845200 16-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $4708.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.757700 16-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $6796.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.527200 16-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    510000 | OU      | $6352.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.863700 16-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $7509.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.859700 18-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    687000 | OU      | $13984.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.847200 18-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    158000 | OU      | $2996.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.830200 18-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    401000 | OU      | $8597.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.928200 22-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    359000 | OU      | $2726.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.939700 22-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    209000 | OU      | $1567.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.826200 22-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    193000 | OU      | $1387.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.908200 22-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $1898.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.828200 06-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2778.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.934200 06-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $1647.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.901700 06-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    360000 | OU      | $3079.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.927200 06-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $4595.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.953200 07-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    289000 | OU      | $1499.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.919200 07-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    195000 | OU      | $1062.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.630200 07-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    544000 | OU      | $1994.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.850700 07-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    301000 | OU      | $1307.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.947200 07-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    332000 | OU      | $1617.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.000700 08-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    403000 | OU      | $-974.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.671200 08-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    138000 | OU      | $26.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.994200 08-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    336000 | OU      | $-574.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.968700 08-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    231000 | OU      | $-762.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.895200 08-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    254000 | OU      | $-201.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.990700 09-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-577.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.983200 09-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-125.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.958200 09-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-735.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.885200 09-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $209.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.904700 16-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    543000 | OU      | $6979.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.566200 16-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1099000 | OU      | $9874.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.796700 16-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    864000 | OU      | $9090.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.873700 16-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    348000 | OU      | $4646.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.210700 16-OCT-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1506000 | OU      | $6692.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.896700 16-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    668000 | OU      | $7928.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882200 17-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    282000 | OU      | $3338.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.911700 17-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    219000 | OU      | $2566.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.338200 24-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    401000 | OU      | $4264.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.812200 24-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    211000 | OU      | $5079.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.835200 24-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    451000 | OU      | $9199.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.843700 24-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    235000 | OU      | $5286.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.890200 27-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    398000 | OU      | $5984.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.785700 27-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    388000 | OU      | $4567.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.857200 27-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    286000 | OU      | $4603.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.883700 27-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    366000 | OU      | $4978.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.849200 29-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    530000 | OU      | $9258.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.876700 29-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    659000 | OU      | $9598.38      | 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        |    513000 | OU      | $6285.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.564700 29-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    464000 | OU      | $4187.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882200 29-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    738000 | OU      | $12017.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer