# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001752724-23-071893
**Filing Date:** 2023-3
**Character Count:** 41364
**Document Hash:** ce5f6f91568b05b45e6f58341f214591
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071893.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071893

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513
- **IRS NUMBER:** 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:** 23774017

**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            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Interest Rate Hedged Long-Term Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Investment Companies** |  |  |
| **Exchange-Traded Funds — 91.5%** |  |  |
| iShares 10+ Year Investment Grade Corporate Bond ETF<sup>(a)(b)</sup> | 1620681 | $86690227 |
| **Total Investment Companies** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $79,997,004)** |  | 86690227 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 48.6%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(a)(c)(d)</sup> | 43803380 | 43829662 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(a)(c)</sup> | 2180000 | 2180000 |
| **Total Short-Term Securities — 48.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $45,988,250)** |  | 46009662 |
| **Total Investments in Securities — 140.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $125,985,254)** |  | 132699889 |
| **Liabilities in Excess of Other Assets — (40.1)%** |  | (37966806) |
| **Net Assets — 100.0%** |  | $94733083 |

---

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

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at*<br> *10/31/22* | *Purchases*<br> *at Cost* |  | *Proceeds*<br> *from Sale* | *Net Realized*<br> *Gain (Loss)* | *Change in*<br> *Unrealized*<br> *Appreciation*<br> *(Depreciation)* | *Value at*<br> *01/31/23* | *Shares*<br> *Held at*<br> *01/31/23* | *Income* |  | *Capital*<br> *Gain*<br> *Distributions*<br> *from*<br> *Underlying*<br> *Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $245498 | $43561377 | <sup>(a)</sup> | $— | $1375 | $21412 | $43829662 | 43803380 | $64469 | <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 1210000 | 970000 | <sup>(a)</sup> |  |  |  | 2180000 | 2180000 | 17332 |  | 2 |
| iShares 10+ Year Investment Grade Corporate Bond ETF | 49067109 | 57106918 |  | (29352713) | (5775773) | 15644686 | 86690227 | 1620681 | 886329 |  |  |
|  |  |  |  |  | $(5774398) | $15666098 | $132699889 |  | $968130 |  | $2 |

---

<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 fees and collateral investment expenses, and other payments to and from borrowers of securities.

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

**Centrally Cleared Interest Rate Swaps**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  |  | *Upfront* |  |
|  |  |  |  |  |  | *Notional* |  | *Premium* | *Unrealized* |
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective* | *Termination* | *Amount* |  | *Paid* | *Appreciation* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Date* | *Date* | *(000)* | *Value* | *(Received)* | *(Depreciation)* |
| 4.21% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 02/09/23 | $(15000) | $1417 | $2 | $1415 |
| 4.25% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 02/14/23 | (15000) | 1997 | 3 | 1994 |
| 4.53% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 03/22/23 | (20000) | 2500 | 15 | 2485 |
| 1.49% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 02/18/24 | (3800) | 129109 | 10 | 129099 |
| 2.48% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 04/13/24 | (890) | 23536 | 3 | 23533 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Interest Rate Hedged Long-Term Corporate Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  |  | *Upfront* |  |
|  |  |  |  |  |  | *Notional* |  | *Premium* | *Unrealized* |
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective* | *Termination* | *Amount* |  | *Paid* | *Appreciation* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Date* | *Date* | *(000)* | *Value* | *(Received)* | *(Depreciation)* |
| 4.01% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 09/19/24 | $(500) | $3661 | $2 | $3659 |
| 4.65% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/24/24 | (1000) | (3926) | 4 | (3930) |
| 0.40% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 10/19/25 | (3850) | 365359 | 33 | 365326 |
| 3.25% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 06/21/27 | (1300) | 11110 | 11 | 11099 |
| 2.45% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/04/27 | (500) | 20470 | 4 | 20466 |
| 0.48% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 09/15/27 | (2335) | 316853 | 72074 | 244779 |
| 3.47% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 09/19/27 | (100) | (164) | 1 | (165) |
| 3.56% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/06/27 | (500) | (2795) | 5 | (2800) |
| 3.94% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/20/27 | (500) | (11217) | 5 | (11222) |
| 4.01% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/27/27 | (400) | (10273) | 4 | (10277) |
| 0.78% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 10/19/30 | (5090) | 936553 | 73 | 936480 |
| 2.10% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 04/04/32 | (3960) | 346402 | 63 | 346339 |
| 2.47% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/01/32 | (750) | 45011 | 12 | 44999 |
| 2.40% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/04/32 | (100) | 6544 | 2 | 6542 |
| 2.47% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/08/32 | (250) | 15057 | 4 | 15053 |
| 2.52% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/17/32 | (100) | 5573 | 2 | 5571 |
| 2.86% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/25/32 | (150) | 4269 | 2 | 4267 |
| 2.83% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/30/32 | (100) | 3118 | 2 | 3116 |
| 3.45% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/07/32 | (100) | (1972) | 1 | (1973) |
| 3.57% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 11/16/32 | (200) | (6035) | 3 | (6038) |
| 3.38% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/09/33 | (300) | (4602) | 5 | (4607) |
| 3.19% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/11/33 | (300) | 421 | 5 | 416 |
| 1.75% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 06/17/36 | (16785) | 3116121 | (473557) | 3589678 |
| 2.69% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 08/16/37 | (250) | 14769 | 5 | 14764 |
| 3.40% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/01/37 | (1000) | (24141) | 21 | (24162) |
| 3.41% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/27/37 | (300) | (7463) | 6 | (7469) |
| 3.51% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/29/37 | (300) | (11036) | 6 | (11042) |
| 3.55% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/30/37 | (100) | (4098) | 2 | (4100) |
| 3.24% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/10/38 | (400) | (1790) | 8 | (1798) |
| 1.95% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 05/10/41 | (18527) | 3863380 | (1083149) | 4946529 |
| 3.37% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/11/42 | (400) | (12024) | 11 | (12035) |
| 3.56% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/20/42 | (350) | (20101) | 10 | (20111) |
| 3.15% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/06/42 | (1200) | 2358 | 34 | 2324 |
| 3.45% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/29/42 | (300) | (12683) | 8 | (12691) |
| 3.10% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/17/43 | (600) | 4917 | 17 | 4900 |
| 3.21% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/31/43 | (500) | (3597) | 14 | (3611) |
| 1.61% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 08/24/46 | (6200) | 1804807 | 61144 | 1743663 |
| 1.71% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 09/14/46 | (4400) | 1211420 | 116 | 1211304 |
| 1.40% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 11/12/46 | (1900) | 534188 | 51 | 534137 |
| 1.44% | Annual | 1-Day SOFR, 4.29% | Annual | N/A | 12/10/46 | (1550) | 424265 | 49 | 424216 |
| 3.21% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/11/47 | (100) | (2430) | 3 | (2433) |
| 3.40% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/20/47 | (650) | (37163) | 21 | (37184) |
| 3.26% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 11/25/47 | (400) | (13548) | 13 | (13561) |
| 3.13% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 11/30/47 | (380) | (4289) | 12 | (4301) |
| 3.03% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/08/47 | (500) | 3055 | 17 | 3038 |
| 3.02% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/14/47 | (250) | 1724 | 8 | 1716 |
| 3.23% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/27/47 | (200) | (5676) | 6 | (5682) |
| 3.08% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/13/48 | (500) | (1650) | 16 | (1666) |
| 2.04% | Semi-annual | 3-Month LIBOR, 4.81% | Quarterly | N/A | 05/07/51 | (15815) | 3631235 | (1516675) | 5147910 |
| 2.95% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 10/05/52 | (150) | 220 | 5 | 215 |
| 3.00% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 11/30/52 | (260) | (1946) | 9 | (1955) |
| 2.91% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/06/52 | (200) | 2021 | 7 | 2014 |
| 2.90% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/08/52 | (500) | 5473 | 18 | 5455 |
| 2.89% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 12/14/52 | (200) | 2582 | 7 | 2575 |
| 2.91% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/11/53 | (400) | 3600 | 15 | 3585 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Interest Rate Hedged Long-Term Corporate Bond ETF** |
| January 31, 2023 |  |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  |  | *Upfront* |  |
|  |  |  |  |  |  | *Notional* |  | *Premium* | *Unrealized* |
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective* | *Termination* | *Amount* |  | *Paid* | *Appreciation* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Date* | *Date* | *(000)* | *Value* | *(Received)* | *(Depreciation)* |
| 2.96% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/13/53 | $(400) | $(527) | $15 | $(542) |
| 3.00% | Annual | 1-Day SOFR, 4.30% | Annual | N/A | 01/25/53 | (600) | (5158) | 21 | (5179) |
|  |  |  |  |  |  |  | $16654791 | $(2939336) | $19594127 |

---

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. 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 for identical assets or liabilities that each Fund has the ability to access;

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (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. There may not be a secondary market, and/or there are 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;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Companies | $86690227 | $— | $— | $86690227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 46009662 |  |  | 46009662 |
|  | $132699889 | $— | $— | $132699889 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Contracts | $— | $19804661 | $— | $19804661 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Contracts |  | (210534) |  | (210534) |
|  | $— | $19594127 | $— | 19594127 |

---

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

**Portfolio Abbreviation**

SOFR Secured Overnight Financing Rate <br> LIBOR London Interbank Offered 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:** 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $182942859.90

**Total Liabilities:** $88210036.60

**Net Assets:** $94732823.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.85000000 | **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:** 115346.42000000 | **1-Year:** -725.82000000 | **5-Year:** -6105.70000000 | **10-Year:** -23700.65000000 | **30-Year:** -82995.48000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137261 | 4.41%                | -0.15%               | 3.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1765785.56              | $7230370.59                                |
| Month 2  | $-1888801.38             | $-846539.62                                |
| Month 3  | $-2244573.28             | $9496365.28                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chicago Mercantile Exchange                          | SWP: USD 2.044500 07-MAY-2051                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15815278 | OU      | $6760344.12   | 7.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.186000 11-JAN-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $606.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.556000 06-OCT-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-2328.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.401000 04-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $7026.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.149000 06-DEC-2042                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $4360.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.207000 11-OCT-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-2225.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.012500 19-SEP-2024                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3121.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 1.489000 18-FEB-2024                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3800000 | OU      | $152203.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.858000 25-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $4696.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.825000 30-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $3424.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.449500 29-DEC-2042                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-12455.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.908500 11-JAN-2053                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $3897.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.510500 29-DEC-2037                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-10821.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.078000 13-JAN-2048                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-1358.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.371500 11-OCT-2042                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-11406.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.705500 14-SEP-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4400000 | OU      | $1211094.22   | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.481500 13-APR-2024                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    890000 | OU      | $23353.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.127500 30-NOV-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    380000 | OU      | $-3600.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.013000 27-OCT-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-10277.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.608000 24-AUG-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6200000 | OU      | $1694752.96   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.225000 27-DEC-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-5471.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.409500 27-DEC-2037                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-7204.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.098500 04-APR-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3960000 | OU      | $355944.74    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.890000 14-DEC-2052                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $2953.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                  | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  44005134 | NS      | $44031536.94  | 46.48%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.206500 09-FEB-2023                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $-2081.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.466000 08-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $16186.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5090110 | OU      | $934005.83    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.998000 25-JAN-2053                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-5048.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.949000 10-MAY-2041                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  18527000 | OU      | $6144579.64   | 6.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.398500 20-OCT-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    650000 | OU      | $-36169.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.942000 20-OCT-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-11214.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.259500 25-NOV-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-12883.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.445000 07-OCT-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-1842.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 0.397500 19-OCT-2025                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3850000 | OU      | $367628.08    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 0.475500 15-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2335000 | OU      | $183358.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.688000 16-AUG-2037                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $15644.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.546000 30-DEC-2037                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-4032.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.467500 01-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $48374.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.526000 22-MAR-2023                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $-2395.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.469000 19-SEP-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-69.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.404500 01-DEC-2037                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-22803.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.252500 21-JUN-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $9309.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.900500 08-DEC-2052                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $6470.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.236000 10-JAN-2038                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-1544.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.025500 08-DEC-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3960.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.020500 14-DEC-2047                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $2145.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.961500 13-JAN-2053                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-272.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.905000 06-DEC-2052                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $2428.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 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        |   1620681 | NS      | $86690226.69  | 91.51%            |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Mercantile Exchange                          | SWP: OIS 1.395500 12-NOV-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1900000 | OU      | $545467.02    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.652000 24-OCT-2024                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-5784.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.996000 30-NOV-2052                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    260000 | OU      | $-1416.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.567000 16-NOV-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-5799.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 4.252000 14-FEB-2023                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $-2184.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.452500 04-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $22763.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.559000 20-OCT-2042                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-19724.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.522500 17-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $6002.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 2.953000 05-OCT-2052                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $649.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.208500 31-JAN-2043                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-3609.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.104500 17-JAN-2043                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $5183.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.754500 17-JUN-2036                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16785000 | OU      | $4126071.60   | 4.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 1.442000 10-DEC-2046                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1550000 | OU      | $430414.63    | 0.45%             |  |  |  | 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        |   2180000 | NS      | $2180000.00   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Limited                                          | SWP: OIS 3.384500 09-JAN-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-4435.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer