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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2054-01-30</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.277013 21-AUG-2031 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD7BHCG8"/>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <terminationDt>2031-08-21</terminationDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.577667 18-NOV-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDB45QC7"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2034-11-18</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>90.65000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.444293 12-MAR-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYWT8UM3"/>
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        <balance>60000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>147.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.44000000"/>
            <terminationDt>2054-03-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-67.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.454200 15-MAR-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYX10MW5"/>
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        <balance>33000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>17.32000000</valUSD>
        <pctVal>0.000018521925</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.45000000"/>
            <terminationDt>2054-03-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>33000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.465500 07-APR-2031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWKJG1S3"/>
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        <balance>2000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>224381.63000000</valUSD>
        <pctVal>0.239952641439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.47000000"/>
            <terminationDt>2031-04-07</terminationDt>
            <upfrontPmnt>46.60000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>224335.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.579559 07-JAN-2026 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YY33"/>
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        <balance>1360000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7731.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2026-01-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-321.46000000</upfrontRcpt>
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            <notionalAmt>1360000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8052.52000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.432500 19-DEC-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYBMYSX8"/>
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        <balance>110000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2415.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <terminationDt>2032-12-19</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.438200 04-DEC-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDBU5JP7"/>
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        <balance>518000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5770.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.44000000"/>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.500200 29-NOV-2043 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYSJAH35"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>12.03000000</valUSD>
        <pctVal>0.000012864824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <pmntCurCd>USD</pmntCurCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.589745 13-FEB-2035 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDENMTQ9"/>
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        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-304.57000000</valUSD>
        <pctVal>-0.00032570570</pctVal>
        <payoffProfile>N/A</payoffProfile>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.635449 15-APR-2034 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYY852V9"/>
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            <terminationDt>2034-04-15</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.402000 29-JUN-2041</title>
        <cusip>000000000</cusip>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>47180.67000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.40000000"/>
            <terminationDt>2041-06-29</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.330173 21-AUG-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD7BHCK9"/>
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        <balance>92000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1936.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.363760 27-SEP-2031 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD91UD42"/>
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        <balance>345000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.36000000"/>
            <terminationDt>2031-09-27</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.933500 06-DEC-2052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYB0T3B8"/>
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        <balance>200000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.474700 15-MAR-2044 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYX10PD4"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.044652 27-SEP-2025 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYD91UD75"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.316443 21-AUG-2049 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYD7BHCN3"/>
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      <invstOrSec>
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        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.468200 19-MAR-2054 USC</title>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.355332 21-AUG-2039 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD7BHCX1"/>
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        <invCountry>US</invCountry>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2039-08-21</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.430940 07-JAN-2045 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YY66"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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            <terminationDt>2045-01-07</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.559200 29-JUL-2040 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDNJ0GF0"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2472.33000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issueTitle>N/A</issueTitle>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.56000000"/>
            <terminationDt>2040-07-29</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-2492.79000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.373734 27-SEP-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD91UCY7"/>
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        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1769.89000000</valUSD>
        <pctVal>0.001892711896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.37000000"/>
            <terminationDt>2044-09-27</terminationDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.544700 27-MAR-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXGKAY4"/>
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        <balance>550000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1298.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.54000000"/>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.742500 15-SEP-2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWSW23P6"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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                <issueTitle>N/A</issueTitle>
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            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.74000000"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.531200 17-MAY-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD2L8Y90"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.53000000"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.604700 18-FEB-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDESP2F0"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.450000 08-FEB-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYDN41K6"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1428.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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        <name>LCH Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.326000 19-DEC-2042</title>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.514700 26-FEB-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYW5DKN7"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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            <terminationDt>2034-02-26</terminationDt>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYH85P58"/>
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        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>18547.90000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.500200 18-JAN-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYUHV0B6"/>
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        <balance>450000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.400959 07-JAN-2050 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YY41"/>
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        <balance>1370000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.40000000"/>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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        <title>SWP: OIS 3.658200 04-JUN-2030 SOF</title>
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        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDKXGEH3"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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          <other otherDesc="BlackRock Identifier" value="BRWCZBJA4"/>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>BlackRock Funds III</name>
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        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.450823 07-JAN-2030 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYDD2YYA7"/>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      </invstOrSec>
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        <name>Chicago Mercantile Exchange</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.659000 01-OCT-2028</title>
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          <other otherDesc="BlackRock Identifier" value="BRWTP9CJ1"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.577200 22-MAY-2034 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYD2RDHW1"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2034-05-22</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-794.48000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.504000 06-DEC-2046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWW4UB69"/>
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        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4725.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.50000000"/>
            <terminationDt>2046-12-06</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>4721.13000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.408000 30-JUL-2051</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWQVD6E9"/>
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        <balance>1000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>68880.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <terminationDt>2051-07-30</terminationDt>
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            <unrealizedAppr>68830.82000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.252492 18-SEP-2031 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD8N2QJ5"/>
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        <balance>280000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.25000000"/>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.408700 30-APR-2035 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDJ4PWJ4"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.448200 09-JAN-2034 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYU6F9B4"/>
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      <invstOrSec>
        <name>iShares iBoxx $ Investment Grade Corporate Bond ETF</name>
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        <title>iShares iBoxx $ Investment Grade Corporate Bond ETF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.463937 07-JAN-2035 USC</title>
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          <other otherDesc="BlackRock Identifier" value="BYDD2YYG4"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYDKXGET7"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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        <isRestrictedSec>N</isRestrictedSec>

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            <terminationDt>2055-07-09</terminationDt>
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        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYH85Q73"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.500000 25-JAN-2037</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWXQ41L9"/>
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        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.494700 30-JAN-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYV08SM9"/>
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        <balance>160000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1240.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2034-01-30</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>160000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1236.47000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.673000 19-MAY-2031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWMB4Q32"/>
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        <balance>580000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>50737.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.67000000"/>
            <terminationDt>2031-05-19</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>50724.05000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.315004 22-APR-2030 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDHTW9A1"/>
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        <balance>1000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>12646.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.32000000"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.348746 27-SEP-2049 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD91UCZ4"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.457165 12-MAR-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYWT8UH4"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.550200 09-JUL-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDMNH976"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.55000000"/>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.388582 10-MAR-2045 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDFQM3E8"/>
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        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1377.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.577700 14-JUL-2033 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYLAAMB5"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.401000 09-FEB-2031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWH7ZDC3"/>
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        <curCd>USD</curCd>
        <valUSD>174894.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.578700 18-FEB-2040 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDESP3L6"/>
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        <balance>210000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1201.67000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2040-02-18</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.408000 05-MAY-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYH85NF8"/>
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        <balance>1600000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>32266.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.325200 24-SEP-2049 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD8VW0V1"/>
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        <balance>156000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3504.32000000</valUSD>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.366262 27-SEP-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD91UDA8"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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          <other otherDesc="BlackRock Identifier" value="BRYCD6BC1"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.523200 29-JUL-2045 USC</title>
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          <other otherDesc="BlackRock Identifier" value="BYDNJ0GN3"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.370000 08-FEB-2053</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYDN43Q1"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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            <terminationDt>2053-02-08</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 1.947500 20-AUG-2050</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW7PJ6Z8"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>108991.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.441898 07-JAN-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YXY6"/>
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        <balance>7000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>72356.00000000</valUSD>
        <pctVal>0.077377160171</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.44000000"/>
            <terminationDt>2032-01-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1062.11000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>73418.11000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.576815 05-APR-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXVKJJ1"/>
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        <balance>273000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-306.21000000</valUSD>
        <pctVal>-0.00032745950</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2034-04-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>273000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-28.57000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.287500 22-APR-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDHTW978"/>
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        <balance>1000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>15907.90000000</valUSD>
        <pctVal>0.017011832139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.29000000"/>
            <terminationDt>2032-04-22</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.454886 10-MAR-2035 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDFQM381"/>
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        <balance>250000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1913.31000000</valUSD>
        <pctVal>0.002046084558</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.45000000"/>
            <terminationDt>2035-03-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-191.17000000</upfrontRcpt>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.500000 05-JAN-2033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYC9DM88"/>
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        <balance>45000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>636.52000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.50000000"/>
            <terminationDt>2033-01-05</terminationDt>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.396279 27-SEP-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD91UCP6"/>
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        <balance>36000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>502.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.40000000"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.152700 04-JUN-2050 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDKXGFM1"/>
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        <balance>200000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-1338.09000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.15000000"/>
            <terminationDt>2050-06-04</terminationDt>
            <upfrontPmnt>6.47000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>200000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1721.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.578700 30-OCT-2028 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYR7N8M0"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2607.15000000</valUSD>
        <pctVal>0.002788073734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2028-10-30</terminationDt>
            <upfrontPmnt>5.31000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>400000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2601.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.531140 05-APR-2029 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXVKJ93"/>
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        <balance>600000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4793.97000000</valUSD>
        <pctVal>0.005126648578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.53000000"/>
            <terminationDt>2029-04-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-431.04000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>600000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5225.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.292200 30-APR-2050 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDJ4PY03"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2375.07000000</valUSD>
        <pctVal>0.002539888493</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.29000000"/>
            <terminationDt>2050-04-30</terminationDt>
            <upfrontPmnt>4.46000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2370.61000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.290010 18-SEP-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD8N2QP1"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3248.93000000</valUSD>
        <pctVal>0.003474390195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.29000000"/>
            <terminationDt>2034-09-18</terminationDt>
            <upfrontPmnt>7.26000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>140000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3241.67000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.535710 13-APR-2033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYGAP5H9"/>
        </identifiers>
        <balance>135000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1156.48000000</valUSD>
        <pctVal>0.001236734178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.54000000"/>
            <terminationDt>2033-04-13</terminationDt>
            <upfrontPmnt>200.59000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>135000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>955.89000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.319700 16-APR-2045 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDHMMT91"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2156.09000000</valUSD>
        <pctVal>0.002305712328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.32000000"/>
            <terminationDt>2045-04-16</terminationDt>
            <upfrontPmnt>3.84000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2152.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.479690 07-JAN-2028 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YYF6"/>
        </identifiers>
        <balance>4360000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>43751.98000000</valUSD>
        <pctVal>0.046788158055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.48000000"/>
            <terminationDt>2028-01-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-165.52000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4360000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>43917.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.566200 10-FEB-2035 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDEFNWS8"/>
        </identifiers>
        <balance>127000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-135.72000000</valUSD>
        <pctVal>-0.00014513831</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.57000000"/>
            <terminationDt>2035-02-10</terminationDt>
            <upfrontPmnt>2.96000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>127000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-138.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.964500 26-OCT-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWUNLUN4"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>74628.18000000</valUSD>
        <pctVal>0.079807018590</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.96000000"/>
            <terminationDt>2028-10-26</terminationDt>
            <upfrontPmnt>27.62000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1500000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>74600.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.554700 09-JUL-2035 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDMNH8U6"/>
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        <balance>600000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-163.66000000</valUSD>
        <pctVal>-0.00017501722</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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          <other otherDesc="BlackRock Identifier" value="BRYF500E4"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.199700 06-MAY-2039 SOF</title>
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          <other otherDesc="BlackRock Identifier" value="BYD12E2P9"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.386200 03-JAN-2054 USC</title>
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          <other otherDesc="BlackRock Identifier" value="BRYTYC2N4"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.582000 05-JAN-2042</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWX18S38"/>
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        <curCd>USD</curCd>
        <valUSD>51511.47000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.58000000"/>
            <terminationDt>2042-01-05</terminationDt>
            <upfrontPmnt>51.23000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1335000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>51460.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.498500 06-APR-2028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYG449W6"/>
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        <balance>380000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6304.01000000</valUSD>
        <pctVal>0.006741478128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.50000000"/>
            <terminationDt>2028-04-06</terminationDt>
            <upfrontPmnt>5.04000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>380000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6298.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.539968 11-JUN-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD3LVNJ7"/>
        </identifiers>
        <balance>280000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-301.71000000</valUSD>
        <pctVal>-0.00032264723</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.54000000"/>
            <terminationDt>2034-06-11</terminationDt>
            <upfrontPmnt>505.52000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>280000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-807.23000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.405200 03-JAN-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYTYC493"/>
        </identifiers>
        <balance>76000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1134.49000000</valUSD>
        <pctVal>0.001213218177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.41000000"/>
            <terminationDt>2034-01-03</terminationDt>
            <upfrontPmnt>1.77000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>76000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1132.72000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.566299 18-NOV-2039 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDB45QN3"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-854.81000000</valUSD>
        <pctVal>-0.00091412972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.57000000"/>
            <terminationDt>2039-11-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-1149.36000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>294.55000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.552200 17-MAY-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD2L8XY6"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-977.10000000</valUSD>
        <pctVal>-0.00104490606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.55000000"/>
            <terminationDt>2034-05-17</terminationDt>
            <upfrontPmnt>18.64000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>800000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-995.74000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.554200 16-MAY-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDK27KA5"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>24.56000000</valUSD>
        <pctVal>0.000026264346</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.55000000"/>
            <terminationDt>2032-05-16</terminationDt>
            <upfrontPmnt>9.21000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>500000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.613026 29-APR-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD0JHK27"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1267.27000000</valUSD>
        <pctVal>-0.00135521247</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.61000000"/>
            <terminationDt>2034-04-29</terminationDt>
            <upfrontPmnt>513.13000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>220000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1780.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.467200 12-JUN-2032 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDL9Y1W0"/>
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        <balance>300000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2081.30000000</valUSD>
        <pctVal>0.002225732260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.47000000"/>
            <terminationDt>2032-06-12</terminationDt>
            <upfrontPmnt>5.52000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2075.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.385000 17-MAY-2028 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYHQG9X1"/>
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        <balance>1150000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>25021.00000000</valUSD>
        <pctVal>0.026757337672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.39000000"/>
            <terminationDt>2028-05-17</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1150000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25005.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.540881 05-APR-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXVKJC6"/>
        </identifiers>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-373.01000000</valUSD>
        <pctVal>-0.00039889510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.54000000"/>
            <terminationDt>2044-04-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-132.16000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>74000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-240.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.395200 12-JUN-2050 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDL9Y8L7"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1382.96000000</valUSD>
        <pctVal>0.001478930806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.40000000"/>
            <terminationDt>2050-06-12</terminationDt>
            <upfrontPmnt>6.70000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>150000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1376.26000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.506200 27-MAR-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXGKAH1"/>
        </identifiers>
        <balance>134000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>70.11000000</valUSD>
        <pctVal>0.000074975298</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.51000000"/>
            <terminationDt>2044-03-27</terminationDt>
            <upfrontPmnt>5.14000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>134000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>64.97000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.514200 19-MAR-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYX4W2X2"/>
        </identifiers>
        <balance>23000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>129.42000000</valUSD>
        <pctVal>0.000138401128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.51000000"/>
            <terminationDt>2034-03-19</terminationDt>
            <upfrontPmnt>0.54000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>128.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.489912 11-JUN-2029 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD3LVNC2"/>
        </identifiers>
        <balance>108000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>657.63000000</valUSD>
        <pctVal>0.000703266375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2029-06-11</terminationDt>
            <upfrontPmnt>77.44000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>108000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>580.19000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.491200 27-MAR-2029 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXGKCM8"/>
        </identifiers>
        <balance>615000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6473.21000000</valUSD>
        <pctVal>0.006922419799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2029-03-27</terminationDt>
            <upfrontPmnt>8.16000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>615000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6465.05000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.614500 07-JAN-2037</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWX67SU5"/>
        </identifiers>
        <balance>3050000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>138049.70000000</valUSD>
        <pctVal>0.147629688602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.61000000"/>
            <terminationDt>2037-01-07</terminationDt>
            <upfrontPmnt>87.88000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3050000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>137961.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 1.833750 18-OCT-2049</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTXVBPJ0"/>
        </identifiers>
        <balance>418000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>81322.74000000</valUSD>
        <pctVal>0.086966149020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.83000000"/>
            <terminationDt>2049-10-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-11789.43000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>418000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>93112.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.446000 29-JUN-2041</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWNZB1L5"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>87131.03000000</valUSD>
        <pctVal>0.093177506553</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.45000000"/>
            <terminationDt>2041-06-29</terminationDt>
            <upfrontPmnt>38.38000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>87092.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.391200 12-JUN-2055 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDL9YC57"/>
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        <balance>120000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1071.50000000</valUSD>
        <pctVal>0.001145856972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.39000000"/>
            <terminationDt>2055-06-12</terminationDt>
            <upfrontPmnt>5.90000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>120000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1065.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.482200 19-MAR-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYX4XPN7"/>
        </identifiers>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.476200 29-JUL-2055 USC</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.347538 27-SEP-2029 USC</title>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.487200 17-MAY-2029 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD2L8XE0"/>
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        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.333200 24-SEP-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD8VW1Y4"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>208.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <terminationDt>2054-09-24</terminationDt>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 1.896250 20-AUG-2030</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW7PJ720"/>
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        <balance>420000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>76849.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.90000000"/>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.524985 18-NOV-2044 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDB45QR4"/>
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        <balance>80000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-263.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.52000000"/>
            <terminationDt>2044-11-18</terminationDt>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.523517 05-APR-2054 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXVKJF9"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 1.889000 20-AUG-2030</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRW7PDJP9"/>
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        <descOthUnits>Notional Amount</descOthUnits>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.565000 02-JUN-2031</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRWMTTPK1"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.340343 10-MAR-2055 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYDFQM3B4"/>
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        <balance>220000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.482200 27-MAR-2054 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYXGKA08"/>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.277524 27-SEP-2027 USC</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYD91UCQ4"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.240000 12-JAN-2031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWDLUQP4"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
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            <terminationDt>2031-01-12</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>277232.69000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.486563 12-MAR-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYWT8U35"/>
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        <balance>266000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2270.53000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2034-03-12</terminationDt>
            <upfrontPmnt>57.20000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>266000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2213.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.318001 21-AUG-2034 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYD7BHCU7"/>
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        <balance>445000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>9000.38000000</valUSD>
        <pctVal>0.009624963304</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.32000000"/>
            <terminationDt>2034-08-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-426.63000000</upfrontRcpt>
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            <notionalAmt>445000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9427.01000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.470000 09-DEC-2046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWWACA55"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>52867.23000000</valUSD>
        <pctVal>0.056535962788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.47000000"/>
            <terminationDt>2046-12-09</terminationDt>
            <upfrontPmnt>44.61000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>52822.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.601250 30-SEP-2031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRWTLYT86"/>
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        <balance>15000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1039.05000000</valUSD>
        <pctVal>0.001111155098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.60000000"/>
            <terminationDt>2031-09-30</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.487200 04-JUN-2040 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDKXGG32"/>
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        <balance>200000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>848.93000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2040-06-04</terminationDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.350500 06-APR-2053</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYG44CU6"/>
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        <balance>50000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1221.04000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.35000000"/>
            <terminationDt>2053-04-06</terminationDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: IFS 2.405976 07-JAN-2055 USC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDD2YXX8"/>
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        <balance>1520000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>11436.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA)</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.41000000"/>
            <terminationDt>2055-01-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2876.23000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1520000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14313.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>


      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>



    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-08-29</ncom:dateSigned>
      <ncom:nameOfApplicant>iShares U.S. ETF Trust</ncom:nameOfApplicant>
      <ncom:signature>Chuck Pulsfort</ncom:signature>
      <ncom:signerName>Chuck Pulsfort</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
