BlackRock Multi-Asset Income Portfolio

Fund Profile

Fund profile

Fund manager

BlackRock Funds II

Total assets

$11.46 bn

Liabilities

$669.59 mm

Net assets

$10.79 bn

Number of holdings

3.79 k

Top 200 of 3786 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Liquidity Funds, T-Fund, Institutional Class	672.92 mm	672.92 mm shares	6.24	Short-term investment vehicle	Long	USA
iShares Core Dividend Growth ETF	488.42 mm	7.88 mm shares	4.53		Long	USA
BlackRock Cash Funds: Institutional, SL Agency Shares	290.92 mm	290.71 mm shares	2.70	Short-term investment vehicle	Long	USA
BlackRock Fund Advisors	236.44 mm	2.99 mm shares	2.19		Long	USA
BlackRock Fund Advisors	215.38 mm	4.12 mm shares	2.00		Long	USA
MSFT Microsoft Corporation	89.97 mm	221.41 k shares	0.83	Common equity	Long	USA
iShares Core S&P 500 ETF	80.37 mm	140.70 k shares	0.74		Long	USA
Citigroup Global Markets Holdings, Inc.	55.88 mm	242.87 k shares	0.52	Structured note	Long	USA
Taiwan Semiconductor Manufacturing Co. Ltd.	48.23 mm	1.54 mm shares	0.45	Common equity	Long	Taiwan
Novo Nordisk A/S, Class B	44.38 mm	395.64 k shares	0.41	Common equity	Long	Denmark
Sanofi SA	41.81 mm	395.62 k shares	0.39	Common equity	Long	France
Bank of Montreal	38.19 mm	289.70 k shares	0.35	Structured note	Long	Canada
TXN Texas Instruments Incorporated	37.48 mm	184.50 k shares	0.35	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	37.36 mm	66.18 k shares	0.35	Common equity	Long	USA
Accenture plc, Class A	36.45 mm	105.69 k shares	0.34	Common equity	Long	Ireland
MDLZ Mondelez International, Inc.	35.92 mm	524.58 k shares	0.33	Common equity	Long	USA
AstraZeneca plc	35.24 mm	247.64 k shares	0.33	Common equity	Long	UK
OTIS Otis Worldwide Corporation	34.75 mm	353.82 k shares	0.32	Common equity	Long	USA
META Meta Platforms, Inc.	33.70 mm	59.37 k shares	0.31	Common equity	Long	USA
GOOG Alphabet Inc.	33.34 mm	194.86 k shares	0.31	Common equity	Long	USA
UNP Union Pacific Corporation	32.97 mm	142.09 k shares	0.31	Common equity	Long	USA
HD The Home Depot, Inc.	32.83 mm	83.39 k shares	0.30	Common equity	Long	USA
ABBV AbbVie Inc.	32.35 mm	158.68 k shares	0.30	Common equity	Long	USA
LVMH Moet Hennessy Louis Vuitton SE	31.24 mm	46.93 k shares	0.29	Common equity	Long	France
AAPL Apple Inc.	31.02 mm	137.33 k shares	0.29	Common equity	Long	USA
Barclays Bank plc, Series GN21	30.63 mm	177.50 k shares	0.28	Structured note	Long	UK
RELX plc	30.16 mm	652.78 k shares	0.28	Common equity	Long	UK
KO The Coca-Cola Company	28.72 mm	439.75 k shares	0.27	Common equity	Long	USA
HUBB Hubbell Incorporated	28.01 mm	65.58 k shares	0.26	Common equity	Long	USA
PM Philip Morris International Inc.	27.58 mm	207.84 k shares	0.26	Common equity	Long	USA
WFC Wells Fargo & Company	27.08 mm	417.07 k shares	0.25	Common equity	Long	USA
Allegion plc	26.74 mm	191.53 k shares	0.25	Common equity	Long	Ireland
GE General Electric Company	25.82 mm	150.32 k shares	0.24	Common equity	Long	USA
AMAT Applied Materials, Inc.	25.71 mm	141.60 k shares	0.24	Common equity	Long	USA
CRM Salesforce, Inc.	25.65 mm	88.04 k shares	0.24	Common equity	Long	USA
BHI BAKER HUGHES a GE Co LLC	25.08 mm	658.48 k shares	0.23	Common equity	Long	USA
Shell plc	25.07 mm	744.84 k shares	0.23	Common equity	Long	UK
Samsung Electronics Co. Ltd.	24.92 mm	23.57 k shares	0.23	Common equity	Long	Korea, Republic of
CFG Citizens Financial Group, Inc.	24.90 mm	591.16 k shares	0.23	Common equity	Long	USA
Intercontinental Exchange, Inc.	24.50 mm	157.19 k shares	0.23	Common equity	Long	USA
Air Liquide SA	24.19 mm	134.91 k shares	0.22	Common equity	Long	France
Diageo plc	23.39 mm	757.53 k shares	0.22	Common equity	Long	UK
ORCL Oracle Corporation	21.63 mm	128.87 k shares	0.20	Common equity	Long	USA
AME AMETEK, Inc.	20.92 mm	114.11 k shares	0.19	Common equity	Long	USA
WMB The Williams Companies, Inc.	20.85 mm	398.08 k shares	0.19	Common equity	Long	USA
CAH Cardinal Health, Inc.	20.44 mm	188.33 k shares	0.19	Common equity	Long	USA
EQIX Equinix, Inc.	20.04 mm	22.07 k shares	0.19	Common equity	Long	USA
Taylor Wimpey plc	19.95 mm	10.55 mm shares	0.18	Common equity	Long	UK
Zurich Insurance Group AG	19.62 mm	33.28 k shares	0.18	Common equity	Long	Switzerland
AMSR Trust, Series 2020-SFR1, Class F	19.61 mm	19.85 mm principal	0.18	ABS-other	Long	USA
CMS-PB Consumers Energy Company	19.35 mm	277.98 k shares	0.18	Common equity	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A	19.32 mm	19.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
TU TELUS Corporation	19.00 mm	1.20 mm shares	0.18	Common equity	Long	Canada
MTB M&T Bank Corporation	18.98 mm	97.49 k shares	0.18	Common equity	Long	USA
Houston Center, Facility 1st Lien Term Loan	18.90 mm	42.97 mm principal	0.18	Loan	Long	USA
Banco Bilbao Vizcaya Argentaria SA	18.77 mm	1.89 mm shares	0.17	Common equity	Long	Spain
Broadcom Pte. Ltd.	18.71 mm	110.21 k shares	0.17	Common equity	Long	USA
MCO Moody's Corporation	18.67 mm	41.11 k shares	0.17	Common equity	Long	USA
SCHW The Charles Schwab Corporation	18.44 mm	260.33 k shares	0.17	Common equity	Long	USA
Koninklijke KPN NV	18.37 mm	4.70 mm shares	0.17	Common equity	Long	Netherlands
Aena SME SA	18.29 mm	82.51 k shares	0.17	Common equity	Long	Spain
BAMLL Trust, Series 2024-BHP, Class A	17.67 mm	17.58 mm principal	0.16	ABS-mortgage backed security	Long	USA
CVS CVS Health Corporation	17.29 mm	306.31 k shares	0.16	Common equity	Long	USA
Transurban Group	17.27 mm	2.07 mm shares	0.16	Common equity	Long	Australia
BAE Systems plc	17.13 mm	1.06 mm shares	0.16	Common equity	Long	UK
Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class AR	17.03 mm	17.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2019-5A, Class A1R1	16.51 mm	16.50 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
C Citigroup Inc.	16.44 mm	256.22 k shares	0.15	Common equity	Long	USA
FCNCO First Citizens BancShares, Inc.	16.41 mm	8.47 k shares	0.15	Common equity	Long	USA
PCG PG&E Corporation	16.30 mm	806.34 k shares	0.15	Common equity	Long	USA
Leidos Holdings, Inc.	16.07 mm	87.72 k shares	0.15	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	15.59 mm	222.97 k shares	0.14	Common equity	Long	USA
Royal Bank of Canada	15.39 mm	188.45 k shares	0.14	Structured note	Long	Canada
Barclays Bank plc	15.04 mm	67.66 k shares	0.14	Structured note	Long	UK
AB BSL CLO 2 Ltd., Series 2021-2A, Class A	15.04 mm	15.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1	15.00 mm	15.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CTSH Cognizant Technology Solutions Corporation	14.82 mm	198.73 k shares	0.14	Common equity	Long	USA
CMCSA Comcast Corporation	14.75 mm	337.76 k shares	0.14	Common equity	Long	USA
FIS Fidelity National Information Services, Inc.	14.56 mm	162.29 k shares	0.13	Common equity	Long	USA
BAX Baxter International Inc.	14.44 mm	404.38 k shares	0.13	Common equity	Long	USA
NEE NextEra Energy, Inc.	14.30 mm	180.44 k shares	0.13	Common equity	Long	USA
DUK Duke Energy Corporation	14.20 mm	123.19 k shares	0.13	Common equity	Long	USA
Clover CLO LLC, Series 2021-2A, Class B	14.03 mm	14.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Apidos CLO XXXIV, Series 2020-34A, Class A1R	14.00 mm	14.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LHX L3Harris Technologies, Inc.	13.98 mm	56.48 k shares	0.13	Common equity	Long	USA
CCI Crown Castle Inc.	13.82 mm	128.62 k shares	0.13	Common equity	Long	USA
Shell plc	13.82 mm	413.79 k shares	0.13	Common equity	Long	UK
AMT American Tower Corporation	13.77 mm	64.48 k shares	0.13	Common equity	Long	USA
Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C	13.61 mm	16.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bank Rakyat Indonesia Persero Tbk. PT	13.59 mm	44.58 mm shares	0.13	Common equity	Long	Indonesia
Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1	13.51 mm	13.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TICP CLO XII Ltd., Series 2018-12A, Class CR	13.48 mm	13.45 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES1, Series 2024-IND2, Class A	13.26 mm	13.28 mm principal	0.12	ABS-mortgage backed security	Long	USA
J.P. Morgan Structured Products BV, Series MX85	13.24 mm	224.50 k shares	0.12	Structured note	Long	Netherlands
CML ST Regis Aspen, 1st Lien Term Loan	13.22 mm	13.20 mm principal	0.12	Loan	Long	USA
GCAT Trust, Series 2022-NQM3, Class A1	13.20 mm	13.39 mm principal	0.12	ABS-mortgage backed security	Long	USA
EXC Exelon Corporation	13.15 mm	334.65 k shares	0.12	Common equity	Long	USA
TRP TC Energy Corporation	13.14 mm	282.57 k shares	0.12	Common equity	Long	Canada
MA Mastercard Incorporated	13.11 mm	26.25 k shares	0.12	Common equity	Long	USA
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A	13.07 mm	13.84 mm principal	0.12	ABS-mortgage backed security	Long	USA
AIZ Assurant, Inc.	13.04 mm	68.02 k shares	0.12	Common equity	Long	USA
CSCO Cisco Systems, Inc.	12.98 mm	237.05 k shares	0.12	Common equity	Long	USA
CML Project Horizons, 1st Lien Term Loan	12.93 mm	10.05 mm principal	0.12	Loan	Long	UK
Bank of America Corp.	12.79 mm	13.13 mm principal	0.12	Debt	Long	USA
ETR Entergy Corporation	12.70 mm	82.08 k shares	0.12	Common equity	Long	USA
KRFT Kraft Foods Group, Inc.	12.58 mm	376.06 k shares	0.12	Common equity	Long	USA
BP plc	12.53 mm	2.56 mm shares	0.12	Common equity	Long	UK
Palmer Square CLO Ltd., Series 2024-3A, Class A	12.51 mm	12.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mizuho Markets Cayman LP	12.46 mm	42.91 k shares	0.12	Structured note	Long	Cayman Islands
Societe Generale SA	12.44 mm	13.19 k shares	0.12	Structured note	Long	France
ZTS Zoetis Inc.	12.42 mm	69.49 k shares	0.12	Common equity	Long	USA
Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class A	12.26 mm	12.25 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2021-NWM, Class A	12.24 mm	12.38 mm principal	0.11	ABS-mortgage backed security	Long	USA
Credit Agricole SA	12.14 mm	13.53 mm principal	0.11	Debt	Long	France
Barclays Bank plc, Series H0NW	12.00 mm	6.20 k shares	0.11	Structured note	Long	UK
Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1	11.99 mm	11.98 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Jersey
RSG Republic Services, Inc.	11.88 mm	59.98 k shares	0.11	Common equity	Long	USA
SBAC SBA Communications Corporation	11.85 mm	51.63 k shares	0.11	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc., Series GMU0	11.69 mm	106.20 k shares	0.11	Structured note	Long	USA
National Grid plc	11.67 mm	929.69 k shares	0.11	Common equity	Long	UK
DOC Healthpeak Properties, Inc.	11.66 mm	519.45 k shares	0.11	Common equity	Long	USA
UBS AG	11.47 mm	117.90 k shares	0.11	Structured note	Long	Switzerland
Airbus SE	11.22 mm	73.58 k shares	0.10	Common equity	Long	Netherlands
HalseyPoint CLO I Ltd., Series 2019-1A, Class A1A1	11.06 mm	11.05 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bridge Street CLO II Ltd., Series 2021-1A, Class A1A	11.02 mm	11.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Oaktree CLO Ltd., Series 2019-3A, Class BR	11.00 mm	11.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Commerzbank AG	10.96 mm	10.00 mm principal	0.10	Debt	Long	Germany
LNG Cheniere Energy, Inc.	10.92 mm	57.06 k shares	0.10	Common equity	Long	USA
AEP American Electric Power Company, Inc.	10.82 mm	109.53 k shares	0.10	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc., Series GMTY	10.70 mm	249.50 k shares	0.10	Structured note	Long	USA
MFA Trust, Series 2023-NQM2, Class A1	10.65 mm	10.96 mm principal	0.10	ABS-mortgage backed security	Long	USA
Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A	10.64 mm	20.20 mm principal	0.10	ABS-other	Long	USA
CML La Quinta Resort, 1st Lien Term Loan	10.60 mm	10.60 mm principal	0.10	Loan	Long	USA
CML Hyatt Lost Pines, 1st Lien Term Loan	10.60 mm	10.60 mm principal	0.10	Loan	Long	USA
CSX CSX Corporation	10.48 mm	311.67 k shares	0.10	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc., Series MTOK	10.34 mm	78.09 k shares	0.10	Structured note	Long	USA
Societe Generale SA	10.32 mm	146.30 k shares	0.10	Structured note	Long	France
SRE Sempra	10.27 mm	123.22 k shares	0.10	Common equity	Long	USA
Mizuho Markets Cayman LP	10.27 mm	41.60 k shares	0.10	Structured note	Long	Cayman Islands
Whitebox CLO I Ltd., Series 2019-1A, Class BRR	10.27 mm	10.27 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMSR Trust, Series 2021-SFR3, Class F	10.20 mm	11.00 mm principal	0.09	ABS-other	Long	USA
AMSR Trust, Series 2020-SFR1, Class E	10.12 mm	10.25 mm principal	0.09	ABS-other	Long	USA
Tricon Residential Trust, Series 2022-SFR2, Class E	10.12 mm	10.00 mm principal	0.09	ABS-other	Long	USA
HPQ HP Inc.	10.11 mm	284.65 k shares	0.09	Common equity	Long	USA
BNP Paribas Issuance BV	10.11 mm	305.80 k shares	0.09	Structured note	Long	Netherlands
Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A	10.10 mm	10.10 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Bank plc	10.10 mm	138.38 k shares	0.09	Structured note	Long	UK
Octagon Loan Funding Ltd., Series 2014-1A, Class ARR	10.07 mm	10.07 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
British American Tobacco plc	10.04 mm	287.16 k shares	0.09	Common equity	Long	UK
AIMCO CLO 12 Ltd., Series 2020-12A, Class BR	10.03 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1	10.03 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Jersey
CIFC Funding 2019-VI Ltd., Series 2019-6A, Class BR	10.03 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XL Ltd., Series 2022-40A, Class AR	10.02 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Jersey
Generate CLO Ltd., Series 2024-17A, Class A1	10.01 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO Ltd., Series 2021-1A, Class B	10.01 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sycamore Tree CLO Ltd., Series 2024-5A, Class A1	10.01 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 13 Ltd., Series 2022-13A, Class AR	10.00 mm	10.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Bermuda
ING Groep NV	9.91 mm	11.16 mm principal	0.09	Debt	Long	Netherlands
VICI VICI Properties Inc.	9.85 mm	310.13 k shares	0.09	Common equity	Long	USA
FNF Fidelity National Financial, Inc.	9.71 mm	161.44 k shares	0.09	Common equity	Long	USA
SEE Sealed Air Corporation	9.71 mm	268.41 k shares	0.09	Common equity	Long	USA
HSBC Bank plc, Series DMX0	9.68 mm	91.10 k shares	0.09	Structured note	Long	UK
BX Trust, Series 2022-GPA, Class A	9.57 mm	9.57 mm principal	0.09	ABS-mortgage backed security	Long	USA
CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR	9.56 mm	9.50 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	9.55 mm	15.78 k shares	0.09	Structured note	Long	Canada
Cellnex Telecom SA	9.53 mm	259.62 k shares	0.09	Common equity	Long	Spain
UBS AG	9.53 mm	73.22 k shares	0.09	Structured note	Long	Switzerland
GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR2	9.52 mm	9.50 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Signal Peak CLO 10 Ltd., Series 2021-9A, Class B	9.51 mm	9.50 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mizuho Markets Cayman LP	9.51 mm	12.53 k shares	0.09	Structured note	Long	Cayman Islands
UBS AG, Series 0001	9.50 mm	47.86 k shares	0.09	Structured note	Long	Switzerland
Barclays Bank plc, Series EMU8	9.44 mm	164.90 k shares	0.09	Structured note	Long	UK
EQT Trust, Series 2024-EXTR, Class A	9.41 mm	9.40 mm principal	0.09	ABS-mortgage backed security	Long	USA
Mizuho Markets Cayman LP	9.39 mm	277.80 k shares	0.09	Structured note	Long	Cayman Islands
Deutsche Bank AG, Series 2020	9.38 mm	9.60 mm principal	0.09	Debt	Long	Germany
BX Commercial Mortgage Trust, Series 2024-XL4, Class A	9.32 mm	9.30 mm principal	0.09	ABS-mortgage backed security	Long	USA
BNP Paribas Issuance BV	9.31 mm	1.89 mm shares	0.09	Structured note	Long	Netherlands
BX Commercial Mortgage Trust, Series 2024-AIR2, Class A	9.31 mm	9.30 mm principal	0.09	ABS-mortgage backed security	Long	USA
HES Hess Corporation	9.28 mm	69.01 k shares	0.09	Common equity	Long	USA
Progress Residential Trust, Series 2021-SFR8, Class G	9.26 mm	10.00 mm principal	0.09	ABS-other	Long	USA
Aimco CLO 11 Ltd., Series 2020-11A, Class A1R2	9.25 mm	9.25 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NGLS TRI Resources Inc.	9.23 mm	55.30 k shares	0.09	Common equity	Long	USA
AMSR Trust, Series 2020-SFR2, Class I	9.20 mm	9.40 mm principal	0.09	ABS-other	Long	USA
Commercial Mortgage Trust, Series 2015-CR23, Class B	9.19 mm	9.52 mm principal	0.09	ABS-mortgage backed security	Long	USA
Societe Generale SA	9.15 mm	16.57 k shares	0.08	Structured note	Long	France
LH Laboratory Corporation of America Holdings	9.12 mm	39.95 k shares	0.08	Common equity	Long	USA
ELV Elevance Health Inc.	9.04 mm	22.28 k shares	0.08	Common equity	Long	USA
Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R	9.04 mm	9.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Buckhorn Park CLO Ltd., Series 2019-1A, Class B1R	8.99 mm	9.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Trust, Series 2024-VLT4, Class A	8.99 mm	8.98 mm principal	0.08	ABS-mortgage backed security	Long	USA
SUI Sun Communities, Inc.	8.94 mm	67.38 k shares	0.08	Common equity	Long	USA
J.P. Morgan Structured Products BV, Series N11B	8.85 mm	39.40 k shares	0.08	Structured note	Long	Netherlands
COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D	8.84 mm	8.90 mm principal	0.08	ABS-mortgage backed security	Long	USA
Verus Securitization Trust, Series 2022-3, Class A1	8.72 mm	9.24 mm principal	0.08	ABS-mortgage backed security	Long	USA
Swatch Group AG (The)	8.65 mm	42.17 k shares	0.08	Common equity	Long	Switzerland
GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E	8.61 mm	8.60 mm principal	0.08	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2022-LION, Class A	8.60 mm	8.80 mm principal	0.08	ABS-mortgage backed security	Long	USA
Royal Bank of Canada	8.57 mm	244.53 k shares	0.08	Structured note	Long	Canada
TICP CLO XI Ltd., Series 2018-11A, Class AR	8.56 mm	8.55 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Trust, Series 2023-DELC, Class A	8.56 mm	8.50 mm principal	0.08	ABS-mortgage backed security	Long	USA