# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-010095
**Filing Date:** 2025-9
**Character Count:** 79194
**Document Hash:** ec3bb6a57f9e4f59e1ec3c9ac16c515f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010095.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010095

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**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:** 251338560

**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 U.S. Aggregate Bond ETF (Series ID: S000076590)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000236575 | iShares Interest Rate Hedged U.S. Aggregate Bond ETF | AGRH            |

## Nport-Ex

Schedule of Investments (unaudited)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate 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 — 94.6%** | **Exchange-Traded Funds — 94.6%** | **Exchange-Traded Funds — 94.6%** |
| iShares Core U.S. Aggregate Bond ETF<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 74772 | $7374015 |
| **Total Investment Companies** <br>**(Cost: $7,340,878)** | **Total Investment Companies** <br>**(Cost: $7,340,878)** | 7374015 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 2.2%** | **Money Market Funds — 2.2%** | **Money Market Funds — 2.2%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br>4.30%<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 170000 | 170000 |
| **Total Short-Term Securities — 2.2%** <br>**(Cost: $170,000)** | **Total Short-Term Securities — 2.2%** <br>**(Cost: $170,000)** | 170000 |
| **Total Investments in Securities — 96.8%** <br>**(Cost: $7,510,878)** | **Total Investments in Securities — 96.8%** <br>**(Cost: $7,510,878)** | 7544015 |
| **Other Assets Less Liabilities — 3.2%** | **Other Assets Less Liabilities — 3.2%** | 247030 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $7791045 |

---

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

<sup>(a)</sup> Affiliate of the Fund. <br> <sup>(b)</sup> Annualized 7-day yield as of period end.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2025 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/24*<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>*07/31/25*<br>| *Shares* <br>*Held at* <br>*07/31/25*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<sup>(a)</sup><br>| $— | $1216 <br><sup>(b)</sup><br>| $— | &nbsp;&nbsp; $(1216)<br>| $— | $— |  | $1709 <br><sup>(c)</sup><br>| $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| &nbsp;&nbsp; 190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (20000 )<sup>(b)</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; 170000 | 170000 | &nbsp;&nbsp;&nbsp; 17589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| iShares Core U.S. Aggregate Bond ETF | 4802305 | 41596205 | &nbsp;&nbsp; (39167215)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38968 | &nbsp;&nbsp; 7374015 | 74772 | &nbsp;&nbsp; 567158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $102536 | $38968 | $7544015 |  | $586456 | $— |

---

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

<sup>(a)</sup> As of period end, the entity is no longer held.

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

<sup>(c)</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* | &nbsp;&nbsp; *Termination* <br>*Date* |  | &nbsp;&nbsp; *Notional* <br>*Amount* <br>*(000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective* <br>*Date* | &nbsp;&nbsp; *Termination* <br>*Date* |  | &nbsp;&nbsp; *Notional* <br>*Amount* <br>*(000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 2.83% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/04/25 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; $5 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $5 |
| 3.14% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/23/25 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9 |
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/30/25 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42 |
| 3.69% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/27/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 157 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate 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* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 4.20% | At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| At Termination | N/A | &nbsp;&nbsp;&nbsp; 01/27/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; $144 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $144 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/06/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 68 |
| 3.58% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/11/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 89 |
| 3.73% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/04/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36 |
| 4.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; (893)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (894)<br>|
| 4.43% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/26 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp; (116)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (118)<br>|
| 4.10% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/28/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; (643)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (644)<br>|
| 4.05% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp; (650)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (651)<br>|
| 2.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/01/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228 |
| 2.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp; 6636 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 6634 |
| 3.08% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/02/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 125 |
| 3.66% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/09/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 26 |
| 4.00% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/19/27 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp; (617)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (617)<br>|
| 4.02% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp; (4411)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (4413)<br>|
| 4.03% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp; (1468)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1468)<br>|
| 3.98% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp; (3924)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (3926)<br>|
| 3.97% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/28 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (304)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (307)<br>|
| 2.88% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/01/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 380 |
| 2.78% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp; 9263 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 9261 |
| 2.64% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 704 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/07/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (9)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (9)<br>|
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp; (227)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (227)<br>|
| 3.62% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/30/29 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (16)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (16)<br>|
| 4.02% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; (5419)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (5422)<br>|
| 4.03% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp; (3395)<br>| &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; (3397)<br>|
| 3.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 162 |
| 3.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/04/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 117 |
| 3.72% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/15/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (114)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (114)<br>|
| 3.46% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 82 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate 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* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 3.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/20/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; $(112)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(112)<br>|
| 3.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp; (2414)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (2417)<br>|
| 3.75% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (221)<br>| &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (231)<br>|
| 3.98% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; (265)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (265)<br>|
| 4.02% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/07/30 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (395)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (395)<br>|
| 3.98% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/21/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; (920)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (920)<br>|
| 4.02% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/04/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (408)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (408)<br>|
| 4.17% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/07/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (848)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (848)<br>|
| 3.91% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/19/31 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; (723)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (723)<br>|
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp; (6515)<br>| &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; (6519)<br>|
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp; (1089)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (1089)<br>|
| 2.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/01/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 479 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 479 |
| 2.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; 11212 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 11209 |
| 2.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 668 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 668 |
| 2.80% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/25/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 552 |
| 2.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/02/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 472 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 472 |
| 3.56% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/30/32 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 92 |
| 3.81% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/06/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (58)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (58)<br>|
| 3.42% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/07/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 419 |
| 3.61% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 1802 |
| 3.60% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp; 104 |
| 3.92% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/07/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (125)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (125)<br>|
| 3.94% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/18/33 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (286)<br>| &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; (293)<br>|
| 3.95% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/26/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; (335)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (335)<br>|
| 3.93% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/21/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (242)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (242)<br>|
| 3.99% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/11/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (477)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (477)<br>|
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/30/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; 1066 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1066 |
| 3.87% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 11/12/34 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp; (160)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (160)<br>|
| 4.07% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp; (1614)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (1615)<br>|

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate 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* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp; $(4004)<br>| &nbsp;&nbsp;&nbsp; $3 | &nbsp;&nbsp;&nbsp; $(4007)<br>|
| 3.97% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/11/35 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (227)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (227)<br>|
| 2.89% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/37 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 12904 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 12902 |
| 2.68% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/37 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1207 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1207 |
| 2.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/25/37 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 722 |
| 3.53% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/38 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp; 6111 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 6108 |
| 3.53% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/38 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp; 402 |
| 3.79% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/24/39 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; 842 |
| 4.12% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp; (1852)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (1855)<br>|
| 4.13% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/11/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp; (305)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (306)<br>|
| 4.08% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/16/40 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (64)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (64)<br>|
| 2.86% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/42 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp; 18576 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 18573 |
| 2.67% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/22/42 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1739 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1739 |
| 2.84% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/25/42 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1532 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1532 |
| 3.48% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 12/30/42 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 373 |
| 3.45% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/43 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp; 11354 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 11351 |
| 3.63% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/09/44 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 629 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 629 |
| 4.11% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 02/03/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp; (179)<br>| &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; (182)<br>|
| 4.14% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/15/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; (76)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (76)<br>|
| 4.13% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/20/45 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (78)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (78)<br>|
| 2.76% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/47 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp; 20652 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 20649 |
| 2.56% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 08/05/47 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3385 |
| 3.08% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/05/47 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1499 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1499 |
| 3.11% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/17/48 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 750 |
| 3.32% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/48 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 15207 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 15203 |
| 3.34% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/48 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp; 1097 |
| 3.52% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/09/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 881 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 881 |
| 3.57% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 10/09/49 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 821 |
| 4.04% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/30/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp; 1119 |

---

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate 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* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Effective*<br> *Date* | &nbsp;&nbsp; *Termination*<br> *Date* |  | &nbsp;&nbsp; *Notional*<br> *Amount*<br> *(000)* | *Value* | &nbsp;&nbsp; *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | &nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 4.12% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/15/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; $(36)<br>| &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(36)<br>|
| 4.17% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/10/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; (220)<br>| &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; (221)<br>|
| 4.16% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/16/50 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (105)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (105)<br>|
| 2.70% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/24/52 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 682 |
| 2.65% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/11/52 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp; 17573 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 17570 |
| 2.92% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/12/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1934 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1934 |
| 3.24% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/24/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1388 |
| 3.20% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/05/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp; 10166 | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp; 10164 |
| 3.22% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/07/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp; 2136 | &nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp; 2036 |
| 3.69% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/07/53 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 634 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 634 |
| 3.44% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 01/09/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1057 |
| 3.75% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 04/04/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 261 |
| 3.33% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 09/30/54 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; 1247 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1247 |
| 3.82% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 03/10/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp; 3431 | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp; 3428 |
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 05/15/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (15)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (15)<br>|
| 4.06% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 06/20/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp; (16)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (16)<br>|
| 4.11% | Annual | &nbsp;&nbsp;&nbsp; 1-day SOFR, <br> 4.39%<br>| Annual | N/A | &nbsp;&nbsp;&nbsp; 07/16/55 | &nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp; (126)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (126)<br>|
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $130860 | &nbsp;&nbsp;&nbsp; $312 | &nbsp;&nbsp;&nbsp; $130548 |

---

**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

&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.

------

Schedule of Investments (unaudited)(continued)

July 31, 2025

**iShares® Interest Rate Hedged U.S. Aggregate Bond ETF**

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

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; $7374015 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $7374015 |
| &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; 170000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 170000 |
|  | &nbsp;&nbsp; $7544015 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $7544015 |
| Derivative Financial Instruments<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $177317 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $177317 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; (46769)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (46769)<br>|
|  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $130548 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $130548 |

---

&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 U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000076590

- **c. LEI of Series:** 5493008SQBLUQ6YHKO81

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $7791892.94

**Total Liabilities:** $857.62

**Net Assets:** $7791035.32

**Cash Not Reported:** $103461.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.02000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 2401.18000000 | **1-Year:** -204.80000000 | **5-Year:** -1471.30000000 | **10-Year:** -1043.47000000 | **30-Year:** -1554.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236575 | 0.85%                | 0.55%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-68790.24                                 |
| Month 2  | $0.00                    | $82249.20                                  |
| Month 3  | $0.00                    | $-43367.76                                 |

**Designated Index Information**

- **Index Name:** BlackRock Interest Rate Hedged U.S. Aggregate Bond Index

- **Index Identifier:** USIRAGG

### Schedule of Portfolio Investments

| Name                                           | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Ltd.                                       | SWP: OIS 2.893000 01-JUL-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $491.12       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.217694 07-JUL-2053 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $2147.61      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.659700 09-OCT-2027 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000 | OU      | $370.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 3.814000 06-MAR-2033                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000 | OU      | $-35.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.910500 01-JUL-2027                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $246.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.564500 30-DEC-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $140.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.886000 11-JUL-2037                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $13013.51     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.065700 30-JAN-2035 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $-1487.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.798000 25-AUG-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $722.31       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.139200 15-MAY-2045 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $-69.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.975200 05-JUL-2028 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    380000 | OU      | $-3829.86     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.043200 30-JAN-2050 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $1342.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.609000 22-AUG-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $860.21       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.042000 30-DEC-2025                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $102.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF           | iShares Core U.S. Aggregate Bond ETF             | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     74772 | NS      | $7374014.64   | 94.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 2.702500 24-JUN-2052                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3000 | OU      | $687.54       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.336200 30-SEP-2034 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $1365.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.155200 16-JUL-2050 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000 | OU      | $-103.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.081700 16-JUL-2040 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-62.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.933700 21-MAR-2034 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-210.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.058200 20-JUN-2055 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-12.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.567700 09-OCT-2049 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $897.63       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.629200 09-OCT-2044 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $700.23       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.322200 05-JUL-2048 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    130000 | OU      | $15298.31     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.668000 22-AUG-2042                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1925.53      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 2.922000 12-APR-2053                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10000 | OU      | $1977.18      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.483500 30-DEC-2042                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5000 | OU      | $400.08       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.130700 20-JUN-2045 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-72.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.869700 12-NOV-2034 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-35.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.638000 22-AUG-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $1082.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.029200 03-FEB-2028 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $-1193.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.166200 10-JUN-2050 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-215.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.858000 25-AUG-2037                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7000 | OU      | $837.79       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.522200 09-JAN-2049 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $929.69       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.438700 09-JAN-2054 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1110.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.661500 06-FEB-2026                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $137.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.025200 03-FEB-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    185000 | OU      | $-3074.81     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.980200 21-MAR-2031 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000 | OU      | $-849.81      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.062500 24-OCT-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12000 | OU      | $-188.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.335616 07-JUL-2048 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1156.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.059200 15-MAY-2055 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-8.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.619500 30-DEC-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $29.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.036200 30-JAN-2032 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-5997.67     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.112200 03-FEB-2045 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    120000 | OU      | $-22.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.818700 10-MAR-2055 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     85000 | OU      | $3615.41      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.451200 05-JUL-2043 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140000 | OU      | $11439.56     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.783500 11-JUL-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320000 | OU      | $9551.73      | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.016700 30-JAN-2028 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-3498.71     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.828500 04-AUG-2025                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $557.28       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.754700 04-APR-2054 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5000 | OU      | $271.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.445200 05-JUL-2026 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-916.83      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.238500 24-MAY-2053 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1408.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.434272 07-JUL-2026 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40000 | OU      | $-118.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.864500 11-JUL-2042                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    125000 | OU      | $18682.34     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.018700 04-APR-2031 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-385.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.756000 11-JUL-2047                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    105000 | OU      | $20748.49     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.037200 03-FEB-2032 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000 | OU      | $-1005.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.676000 22-AUG-2037                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1392.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.998700 19-DEC-2027 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80000 | OU      | $-421.45      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.795000 11-JUL-2027                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    380000 | OU      | $6975.51      | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.878500 01-JUL-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $398.99       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.949700 26-FEB-2034 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25000 | OU      | $-289.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.690200 07-SEP-2053 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $713.45       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.064200 03-FEB-2035 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-3695.61     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.560000 05-AUG-2047                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $3700.83      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.755200 05-JUL-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320000 | OU      | $-2286.51     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.119200 30-JAN-2040 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    160000 | OU      | $-1643.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.315500 04-MAY-2030                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $142.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.690500 27-JAN-2026                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000 | OU      | $334.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.928500 02-SEP-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $625.23       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.728500 04-MAY-2026                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $50.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.420000 07-JUN-2033 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $446.24       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.531200 05-JUL-2038 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140000 | OU      | $6188.18      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.084000 05-OCT-2047                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1616.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.168200 07-MAY-2031 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-835.50      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.943457 18-AUG-2033 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-154.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.966817 07-JUL-2028 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-295.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.606200 05-JUL-2033 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    210000 | OU      | $1910.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.019200 07-SEP-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-296.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.976200 07-AUG-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $-163.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.131700 11-JUN-2040 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25000 | OU      | $-297.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.986700 11-APR-2034 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-442.36      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.601500 07-OCT-2029                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $65.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.966700 11-JUN-2035 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-216.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    170000 | NS      | $170000.00    | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 3.584500 11-APR-2026                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20000 | OU      | $136.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.751305 07-JUL-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-208.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.200700 05-JUL-2053 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     70000 | OU      | $10221.64     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.053200 03-FEB-2027 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    250000 | OU      | $-251.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.915700 07-AUG-2033 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-50.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.137000 23-AUG-2025                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $150.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.019200 30-JAN-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-4875.20     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.785700 24-OCT-2039 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35000 | OU      | $1030.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.600380 07-JUL-2033 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $142.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.531559 07-JUL-2038 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $441.85       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.113700 16-JUL-2055 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11000 | OU      | $-124.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.715700 15-MAY-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20000 | OU      | $-86.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.463500 07-JUN-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $101.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.321500 07-FEB-2030                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     15000 | OU      | $239.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.835000 25-AUG-2042                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1700.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.119200 15-MAY-2050 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $-30.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.076500 02-SEP-2027                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $263.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | SWP: OIS 3.106500 17-MAR-2048                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5000 | OU      | $774.12       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.196700 27-JAN-2026 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $329.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 4.104200 28-JAN-2027 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-363.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.908200 19-DEC-2031 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50000 | OU      | $-572.42      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.670700 20-JUN-2030 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-88.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.649500 11-JUL-2052                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75000 | OU      | $17646.32     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 2.807000 11-JUL-2032                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    210000 | OU      | $11398.28     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                       | SWP: OIS 3.327700 30-SEP-2054 SOF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10000 | OU      | $1347.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer