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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>320000.00000000</notionalAmt>
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            <unrealizedAppr>9074.68000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.864500 11-JUL-2042</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.756000 11-JUL-2047</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>22806.38000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.807000 11-JUL-2032</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRY4GAD50"/>
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        <curCd>USD</curCd>
        <valUSD>11574.41000000</valUSD>
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        <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>
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                  <other otherDesc="N/A" value="N/A"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="4908.10000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>11571.95000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.560000 05-AUG-2047</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRY5EPMZ0"/>
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        <curCd>USD</curCd>
        <valUSD>3683.30000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-190.93000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.56000000"/>
            <terminationDt>2047-08-05</terminationDt>
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            <unrealizedAppr>3682.86000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.638000 22-AUG-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY5YG7S1"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>657.11000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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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 2.676000 22-AUG-2037</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRY5YG876"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.668000 22-AUG-2042</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>1851.14000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 2.609000 22-AUG-2032</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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              <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="182.11000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-117.40000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.61000000"/>
            <terminationDt>2032-08-22</terminationDt>
            <upfrontPmnt>0.12000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>669.16000000</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: OIS 2.798000 25-AUG-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY63NHJ7"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>549.62000000</valUSD>
        <pctVal>0.010444004915</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="178.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-123.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.80000000"/>
            <terminationDt>2032-08-25</terminationDt>
            <upfrontPmnt>0.12000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>549.50000000</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: OIS 2.835000 25-AUG-2042</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY63NL45"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1640.75000000</valUSD>
        <pctVal>0.031177906672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="178.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-125.21000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.84000000"/>
            <terminationDt>2042-08-25</terminationDt>
            <upfrontPmnt>0.26000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1640.49000000</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: OIS 2.858000 25-AUG-2037</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY63NM02"/>
        </identifiers>
        <balance>7000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>750.45000000</valUSD>
        <pctVal>0.014260222497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="124.85000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-88.36000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.86000000"/>
            <terminationDt>2037-08-25</terminationDt>
            <upfrontPmnt>0.15000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>7000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>750.30000000</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: OIS 2.928500 02-SEP-2032</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY6EAJP7"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>466.48000000</valUSD>
        <pctVal>0.008864159624</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="168.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-122.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.93000000"/>
            <terminationDt>2032-09-02</terminationDt>
            <upfrontPmnt>0.12000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>466.36000000</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: OIS 3.076500 02-SEP-2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY6EAK59"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>88.61000000</valUSD>
        <pctVal>0.001683787481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="168.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-129.04000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.08000000"/>
            <terminationDt>2027-09-02</terminationDt>
            <upfrontPmnt>0.03000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>88.58000000</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: OIS 3.084000 05-OCT-2047</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY8FL953"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1666.54000000</valUSD>
        <pctVal>0.031667974149</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="127.55000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-100.23000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.08000000"/>
            <terminationDt>2047-10-05</terminationDt>
            <upfrontPmnt>0.29000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1666.25000000</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: OIS 3.601500 07-OCT-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY8K9K51"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-45.39000000</valUSD>
        <pctVal>-0.00086251115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="126.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-116.05000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.60000000"/>
            <terminationDt>2029-10-07</terminationDt>
            <upfrontPmnt>0.06000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-45.45000000</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: OIS 4.062500 24-OCT-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRY9597S1"/>
        </identifiers>
        <balance>12000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-266.17000000</valUSD>
        <pctVal>-0.00505782320</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="127.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-134.06000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.06000000"/>
            <terminationDt>2029-10-24</terminationDt>
            <upfrontPmnt>0.09000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-266.26000000</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: OIS 3.619500 30-DEC-2029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYC2FUD0"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-60.44000000</valUSD>
        <pctVal>-0.00114849470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
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            <terminationDt>2029-12-30</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-60.51000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.564500 30-DEC-2032</title>
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          <other otherDesc="BlackRock Identifier" value="BRYC2FX62"/>
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        <descOthUnits>Notional Amount</descOthUnits>
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        <valUSD>64.51000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2032-12-30</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>64.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.483500 30-DEC-2042</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYC2FXZ8"/>
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        <balance>5000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>411.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="16.36000000">
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            <fixedPmntDesc amount="-15.48000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.48000000"/>
            <terminationDt>2042-12-30</terminationDt>
            <upfrontPmnt>0.14000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>5000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>411.64000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.661500 06-FEB-2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYDGNQV1"/>
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        <balance>20000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>122.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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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>
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            </floatingRecDesc>
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            <terminationDt>2026-02-06</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>122.56000000</unrealizedAppr>
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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: OIS 3.321500 07-FEB-2030</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYDHVK22"/>
        </identifiers>
        <balance>15000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>219.05000000</valUSD>
        <pctVal>0.004162438187</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="637.39000000">
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            </floatingRecDesc>
            <fixedPmntDesc amount="-495.46000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.32000000"/>
            <terminationDt>2030-02-07</terminationDt>
            <upfrontPmnt>0.11000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>218.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 3.814000 06-MAR-2033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYEQLCY1"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-39.07000000</valUSD>
        <pctVal>-0.00074241707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="390.98000000">
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            </floatingRecDesc>
            <fixedPmntDesc amount="-350.68000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.81000000"/>
            <terminationDt>2033-03-06</terminationDt>
            <upfrontPmnt>0.13000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-39.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 3.106500 17-MAR-2048</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYF9J3Z9"/>
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        <balance>5000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>870.09000000</valUSD>
        <pctVal>0.016533649134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="188.67000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <fixedPmntDesc amount="-138.07000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.11000000"/>
            <terminationDt>2048-03-17</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>5000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>869.95000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 3.584500 11-APR-2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYG801Y4"/>
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        <balance>20000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>112.15000000</valUSD>
        <pctVal>0.002131099944</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
              <otherRefInst>
                <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="692.01000000">
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            <terminationDt>2026-04-11</terminationDt>
            <upfrontPmnt>0.02000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>112.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SWP: OIS 2.922000 12-APR-2053</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYG8TAU9"/>
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        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2243.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="342.28000000">
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            <fixedPmntDesc amount="-237.01000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.92000000"/>
            <terminationDt>2053-04-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2243.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.315500 04-MAY-2030</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYH68DN8"/>
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        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>130.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <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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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="316.16000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <terminationDt>2030-05-04</terminationDt>
            <upfrontPmnt>0.08000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>130.84000000</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: OIS 3.728500 04-MAY-2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYH68DT5"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>36.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="316.16000000">
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              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-280.67000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.73000000"/>
            <terminationDt>2026-05-04</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>36.40000000</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: OIS 3.238500 24-MAY-2053 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYHYSN51"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1680.21000000</valUSD>
        <pctVal>0.031927734615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="289.18000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-224.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.24000000"/>
            <terminationDt>2053-05-24</terminationDt>
            <upfrontPmnt>0.33000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1679.88000000</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: OIS 3.463500 07-JUN-2030 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYJNW8M0"/>
        </identifiers>
        <balance>15000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>82.10000000</valUSD>
        <pctVal>0.001560082972</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="409.72000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-340.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.46000000"/>
            <terminationDt>2030-06-07</terminationDt>
            <upfrontPmnt>0.12000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>81.98000000</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: OIS 3.420000 07-JUN-2033 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYJNW9J6"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>458.39000000</valUSD>
        <pctVal>0.008710431595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="546.32000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-448.40000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.42000000"/>
            <terminationDt>2033-06-07</terminationDt>
            <upfrontPmnt>0.26000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>458.13000000</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: OIS 3.606200 05-JUL-2033 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKRVX88"/>
        </identifiers>
        <balance>210000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1983.92000000</valUSD>
        <pctVal>0.037698901481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="5011.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-4375.52000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.61000000"/>
            <terminationDt>2033-07-05</terminationDt>
            <upfrontPmnt>2.81000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>210000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1981.11000000</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: OIS 3.975200 05-JUL-2028 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKRWC06"/>
        </identifiers>
        <balance>170000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2201.82000000</valUSD>
        <pctVal>-0.04183948710</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="4056.84000000">
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            </floatingRecDesc>
            <fixedPmntDesc amount="-3904.53000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.98000000"/>
            <terminationDt>2028-07-05</terminationDt>
            <upfrontPmnt>0.85000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>170000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2202.67000000</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: OIS 3.531200 05-JUL-2038 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKRWCY2"/>
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        <balance>140000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6851.50000000</valUSD>
        <pctVal>0.130193769659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="3340.93000000">
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            <terminationDt>2038-07-05</terminationDt>
            <upfrontPmnt>2.58000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>140000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6848.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.200700 05-JUL-2053 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYKRWDA3"/>
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        <balance>70000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>12134.38000000</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>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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="1670.46000000">
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            <terminationDt>2053-07-05</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>70000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>12132.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.322200 05-JUL-2048 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKRWDD7"/>
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        <balance>130000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>17880.34000000</valUSD>
        <pctVal>0.339766309185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>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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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="3102.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="-2495.34000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.32000000"/>
            <terminationDt>2048-07-05</terminationDt>
            <upfrontPmnt>3.95000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.755200 05-JUL-2030 SOF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <unrealizedAppr>-1170.11000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.451200 05-JUL-2043 SOF</title>
        <cusip>000000000</cusip>
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        <curCd>USD</curCd>
        <valUSD>13087.29000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.217694 07-JUL-2053 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYKZ2TK1"/>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2557.01000000</valUSD>
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        <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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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="357.90000000">
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            <unrealizedAppr>2458.39000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.335616 07-JUL-2048 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYKZ2TN5"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1355.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>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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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="238.63000000">
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            </floatingRecDesc>
            <fixedPmntDesc amount="-192.72000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.34000000"/>
            <terminationDt>2048-07-07</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1303.31000000</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: OIS 3.600380 07-JUL-2033 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKZ2TQ8"/>
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        <balance>15000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>148.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <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>
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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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="357.90000000">
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            <terminationDt>2033-07-07</terminationDt>
            <upfrontPmnt>29.78000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>118.52000000</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: OIS 3.531559 07-JUL-2038 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYKZ2U03"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>489.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>LCH Ltd.</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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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="238.63000000">
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            <terminationDt>2038-07-07</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>456.11000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.915700 07-AUG-2033 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYM96KC4"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-126.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="200.52000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-126.55000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.943457 18-AUG-2033 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYMZ2TQ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 3.690200 07-SEP-2053 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYNSZ021"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="161.06000000">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.019200 07-SEP-2030 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BRYNSZ1U8"/>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-439.53000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="322.16000000">
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            <terminationDt>2030-09-07</terminationDt>
            <upfrontPmnt>0.18000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-439.71000000</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: OIS 3.522200 09-JAN-2049 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYU5WVV9"/>
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        <balance>10000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1051.65000000</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>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="22.32000000">
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            <terminationDt>2049-01-09</terminationDt>
            <upfrontPmnt>0.30000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1051.35000000</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: OIS 3.438700 09-JAN-2054 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYU5WW89"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1298.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="22.32000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-21.01000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.44000000"/>
            <terminationDt>2054-01-09</terminationDt>
            <upfrontPmnt>0.34000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1298.62000000</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: OIS 3.949700 26-FEB-2034 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYW4FQ80"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-284.94000000</valUSD>
        <pctVal>-0.00541449503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="1002.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-929.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.95000000"/>
            <terminationDt>2034-02-26</terminationDt>
            <upfrontPmnt>0.36000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>25000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-285.30000000</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: OIS 3.980200 21-MAR-2031 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYX8TK31"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-919.61000000</valUSD>
        <pctVal>-0.01747463949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="1861.60000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-1746.87000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.98000000"/>
            <terminationDt>2031-03-21</terminationDt>
            <upfrontPmnt>0.51000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-920.12000000</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: OIS 3.933700 21-MAR-2034 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYX8TKW7"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-205.42000000</valUSD>
        <pctVal>-0.00390343781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="744.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-690.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.93000000"/>
            <terminationDt>2034-03-21</terminationDt>
            <upfrontPmnt>0.28000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-205.70000000</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: OIS 4.018700 04-APR-2031 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXTPR39"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-414.59000000</valUSD>
        <pctVal>-0.00787813397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="709.57000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="-674.25000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.02000000"/>
            <terminationDt>2031-04-04</terminationDt>
            <upfrontPmnt>0.21000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-414.80000000</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: OIS 3.754700 04-APR-2054 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYXTPRA3"/>
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        <balance>5000.00000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <pctVal>0.007768111075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="177.45000000">
              <rtResetTenors>
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            <fixedPmntDesc amount="-157.49000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.75000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>5000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>408.62000000</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: OIS 3.986700 11-APR-2034 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRYY37P45"/>
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        <balance>30000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-437.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="1038.04000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="-980.06000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.99000000"/>
            <terminationDt>2034-04-11</terminationDt>
            <upfrontPmnt>0.44000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>30000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-437.92000000</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: OIS 4.168200 07-MAY-2031 SOF</title>
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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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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>573.04000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.065700 30-JAN-2035 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYDE0L624"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <terminationDt>2035-01-30</terminationDt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1318.90000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <cusip>000000000</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2030-01-30</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-6296.92000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.036200 30-JAN-2032 SOF</title>
        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                  <other otherDesc="N/A" value="N/A"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="2.56000000">
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            <unrealizedAppr>-589.72000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.119200 30-JAN-2040 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDE0L6K4"/>
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        <balance>35000.00000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>-222.78000000</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>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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="3.58000000">
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            <fixedPmntDesc amount="-4.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.12000000"/>
            <terminationDt>2040-01-30</terminationDt>
            <upfrontPmnt>0.70000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>35000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-223.48000000</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: OIS 4.016700 30-JAN-2028 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>240000.00000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>-3006.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="24.53000000">
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            <terminationDt>2028-01-30</terminationDt>
            <upfrontPmnt>0.78000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-3006.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.112200 03-FEB-2045 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDE448F7"/>
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        <balance>7000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>88.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="300.92000000">
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            <unrealizedAppr>88.37000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.025200 03-FEB-2030 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDE448S9"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.053200 03-FEB-2027 SOF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-871.03000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>SWP: OIS 4.029200 03-FEB-2028 SOF</title>
        <cusip>000000000</cusip>
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          <other otherDesc="BlackRock Identifier" value="BYDE449F6"/>
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        <balance>160000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>LCH Ltd.</name>
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      <invstOrSec>
        <name>LCH Ltd.</name>
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        <name>LCH Ltd.</name>
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            <swapFlag>Y</swapFlag>
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        <name>LCH Ltd.</name>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <name>LCH Ltd.</name>
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        <name>LCH Ltd.</name>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="119.88000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-118.26000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.67000000"/>
            <terminationDt>2035-12-04</terminationDt>
            <upfrontPmnt>0.34000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>300.93000000</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: OIS 4.026700 04-DEC-2055 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDVK1H91"/>
        </identifiers>
        <balance>10000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>313.98000000</valUSD>
        <pctVal>0.005966319754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="59.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-64.87000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.03000000"/>
            <terminationDt>2055-12-04</terminationDt>
            <upfrontPmnt>0.36000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>313.62000000</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: OIS 3.352700 04-DEC-2030 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDVK1HF7"/>
        </identifiers>
        <balance>40000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>318.59000000</valUSD>
        <pctVal>0.006053920028</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="239.86000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-216.06000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.35000000"/>
            <terminationDt>2030-12-04</terminationDt>
            <upfrontPmnt>0.38000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>318.21000000</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: OIS 3.589700 07-JAN-2033 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDWXP1C2"/>
        </identifiers>
        <balance>55000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>271.73000000</valUSD>
        <pctVal>0.005163475593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="133.91000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-131.62000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.59000000"/>
            <terminationDt>2033-01-07</terminationDt>
            <upfrontPmnt>0.74000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>270.99000000</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: OIS 4.164200 07-JAN-2046 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDWXP1F5"/>
        </identifiers>
        <balance>12000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>67.96000000</valUSD>
        <pctVal>0.001291391459</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="29.22000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-33.31000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.16000000"/>
            <terminationDt>2046-01-07</terminationDt>
            <upfrontPmnt>0.33000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>67.63000000</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: OIS 4.203200 28-JAN-2051 SOF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BYDXXQCT9"/>
        </identifiers>
        <balance>12000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>52.76000000</valUSD>
        <pctVal>0.001002557584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="USD - Secured Overnight Financing Rate (SOFR)" floatingRtSpread="0.00000000" pmntAmt="3.66000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-4.20000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.20000000"/>
            <terminationDt>2051-01-28</terminationDt>
            <upfrontPmnt>0.39000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>52.37000000</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>2026-02-27</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>
