# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-066797
**Filing Date:** 2026-6
**Character Count:** 64580
**Document Hash:** 58013a410c2c5a544b0e90dde98d6176
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066797.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066797

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 261121723

**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 Corporate Bond ETF (Series ID: S000042862)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000132817 | iShares Interest Rate Hedged Corporate Bond ETF | LQDH            |

## 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 Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000042862

- **c. LEI of Series:** 54930033QG8ORSOTEQ66

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $967934397.42

**Total Liabilities:** $462162186.80

**Net Assets:** $505772210.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.79000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 388010.19000000 | **1-Year:** -12508.43000000 | **5-Year:** -105015.01000000 | **10-Year:** -93089.90000000 | **30-Year:** -164658.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132817 | -1.03%               | 0.37%                | 0.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $635150.45               | $4175931.55                                |
| Month 2  | $28348.11                | $-11780577.06                              |
| Month 3  | $-16450.29               | $-618954.79                                |

**Designated Index Information**

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

- **Index Identifier:** USIRHCRP

### 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 3.856700 07-FEB-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $30330.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.760200 24-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $56866.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.656200 10-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1874000 | OU      | $42816.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 3.419500 24-MAY-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $31732.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.448700 05-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $51407.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.610700 26-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $58768.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.652700 12-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $5444.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 3.552500 05-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1500000 | OU      | $32760.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.680200 29-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $72814.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.313700 11-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $68188.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.563700 27-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1844000 | OU      | $56513.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | FSWP: OIS 3.795700 02-APR-2044 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $15962.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.425700 26-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $69917.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.340200 22-AUG-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $97784.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.734200 26-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $16456.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.928200 02-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $43540.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.612200 07-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $70989.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.812700 24-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $79939.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.779700 20-MAR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2336000 | OU      | $32611.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.407700 22-AUG-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $43419.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.724200 11-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $17880.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.829700 18-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1316000 | OU      | $86527.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.275500 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5000000 | OU      | $686441.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.731700 12-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $90265.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.331200 10-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $33337.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.346750 10-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7359000 | OU      | $211778.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.240700 09-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $37162.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.602700 11-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3100000 | OU      | $38058.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.654700 03-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1914000 | OU      | $43906.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.218200 28-NOV-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15000000 | OU      | $212615.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.758700 29-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $11572.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 4.158200 14-APR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $10808.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.510700 13-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3900000 | OU      | $70365.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.779700 07-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $46162.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.485700 10-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1682000 | OU      | $33319.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.606700 07-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $72430.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.527200 10-MAR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6778000 | OU      | $119574.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.590700 28-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $198789.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.248200 10-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $49674.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.925700 26-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $10812.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.510200 28-DEC-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $18726.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.786700 20-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $22644.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 0.910000 25-SEP-2035                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26000000 | OU      | $6660952.79   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.184500 19-OCT-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14550000 | OU      | $7049678.33   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.930700 01-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4321000 | OU      | $204962.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 1.277000 17-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3100000 | OU      | $417373.61    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.518200 12-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $58556.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                   | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 230066264 | NS      | $230135283.74 | 45.50%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.815200 14-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $24630.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.529700 18-JUL-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $54534.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.781200 29-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1394000 | OU      | $54834.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.800700 17-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    688000 | OU      | $25521.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.697700 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $52340.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.026000 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $151001.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.920700 03-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    909000 | OU      | $44832.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.802700 23-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $31535.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.350200 28-DEC-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $101656.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.346200 10-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $23326.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25400000 | OU      | $3477474.05   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.401200 22-AUG-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $18038.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.179700 11-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $160143.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.376700 20-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $79388.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.883200 27-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    747000 | OU      | $34983.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.605200 26-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $42804.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.346200 09-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $116616.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.234700 09-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $87442.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.891700 12-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $42689.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.528700 07-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $40320.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx USD Investment Grade Corporate Bond ETF | iShares iBoxx USD Investment Grade Corporate Bond ETF | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |   4369702 | NS      | $475642062.70 | 94.04%            |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                              | SWP: OIS 4.099200 06-APR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $37985.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 0.490000 22-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  55232000 | OU      | $3579571.39   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.293200 25-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $46001.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.781200 31-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $53733.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.680700 14-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $71127.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.719200 25-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $33470.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.630700 29-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $7686.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.849200 29-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1501000 | OU      | $92797.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.400700 29-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2976000 | OU      | $74212.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.866200 29-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $35586.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.736700 05-MAR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $43772.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.955200 03-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    776000 | OU      | $28557.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.880700 28-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $29581.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.754700 04-DEC-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $37019.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.343700 07-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $42063.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.939700 01-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4492000 | OU      | $175419.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.184700 10-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $41339.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.198700 10-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $31104.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.558200 12-FEB-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $108814.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.598700 15-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $93242.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.371200 22-AUG-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $40305.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.216500 12-FEB-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13180000 | OU      | $1515784.52   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.804200 14-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $25746.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.653200 02-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $50849.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.487200 02-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $49425.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.647700 27-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7600000 | OU      | $27271.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.814700 05-MAR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $43265.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.779200 15-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $27526.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 1.352500 15-DEC-2036                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6400000 | OU      | $1520441.88   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.816700 23-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $28083.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.306700 26-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $76298.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.840200 11-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $31762.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.333200 20-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $152126.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.689200 17-APR-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3276000 | OU      | $26350.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.519200 28-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $87646.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.847200 18-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1121000 | OU      | $58259.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.353700 25-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $136870.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.579700 01-DEC-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7337000 | OU      | $215396.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.819700 10-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $87070.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.398200 28-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $250308.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.866200 20-APR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1831000 | OU      | $13331.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.308700 05-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $233888.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.277700 01-DEC-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8154000 | OU      | $166144.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | FSWP: OIS 3.611700 02-APR-2054 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20288.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.954200 29-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $14536.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.189000 20-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22300000 | OU      | $1636148.78   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.591200 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $11895.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.680200 07-JUN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $46835.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 3.177500 05-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1200000 | OU      | $215744.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.798200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $35316.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.492200 20-AUG-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $65782.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.266200 09-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $96617.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 4.134200 14-APR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $26164.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 4.134700 27-MAR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2600000 | OU      | $35665.70     | 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        |  19747000 | OU      | $8809995.22   | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.865200 07-JUN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $37515.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.674700 24-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $119666.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.329200 20-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $71218.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.387200 05-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $79241.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.271200 07-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $162243.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.824200 29-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $38806.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.405700 25-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $162578.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.353200 11-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4100000 | OU      | $116420.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: USD 3.767700 17-DEC-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $151367.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.281700 17-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2265000 | OU      | $46757.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.571200 17-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1243000 | OU      | $37306.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.666200 25-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $64711.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.276200 28-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $204801.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.283700 25-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    950000 | OU      | $151693.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.546200 15-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $114224.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.289700 07-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $51534.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.202200 09-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $139301.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.808200 05-MAR-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $58766.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.195700 20-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $87429.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16655000 | OU      | $8430883.42   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.655700 24-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $22951.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.641200 14-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $57954.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 1.285000 07-DEC-2051                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3700000 | OU      | $1753705.86   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.865700 09-APR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $35661.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.946895 10-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1414000 | OU      | $53907.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.826700 01-DEC-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3919000 | OU      | $134591.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.876700 29-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    959000 | OU      | $45774.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.208700 25-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $48625.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.338700 09-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $82482.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.759200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $30879.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.330200 07-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $90853.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.901700 17-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    568000 | OU      | $25159.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 3.133500 27-JUN-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    900000 | OU      | $168836.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.393700 01-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9669000 | OU      | $244390.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.676200 20-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $74097.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.880700 17-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1186000 | OU      | $67005.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.671200 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $18322.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 1.242000 15-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18300000 | OU      | $2498963.60   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.472700 18-JUL-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $113504.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.573136 14-AUG-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $74560.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.254200 22-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $66284.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 1.002000 07-DEC-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3800000 | OU      | $102274.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | SWP: OIS 1.108000 19-OCT-2040                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20700000 | OU      | $7198134.13   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.280700 09-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $178244.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.745200 04-APR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $39698.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.757700 07-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $16135.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.283700 10-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $59218.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.395200 17-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1676000 | OU      | $42583.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES        | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  27890000 | NS      | $27890000.00  | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.794200 07-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $26336.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.512200 06-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $70823.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.560700 18-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $31072.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.272200 20-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $104680.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                              | SWP: OIS 3.598200 19-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $57072.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer