| ISHARES IBOXX $ INV GRADE CORPORAT | 95.35 | N/A |
| CASH COLLATERAL USD XCITI 4.50 Dec 31, 2049 | 4.55 | N/A |
| SWP: IFS 2.565000 02-JUN-2031 2.56 Jun 02, 2031 | 0.44 | N/A |
| SWP: IFS 2.240000 12-JAN-2031 2.24 Jan 12, 2031 | 0.44 | N/A |
| SWP: IFS 2.465500 07-APR-2031 2.47 Apr 07, 2031 | 0.35 | N/A |
| SWP: IFS 2.921000 21-OCT-2026 2.92 Oct 21, 2026 | 0.28 | N/A |
| SWP: IFS 2.401000 09-FEB-2031 2.40 Feb 09, 2031 | 0.27 | N/A |
| BLK CSH FND TREASURY SL AGENCY 4.50 | 0.27 | N/A |
| SWP: IFS 1.947500 20-AUG-2050 1.95 Aug 20, 2050 | 0.19 | N/A |
| SWP: IFS 2.742500 15-SEP-2026 2.74 Sep 15, 2026 | 0.18 | N/A |
| SWP: IFS 2.614500 07-JAN-2037 2.61 Jan 07, 2037 | 0.17 | N/A |
| SWP: IFS 1.833750 18-OCT-2049 1.83 Oct 18, 2049 | 0.14 | N/A |
| SWP: IFS 2.446000 29-JUN-2041 2.45 Jun 29, 2041 | 0.13 | N/A |
| SWP: IFS 1.896250 20-AUG-2030 1.90 Aug 20, 2030 | 0.13 | N/A |
| SWP: IFS 1.889000 20-AUG-2030 1.89 Aug 20, 2030 | 0.11 | N/A |
| SWP: IFS 2.659000 01-OCT-2028 2.66 Oct 01, 2028 | 0.11 | N/A |
| SWP: IFS 2.964500 26-OCT-2028 2.96 Oct 26, 2028 | 0.10 | N/A |
| SWP: IFS 2.408000 30-JUL-2051 2.41 Jul 30, 2051 | 0.09 | N/A |
| SWP: IFS 2.673000 19-MAY-2031 2.67 May 19, 2031 | 0.08 | N/A |
| SWP: IFS 2.402000 29-JUN-2041 2.40 Jun 29, 2041 | 0.07 | N/A |
| SWP: IFS 2.470000 09-DEC-2046 2.47 Dec 09, 2046 | 0.06 | N/A |
| SWP: IFS 2.230000 06-JAN-2051 2.23 Jan 06, 2051 | 0.06 | N/A |
| SWP: IFS 2.582000 05-JAN-2042 2.58 Jan 05, 2042 | 0.06 | N/A |
| SWP: OIS 2.933500 06-DEC-2052 2.93 Dec 06, 2052 | 0.05 | N/A |
| SWP: IFS 2.500000 25-JAN-2037 2.50 Jan 25, 2037 | 0.04 | N/A |
| SWP: IFS 2.383750 16-JUL-2041 2.38 Jul 16, 2041 | 0.04 | N/A |
| SWP: IFS 2.420500 02-AUG-2051 2.42 Aug 02, 2051 | 0.04 | N/A |
| SWP: IFS 2.219969 18-SEP-2029 USC 2.22 Sep 18, 2029 | 0.04 | N/A |
| SWP: OIS 3.168500 09-JAN-2048 3.17 Jan 09, 2048 | 0.04 | N/A |
| SWP: IFS 2.408000 05-MAY-2028 2.41 May 05, 2028 | 0.02 | N/A |
| SWP: OIS 2.983500 15-MAR-2048 2.98 Mar 15, 2048 | 0.02 | N/A |
| SWP: OIS 2.990000 05-MAY-2053 2.99 May 05, 2053 | 0.02 | N/A |
| SWP: IFS 2.385000 17-MAY-2028 USC 2.38 May 17, 2028 | 0.02 | N/A |
| SWP: OIS 3.074500 05-MAY-2048 3.07 May 05, 2048 | 0.02 | N/A |
| SWP: OIS 3.245000 06-DEC-2032 3.25 Dec 06, 2032 | 0.02 | N/A |
| SWP: OIS 3.136000 05-MAY-2030 3.14 May 05, 2030 | 0.01 | N/A |
| SWP: IFS 2.277013 21-AUG-2031 USC 2.28 Aug 21, 2031 | 0.01 | N/A |
| SWP: IFS 2.318001 21-AUG-2034 USC 2.32 Aug 21, 2034 | 0.01 | N/A |
| SWP: IFS 2.326000 19-DEC-2042 2.33 Dec 19, 2042 | 0.01 | N/A |
| SWP: IFS 2.252492 18-SEP-2031 USC 2.25 Sep 18, 2031 | 0.01 | N/A |
| SWP: IFS 2.504000 06-DEC-2046 2.50 Dec 06, 2046 | 0.01 | N/A |
| SWP: IFS 2.277524 27-SEP-2027 USC 2.28 Sep 27, 2027 | 0.00 | N/A |
| SWP: IFS 2.498500 06-APR-2028 2.50 Apr 06, 2028 | 0.00 | N/A |
| SWP: IFS 2.290010 18-SEP-2034 USC 2.29 Sep 18, 2034 | 0.00 | N/A |
| SWP: IFS 1.937500 20-AUG-2050 1.94 Aug 20, 2050 | 0.00 | N/A |
| SWP: IFS 2.503800 30-DEC-2024 2.50 Dec 30, 2024 | 0.00 | N/A |
| SWP: IFS 2.363760 27-SEP-2031 USC 2.36 Sep 27, 2031 | 0.00 | N/A |
| SWP: IFS 2.260200 24-SEP-2027 USC 2.26 Sep 24, 2027 | 0.00 | N/A |
| SWP: IFS 2.347538 27-SEP-2029 USC 2.35 Sep 27, 2029 | 0.00 | N/A |
| SWP: IFS 2.432500 19-DEC-2032 2.43 Dec 19, 2032 | 0.00 | N/A |
| SWP: IFS 1.979200 03-JAN-2025 USC 1.98 Jan 03, 2025 | 0.00 | N/A |
| SWP: IFS 2.601250 30-SEP-2031 2.60 Sep 30, 2031 | 0.00 | N/A |
| SWP: IFS 2.450000 08-FEB-2028 2.45 Feb 08, 2028 | 0.00 | N/A |
| SWP: IFS 2.474000 07-FEB-2033 2.47 Feb 07, 2033 | 0.00 | N/A |
| SWP: IFS 2.044652 27-SEP-2025 USC 2.04 Sep 27, 2025 | 0.00 | N/A |
| SWP: IFS 2.537000 10-FEB-2025 2.54 Feb 10, 2025 | 0.00 | N/A |
| SWP: IFS 2.477000 06-APR-2025 2.48 Apr 06, 2025 | 0.00 | N/A |
| SWP: OIS 4.199700 06-MAY-2039 SOF 4.20 May 06, 2039 | 0.00 | N/A |
| SWP: IFS 2.325200 24-SEP-2049 USC 2.33 Sep 24, 2049 | 0.00 | N/A |
| SWP: IFS 2.355332 21-AUG-2039 USC 2.36 Aug 21, 2039 | 0.00 | N/A |
| SWP: IFS 2.405200 03-JAN-2034 USC 2.41 Jan 03, 2034 | 0.00 | N/A |
| SWP: IFS 2.316443 21-AUG-2049 USC 2.32 Aug 21, 2049 | 0.00 | N/A |
| SWP: IFS 2.373734 27-SEP-2044 USC 2.37 Sep 27, 2044 | 0.00 | N/A |
| SWP: IFS 2.350500 06-APR-2053 2.35 Apr 06, 2053 | 0.00 | N/A |
| SWP: IFS 2.332735 21-AUG-2044 USC 2.33 Aug 21, 2044 | 0.00 | N/A |
| SWP: IFS 2.370000 08-FEB-2053 2.37 Feb 08, 2053 | 0.00 | N/A |
| SWP: IFS 2.330173 21-AUG-2054 USC 2.33 Aug 21, 2054 | 0.00 | N/A |
| SWP: IFS 2.448200 09-JAN-2034 USC 2.45 Jan 09, 2034 | 0.00 | N/A |
| SWP: IFS 2.396279 27-SEP-2034 USC 2.40 Sep 27, 2034 | 0.00 | N/A |
| SWP: IFS 2.500000 05-JAN-2033 2.50 Jan 05, 2033 | 0.00 | N/A |
| SWP: IFS 2.333200 24-SEP-2054 USC 2.33 Sep 24, 2054 | 0.00 | N/A |
