# EDGAR Filing Document

**Accession Number:** 0001761055
**File Stem:** 0001410368-26-031699
**Filing Date:** 2026-3
**Character Count:** 28683
**Document Hash:** 7f79b7db559115221d6192495c9f8272
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031699.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031699

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust
- **CENTRAL INDEX KEY:** 0001761055

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23402
- **FILM NUMBER:** 26795865

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 8004417762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### iShares Enhanced Short-Term Bond Active ETF (Series ID: S000085056)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000249919 | iShares Enhanced Short-Term Bond Active ETF |  |

## Nport-Ex

January 31, 2026

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

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

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

---

| |
|:---|
| **BlackRock ETF Trust** |
| • iShares Enhanced Short-Term Bond Active ETF \| CSHP \| NYSE Arca |

---

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

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

January 31, 2026

**iShares Enhanced Short-Term Bond Active ETF**

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **France — 8.2%** | **France — 8.2%** | **France — 8.2%** |
| France Treasury Bill BTF |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/11/26<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR5,115 | $6050889 |
| &nbsp;&nbsp;&nbsp; 0.00%, 03/18/26<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; EUR8,227 | 9728151 |
|  |  | 15779040 |
| **Japan — 5.0%** | **Japan — 5.0%** | **Japan — 5.0%** |
| Japan Treasury Discount Bill, 0.00% 03/30/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; JPY1,500,750 | 9686322 |
| **Total Foreign Government Obligations — 13.2%** <br>**(Cost: $25,071,399)** | **Total Foreign Government Obligations — 13.2%** <br>**(Cost: $25,071,399)** | 25465362 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; $27418 | 27167361 |
| &nbsp;&nbsp;&nbsp; 3.64%, 03/19/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 46202 | 45992512 |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/09/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 13875 | 13784005 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/10/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 6219 | 6196852 |
| &nbsp;&nbsp;&nbsp; 3.67%, 03/24/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 43543 | 43322955 |
| &nbsp;&nbsp;&nbsp; 3.68%, 03/17/26<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 21631 | 21537292 |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.13%, 04/15/26 | &nbsp;&nbsp;&nbsp; 2922 | 2920327 |
| &nbsp;&nbsp;&nbsp; 0.13%, 07/15/26 | &nbsp;&nbsp;&nbsp; 2917 | 2923895 |
| &nbsp;&nbsp;&nbsp; 0.13%, 10/15/26 | &nbsp;&nbsp;&nbsp; 2928 | 2926130 |
| **Total U.S. Treasury Obligations — 86.7%** <br>**(Cost: $166,723,734)** | **Total U.S. Treasury Obligations — 86.7%** <br>**(Cost: $166,723,734)** | 166771329 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Money Market Funds** | **Money Market Funds** | **Money Market Funds** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(d)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 36820000 | $36820000 |
| **Total Money Market Funds — 19.2%** <br>**(Cost: $36,820,000)** | **Total Money Market Funds — 19.2%** <br>**(Cost: $36,820,000)** | 36820000 |
| **Total Investments — 119.1%** <br>**(Cost: $228,615,133)** | **Total Investments — 119.1%** <br>**(Cost: $228,615,133)** | 229056691 |
| **Liabilities in Excess of Other Assets — (19.1)%** | **Liabilities in Excess of Other Assets — (19.1)%** | (36663926)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $192392765 |

---

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

<sup>(a)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. 

<sup>(b)</sup> Zero-coupon bond.

<sup>(c)</sup> Rates are discount rates or a range of discount rates as of period end.

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

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

**Affiliates**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $870000<br> $35950000 <br><sup>(a)</sup><br>| $— | $— | $— | $36820000 | 36820000<br> $63322 <br><sup>(b)</sup><br>| $— |

---

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

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

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

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Notional* <br>*Amount* <br>*(000)*<br>| &nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3-mo. Euro EURIBOR | 131 | 06/14/27 | &nbsp;&nbsp; $37987 | $29637 |
| &nbsp;&nbsp;&nbsp; 3-mo. SOFR | 105 | 06/15/27 | &nbsp;&nbsp; 25413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17355) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12282 |
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 90-day AUD bank bill | 16 | 06/10/27 | &nbsp;&nbsp; 11024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (559) |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Enhanced Short-Term Bond Active ETF**

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Notional*<br> *Amount*<br> *(000)*<br>| &nbsp;&nbsp; *Value/*<br> *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| &nbsp;&nbsp;&nbsp; 3-mo. CORRA | 99 | 06/15/27 | &nbsp;&nbsp; $17722 | $(16614) |
| &nbsp;&nbsp;&nbsp; 3-mo. SONIA | 81 | 06/15/27 | &nbsp;&nbsp; 26762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20831 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3658 |
|  |  |  |  | $15940 |

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 115555 | EUR | 97725 | Barclays Bank PLC | 03/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(480)<br>|
| USD | 5881158 | EUR | 5017214 | Morgan Stanley & Co. International PLC | 03/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (76093)<br>|
| USD | 185915 | EUR | 157176 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (771)<br>|
| USD | 62880 | EUR | 53419 | Goldman Sachs & Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (569)<br>|
| USD | 9438535 | EUR | 8016000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82491)<br>|
| USD | 9617006 | JPY | 1500750000 | UBS AG | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126099)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (286503)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(286503)<br>|

---

**Fair Value Hierarchy as of Period End** 

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; $— | &nbsp;&nbsp; $25465362 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $25465362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 166771329 | &nbsp;&nbsp; — | &nbsp;&nbsp; 166771329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 36820000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 36820000 |
|  | &nbsp;&nbsp; $36820000 | &nbsp;&nbsp; $192236691 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $229056691 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $50468 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $50468 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Enhanced Short-Term Bond Active ETF**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(286503)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(286503)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (34528)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (34528)<br>|
|  | &nbsp;&nbsp; $15940 | &nbsp;&nbsp; $(286503)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(270563)<br>|

---

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

<sup>(a)</sup> Derivative financial instruments are futures contracts and forward foreign currency exchange contracts. Futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument. 

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

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| EUR | Euro |
| JPY | Japanese Yen |
| USD | United States Dollar |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CORRA | Canadian Overnight Repo Rate |
| EURIBOR | Euro Interbank Offered Rate |

---

 <br> SOFR Secured Overnight Financing Rate <br> SONIA Sterling Overnight Interbank Average Rate

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust

- **b. Investment Company Act file number:** 811-23402

- **c. CIK number of Registrant:** 0001761055

- **d. LEI of Registrant:** 5493007WBHAKV9JVS642

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares Enhanced Short-Term Bond Active ETF

- **b. EDGAR series identifier (if any):** S000085056

- **c. LEI of Series:** 529900SE5I1LVO7LNN81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $248916820.21

**Total Liabilities:** $56526673.38

**Net Assets:** $192390146.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11.79000000 | **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:** 1550.10000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249919 | 0.31%                | 0.36%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-716790.93              | $522222.22                                 |
| Month 2  | $549660.56               | $186112.97                                 |
| Month 3  | $288532.54               | $370026.65                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-75740.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-123281.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-82491.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-670.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-361.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-224.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-734.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-255.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-409.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-352.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD JPY                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1411.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-568.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   46202000 | PA      | $45992512.27  | 23.91%            | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   13875200 | PA      | $13784005.24  | 7.16%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6219400 | PA      | $6196851.57   | 3.22%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   21631100 | PA      | $21537291.74  | 11.19%            | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   43543100 | PA      | $43322955.23  | 22.52%            | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                              | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27417500 | PA      | $27167361.09  | 14.12%            | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes            | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2916996 | PA      | $2923895.33   | 1.52%             | 2026-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes            | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2922466 | PA      | $2920326.51   | 1.52%             | 2026-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes            | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2928495 | PA      | $2926129.98   | 1.52%             | 2026-10-15      | Fixed         | 0.13%                 | 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        |   36820000 | NS      | $36820000.00  | 19.14%            |  |  |  | No            |                  1 | On Loan: No      |
| BUONI ORDINARI DEL TES                           | Italy Buoni Ordinari del Tesoro BOT              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | STIV             | NUSS              | IT        |   16462000 | PA      | $19513224.35  | 10.14%            | 2026-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRENCH DISCOUNT T-BILL                           | France Treasury Bill BTF                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | STIV             | NUSS              | FR        |    5114939 | PA      | $6050888.87   | 3.15%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRENCH DISCOUNT T-BILL                           | France Treasury Bill BTF                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | STIV             | NUSS              | FR        |    8226595 | PA      | $9728151.19   | 5.06%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 1500750000 | PA      | $9686322.06   | 5.03%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT MAR27                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        105 | NC      | $-17354.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA FU MAR27                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -81 | NC      | $20830.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | 3MO EURO EURIBOR JUN27                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        131 | NC      | $29637.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | 90-DAY BANK BILL JUN27                           | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -17 | NC      | $-594.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | 3M CORRA FUTURES MAR27                           | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -99 | NC      | $-16614.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer