# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-043522
**Filing Date:** 2025-12
**Character Count:** 62039
**Document Hash:** b3b267848f77f50ed479959cbe6a96ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043522.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043522

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 251606967

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $830977865.69

**Total Liabilities:** $398901891.72

**Net Assets:** $432075973.97

**Cash Not Reported:** $4591264.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1.55000000 | **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:** 116603.08000000 | **1-Year:** -19520.29000000 | **5-Year:** -88459.15000000 | **10-Year:** -6561.78000000 | **30-Year:** -401.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132818 | 0.44%                | 1.01%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9912.89                 | $2451574.81                                |
| Month 2  | $228207.31               | $1487280.37                                |
| Month 3  | $894404.94               | $-2893454.10                               |

**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        |   5084299 | NS      | $410811359.20 | 95.08%            |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 198830759 | NS      | $198930174.85 | 46.04%            |  |  |  | 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        |  13360000 | NS      | $13360000.00  | 3.09%             |  |  |  | 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      | $81285.19     | 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      | $158383.27    | 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      | $94472.22     | 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      | $128624.76    | 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      | $436045.94    | 0.10%             |  |  |  | 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      | $163190.84    | 0.04%             |  |  |  | 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      | $372338.81    | 0.09%             |  |  |  | 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      | $43096.88     | 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      | $193740.17    | 0.04%             |  |  |  | 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      | $255274.27    | 0.06%             |  |  |  | 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      | $361350.49    | 0.08%             |  |  |  | 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      | $85171.17     | 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      | $49046.00     | 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      | $24469.04     | 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      | $11352.30     | 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      | $58896.90     | 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      | $9597.05      | 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      | $5160.70      | 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      | $7155.29      | 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      | $8789.38      | 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      | $-1039.09     | -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      | $4346.91      | 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      | $5476.69      | 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      | $3681.92      | 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      | $18215.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.767000 13-JAN-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $11211.86     | 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      | $21154.69     | 0.00%             |  |  |  | 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      | $4533.99      | 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      | $9892.04      | 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      | $7047.22      | 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      | $35808.86     | 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      | $295902.80    | 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      | $1342760.96   | 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      | $128825.73    | 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      | $377747.79    | 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      | $589760.80    | 0.14%             |  |  |  | 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      | $26598.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 0.868500 17-JUN-2026                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1250000 | OU      | $39093.46     | 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      | $5112.66      | 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      | $1166.22      | 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      | $-2275.46     | -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      | $-3312.29     | -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      | $-7901.68     | -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      | $-16961.96    | -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      | $-8311.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.836700 09-AUG-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $-40782.21    | -0.01%            |  |  |  | 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      | $-10302.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.020317 18-AUG-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-13597.44    | -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      | $-8836.58     | -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      | $-23680.51    | -0.01%            |  |  |  | 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      | $-14864.53    | -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      | $2590.46      | 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      | $1839.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.648200 10-JAN-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-5254.54     | -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      | $-111.92      | -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      | $-5084.75     | -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      | $-5208.80     | -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      | $-6203.71     | -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      | $-1951.35     | -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      | $-9349.89     | -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      | $5977.37      | 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      | $179.69       | 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      | $-3101.08     | -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      | $-11336.92    | -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      | $-12964.09    | -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      | $-36024.72    | -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      | $-15271.92    | -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      | $-40009.76    | -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      | $-11442.49    | -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      | $-19216.20    | -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      | $-8063.95     | -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      | $-27264.41    | -0.01%            |  |  |  | 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      | $-17832.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.107200 20-MAR-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-44511.80    | -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      | $-9511.51     | -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      | $-37066.62    | -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      | $-44117.12    | -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      | $-829.86      | -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      | $-47716.72    | -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      | $-56948.95    | -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      | $-12618.74    | -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      | $-41487.65    | -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      | $-24158.02    | -0.01%            |  |  |  | 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      | $-16057.06    | -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      | $-40036.79    | -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      | $-20531.16    | -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      | $-40676.24    | -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      | $-21563.64    | -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      | $-7842.51     | -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      | $-135413.89   | -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      | $-68989.59    | -0.02%            |  |  |  | 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      | $-19216.69    | -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      | $-32052.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.773200 15-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-15725.71    | -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      | $20709.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.473200 08-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-1733.81     | -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      | $4696.86      | 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      | $-10866.20    | -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      | $-15011.60    | -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      | $-30013.89    | -0.01%            |  |  |  | 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      | $-8022.78     | -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      | $-14481.02    | -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      | $-21944.21    | -0.01%            |  |  |  | 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      | $-6115.42     | -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      | $-55785.02    | -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      | $-15604.16    | -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      | $-31671.19    | -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      | $-6128.98     | -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      | $-17871.83    | -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      | $-29802.67    | -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      | $-10875.21    | -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      | $-20540.78    | -0.00%            |  |  |  | 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      | $-43621.13    | -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      | $-50016.36    | -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      | $-28167.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.170700 09-DEC-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $4288.98      | 0.00%             |  |  |  | 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      | $-9958.82     | -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      | $276.28       | 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      | $-27662.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.158700 16-DEC-2025 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $10572.95     | 0.00%             |  |  |  | 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      | $-27192.87    | -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      | $-54114.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.909700 19-DEC-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-61603.93    | -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        |   6000000 | OU      | $-104679.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.089200 30-DEC-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-126268.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.031200 02-JAN-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-22584.99    | -0.01%            |  |  |  | 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      | $-15247.27    | -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      | $-39928.71    | -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      | $-22740.13    | -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      | $-1041.67     | -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      | $-42103.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.139200 28-JAN-2026 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $11391.94     | 0.00%             |  |  |  | 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      | $-55269.45    | -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      | $2124.98      | 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      | $-17656.82    | -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      | $-32335.67    | -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      | $-29671.88    | -0.01%            |  |  |  | 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      | $-16386.19    | -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      | $-44786.85    | -0.01%            |  |  |  | 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      | $-19998.25    | -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      | $-7803.42     | -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      | $-12018.22    | -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      | $-20694.35    | -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      | $-3484.71     | -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      | $-11141.50    | -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      | $-11236.91    | -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      | $-39591.62    | -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      | $-3091.49     | -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      | $-2904.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.806700 16-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-10653.34    | -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      | $-5474.02     | -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      | $901.40       | 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      | $11008.32     | 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      | $-16229.98    | -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      | $-25446.69    | -0.01%            |  |  |  | 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      | $-9050.32     | -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      | $-13655.62    | -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      | $13590.17     | 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      | $8125.29      | 0.00%             |  |  |  | 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      | $2692.40      | 0.00%             |  |  |  | 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      | $10800.58     | 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      | $12609.55     | 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      | $1589.50      | 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      | $5530.54      | 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      | $1424.81      | 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      | $1007.75      | 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      | $9003.03      | 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      | $8109.96      | 0.00%             |  |  |  | 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      | $13469.44     | 0.00%             |  |  |  | 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      | $26765.64     | 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      | $20025.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer