| ISHARES CORE US AGGREGATE BOND ETF | 95.30 | N/A |
| CASH COLLATERAL USD XBNPU 5.18 Dec 31, 2049 | 3.36 | N/A |
| BLK CSH FND TREASURY SL AGENCY 5.18 | 0.77 | N/A |
| USD CASH | 0.28 | N/A |
| SWP: OIS 2.756000 11-JUL-2047 2.76 Jul 11, 2047 | 0.24 | N/A |
| SWP: OIS 2.864500 11-JUL-2042 2.86 Jul 11, 2042 | 0.23 | N/A |
| SWP: OIS 2.649500 11-JUL-2052 2.65 Jul 11, 2052 | 0.21 | N/A |
| SWP: OIS 2.783500 11-JUL-2029 2.78 Jul 11, 2029 | 0.20 | N/A |
| SWP: OIS 2.807000 11-JUL-2032 2.81 Jul 11, 2032 | 0.19 | N/A |
| SWP: OIS 2.795000 11-JUL-2027 2.79 Jul 11, 2027 | 0.18 | N/A |
| SWP: OIS 2.886000 11-JUL-2037 2.89 Jul 11, 2037 | 0.17 | N/A |
| SWP: OIS 2.869000 11-JUL-2025 2.87 Jul 11, 2025 | 0.10 | N/A |
| SWP: OIS 3.322200 05-JUL-2048 SOF 3.32 Jul 05, 2048 | 0.08 | N/A |
| CASH COLLATERAL USD XBNPU 5.18 Dec 31, 2049 | 0.06 | N/A |
| SWP: OIS 3.200700 05-JUL-2053 SOF 3.20 Jul 05, 2053 | 0.06 | N/A |
| SWP: OIS 2.560000 05-AUG-2047 2.56 Aug 05, 2047 | 0.04 | N/A |
| SWP: OIS 3.451200 05-JUL-2043 SOF 3.45 Jul 05, 2043 | 0.04 | N/A |
| SWP: OIS 2.668000 22-AUG-2042 2.67 Aug 22, 2042 | 0.02 | N/A |
| SWP: OIS 2.922000 12-APR-2053 2.92 Apr 12, 2053 | 0.02 | N/A |
| SWP: OIS 2.835000 25-AUG-2042 2.84 Aug 25, 2042 | 0.02 | N/A |
| SWP: OIS 3.084000 05-OCT-2047 3.08 Oct 05, 2047 | 0.02 | N/A |
| SWP: OIS 2.676000 22-AUG-2037 2.68 Aug 22, 2037 | 0.02 | N/A |
| SWP: OIS 2.638000 22-AUG-2029 2.64 Aug 22, 2029 | 0.01 | N/A |
| SWP: OIS 3.690500 27-JAN-2026 3.69 Jan 27, 2026 | 0.01 | N/A |
| SWP: OIS 2.928500 02-SEP-2032 2.93 Sep 02, 2032 | 0.01 | N/A |
| SWP: OIS 3.217694 07-JUL-2053 SOF 3.22 Jul 07, 2053 | 0.01 | N/A |
| SWP: OIS 2.609000 22-AUG-2032 2.61 Aug 22, 2032 | 0.01 | N/A |
| SWP: OIS 2.858000 25-AUG-2037 2.86 Aug 25, 2037 | 0.01 | N/A |
| SWP: OIS 2.828500 04-AUG-2025 2.83 Aug 04, 2025 | 0.01 | N/A |
| SWP: OIS 2.798000 25-AUG-2032 2.80 Aug 25, 2032 | 0.01 | N/A |
| SWP: OIS 2.878500 01-JUL-2029 2.88 Jul 01, 2029 | 0.01 | N/A |
| SWP: OIS 2.893000 01-JUL-2032 2.89 Jul 01, 2032 | 0.01 | N/A |
| SWP: OIS 2.702500 24-JUN-2052 2.70 Jun 24, 2052 | 0.01 | N/A |
| SWP: OIS 3.238500 24-MAY-2053 SOF 3.24 May 24, 2053 | 0.01 | N/A |
| SWP: OIS 3.076500 02-SEP-2027 3.08 Sep 02, 2027 | 0.01 | N/A |
| SWP: OIS 3.106500 17-MAR-2048 3.11 Mar 17, 2048 | 0.01 | N/A |
| SWP: OIS 2.910500 01-JUL-2027 2.91 Jul 01, 2027 | 0.01 | N/A |
| SWP: OIS 3.661500 06-FEB-2026 3.66 Feb 06, 2026 | 0.01 | N/A |
| SWP: OIS 4.042000 30-DEC-2025 4.04 Dec 30, 2025 | 0.01 | N/A |
| SWP: OIS 3.335616 07-JUL-2048 SOF 3.34 Jul 07, 2048 | 0.01 | N/A |
| SWP: OIS 3.321500 07-FEB-2030 3.32 Feb 07, 2030 | 0.00 | N/A |
| SWP: OIS 3.584500 11-APR-2026 3.58 Apr 11, 2026 | 0.00 | N/A |
| SWP: OIS 3.531200 05-JUL-2038 SOF 3.53 Jul 05, 2038 | 0.00 | N/A |
| SWP: OIS 3.420000 07-JUN-2033 SOF 3.42 Jun 07, 2033 | 0.00 | N/A |
| SWP: OIS 3.315500 04-MAY-2030 3.32 May 04, 2030 | 0.00 | N/A |
| SWP: OIS 3.137000 23-AUG-2025 3.14 Aug 23, 2025 | 0.00 | N/A |
| SWP: OIS 3.483500 30-DEC-2042 3.48 Dec 30, 2042 | 0.00 | N/A |
| SWP: OIS 3.601500 07-OCT-2029 3.60 Oct 07, 2029 | 0.00 | N/A |
| SWP: OIS 3.728500 04-MAY-2026 3.73 May 04, 2026 | 0.00 | N/A |
| SWP: OIS 3.438700 09-JAN-2054 SOF 3.44 Jan 09, 2054 | 0.00 | N/A |
| SWP: OIS 3.522200 09-JAN-2049 SOF 3.52 Jan 09, 2049 | 0.00 | N/A |
| SWP: OIS 3.564500 30-DEC-2032 3.56 Dec 30, 2032 | 0.00 | N/A |
| SWP: OIS 3.463500 07-JUN-2030 SOF 3.46 Jun 07, 2030 | 0.00 | N/A |
| SWP: OIS 3.619500 30-DEC-2029 3.62 Dec 30, 2029 | 0.00 | N/A |
| SWP: OIS 3.531559 07-JUL-2038 SOF 3.53 Jul 07, 2038 | 0.00 | N/A |
