# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-043410
**Filing Date:** 2025-12
**Character Count:** 91439
**Document Hash:** cf9c7bc35174eb12d4d98e6c037b0b9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043410.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043410

**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:** 251606814

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

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

## Series and Classes Contracts Data

### iShares Interest Rate Hedged Corporate Bond ETF (Series ID: S000042862)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $1020913096.83

**Total Liabilities:** $489041601.23

**Net Assets:** $531871495.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.41000000 | **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:** 426931.53000000 | **1-Year:** -10582.19000000 | **5-Year:** -118230.05000000 | **10-Year:** -97310.24000000 | **30-Year:** -189263.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132817 | 0.32%                | 1.37%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3669.72                 | $2956276.42                                |
| Month 2  | $782233.05               | $6567572.25                                |
| Month 3  | $750746.49               | $-1957244.11                               |

**Designated Index Information**

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

- **Index Identifier:** USIRHCRP

### Schedule of Portfolio Investments

| Name                                                | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF   | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |   4570147 | NS      | $508337450.81 | 95.58%            |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                                 | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 243310494 | NS      | $243432148.74 | 45.77%            |  |  |  | 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        |  20810000 | NS      | $20810000.00  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.026000 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $133455.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.189000 20-OCT-2028                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22300000 | OU      | $1381980.77   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.285000 07-DEC-2051                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3700000 | OU      | $1733576.74   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.002000 07-DEC-2026                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3800000 | OU      | $223593.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.242000 15-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18300000 | OU      | $2749110.74   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.352500 15-DEC-2036                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6400000 | OU      | $1566842.37   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 1.277000 17-DEC-2031                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3100000 | OU      | $458802.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.275500 23-AUG-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5000000 | OU      | $599301.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.490000 22-SEP-2027                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  55232000 | OU      | $3170404.64   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.778000 19-OCT-2030                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25400000 | OU      | $3068871.23   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.216500 12-FEB-2031                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13180000 | OU      | $1702335.04   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.910000 25-SEP-2035                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26000000 | OU      | $6072877.94   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.108000 19-OCT-2040                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  20700000 | OU      | $6627519.74   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 0.862500 30-MAR-2045                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19747000 | OU      | $8838968.01   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.060000 18-SEP-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16655000 | OU      | $7824734.23   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 1.184500 19-OCT-2050                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14550000 | OU      | $6517834.69   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.419500 24-MAY-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1000000 | OU      | $12492.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.133500 27-JUN-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    900000 | OU      | $131317.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.552500 05-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1500000 | OU      | $3807.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | SWP: OIS 3.177500 05-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1200000 | OU      | $165610.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.271200 07-JUL-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $121107.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.560700 18-JUL-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $2250.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.529700 18-JUL-2038 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $30287.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.472700 18-JUL-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $77209.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.781200 31-AUG-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $23301.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.815200 14-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $12031.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.519200 28-DEC-2043 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $65167.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.350200 28-DEC-2053 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $79455.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.510200 28-DEC-2033 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $9647.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.652700 12-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $233.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.601700 12-JAN-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $26268.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.518200 12-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $41555.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.598200 19-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $37756.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.760200 24-JAN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $31333.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.724700 24-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-10460.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.774200 25-JAN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9204.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.829200 25-JAN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $2452.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.666200 25-JAN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $39467.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.512200 06-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $50144.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.663700 06-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-1417.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.612200 07-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $46020.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.811700 07-FEB-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3008.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.794200 07-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $13227.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.804200 14-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $12501.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.799200 14-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-7962.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.826700 14-FEB-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $2147.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.641200 14-FEB-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $36249.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.950200 26-FEB-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-9369.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.925700 26-FEB-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $2406.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.800700 07-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-29720.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.757700 07-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $5952.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.755200 07-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $-10587.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.528700 07-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $27963.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.756700 11-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-12504.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.724200 11-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $7814.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.713700 11-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4899.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.598700 15-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $60507.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.779200 15-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $14060.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.719200 25-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $18279.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.880700 28-MAR-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $9804.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.697700 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $29664.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.671200 28-MAR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $10826.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.880700 28-MAR-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-1367.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.872200 28-MAR-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-17576.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.907700 28-MAR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-21168.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.821200 02-APR-2034 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-16335.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.870700 02-APR-2031 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-19222.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.795700 02-APR-2044 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $7714.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.611700 02-APR-2054 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $12910.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.829700 02-APR-2039 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $1495.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.745200 04-APR-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $20436.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.038700 11-APR-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-57341.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.137700 13-MAY-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-34668.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.067700 20-MAY-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-30929.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.786700 20-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $9782.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.012200 20-MAY-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-8400.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.816700 23-MAY-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $10907.28     | 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        |   2000000 | OU      | $-55316.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.955200 06-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-24735.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.901700 07-JUN-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-20593.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.865200 07-JUN-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $12393.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.900200 07-JUN-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-3110.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680200 07-JUN-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $25470.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.091200 03-JUL-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-82315.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.333200 20-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $109859.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.492200 20-AUG-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $40214.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.340200 22-AUG-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $71695.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.371200 22-AUG-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $19904.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.254200 22-AUG-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $49432.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.401200 22-AUG-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $468.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.407700 22-AUG-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $30822.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.448700 05-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $35632.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.308700 05-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $170497.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.387200 05-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $56827.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.202200 09-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $105650.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.280700 09-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $133543.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.240700 09-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $11717.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.338700 09-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $56836.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.266200 09-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $55644.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.234700 09-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $37717.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346200 09-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $85095.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.184700 10-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $15848.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.248200 10-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $29181.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.198700 10-SEP-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $14509.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.283700 10-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $44315.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.331200 10-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $23075.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346200 10-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $17020.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.179700 11-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $122320.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.313700 11-SEP-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $47662.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.272200 20-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $78594.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.329200 20-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $52291.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.195700 20-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $66393.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.405700 25-SEP-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $115190.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.283700 25-SEP-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    950000 | OU      | $111558.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.353700 25-SEP-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $99497.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.208700 25-SEP-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $16586.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.293200 25-SEP-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $25498.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.289700 07-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $18209.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.343700 07-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $21547.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.330200 07-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $65438.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.546200 15-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $71440.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.565200 15-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-8922.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680700 14-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $39379.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.621700 15-OCT-2049 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $57274.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.660700 23-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-32676.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.722700 23-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-15723.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.802700 23-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $5802.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.693200 24-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-52059.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.812700 24-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $32192.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.674700 24-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $63695.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.731700 24-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-8562.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.804200 24-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $3936.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.681200 24-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4500000 | OU      | $-52562.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.824200 29-OCT-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $4137.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.824200 29-OCT-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $14912.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.727700 29-OCT-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-44876.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.680200 29-OCT-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $38357.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.724700 29-OCT-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-40262.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.760200 29-OCT-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-21573.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.846700 05-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-12038.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.840200 05-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-14988.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.903700 05-NOV-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $53.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.775200 07-NOV-2031 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-38063.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.775200 07-NOV-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $-8369.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.606700 07-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $48278.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.779700 07-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $26033.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.802700 07-NOV-2029 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6000000 | OU      | $-60174.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.803700 07-NOV-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $6065.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.731700 12-NOV-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $50530.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.891700 12-NOV-2044 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $16219.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.754700 04-DEC-2039 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $17597.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.718200 04-DEC-2034 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-1140.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: USD 3.767700 17-DEC-2054 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $76684.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.856700 07-FEB-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $10538.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.957700 07-FEB-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1246000 | OU      | $-24884.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.962700 07-FEB-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4800000 | OU      | $-118676.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.683700 05-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-15484.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.808200 05-MAR-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $18929.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.736700 05-MAR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $-12058.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.694200 05-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-32277.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.814700 05-MAR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $20641.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.819700 10-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $35291.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.801200 11-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-13403.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.883200 11-MAR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-9661.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.833200 11-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-11898.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.840200 11-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $11712.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.787200 14-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $-51267.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.828200 14-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-23411.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.719200 24-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-19921.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.759200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $15115.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.751200 24-MAR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-11990.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.808700 24-MAR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9790.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.798200 24-MAR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $15376.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.716200 24-MAR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-19454.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.782700 14-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-15531.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.673200 14-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-18506.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.550200 14-APR-2028 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $580.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.591200 14-APR-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $-13206.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.816700 21-APR-2035 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-3222.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | FSWP: OIS 3.692200 21-APR-2032 SOF                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-17431.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.758700 29-APR-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-5852.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.630700 29-APR-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4953.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.866200 29-APR-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $10674.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.954200 29-APR-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $2125.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.835200 13-MAY-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-25044.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.059200 13-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9722.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.702700 13-MAY-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $-24315.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.713200 15-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $-21675.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.052200 15-MAY-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-15877.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.141200 15-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-10696.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.867700 24-MAY-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2473000 | OU      | $-50288.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.015200 23-MAY-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1849000 | OU      | $-51731.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.764200 23-MAY-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4174000 | OU      | $-55894.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.248700 23-MAY-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    804000 | OU      | $-29499.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.742200 02-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2562000 | OU      | $-32048.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.049700 04-JUN-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    596000 | OU      | $-10855.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.030200 02-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $-7315.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.877700 04-JUN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1155000 | OU      | $-18854.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.106700 02-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    353000 | OU      | $-5859.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.972200 10-JUN-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-24415.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.194700 11-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-29115.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.838200 11-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-9340.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.077700 21-JUN-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $-6058.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.096200 20-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $-6847.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.034200 20-JUN-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-5754.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.721200 21-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2400000 | OU      | $-27591.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.721700 21-JUN-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2400000 | OU      | $-27666.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.024700 21-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $-6332.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.023700 21-JUN-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    550000 | OU      | $-6233.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.031200 20-JUN-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    350000 | OU      | $-5631.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.095700 20-JUN-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    450000 | OU      | $-6815.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.983200 08-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $-5686.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.047200 08-JUL-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-8430.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.798700 08-JUL-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-9857.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.791200 08-JUL-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $-13829.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.111200 16-JUL-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    253000 | OU      | $-6909.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.006771 11-AUG-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-3625.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.054878 14-AUG-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    535000 | OU      | $-5251.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.018828 14-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    715000 | OU      | $-8102.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.573136 14-AUG-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-14989.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.074200 19-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    443000 | OU      | $-9406.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.734200 26-AUG-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-4809.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 4.056700 26-AUG-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-18238.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.346750 10-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7359000 | OU      | $78513.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.946895 10-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1414000 | OU      | $7204.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.353200 11-SEP-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4100000 | OU      | $42133.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.847200 18-SEP-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1121000 | OU      | $21260.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.829700 18-SEP-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1316000 | OU      | $28332.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.928200 02-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    900000 | OU      | $3528.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.653200 02-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000 | OU      | $3790.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.961700 02-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $3141.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.487200 02-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2500000 | OU      | $4077.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.958200 09-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-1764.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.991200 09-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $-905.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.656200 10-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1874000 | OU      | $2694.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.485700 10-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1682000 | OU      | $2757.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.979700 10-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1069000 | OU      | $323.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.800700 17-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    688000 | OU      | $6918.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.880700 17-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1186000 | OU      | $14353.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.911700 17-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1154000 | OU      | $13525.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.901700 17-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    568000 | OU      | $6339.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.281700 17-OCT-2030 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2265000 | OU      | $12768.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.571200 17-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1243000 | OU      | $10635.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.395200 17-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1676000 | OU      | $12025.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.883200 27-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    747000 | OU      | $10213.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.563700 27-OCT-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1844000 | OU      | $16884.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.849200 29-OCT-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1501000 | OU      | $26220.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.876700 29-OCT-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    959000 | OU      | $13967.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.781200 29-OCT-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1394000 | OU      | $17081.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.882200 29-OCT-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2005000 | OU      | $32649.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.400700 29-OCT-2032 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2976000 | OU      | $19836.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.654700 03-NOV-2035 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1914000 | OU      | $2807.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.865200 03-NOV-2040 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    470000 | OU      | $1234.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.955200 03-NOV-2045 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    776000 | OU      | $2786.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.958200 03-NOV-2050 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    743000 | OU      | $3060.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                            | SWP: OIS 3.920700 03-NOV-2055 SOF                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    909000 | OU      | $4377.47      | 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