# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-066802
**Filing Date:** 2026-6
**Character Count:** 97810
**Document Hash:** 14da648152cc2688ae6cf31750570d08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066802.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066802

**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:** 261121732

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

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

## Series and Classes Contracts Data

### iShares Interest Rate Hedged Long-Term Corporate Bond ETF (Series ID: S000044145)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Interest Rate Hedged Long-Term Corporate Bond ETF

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

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

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

- **a. Date of fiscal year-end:** 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:** $331097918.39

**Total Liabilities:** $160338229.47

**Net Assets:** $170759688.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.43000000 | **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:** 192703.28000000 | **1-Year:** -904.36000000 | **5-Year:** -7604.07000000 | **10-Year:** -50662.55000000 | **30-Year:** -129579.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137261 | -1.93%               | 0.24%                | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $2325925.56                                |
| Month 2  | $-70320.26               | $-5785907.57                               |
| Month 3  | $55904.44                | $-70280.03                                 |

**Designated Index Information**

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

- **Index Identifier:** USIRHLCR

### Schedule of Portfolio Investments

| Name                                                 | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Ltd.                                             | SWP: OIS 3.866630 18-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $4257.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.812200 24-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    211000 | OU      | $14420.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.883700 27-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    366000 | OU      | $17114.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.058700 08-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    222000 | OU      | $5062.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.907700 02-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    420000 | OU      | $22421.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.630700 08-AUG-2048 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000 | OU      | $175342.11    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.934200 06-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $9479.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.619700 24-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20036.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.859700 18-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    687000 | OU      | $40790.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.990700 09-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $26893.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.036200 08-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $11216.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.720200 11-AUG-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $20691.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.629200 09-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $15624.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.223700 24-MAY-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-1672.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.734700 12-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $16309.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.777700 24-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $32768.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.678700 29-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $54765.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.881200 02-JUL-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $7829.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.352200 16-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    344000 | OU      | $9749.71      | 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        |    300000 | OU      | $19734.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.896700 16-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    668000 | OU      | $30058.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.936200 10-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $18636.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.837700 31-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $14969.92     | 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        |    350000 | OU      | $53244.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.890200 27-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    398000 | OU      | $21573.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.004200 07-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $9225.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.796700 16-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    864000 | OU      | $32450.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.851700 28-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $27578.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.564700 18-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $11022.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.876700 29-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    659000 | OU      | $31455.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.943700 02-MAR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    447000 | OU      | $17657.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.641711 18-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $14744.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.482200 11-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $12550.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.238000 11-APR-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    700000 | OU      | $6570.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.860700 29-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $15058.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.159700 14-APR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $4241.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.754500 17-JUN-2036                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9285000 | OU      | $1909101.68   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.160700 05-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    219000 | OU      | $1862.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.055700 15-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $13926.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.901700 06-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    360000 | OU      | $19066.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.046200 08-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    129000 | OU      | $3927.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.958200 09-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $21535.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.272200 20-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $59817.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.396200 27-JUL-2048 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     70000 | OU      | $8976.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.566200 16-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1099000 | OU      | $33456.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.081700 03-APR-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3691.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.003200 23-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $3666.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.938700 01-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    469000 | OU      | $18380.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.179200 10-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-2758.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.477200 10-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $18591.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.824700 29-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $38756.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882700 12-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $5580.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.806700 12-JAN-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $21485.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.600200 06-FEB-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $28695.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.517200 12-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $15246.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.873700 16-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    348000 | OU      | $20090.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.007200 14-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $291.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.202200 21-JAN-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1286000 | OU      | $4416.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.263200 24-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $40805.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.260200 03-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $24530.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.947200 07-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    332000 | OU      | $12617.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.001200 15-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $12694.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.884700 08-APR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $3323.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.669200 10-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $8078.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.338200 24-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $27855.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.757700 16-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $18917.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.895200 08-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    254000 | OU      | $6659.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.457700 08-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $69966.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.630200 07-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    544000 | OU      | $13645.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.510700 12-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $10583.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.544200 08-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $77947.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.757700 29-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $44244.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.172200 03-APR-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $6537.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.902700 24-MAR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    220200 | OU      | $837.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.436700 09-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $26141.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.158200 07-JAN-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3800000 | OU      | $35207.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.905200 29-APR-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $1857.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.663700 06-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $3931.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.037200 15-AUG-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $6303.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.649700 03-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $7111.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.708200 12-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $6413.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.671200 08-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    138000 | OU      | $2980.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.978700 13-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $8308.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.791200 07-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $15917.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.601700 12-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    180000 | OU      | $17159.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.331200 03-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $18228.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.365000 22-MAY-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $7059.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 2.098500 04-APR-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2230000 | OU      | $200233.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.929200 01-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    222000 | OU      | $10588.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.828200 06-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $13583.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.017700 07-FEB-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $8031.63      | 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        |  78487738 | NS      | $78511283.97  | 45.98%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.919200 07-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    195000 | OU      | $9729.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.835200 24-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    451000 | OU      | $24138.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.016200 09-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1250000 | OU      | $16529.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.680200 12-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $18763.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.654200 12-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $3376.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.042700 03-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    940000 | OU      | $23312.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.700200 12-MAR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $14319.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.430700 02-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20989.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.830200 18-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    401000 | OU      | $26330.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.948200 02-JUL-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $13872.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.506700 05-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $26078.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.516200 09-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $32443.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.976700 09-DEC-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    416000 | OU      | $7168.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.845200 16-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $15769.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.215500 05-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $34345.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.904700 16-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    543000 | OU      | $28241.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.109200 09-DEC-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    345000 | OU      | $6742.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.434700 07-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $14363.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.415700 20-AUG-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320000 | OU      | $40942.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.105700 16-APR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    506000 | OU      | $9087.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.949000 10-MAY-2041                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12427000 | OU      | $3359715.33   | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 2.044500 07-MAY-2051                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11085278 | OU      | $4024665.72   | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.045200 08-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $8646.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.754700 12-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000 | OU      | $4663.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.113200 10-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $13582.99     | 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        |    350000 | OU      | $32064.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.732200 12-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $3499.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.831200 20-JAN-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2643.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.623200 19-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $29881.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.867700 12-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    180000 | OU      | $8850.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.969700 10-NOV-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $12466.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.995200 08-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    280000 | OU      | $10599.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.638700 10-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $14469.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.911700 17-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    219000 | OU      | $11143.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.382200 03-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $44588.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.055700 09-APR-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $5216.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.608000 24-AUG-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4300000 | OU      | $1630849.71   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.804700 07-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $20850.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.235000 16-MAY-2028                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $5361.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.196200 12-JAN-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $1238.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.505700 08-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $23802.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.168200 14-APR-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $4660.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.958700 02-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    270000 | OU      | $9967.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.476700 13-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $9070.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.174200 12-JAN-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2100000 | OU      | $11442.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.439200 05-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $203427.57    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.169700 03-APR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $5429.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.562200 10-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20247.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.907700 14-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    310000 | OU      | $16212.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.648200 23-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $28632.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.619200 12-MAR-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $23228.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.995700 23-FEB-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $21880.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.727700 01-FEB-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $6953.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.621700 07-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $39934.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.927200 06-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $24460.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.826200 29-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $20287.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.108700 09-APR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $6956.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.928200 22-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    359000 | OU      | $14594.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.953200 07-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    289000 | OU      | $12824.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.210700 16-OCT-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1506000 | OU      | $22726.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.091700 15-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $12689.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.565700 06-DEC-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $38538.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.490200 09-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $30983.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.826200 22-SEP-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    193000 | OU      | $6590.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.100200 06-APR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $8469.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.885200 09-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $16415.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.674700 08-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $375.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.082200 23-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1955.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.695200 12-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $5664.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.709700 16-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $29827.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.559200 01-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $22047.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.308200 02-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $23296.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.123700 18-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $10308.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.208200 06-JAN-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1219400 | OU      | $5161.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.805200 15-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $10135.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.983200 09-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $23079.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.994200 08-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    336000 | OU      | $10565.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882200 29-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    738000 | OU      | $40924.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.110700 20-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-3096.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.894700 12-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $12685.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.701700 19-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $24116.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.530700 08-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $164277.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2190110 | OU      | $299844.52    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.045200 08-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $9899.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.607200 08-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $8375.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.529700 12-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $17254.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.956200 29-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $14431.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 0.475500 15-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2335000 | OU      | $152373.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.780200 20-MAR-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    627000 | OU      | $8727.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.816200 14-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2805.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.033700 15-AUG-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $5226.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.781200 29-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    513000 | OU      | $20179.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.138200 30-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    480000 | OU      | $5557.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.857200 27-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    286000 | OU      | $17292.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.281200 27-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $15998.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.718700 01-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $12457.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.144700 09-APR-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $9144.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.746200 01-DEC-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000 | OU      | $9500.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.761200 29-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $4767.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.357700 05-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $187078.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.806700 14-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $10234.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.564700 29-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    464000 | OU      | $14158.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.564200 15-DEC-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $19082.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.923200 07-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $5147.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.863700 16-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $22366.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.527500 16-JUN-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $2343.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.969698 11-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $12558.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.640200 08-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $34708.06     | 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        |    150000 | OU      | $15540.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.140700 15-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $4548.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.955200 01-DEC-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    246000 | OU      | $10778.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.644700 01-FEB-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $17793.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.591700 15-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $21368.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.739200 31-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-242.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.847200 18-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    158000 | OU      | $8211.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.826200 01-DEC-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    227000 | OU      | $7808.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.613200 31-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $20581.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.081130 29-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    228000 | OU      | $1417.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.035200 13-MAY-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $9820.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.789200 08-JAN-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $4242.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.182000 06-JUN-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $53497.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.850700 07-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    301000 | OU      | $9437.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.054700 12-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $8917.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.138700 09-JAN-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    911000 | OU      | $10519.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.417700 03-AUG-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $13661.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.744200 12-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-5122.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.023700 16-APR-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    309000 | OU      | $4380.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.929700 03-DEC-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    538000 | OU      | $12124.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.119200 31-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $14867.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 3.467700 25-JUL-2043 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $19269.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.090700 09-DEC-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    394000 | OU      | $7172.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.936700 07-MAR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $11376.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.398700 07-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $25933.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.083200 09-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    545000 | OU      | $11430.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.629200 08-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $1813.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.031700 03-DEC-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    701000 | OU      | $20965.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.906700 22-JAN-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $3251.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.760700 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $19236.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 10+ Year Investment Grade Corporate Bond ETF | iShares 10+ Year Investment Grade Corporate Bond ETF  | CUSIP: 464289511<br>LEI: 5493002XJCHL78PKW767 | Long             | EC               | RF                | US        |   3191813 | NS      | $158345842.93 | 92.73%            |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                             | SWP: OIS 3.195700 20-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $52457.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.882200 17-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    282000 | OU      | $15858.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.734200 08-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $108069.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.338200 24-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    401000 | OU      | $11595.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: OIS 1.395500 12-NOV-2046                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1900000 | OU      | $771986.30    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.058700 03-DEC-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1124000 | OU      | $30900.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | FSWP: OIS 3.813200 21-APR-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2934.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.511700 06-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $23624.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | FSWP: OIS 3.588200 21-APR-2030 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $1224.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.394200 22-DEC-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $14946.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.953200 02-MAR-2056 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    605000 | OU      | $26494.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.779700 15-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $10997.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.072700 08-APR-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $3397.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.527200 16-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    510000 | OU      | $17265.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.968700 08-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    231000 | OU      | $9528.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.856700 12-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $12228.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.519200 05-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $140322.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.690200 31-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $17855.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.908200 22-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $12995.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.686200 02-JUL-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $4179.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.078700 28-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $3884.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.849200 29-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    530000 | OU      | $32766.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.939700 22-SEP-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    209000 | OU      | $9743.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 2.452500 04-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $13656.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.947700 07-MAY-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $4048.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.716700 06-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-320.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.269200 07-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $32516.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.843700 24-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    235000 | OU      | $14475.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.963700 10-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $10695.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.237700 20-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $10057.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.568200 09-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $25841.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.331700 05-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $30236.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.199200 28-JAN-2051 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $11834.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.674200 11-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $27144.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.142200 09-APR-2046 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $11607.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.785700 27-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    388000 | OU      | $15075.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.825200 14-JAN-2036 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    983000 | OU      | $9039.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.486200 20-AUG-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    270000 | OU      | $26446.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.028200 02-JAN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-6237.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.775700 08-AUG-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $28715.37     | 0.02%             |  |  |  | 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        |  10520000 | NS      | $10520000.00  | 6.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.536200 05-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $97174.77     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 1.442000 10-DEC-2046                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1550000 | OU      | $615662.76    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 4.063200 14-JAN-2041 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $11948.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.623200 08-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $59452.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                             | SWP: OIS 3.554200 08-JUL-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    221000 | OU      | $2137.38      | 0.00%             |  |  |  | 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