# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-26-031788
**Filing Date:** 2026-3
**Character Count:** 118830
**Document Hash:** 8204b22c13fc8e729ba059e44d1e8e70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031788.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031788

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26795958

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Shares* | *Value* |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **Exchange-Traded Funds — 95.0%** | **Exchange-Traded Funds — 95.0%** | **Exchange-Traded Funds — 95.0%** |
| iShares iBoxx $ High Yield Corporate Bond ETF<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 5287671 | $428935872 |
| **Total Investment Companies** <br>**(Cost: $415,415,465)** | **Total Investment Companies** <br>**(Cost: $415,415,465)** | 428935872 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 48.9%** | **Money Market Funds — 48.9%** | **Money Market Funds — 48.9%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, <br>3.82%<sup>(a)(c)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 205470947 | 205573682 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, <br>3.64%<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 15410000 | 15410000 |
| **Total Short-Term Securities — 48.9%** <br>**(Cost: $220,964,516)** | **Total Short-Term Securities — 48.9%** <br>**(Cost: $220,964,516)** | 220983682 |
| **Total Investments in Securities — 143.9%** <br>**(Cost: $636,379,981)** | **Total Investments in Securities — 143.9%** <br>**(Cost: $636,379,981)** | 649919554 |
| **Liabilities in Excess of Other Assets — (43.9)%** | **Liabilities in Excess of Other Assets — (43.9)%** | (198415330)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $451504224 |

---

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

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $198490245 | $7083372 <br><sup>(a)</sup><br>| $— | $— | $65 | $205573682 | 205470947 | $209583 <br><sup>(b)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp; 13360000 | 2050000 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15410000 | 15410000 | &nbsp;&nbsp;&nbsp;&nbsp; 132836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate <br> Bond ETF<br>| &nbsp;&nbsp; 414919474 | 28760360 | &nbsp;&nbsp; (16460421)<br>| &nbsp;&nbsp;&nbsp; 1155558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560901 | &nbsp;&nbsp; 428935872 | 5287671 | &nbsp;&nbsp; 6060044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $1155558 | $560966 | $649919554 |  | $6402463 | $— |

---

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

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

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

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

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective* <br>*Date* | *Termination* <br>*Date* |  | *Notional* <br>*Amount* <br>*(000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective* <br>*Date* | *Termination* <br>*Date* |  | *Notional* <br>*Amount* <br>*(000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 3.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/07/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; $(7)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(7)<br>|
| 4.23% | At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| At Termination | N/A | &nbsp;&nbsp;&nbsp; 02/19/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp; (1606)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (1607)<br>|
| 4.19% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/16/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (3364)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (3366)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 0.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/17/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp; $13202 | &nbsp;&nbsp;&nbsp; $(1761)<br>| &nbsp;&nbsp;&nbsp; $14963 |
| 3.91% | At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| At Termination | N/A | &nbsp;&nbsp;&nbsp; 06/27/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp; (9989)<br>| &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; (9997)<br>|
| 4.20% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; (7784)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (7788)<br>|
| 4.29% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/09/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; (7920)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (7924)<br>|
| 4.41% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/31/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (6507)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (6509)<br>|
| 3.72% | At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| At Termination | N/A | &nbsp;&nbsp;&nbsp; 09/08/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp;&nbsp; (9289)<br>| &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; (9306)<br>|
| 0.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/29/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp;&nbsp; 51533 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 51529 |
| 3.66% | At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| At Termination | N/A | &nbsp;&nbsp;&nbsp; 10/01/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp; (3321)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (3330)<br>|
| 1.13% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/18/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp; 144168 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 144157 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/23/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 8871 | &nbsp;&nbsp;&nbsp; (1021)<br>| &nbsp;&nbsp;&nbsp; 9892 |
| 3.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/05/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (4487)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (4491)<br>|
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/10/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3776 | &nbsp;&nbsp;&nbsp; 76204 | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 76197 |
| 3.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/10/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (3887)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (3890)<br>|
| 3.98% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/23/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (4837)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (4840)<br>|
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/05/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (8618)<br>| &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; (8626)<br>|
| 1.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1916 | &nbsp;&nbsp;&nbsp; 36023 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 36019 |
| 4.01% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (5436)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (5439)<br>|
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/14/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (18290)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (18299)<br>|
| 1.70% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/28/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1172 | &nbsp;&nbsp;&nbsp; 21734 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 21732 |
| 4.22% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/06/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (8167)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (8169)<br>|
| 3.84% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/17/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp; (5745)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (5749)<br>|
| 2.64% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/15/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 3405 | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; 3404 |
| 3.35% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/08/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; 3313 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 3294 |
| 3.59% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/08/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; (16356)<br>| &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; (16370)<br>|
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (13279)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (13285)<br>|
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (14164)<br>| &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; (14169)<br>|
| 3.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/01/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (16331)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (16337)<br>|
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; (43478)<br>| &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; (43493)<br>|
| 3.92% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/02/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4645 | &nbsp;&nbsp;&nbsp; (44919)<br>| &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; (44933)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/16/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; $(40333)<br>| &nbsp;&nbsp;&nbsp; $12 | &nbsp;&nbsp;&nbsp; $(40345)<br>|
| 4.00% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/19/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp; (68216)<br>| &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; (68235)<br>|
| 4.05% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/02/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp;&nbsp; (25956)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (25962)<br>|
| 4.01% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/10/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; (62699)<br>| &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; (62715)<br>|
| 3.99% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/25/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp; (19879)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (19885)<br>|
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/19/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (24973)<br>| &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; (24991)<br>|
| 1.42% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/07/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 9450 | &nbsp;&nbsp;&nbsp; 387581 | &nbsp;&nbsp;&nbsp; (72480)<br>| &nbsp;&nbsp;&nbsp; 460061 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/16/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (13491)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (13500)<br>|
| 1.23% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/08/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5780 | &nbsp;&nbsp;&nbsp; 279137 | &nbsp;&nbsp;&nbsp; (43634)<br>| &nbsp;&nbsp;&nbsp; 322771 |
| 3.46% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (2853)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (2863)<br>|
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (18310)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (18320)<br>|
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/17/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp; (24573)<br>| &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; (24613)<br>|
| 1.12% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/03/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp;&nbsp; 110040 | &nbsp;&nbsp;&nbsp; (18539)<br>| &nbsp;&nbsp;&nbsp; 128579 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/08/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 7951 | &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; 7930 |
| 3.36% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/01/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 1174 | &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; 1160 |
| 1.14% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; 144032 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 144019 |
| 1.21% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp; 118495 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 118484 |
| 3.39% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 74 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/05/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp; 247879 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 247854 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/18/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (11216)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (11225)<br>|
| 3.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/23/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (11778)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (11784)<br>|
| 3.48% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/26/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp; (21876)<br>| &nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp; (21948)<br>|
| 1.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/27/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4450 | &nbsp;&nbsp;&nbsp; 246585 | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp; 246558 |
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/05/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (9050)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (9062)<br>|
| 3.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/14/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (40279)<br>| &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; (40298)<br>|
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/26/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (38660)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (38672)<br>|
| 1.73% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/28/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp; 17251 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 17249 |
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/07/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (28666)<br>| &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; (28679)<br>|
| 1.70% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/11/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 842 | &nbsp;&nbsp;&nbsp; 42274 | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; 42269 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 4.11% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/20/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; $(41688)<br>| &nbsp;&nbsp;&nbsp; $13 | &nbsp;&nbsp;&nbsp; $(41701)<br>|
| 4.00% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/27/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (35734)<br>| &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; (35747)<br>|
| 4.09% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/03/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (41102)<br>| &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; (41115)<br>|
| 4.14% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/09/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (43821)<br>| &nbsp;&nbsp;&nbsp; (31)<br>| &nbsp;&nbsp;&nbsp; (43790)<br>|
| 4.23% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/13/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (50709)<br>| &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; (50722)<br>|
| 4.10% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/06/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (21609)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (21616)<br>|
| 4.17% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/13/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (35498)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (35508)<br>|
| 3.99% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/26/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (36353)<br>| &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; (36367)<br>|
| 4.16% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/03/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp; (119076)<br>| &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; (119111)<br>|
| 4.05% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/08/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (60800)<br>| &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; (60821)<br>|
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/09/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (17020)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (17027)<br>|
| 2.56% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/15/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 8636 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 8634 |
| 3.10% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/12/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp; 9063 | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; 9057 |
| 3.44% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/22/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (89)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (93)<br>|
| 3.49% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/08/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp; (4252)<br>| &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (4272)<br>|
| 3.57% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/21/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; (17994)<br>| &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (18024)<br>|
| 3.74% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; (41286)<br>| &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (41316)<br>|
| 3.79% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/01/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp; (42232)<br>| &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp; (42259)<br>|
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (37663)<br>| &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; (37685)<br>|
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/22/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (51888)<br>| &nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp; (51911)<br>|
| 3.37% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/02/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp; 1277 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 1273 |
| 3.74% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/09/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; (12724)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (12733)<br>|
| 3.85% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/16/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (28983)<br>| &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; (28999)<br>|
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/19/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; (69549)<br>| &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; (69580)<br>|
| 3.29% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/10/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 8990 | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; 8978 |
| 3.16% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; 13330 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 13320 |
| 3.98% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/25/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (29523)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (29535)<br>|
| 0.77% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/01/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10500 | &nbsp;&nbsp;&nbsp; 1096696 | &nbsp;&nbsp;&nbsp; 101378 | &nbsp;&nbsp;&nbsp; 995318 |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/11/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; (19159)<br>| &nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp; (19180)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/14/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; $(9244)<br>| &nbsp;&nbsp;&nbsp; $25 | &nbsp;&nbsp;&nbsp; $(9269)<br>|
| 3.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/24/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; 1291 |
| 3.54% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/01/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp; (1611)<br>| &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp; (1617)<br>|
| 3.59% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp; (5342)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (5354)<br>|
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/17/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp; (14903)<br>| &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp; (14940)<br>|
| 3.40% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/01/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 9640 | &nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp; 9622 |
| 3.30% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp; 17083 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 17066 |
| 3.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4653 | &nbsp;&nbsp;&nbsp; 46592 | &nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp; 46549 |
| 3.44% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 3099 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 3089 |
| 3.37% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/10/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3812 | &nbsp;&nbsp;&nbsp; 24236 | &nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp; 24200 |
| 3.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/05/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 69 |
| 3.51% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/14/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp; 3503 | &nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp; 3461 |
| 3.64% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/18/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (5235)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (5245)<br>|
| 3.77% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/23/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (5604)<br>| &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; (5609)<br>|
| 3.54% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/02/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 4929 | &nbsp;&nbsp;&nbsp; (3512)<br>| &nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp; (3560)<br>|
| 3.75% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/09/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (9942)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (9952)<br>|
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/14/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (13122)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (13132)<br>|
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/06/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (16017)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (16027)<br>|
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/07/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; (14799)<br>| &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (14811)<br>|
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/11/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp; (679)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (679)<br>|
| 1.59% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/04/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2814 | &nbsp;&nbsp;&nbsp; 269450 | &nbsp;&nbsp;&nbsp; (73562)<br>| &nbsp;&nbsp;&nbsp; 343012 |
| 4.00% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/06/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (32637)<br>| &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; (32653)<br>|
| 3.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/20/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (15200)<br>| &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (15211)<br>|
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/26/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (16017)<br>| &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (16028)<br>|
| 3.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/09/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (23382)<br>| &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; (23398)<br>|
| 3.77% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/15/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (10374)<br>| &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (10385)<br>|
| 3.21% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/26/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 28483 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 28467 |
| 3.47% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/08/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 10953 | &nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp; 10930 |
| 1.36% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp; 95556 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 95548 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/21/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp; $303 | &nbsp;&nbsp;&nbsp; $14 | &nbsp;&nbsp;&nbsp; $289 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; (10809)<br>| &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; (10826)<br>|
| 3.77% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/01/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp; (16641)<br>| &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; (16660)<br>|
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (9899)<br>| &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (9910)<br>|
| 3.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/12/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (38234)<br>| &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; (38269)<br>|
| 1.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/30/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp; 133337 | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; 133326 |
| 3.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (50469)<br>| &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; (50504)<br>|
| 4.03% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/02/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp; (32549)<br>| &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; (32566)<br>|
| 4.08% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/07/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp; (849)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (850)<br>|
| 1.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/10/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp;&nbsp; 36371 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 36368 |
| 1.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/12/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2033 | &nbsp;&nbsp;&nbsp; 215908 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 215886 |
| 3.99% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/25/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp; (23280)<br>| &nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp; (23294)<br>|
| 1.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/28/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp; 9954 | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; 9953 |
| 3.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/19/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (31010)<br>| &nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp; (31046)<br>|
| 3.63% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/14/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp; (2156)<br>| &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; (2187)<br>|
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/16/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; (11352)<br>| &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; (11377)<br>|
| 3.90% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/17/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp; (27522)<br>| &nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp; (27545)<br>|
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/27/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp; 5936 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 5911 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/21/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 8486 | &nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp; 8447 |
| 2.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/23/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp; 7763 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 7761 |
| 3.44% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/08/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp; 20568 | &nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp; 20546 |
| 3.50% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/01/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 13854 | &nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp; 13835 |
| 3.41% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp; 30885 | &nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp; 30857 |
| 3.39% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/17/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 2755 | &nbsp;&nbsp;&nbsp; 42959 | &nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp; 42922 |
| 3.55% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/07/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 6337 | &nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp; 6324 |
| 3.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/19/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; 25672 | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; 25632 |
| 3.37% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/27/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 5483 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 5479 |
| 3.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/05/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; 4050 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 4046 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/26/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp; (9448)<br>| &nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp; (9489)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | *Termination*<br> *Date* |  | *Notional*<br> *Amount*<br> *(000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/08/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; $10520 | &nbsp;&nbsp;&nbsp; $6 | &nbsp;&nbsp;&nbsp; $10514 |
| 4.25% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/27/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (17556)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (17563)<br>|
| 4.28% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/03/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; (11153)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (11157)<br>|
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/28/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp; (6275)<br>| &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; (6284)<br>|
| 3.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/27/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (4943)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (4950)<br>|
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/23/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; (8093)<br>| &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; (8098)<br>|
| 4.05% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/11/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (10240)<br>| &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; (10248)<br>|
| 3.84% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/26/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (2537)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (2544)<br>|
| 3.50% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/08/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 10543 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 10535 |
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/31/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; 326 |
| 3.70% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/09/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; 2814 | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 2807 |
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/02/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (9848)<br>| &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp; (9856)<br>|
| 4.19% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/10/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; (29821)<br>| &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; (29836)<br>|
| 4.01% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/16/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp; (6090)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (6097)<br>|
| 3.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/21/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 4158 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 4141 |
| 3.65% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/08/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp; 22391 | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; 22366 |
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 21827 | &nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp; 21810 |
| 3.69% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/19/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp; 12786 | &nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp; 12770 |
| 0.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/30/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp; 35665 | &nbsp;&nbsp;&nbsp; (857)<br>| &nbsp;&nbsp;&nbsp; 36522 |
| 4.21% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/16/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp; (103)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (106)<br>|
| 0.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/30/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 5147 | &nbsp;&nbsp;&nbsp; (433)<br>| &nbsp;&nbsp;&nbsp; 5580 |
| 4.18% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/16/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 865 |
| 1.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/18/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 7372 | &nbsp;&nbsp;&nbsp; (645)<br>| &nbsp;&nbsp;&nbsp; 8017 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $2163367 | &nbsp;&nbsp;&nbsp; $(109282)<br>| &nbsp;&nbsp;&nbsp; $2272649 |

---

**Fair Value Hierarchy as of Period End** 

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

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Interest Rate Hedged High Yield Bond ETF**

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp; $428935872 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $428935872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 220983682 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 220983682 |
|  | &nbsp;&nbsp; $649919554 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $649919554 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4421914 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4421914 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (2149265)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2149265)<br>|
|  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2272649 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2272649 |

---

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

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

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $860685338.75

**Total Liabilities:** $409192608.78

**Net Assets:** $451492729.97

**Cash Not Reported:** $3453977.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.93000000 | **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:** 118886.44000000 | **1-Year:** -19161.45000000 | **5-Year:** -89655.38000000 | **10-Year:** -6106.28000000 | **30-Year:** -379.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132818 | 0.54%                | 0.84%                | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $1053466.77                                |
| Month 2  | $285421.04               | $-2180847.72                               |
| Month 3  | $870137.35               | $1688346.74                                |

**Designated Index Information**

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

- **Index Identifier:** USIRHHYC

### Schedule of Portfolio Investments

| Name                                           | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares iBoxx $ High Yield Corporate Bond ETF  | iShares iBoxx $ High Yield Corporate Bond ETF         | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |   5287671 | NS      | $428935871.52 | 95.00%            |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 204011056 | NS      | $204113061.80 | 45.21%            |  |  |  | No            |                  1 | 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        |  15410000 | NS      | $15410000.00  | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.871500 29-SEP-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2900000 | OU      | $82211.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.143500 12-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000 | OU      | $164936.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.358500 20-OCT-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    830000 | OU      | $101553.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.214000 22-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2100000 | OU      | $134184.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.130500 18-NOV-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7600000 | OU      | $185695.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.282000 30-NOV-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $138177.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.321000 05-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $255126.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.523500 10-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    327600 | OU      | $36738.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.321000 10-JAN-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3776000 | OU      | $80850.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.613500 12-JAN-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2033000 | OU      | $218095.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.445500 27-JAN-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4450000 | OU      | $247678.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.602000 09-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1915900 | OU      | $86439.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.696500 28-FEB-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1172000 | OU      | $49830.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.733500 28-FEB-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    355000 | OU      | $25638.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.781500 28-FEB-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $12272.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.697500 11-MAR-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    842000 | OU      | $61725.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.564500 15-AUG-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $10745.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.640000 15-AUG-2027                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $5407.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.758000 23-AUG-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    150000 | OU      | $8612.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.101500 12-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $11835.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.443000 22-SEP-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $845.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.369500 02-DEC-2029                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $1548.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.368500 27-DEC-2032                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $5569.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.449000 05-JAN-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $4094.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.291000 10-JAN-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $9276.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.161000 03-FEB-2030                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $26779.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.833000 07-FEB-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $4365.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.336000 08-FEB-2033                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $15127.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15000 | OU      | $7535.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.862500 30-MAR-2045                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     80000 | OU      | $37957.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.588500 04-JUN-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2814000 | OU      | $318118.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.774500 01-APR-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10500000 | OU      | $1404322.70   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.116000 03-SEP-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1960000 | OU      | $133722.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.233000 08-JUN-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5780000 | OU      | $390311.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 1.417000 07-APR-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9450000 | OU      | $608116.11    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 1.319500 23-NOV-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $11189.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.868500 17-JUN-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1250000 | OU      | $39250.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.874000 30-MAR-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000 | OU      | $5432.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.449500 24-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $6360.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.541500 01-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $1379.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.187500 16-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-3713.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.590000 27-JUN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $-958.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.776000 27-JUN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-13818.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.201500 27-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-9106.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.289200 09-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-10544.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.407700 31-AUG-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-8951.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.245700 27-SEP-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-18077.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.276700 03-OCT-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-11497.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.829200 05-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-4676.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.522200 05-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $174.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.913700 10-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4024.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.641200 18-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-5232.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.658700 18-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-11219.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.772200 23-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-5616.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.983700 23-JAN-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4910.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.810200 23-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-11811.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.763200 05-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $6710.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.553700 05-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $5359.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.013200 09-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-2898.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.746200 09-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4771.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.064700 14-FEB-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-12351.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.863200 14-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-28446.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.815700 14-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-8714.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.063700 26-FEB-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-34981.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.894700 28-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-4237.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.879700 06-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-12589.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.218700 06-MAR-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-7856.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.890200 07-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-22039.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.800700 07-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-9838.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.107200 20-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-39308.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.890700 27-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-3451.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.004700 27-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-31730.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.092200 03-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-38772.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.037700 11-APR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     29000 | OU      | $-634.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.135200 09-APR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-42342.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.233200 13-MAY-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-51292.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.043700 23-MAY-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-7696.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.003200 06-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-30975.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.104200 06-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-21171.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.049200 11-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-9864.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.166700 13-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-35533.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.869200 20-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-13409.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.990200 26-JUN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-34426.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.886200 26-JUN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-14420.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.837200 26-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-1589.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.163700 03-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-119880.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.051700 08-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-59469.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.951200 09-JUL-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-16012.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.878200 09-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-21243.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.773200 15-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-8454.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.206200 26-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $32415.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.473200 08-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $13808.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.500700 08-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $11212.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.485700 08-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2700000 | OU      | $-504.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.588200 08-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-11053.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.571200 21-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-14483.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.577200 21-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $1335.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.780200 25-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-12873.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.722200 25-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-10273.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.778700 31-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $410.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.737700 31-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-40256.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.803200 31-OCT-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-13983.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.787200 01-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-41912.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.864700 01-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-16531.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.772700 01-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-16424.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.800700 07-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-37563.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.775200 07-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9805.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.889700 07-NOV-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-44364.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.830200 12-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-38403.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.932200 22-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-52783.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.922200 02-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4645219 | OU      | $-46396.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.743700 09-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-12800.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.700700 09-DEC-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2813.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.931700 16-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-41570.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.850700 16-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-29394.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.998700 19-DEC-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-70435.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.909700 19-DEC-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-51259.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.930200 19-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-70701.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.056200 02-JAN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-10005.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.030700 02-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-32960.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.052200 02-JAN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2055000 | OU      | $-26595.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.077200 07-JAN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33000 | OU      | $-858.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.189700 10-JAN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-30104.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.010200 10-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-49862.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.231700 19-FEB-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $576.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.993200 25-FEB-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $-15851.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.982200 25-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-25591.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.993700 25-FEB-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $-20516.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.776700 19-MAR-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-12617.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.798700 19-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-19237.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.669700 11-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-7831.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.552700 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $6994.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.632200 14-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $9764.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.719200 16-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-3313.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.844700 17-MAY-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $-3051.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.014200 16-MAY-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-5580.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.784700 16-MAY-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-9094.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.895700 17-MAY-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $-23770.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.208200 16-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-116.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.176200 16-MAY-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $878.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.581200 27-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $12787.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.460700 27-JUN-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $3379.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.908200 27-JUN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13000000 | OU      | $8801.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.553700 17-JUL-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-6041.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.579200 17-JUL-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4200000 | OU      | $-2519.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.784700 21-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $5354.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.596200 21-AUG-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $14636.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.715200 08-SEP-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20000000 | OU      | $13642.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.441700 08-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $24390.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.654700 08-SEP-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $24476.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.276700 08-SEP-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $16688.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.351700 08-SEP-2027 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $16365.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.496200 01-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $16099.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.660200 01-OCT-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $6090.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.395200 01-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $13318.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.362200 01-OCT-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $5076.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.302200 15-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1900000 | OU      | $20503.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.576700 15-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $22803.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.407700 15-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2100000 | OU      | $33999.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.279200 17-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4653000 | OU      | $55012.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.393700 17-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2755000 | OU      | $47015.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.553700 07-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $6953.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.443200 07-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $3975.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.386700 07-NOV-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $3127.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.370200 10-NOV-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3812000 | OU      | $28047.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.519200 19-NOV-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $27296.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.694200 19-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $12973.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.507200 14-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4300000 | OU      | $3798.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.723700 26-JAN-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-9475.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.479700 26-JAN-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9000000 | OU      | $-21652.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.543700 02-FEB-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4929000 | OU      | $-3512.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer