BlackRock Dynamic High Income Portfolio

Fund Profile

Fund profile

Fund manager

BlackRock Funds II

Total assets

$1.19 bn

Liabilities

$71.77 mm

Net assets

$1.12 bn

Number of holdings

1.71 k

Top 200 of 1707 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Liquidity Funds, T-Fund, Institutional Class	117.11 mm	117.11 mm shares	10.49	Short-term investment vehicle	Long	USA
iShares Core Dividend Growth ETF	105.12 mm	1.70 mm shares	9.42		Long	USA
iShares International Dividend Growth ETF	19.53 mm	274.77 k shares	1.75		Long	USA
BlackRock Floating Rate Income Portfolio, Class K Shares	17.37 mm	1.79 mm shares	1.56		Long	USA
Citigroup Global Markets Holdings, Inc.	13.99 mm	60.81 k shares	1.25	Structured note	Long	USA
Bank of Montreal	9.75 mm	73.98 k shares	0.87	Structured note	Long	Canada
MSFT Microsoft Corporation	8.06 mm	19.83 k shares	0.72	Common equity	Long	USA
Barclays Bank plc, Series GN21	7.89 mm	45.71 k shares	0.71	Structured note	Long	UK
Taiwan Semiconductor Manufacturing Co. Ltd.	4.14 mm	132.00 k shares	0.37	Common equity	Long	Taiwan
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR	4.01 mm	4.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR	4.00 mm	4.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	3.88 mm	47.50 k shares	0.35	Structured note	Long	Canada
Barclays Bank plc	3.84 mm	17.26 k shares	0.34	Structured note	Long	UK
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R	3.51 mm	3.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 13 Ltd., Series 2022-13A, Class AR	3.50 mm	3.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Bermuda
Elmwood CLO XI Ltd., Series 2021-4A, Class D	3.40 mm	3.40 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sanofi SA	3.29 mm	31.13 k shares	0.29	Common equity	Long	France
UNH UnitedHealth Group Incorporated	3.23 mm	5.72 k shares	0.29	Common equity	Long	USA
Mizuho Markets Cayman LP	3.21 mm	11.05 k shares	0.29	Structured note	Long	Cayman Islands
Societe Generale SA	3.19 mm	3.39 k shares	0.29	Structured note	Long	France
Novo Nordisk A/S, Class B	3.08 mm	27.45 k shares	0.28	Common equity	Long	Denmark
TXN Texas Instruments Incorporated	3.06 mm	15.08 k shares	0.27	Common equity	Long	USA
Accenture plc, Class A	3.04 mm	8.81 k shares	0.27	Common equity	Long	Ireland
CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR	3.02 mm	3.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class A	3.01 mm	3.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class E	3.00 mm	3.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class D	3.00 mm	3.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MDLZ Mondelez International, Inc.	2.98 mm	43.49 k shares	0.27	Common equity	Long	USA
OTIS Otis Worldwide Corporation	2.96 mm	30.18 k shares	0.27	Common equity	Long	USA
CIFC Funding 2021-IV Ltd., Series 2021-4A, Class CR	2.94 mm	2.94 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
META Meta Platforms, Inc.	2.89 mm	5.10 k shares	0.26	Common equity	Long	USA
HD The Home Depot, Inc.	2.87 mm	7.29 k shares	0.26	Common equity	Long	USA
GOOG Alphabet Inc.	2.87 mm	16.76 k shares	0.26	Common equity	Long	USA
UBS AG	2.86 mm	29.42 k shares	0.26	Structured note	Long	Switzerland
WFC Wells Fargo & Company	2.81 mm	43.28 k shares	0.25	Common equity	Long	USA
AstraZeneca plc	2.71 mm	19.08 k shares	0.24	Common equity	Long	UK
ABBV AbbVie Inc.	2.68 mm	13.16 k shares	0.24	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc., Series MTOK	2.65 mm	20.02 k shares	0.24	Structured note	Long	USA
RELX plc	2.62 mm	56.78 k shares	0.23	Common equity	Long	UK
Samsung Electronics Co. Ltd.	2.62 mm	2.48 k shares	0.23	Common equity	Long	Korea, Republic of
AAPL Apple Inc.	2.59 mm	11.45 k shares	0.23	Common equity	Long	USA
Marathon CLO Ltd., Series 2020-15A, Class C1R3	2.53 mm	2.50 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Bank plc	2.52 mm	34.52 k shares	0.23	Structured note	Long	UK
Galaxy XXVI CLO Ltd., Series 2018-26A, Class BR	2.50 mm	2.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XLVI Ltd., Series 2020-46A, Class CR	2.48 mm	2.48 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LVMH Moet Hennessy Louis Vuitton SE	2.47 mm	3.71 k shares	0.22	Common equity	Long	France
Royal Bank of Canada	2.45 mm	4.05 k shares	0.22	Structured note	Long	Canada
UBS AG, Series 0001	2.44 mm	12.27 k shares	0.22	Structured note	Long	Switzerland
Mizuho Markets Cayman LP	2.43 mm	3.21 k shares	0.22	Structured note	Long	Cayman Islands
Flatiron CLO 19 Ltd., Series 2019-1A, Class BR	2.40 mm	2.40 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UBS AG	2.39 mm	18.35 k shares	0.21	Structured note	Long	Switzerland
KO The Coca-Cola Company	2.38 mm	36.46 k shares	0.21	Common equity	Long	USA
Societe Generale SA	2.35 mm	4.25 k shares	0.21	Structured note	Long	France
HUBB Hubbell Incorporated	2.33 mm	5.46 k shares	0.21	Common equity	Long	USA
UNP Union Pacific Corporation	2.32 mm	10.01 k shares	0.21	Common equity	Long	USA
PM Philip Morris International Inc.	2.29 mm	17.23 k shares	0.20	Common equity	Long	USA
EQIX Equinix, Inc.	2.26 mm	2.49 k shares	0.20	Common equity	Long	USA
CRM Salesforce, Inc.	2.25 mm	7.73 k shares	0.20	Common equity	Long	USA
AMAT Applied Materials, Inc.	2.22 mm	12.23 k shares	0.20	Common equity	Long	USA
Royal Bank of Canada	2.21 mm	62.97 k shares	0.20	Structured note	Long	Canada
Allegion plc	2.16 mm	15.48 k shares	0.19	Common equity	Long	Ireland
BHI BAKER HUGHES a GE Co LLC	2.16 mm	56.74 k shares	0.19	Common equity	Long	USA
GE General Electric Company	2.14 mm	12.46 k shares	0.19	Common equity	Long	USA
CAH Cardinal Health, Inc.	2.13 mm	19.67 k shares	0.19	Common equity	Long	USA
UBS AG	2.10 mm	23.50 k shares	0.19	Structured note	Long	Switzerland
CFG Citizens Financial Group, Inc.	2.09 mm	49.71 k shares	0.19	Common equity	Long	USA
Shell plc	2.08 mm	61.75 k shares	0.19	Common equity	Long	UK
Diageo plc	2.04 mm	66.16 k shares	0.18	Common equity	Long	UK
Intercontinental Exchange, Inc.	2.03 mm	13.03 k shares	0.18	Common equity	Long	USA
OHA Credit Funding 16 Ltd., Series 2023-16A, Class D	2.03 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Bermuda
Sycamore Tree CLO Ltd., Series 2023-2A, Class DR	2.02 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class C	2.02 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO I Ltd., Series 2019-1A, Class DRR	2.02 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XL Ltd., Series 2022-40A, Class D1R	2.02 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-44A, Class E	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXIV Ltd., Series 2021-24A, Class D	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AB BSL CLO 4 Ltd., Series 2023-4A, Class B	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trimaran Cavu Ltd., Series 2021-1A, Class AR	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XLV Ltd., Series 2020-45A, Class CR	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	2.00 mm	32.03 k shares	0.18	Structured note	Long	Canada
Clover CLO LLC, Series 2021-1A, Class E	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Sixth Street CLO IX Ltd., Series 2017-9A, Class AR	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2019-5A, Class A1R1	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2024-3A, Class A	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class C	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Air Liquide SA	1.97 mm	10.97 k shares	0.18	Common equity	Long	France
Societe Generale SA	1.96 mm	86.98 k shares	0.18	Structured note	Long	France
Barclays Bank plc	1.91 mm	16.24 k shares	0.17	Structured note	Long	UK
Societe Generale SA	1.87 mm	28.49 k shares	0.17	Structured note	Long	France
DOC Healthpeak Properties, Inc.	1.86 mm	82.73 k shares	0.17	Common equity	Long	USA
Societe Generale SA	1.85 mm	24.87 k shares	0.17	Structured note	Long	France
FCNCO First Citizens BancShares, Inc.	1.83 mm	945.00 shares	0.16	Common equity	Long	USA
CVS CVS Health Corporation	1.83 mm	32.41 k shares	0.16	Common equity	Long	USA
Morgan Stanley & Co. International plc, Series E0UY	1.83 mm	5.22 k shares	0.16	Structured note	Long	UK
ORCL Oracle Corporation	1.82 mm	10.83 k shares	0.16	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc.	1.81 mm	26.96 k shares	0.16	Structured note	Long	USA
HSBC Bank plc, Series DMYN	1.77 mm	17.18 k shares	0.16	Structured note	Long	UK
Palmer Square CLO Ltd., Series 2021-3A, Class C	1.75 mm	1.75 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HSBC Bank plc, Series 004V	1.75 mm	4.34 k shares	0.16	Structured note	Long	UK
CIFC Funding Ltd., Series 2021-6A, Class A	1.75 mm	1.75 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AME AMETEK, Inc.	1.73 mm	9.46 k shares	0.16	Common equity	Long	USA
C Citigroup Inc.	1.72 mm	26.78 k shares	0.15	Common equity	Long	USA
OHA Loan Funding Ltd., Series 2013-1A, Class D1R3	1.71 mm	1.70 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WMB The Williams Companies, Inc.	1.70 mm	32.40 k shares	0.15	Common equity	Long	USA
CCI Crown Castle Inc.	1.68 mm	15.65 k shares	0.15	Common equity	Long	USA
Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C	1.65 mm	2.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Zurich Insurance Group AG	1.65 mm	2.80 k shares	0.15	Common equity	Long	Switzerland
Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B	1.65 mm	1.65 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	1.65 mm	8.07 k shares	0.15	Structured note	Long	Canada
Leidos Holdings, Inc.	1.65 mm	8.99 k shares	0.15	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	1.64 mm	23.42 k shares	0.15	Common equity	Long	USA
Royal Bank of Canada	1.62 mm	3.33 k shares	0.15	Structured note	Long	Canada
Royal Bank of Canada	1.61 mm	18.52 k shares	0.14	Structured note	Long	Canada
J.P. Morgan Structured Products BV, Series TDMT	1.61 mm	31.71 k shares	0.14	Structured note	Long	Netherlands
Barclays Bank plc	1.61 mm	7.05 k shares	0.14	Structured note	Long	UK
Royal Bank of Canada	1.61 mm	5.47 k shares	0.14	Structured note	Long	Canada
CMS-PB Consumers Energy Company	1.60 mm	23.05 k shares	0.14	Common equity	Long	USA
Toronto-Dominion Bank (The)	1.60 mm	20.10 k shares	0.14	Structured note	Long	Canada
Ballyrock CLO Ltd., Series 2020-2A, Class A2R	1.60 mm	1.60 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	1.60 mm	4.46 k shares	0.14	Structured note	Long	Canada
Citigroup Global Markets Holdings, Inc., Series GMUA	1.60 mm	7.38 k shares	0.14	Structured note	Long	USA
Royal Bank of Canada	1.59 mm	23.15 k shares	0.14	Structured note	Long	Canada
Mizuho Markets Cayman LP	1.59 mm	5.85 k shares	0.14	Structured note	Long	Cayman Islands
Barclays Bank plc	1.58 mm	15.99 k shares	0.14	Structured note	Long	UK
TU TELUS Corporation	1.58 mm	100.16 k shares	0.14	Common equity	Long	Canada
Societe Generale SA	1.58 mm	11.75 k shares	0.14	Structured note	Long	France
MTB M&T Bank Corporation	1.58 mm	8.13 k shares	0.14	Common equity	Long	USA
Mizuho Markets Cayman LP	1.58 mm	8.08 k shares	0.14	Structured note	Long	Cayman Islands
Morgan Stanley & Co. International plc, Series EMV7	1.58 mm	4.90 k shares	0.14	Structured note	Long	UK
Morgan Stanley & Co. International plc, Series E12M	1.58 mm	7.04 k shares	0.14	Structured note	Long	UK
BNP Paribas Issuance BV	1.58 mm	6.03 k shares	0.14	Structured note	Long	Netherlands
BNP Paribas Issuance BV	1.57 mm	5.97 k shares	0.14	Structured note	Long	Netherlands
MCO Moody's Corporation	1.57 mm	3.46 k shares	0.14	Common equity	Long	USA
VICI VICI Properties Inc.	1.57 mm	49.39 k shares	0.14	Common equity	Long	USA
J.P. Morgan Structured Products BV, Series MU0T	1.56 mm	10.40 k shares	0.14	Structured note	Long	Netherlands
Broadcom Pte. Ltd.	1.56 mm	9.19 k shares	0.14	Common equity	Long	USA
Citigroup Global Markets Holdings, Inc.	1.56 mm	24.91 k shares	0.14	Structured note	Long	USA
Banco Bilbao Vizcaya Argentaria SA	1.56 mm	156.29 k shares	0.14	Common equity	Long	Spain
CMCSA Comcast Corporation	1.55 mm	35.57 k shares	0.14	Common equity	Long	USA
J.P. Morgan Structured Products BV, Series MU0S	1.55 mm	13.71 k shares	0.14	Structured note	Long	Netherlands
CTSH Cognizant Technology Solutions Corporation	1.54 mm	20.69 k shares	0.14	Common equity	Long	USA
Taylor Wimpey plc	1.52 mm	802.59 k shares	0.14	Common equity	Long	UK
Koninklijke KPN NV	1.52 mm	387.87 k shares	0.14	Common equity	Long	Netherlands
BAX Baxter International Inc.	1.52 mm	42.44 k shares	0.14	Common equity	Long	USA
BX Trust, Series 2023-DELC, Class A	1.51 mm	1.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
Royal Bank of Canada	1.51 mm	17.75 k shares	0.14	Structured note	Long	Canada
AGL Core CLO 27 Ltd., Series 2023-27A, Class A	1.51 mm	1.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIS Fidelity National Information Services, Inc.	1.51 mm	16.79 k shares	0.13	Common equity	Long	USA
Rad CLO 12 Ltd., Series 2021-12A, Class D	1.51 mm	1.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FS Rialto Issuer LLC, Series 2022-FL7, Class A	1.51 mm	1.50 mm principal	0.13	ABS-mortgage backed security	Long	USA
Palmer Square CLO Ltd., Series 2022-1A, Class C	1.50 mm	1.50 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Bank plc, Series H11X	1.50 mm	10.04 k shares	0.13	Structured note	Long	UK
UBS AG	1.49 mm	21.30 k shares	0.13	Structured note	Long	Switzerland
HSBC Bank plc, Series 003Y	1.49 mm	31.92 k shares	0.13	Structured note	Long	UK
Shell plc	1.45 mm	43.38 k shares	0.13	Common equity	Long	UK
LHX L3Harris Technologies, Inc.	1.44 mm	5.82 k shares	0.13	Common equity	Long	USA
SUI Sun Communities, Inc.	1.42 mm	10.73 k shares	0.13	Common equity	Long	USA
SCHW The Charles Schwab Corporation	1.41 mm	19.90 k shares	0.13	Common equity	Long	USA
Palmer Square CLO Ltd., Series 2021-4A, Class C	1.40 mm	1.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E	1.40 mm	1.40 mm principal	0.13	ABS-mortgage backed security	Long	USA
BAE Systems plc	1.37 mm	85.03 k shares	0.12	Common equity	Long	UK
J.P. Morgan Structured Products BV, Series MX85	1.37 mm	23.20 k shares	0.12	Structured note	Long	Netherlands
ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A	1.34 mm	1.34 mm principal	0.12	ABS-mortgage backed security	Long	USA
KRFT Kraft Foods Group, Inc.	1.33 mm	39.79 k shares	0.12	Common equity	Long	USA
BP plc	1.33 mm	271.74 k shares	0.12	Common equity	Long	UK
Barclays Bank plc	1.33 mm	21.00 k shares	0.12	Structured note	Long	UK
CSCO Cisco Systems, Inc.	1.33 mm	24.21 k shares	0.12	Common equity	Long	USA
UBS AG, Series 0001	1.31 mm	15.06 k shares	0.12	Structured note	Long	Switzerland
BAMLL Trust, Series 2024-BHP, Class A	1.31 mm	1.30 mm principal	0.12	ABS-mortgage backed security	Long	USA
Societe Generale SA	1.31 mm	6.98 k shares	0.12	Structured note	Long	France
Royal Bank of Canada	1.31 mm	5.58 k shares	0.12	Structured note	Long	Canada
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A	1.31 mm	1.38 mm principal	0.12	ABS-mortgage backed security	Long	USA
Royal Bank of Canada	1.30 mm	3.40 k shares	0.12	Structured note	Long	Canada
Palmer Square CLO Ltd., Series 2015-2A, Class CR2	1.30 mm	1.30 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Societe Generale SA	1.29 mm	22.46 k shares	0.12	Structured note	Long	France
BNP Paribas Issuance BV	1.29 mm	12.04 k shares	0.12	Structured note	Long	Netherlands
Royal Bank of Canada	1.28 mm	11.92 k shares	0.11	Structured note	Long	Canada
Royal Bank of Canada	1.28 mm	30.51 k shares	0.11	Structured note	Long	Canada
Toronto-Dominion Bank (The)	1.28 mm	8.15 k shares	0.11	Structured note	Long	Canada
Citigroup Global Markets Holdings, Inc., Series GMUB	1.28 mm	4.56 k shares	0.11	Structured note	Long	USA
Citigroup Global Markets Holdings, Inc.	1.28 mm	6.14 k shares	0.11	Structured note	Long	USA
Barclays Bank plc	1.28 mm	15.02 k shares	0.11	Structured note	Long	UK
Societe Generale SA, Series 0001	1.28 mm	17.15 k shares	0.11	Structured note	Long	France
Citigroup Global Markets Holdings, Inc., Series GMUX	1.27 mm	17.74 k shares	0.11	Structured note	Long	USA
Barclays Bank plc, Series GN0Z	1.27 mm	9.60 k shares	0.11	Structured note	Long	UK
Royal Bank of Canada	1.27 mm	2.03 k shares	0.11	Structured note	Long	Canada
Elmwood CLO XI Ltd., Series 2021-4A, Class E	1.26 mm	1.25 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2020-1A, Class A1RR	1.25 mm	1.25 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
Royal Bank of Canada	1.25 mm	11.54 k shares	0.11	Structured note	Long	Canada
Royal Bank of Canada	1.25 mm	26.05 k shares	0.11	Structured note	Long	Canada
Societe Generale SA	1.25 mm	5.56 k shares	0.11	Structured note	Long	France
Aimco CLO 11 Ltd., Series 2020-11A, Class A1R2	1.25 mm	1.25 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Bank plc, Series E11H	1.25 mm	24.27 k shares	0.11	Structured note	Long	UK
Citigroup Global Markets Holdings, Inc., Series GMU0	1.23 mm	11.20 k shares	0.11	Structured note	Long	USA
Royal Bank of Canada	1.23 mm	21.74 k shares	0.11	Structured note	Long	Canada
Citigroup Global Markets Holdings, Inc., Series MTOI	1.23 mm	26.81 k shares	0.11	Structured note	Long	USA
Citigroup Global Markets Holdings, Inc., Series MTOH	1.22 mm	4.92 k shares	0.11	Structured note	Long	USA
BXP Boston Properties, Inc.	1.22 mm	15.09 k shares	0.11	Common equity	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A	1.19 mm	1.19 mm principal	0.11	ABS-mortgage backed security	Long	USA