# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001752724-25-157889
**Filing Date:** 2025-6
**Character Count:** 59722
**Document Hash:** 15f9b43314c029960618aabccca7d6e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157889.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157889

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**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:** 251076955

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

## Series and Classes Contracts Data

### iShares Interest Rate Hedged High Yield Bond ETF (Series ID: S000042863)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $760621471.72

**Total Liabilities:** $364990945.00

**Net Assets:** $395630526.72

**Cash Not Reported:** $5365634.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.02000000 | **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:** 115890.31000000 | **1-Year:** -13509.29000000 | **5-Year:** -99956.97000000 | **10-Year:** -4344.97000000 | **30-Year:** -107.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132818 | 0.18%                | -1.14%               | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $352326.35               | $1843746.77                                |
| Month 2  | $889660.13               | $-7630347.65                               |
| Month 3  | $640011.26               | $-3233543.78                               |

**Designated Index Information**

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

- **Index Identifier:** USIRHHYC

### Schedule of Portfolio Investments

| Name                                           | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Ltd.                                       | SWP: OIS 3.552700 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-27645.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.206200 26-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $31798.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.458700 29-SEP-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-129131.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.830200 12-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-59347.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.189700 10-JAN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-46859.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.588500 04-JUN-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2814000 | OU      | $367807.91    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.116000 03-SEP-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1960000 | OU      | $180773.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.056200 02-JAN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-17716.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.763200 05-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-13124.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.201500 27-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-3219.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.588200 08-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-4427.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.064700 14-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-31895.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.864700 01-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-20103.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.780200 25-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-14542.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.443000 22-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $890.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.982200 25-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-41969.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.862500 30-MAR-2045                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     80000 | OU      | $34037.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.214000 22-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2100000 | OU      | $179759.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.037700 11-APR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-57723.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.010200 10-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-89751.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.541500 01-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $2371.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.837200 26-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-5598.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.990200 26-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-38317.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.050700 31-AUG-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-29634.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.233000 08-JUN-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5780000 | OU      | $539628.63    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.571200 21-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-21411.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.021700 22-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-92913.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.886200 26-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-17914.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.523500 10-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    327600 | OU      | $40643.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.722200 25-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-18644.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.803200 31-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-16390.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.932200 22-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-70021.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.743700 09-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-18091.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.089200 30-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-190336.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.776000 27-JUN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-10855.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.890700 27-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-11942.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.107200 20-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-58095.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.868500 17-JUN-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1250000 | OU      | $82524.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF  | iShares iBoxx $ High Yield Corporate Bond ETF         | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |   4825321 | NS      | $379270230.60 | 95.86%            |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                       | SWP: OIS 4.043700 23-MAY-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-11135.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.166700 13-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-40241.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.798700 19-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-59937.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.039700 15-SEP-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-29466.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.945700 09-AUG-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-14498.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.697500 11-MAR-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    842000 | OU      | $51940.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.143500 12-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000 | OU      | $221085.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.590000 27-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $-682.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.775200 07-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-16185.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.564500 15-AUG-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $13565.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.890200 07-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-41138.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.101500 12-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $14691.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.776700 19-MAR-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-37394.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.719200 16-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-30882.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.740700 26-SEP-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8000000 | OU      | $55513.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.485700 08-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2700000 | OU      | $-2256.07     | -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        | 181902186 | NS      | $181974947.30 | 46.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.700700 09-DEC-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-1895.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.473200 08-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $7714.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.894700 28-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-14351.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.319500 23-NOV-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $23164.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.336000 08-FEB-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $7169.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.778700 31-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-5327.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.394200 27-SEP-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-51505.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.836700 09-AUG-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $-36079.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.135200 09-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-61224.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.632200 14-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-24977.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.746200 09-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-17068.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.276700 03-OCT-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-15469.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.030700 02-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-46838.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.787200 01-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-55554.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.368500 27-DEC-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $3845.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.922200 02-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4645219 | OU      | $-60457.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.289200 09-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-13498.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.245700 27-SEP-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-24486.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.913700 10-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-6309.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.577200 21-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-3769.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.640000 15-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $8988.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15000 | OU      | $7158.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.321000 05-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $335409.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.231700 19-FEB-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $-17084.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.993700 25-FEB-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $-35046.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.869200 20-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-16554.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.931700 16-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-55434.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.697200 10-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-11767.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.800700 07-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-24580.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.733500 28-FEB-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    355000 | OU      | $21538.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.445500 27-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4450000 | OU      | $323604.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.500700 08-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $6922.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.613500 12-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2033000 | OU      | $240247.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.282000 30-NOV-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $154563.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.810200 23-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-16377.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.879700 06-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-24772.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.434200 13-JUN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-54996.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.829200 05-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-6703.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.170700 09-DEC-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $560.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.321000 10-JAN-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3776000 | OU      | $166919.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.417000 07-APR-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9450000 | OU      | $513411.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.187200 09-JUL-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-38190.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.251700 20-JUN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-26831.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.326500 15-SEP-2025                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16400000 | OU      | $678248.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.449000 05-JAN-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2081.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.889700 07-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-55401.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.233200 13-MAY-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-56729.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.871500 29-SEP-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2900000 | OU      | $169118.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.052200 02-JAN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-89731.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.800700 07-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-50202.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.013200 09-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9399.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.553700 05-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-14166.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.407700 31-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-13738.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.104200 06-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-23492.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.088200 23-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-63459.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.092200 03-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-57689.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.878200 09-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-26992.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.772200 23-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-9081.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.187500 16-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $412.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.009200 20-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-48072.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.449500 24-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $9054.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.658700 18-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-15894.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.993200 25-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $-28700.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.737700 31-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-54084.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.850700 16-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-40553.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.161000 03-FEB-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $12650.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.863200 14-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-56949.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.077200 07-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-36444.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.458200 23-MAY-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-35351.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.767000 13-JAN-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $6502.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.084700 30-DEC-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-73601.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.158700 16-DEC-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $839.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.815700 14-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-20933.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.031200 02-JAN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-29093.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.004700 27-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-50759.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.914700 31-AUG-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-32609.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.758000 23-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $9065.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.772700 01-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-26923.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.781500 28-FEB-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $10640.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.358500 20-OCT-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    830000 | OU      | $114144.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.522200 05-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4183.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.085200 23-JAN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-48050.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.773200 15-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-11557.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.291000 10-JAN-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $7642.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.874000 30-MAR-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000 | OU      | $4837.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.998700 19-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-95570.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.139200 28-JAN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $-5964.50     | -0.00%            |  |  |  | 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        |   8650000 | NS      | $8650000.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.049200 11-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-14523.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.648200 10-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-11154.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.003200 06-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-36795.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.184200 25-OCT-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $7815.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.774500 01-APR-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10500000 | OU      | $1252334.66   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.983700 23-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-8192.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.218700 06-MAR-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-14402.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.951200 09-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-18022.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.602000 09-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1915900 | OU      | $71526.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.641200 18-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-10961.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.063700 26-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-53689.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.909700 19-DEC-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-76860.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.051700 08-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-68178.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.930200 19-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-144369.14   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.696500 28-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1172000 | OU      | $40668.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.385200 03-JUL-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-109363.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.265200 27-JUN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-42787.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.020317 18-AUG-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-13540.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.130500 18-NOV-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7600000 | OU      | $383529.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.833000 07-FEB-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $1838.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.163700 03-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-138667.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.369500 02-DEC-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $1162.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.669700 11-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-36346.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer