BlackRock Income Fund

Fund Profile

Fund profile

Fund manager

BlackRock Funds V

Total assets

$1.44 bn

Liabilities

$192.52 mm

Net assets

$1.25 bn

Number of holdings

1.93 k

Top 200 of 1927 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Securities	108.60 mm	108.68 mm principal	8.72	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	89.90 mm	90.00 mm principal	7.21	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	61.83 mm	62.00 mm principal	4.96	Short-term investment vehicle	Long	USA
Uniform Mortgage-Backed Securities	53.89 mm	53.28 mm principal	4.32	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	34.77 mm	35.00 mm principal	2.79	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.95 mm	25.00 mm principal	2.00	Short-term investment vehicle	Long	USA
BlackRock Liquidity Funds, T-Fund, Institutional Class	20.22 mm	20.22 mm shares	1.62	Short-term investment vehicle	Long	USA
iShares Floating Rate Bond ETF	15.72 mm	308.08 k shares	1.26		Long	USA
Truist Financial Corp.	15.71 mm	15.31 mm principal	1.26	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	12.78 mm	12.72 mm principal	1.03	Debt	Long	USA
BAT Capital Corp.	11.84 mm	12.73 mm principal	0.95	Debt	Long	USA
BNPQY BNP Paribas SA	11.62 mm	10.84 mm principal	0.93	Debt	Long	France
Bank of America Corp.	11.09 mm	11.15 mm principal	0.89	Debt	Long	USA
Toronto-Dominion Bank (The)	10.90 mm	10.46 mm principal	0.87	Debt	Long	Canada
JPMorgan Chase & Co.	10.13 mm	9.56 mm principal	0.81	Debt	Long	USA
BCS Barclays PLC	8.55 mm	8.12 mm principal	0.69	Debt	Long	UK
GPN Global Payments Inc.	8.33 mm	8.74 mm principal	0.67	Debt	Long	USA
HCA, Inc.	8.31 mm	11.53 mm principal	0.67	Debt	Long	USA
ING Groep NV	8.12 mm	7.88 mm principal	0.65	Debt	Long	Netherlands
C Citigroup Inc.	7.94 mm	7.50 mm principal	0.64	Debt	Long	USA
Macquarie Bank Ltd.	7.50 mm	6.83 mm principal	0.60	Debt	Long	Australia
EQIX Equinix, Inc.	7.37 mm	7.86 mm principal	0.59	Debt	Long	USA
NWL Newell Brands Inc.	7.29 mm	8.14 mm principal	0.59	Debt	Long	USA
Wells Fargo & Co.	6.79 mm	6.71 mm principal	0.54	Debt	Long	USA
Toronto-Dominion Bank (The)	6.70 mm	6.24 mm principal	0.54	Debt	Long	Canada
ORCL Oracle Corporation	6.48 mm	8.06 mm principal	0.52	Debt	Long	USA
UBS Group AG	6.38 mm	5.41 mm principal	0.51	Debt	Long	Switzerland
Aon North America, Inc.	6.31 mm	5.96 mm principal	0.51	Debt	Long	USA
Apidos CLO XXXVII, Series 2021-37A, Class A	6.20 mm	6.20 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BA The Boeing Company	6.06 mm	5.53 mm principal	0.49	Debt	Long	USA
Southern California Edison Co.	5.97 mm	5.50 mm principal	0.48	Debt	Long	USA
Credit Suisse Group AG	5.93 mm	5.70 mm principal	0.48	Debt	Long	Switzerland
VICI Properties LP	5.92 mm	5.90 mm principal	0.48	Debt	Long	USA
NWG NatWest Group plc	5.85 mm	5.36 mm principal	0.47	Debt	Long	UK
UBS Group AG	5.74 mm	5.37 mm principal	0.46	Debt	Long	Switzerland
Signal Peak CLO 8 Ltd., Series 2020-8A, Class A	5.61 mm	5.60 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PNC The PNC Financial Services Group, Inc.	5.53 mm	5.45 mm principal	0.44	Debt	Long	USA
ENB Enbridge Inc.	5.50 mm	4.75 mm principal	0.44	Debt	Long	Canada
BlackRock ETF Trust II	5.20 mm	100.00 k shares	0.42		Long	USA
UBS Group AG	5.07 mm	5.09 mm principal	0.41	Debt	Long	Switzerland
Dryden 77 CLO Ltd., Series 2020-77A, Class AR	5.01 mm	5.00 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Loan Funding Ltd., Series 2015-1A, Class AR3	5.01 mm	5.00 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MPLX MPLX LP	4.93 mm	5.50 mm principal	0.40	Debt	Long	USA
FANG Diamondback Energy, Inc.	4.90 mm	4.54 mm principal	0.39	Debt	Long	USA
Owl Rock Core Income Corp.	4.64 mm	4.55 mm principal	0.37	Debt	Long	USA
Apollo Debt Solutions BDC	4.47 mm	4.30 mm principal	0.36	Debt	Long	USA
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR	4.33 mm	4.33 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley	4.18 mm	4.37 mm principal	0.34	Debt	Long	USA
D Dominion Energy, Inc.	4.18 mm	3.83 mm principal	0.34	Debt	Long	USA
Whitebox CLO III Ltd., Series 2021-3A, Class A1	4.10 mm	4.10 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox CLO III Ltd., Series 2021-3A, Class A1R	4.10 mm	4.10 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LOW Lowe's Companies, Inc.	4.07 mm	3.91 mm principal	0.33	Debt	Long	USA
Pikes Peak CLO 12 Ltd., Series 2023-12A, Class A	4.02 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Jersey
Clover CLO LLC, Series 2018-1A, Class A1RR	4.01 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
AIMCO CLO 14 Ltd., Series 2021-14A, Class A	4.01 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2021-1A, Class A	4.00 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
OHA Credit Funding 10 Ltd., Series 2021-10A, Class A	4.00 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2021-7A, Class A1	4.00 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1	4.00 mm	4.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Broadcom Pte. Ltd.	3.97 mm	5.00 mm principal	0.32	Debt	Long	USA
Charter Communications Operating LLC	3.91 mm	5.75 mm principal	0.31	Debt	Long	USA
Deutsche Bank AG	3.61 mm	3.35 mm principal	0.29	Debt	Long	Germany
T-Mobile USA, Inc.	3.59 mm	3.50 mm principal	0.29	Debt	Long	USA
BCS Barclays PLC	3.42 mm	3.04 mm principal	0.27	Debt	Long	UK
PCG+A Pacific Gas & Electric Co.	3.41 mm	4.04 mm principal	0.27	Debt	Long	USA
OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR	3.25 mm	3.25 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nissan Motor Acceptance Co. LLC	3.16 mm	3.06 mm principal	0.25	Debt	Long	USA
LALT PowerShares Exchange-Traded Fund Trust II	3.07 mm	146.00 k shares	0.25		Long	USA
Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class A1	3.02 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO XII Ltd., Series 2021-5A, Class B	3.01 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A	3.01 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Citigroup, Inc.	3.01 mm	2.82 mm principal	0.24	Debt	Long	USA
Symphony CLO XXVIII Ltd., Series 2021-28A, Class A	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-2A, Class A	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class A	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox CLO I Ltd., Series 2019-1A, Class BRR	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 15 Ltd., Series 2022-2A, Class A1	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Elmwood CLO XII Ltd., Series 2021-5A, Class BR	3.00 mm	3.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class AR	2.95 mm	2.95 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Jersey
Generate CLO 6 Ltd., Series 6A, Class A1R	2.95 mm	2.95 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Partners XVI, Series 2021-16A, Class AR	2.95 mm	2.95 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
3 Month SOFR	2.94 mm	4.20 k contracts	0.24	Interest rate derivative	N/A	USA
Regatta VI Funding Ltd., Series 2016-1A, Class AR2	2.91 mm	2.91 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Duke Energy Florida LLC	2.90 mm	2.62 mm principal	0.23	Debt	Long	USA
TICP CLO XIV Ltd., Series 2019-14A, Class A2R	2.82 mm	2.82 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LOW Lowe's Companies, Inc.	2.82 mm	4.15 mm principal	0.23	Debt	Long	USA
Carlyle US CLO Ltd., Series 2021-1A, Class A1	2.81 mm	2.81 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rainbow Finco SARL, Facility 1st Lien Term Loan B2	2.71 mm	2.44 mm principal	0.22	Loan	Long	Luxembourg
Whitebox CLO II Ltd., Series 2020-2A, Class A1R	2.70 mm	2.70 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Mercedes-Benz Finance North America LLC	2.67 mm	2.60 mm principal	0.21	Debt	Long	USA
Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR	2.63 mm	2.63 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox CLO I Ltd., Series 2019-1A, Class A1RR	2.58 mm	2.58 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BA The Boeing Company	2.57 mm	2.33 mm principal	0.21	Debt	Long	USA
TICP CLO XII Ltd., Series 2018-12A, Class BR	2.56 mm	2.55 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trimaran CAVU Ltd., Series 2022-2A, Class A	2.52 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Silver Point CLO 5 Ltd., Series 2024-5A, Class B	2.51 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2015-1A, Class A2R4	2.51 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Signal Peak CLO 8 Ltd., Series 2020-8A, Class B	2.51 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2021-3A, Class A	2.50 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A	2.50 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2024-3A, Class A	2.50 mm	2.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Broadcom Pte. Ltd.	2.47 mm	2.66 mm principal	0.20	Debt	Long	USA
RR LLC, Series 2017-1A, Class A1AB	2.38 mm	2.38 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
RRX 4 Ltd., Series 2021-4A, Class A1	2.26 mm	2.25 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dun & Bradstreet Corp. (The), 1st Lien Term Loan B	2.20 mm	2.20 mm principal	0.18	Loan	Long	USA
Invesco CLO Ltd., Series 2021-3A, Class A	2.17 mm	2.17 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sycamore Tree CLO Ltd., Series 2023-3A, Class CR	2.04 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXV Ltd., Series 2023-25A, Class A1	2.02 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Bermuda
Cedar Funding XIV CLO Ltd., Series 2021-14A, Class A	2.02 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ET Energy Transfer LP	2.01 mm	1.93 mm principal	0.16	Debt	Long	USA
CIFC Funding 2021-I Ltd., Series 2021-1A, Class A1R	2.01 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Canyon CLO Ltd., Series 2021-3A, Class B	2.01 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO Ltd., Series 2019-1A, Class BR	2.01 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO VII Ltd., Series 2020-4A, Class AR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO II Ltd., Series 2019-2A, Class AR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO Ltd., Series 2019-2A, Class AR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XVIII Funding Ltd., Series 2021-1A, Class A1	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 16 Ltd., Series 2021-16A, Class A1	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TICP CLO VI Ltd., Series 2016-6A, Class AR2	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 19 Ltd., Series 2019-1A, Class AR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak CLO 6, Series 2020-6A, Class AR2	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Aimco CLO 11 Ltd., Series 2020-11A, Class A1R2	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2022-1A, Class D	2.00 mm	2.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RTX RTX Corporation	2.00 mm	1.69 mm principal	0.16	Debt	Long	USA
KeyCorp	1.99 mm	1.83 mm principal	0.16	Debt	Long	USA
CIFC Funding Ltd., Series 2015-4A, Class A1A2	1.98 mm	1.98 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CarVal CLO II Ltd., Series 2019-1A, Class ANR	1.95 mm	1.95 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE6, Class A2	1.87 mm	2.09 mm principal	0.15	ABS-other	Long	USA
T-Mobile USA, Inc.	1.79 mm	1.92 mm principal	0.14	Debt	Long	USA
Silver Point CLO 5 Ltd., Series 2024-5A, Class C	1.76 mm	1.75 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR 19 Ltd., Series 2021-19A, Class A1	1.75 mm	1.75 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TICP CLO X Ltd., Series 2018-10A, Class B	1.70 mm	1.70 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cloud Software Group, Inc., Facility 1st Lien Term Loan B	1.58 mm	1.59 mm principal	0.13	Loan	Long	USA
Charter Communications Operating LLC	1.54 mm	2.41 mm principal	0.12	Debt	Long	USA
Warwick Capital CLO 1 Ltd., Series 2023-1A, Class B	1.53 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Jersey
Alliant Holdings Intermediate LLC, 1st Lien Term Loan	1.52 mm	1.53 mm principal	0.12	Loan	Long	USA
Marathon CLO Ltd., Series 2020-15A, Class C1R3	1.52 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Partners XI Ltd., Series 2015-11A, Class CR2	1.52 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox CLO IV Ltd., Series 2023-4A, Class A1	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 23 Ltd., Series 2023-2A, Class A	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class B	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXIII Ltd., Series 2023-23A, Class A	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Bermuda
Trimaran CAVU Ltd., Series 2022-2A, Class B1	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak CLO 9, Series 2021-9A, Class B	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 5 Ltd., Series 5A, Class BR	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2020-3A, Class A1R2	1.51 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Halseypoint CLO 5 Ltd., Series 2021-5A, Class A1A	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GoldenTree Loan Management US CLO 8 Ltd., Series 2020-8A, Class AR	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MidOcean Credit CLO XV Ltd., Series 2024-15A, Class A1	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Jersey
Post CLO Ltd., Series 2021-1A, Class A	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 6 Ltd., Series 6A, Class CR	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VII Funding Ltd., Series 2016-1A, Class DR2	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Silver Point CLO 5 Ltd., Series 2024-5A, Class D1	1.50 mm	1.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Velocity Commercial Capital Loan Trust, Series 2019-3, Class M2	1.48 mm	1.60 mm principal	0.12	ABS-mortgage backed security	Long	USA
Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE5, Class 1A4	1.43 mm	1.47 mm principal	0.11	ABS-other	Long	USA
Symphony CLO XXIV Ltd., Series 2020-24A, Class AR	1.42 mm	1.42 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NXP BV	1.41 mm	1.41 mm principal	0.11	Debt	Long	USA
GLP Capital LP	1.39 mm	1.57 mm principal	0.11	Debt	Long	USA
ORCL Oracle Corporation	1.37 mm	1.34 mm principal	0.11	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	1.36 mm	1.20 mm principal	0.11	Debt	Long	USA
Sixth Street CLO XX Ltd., Series 2021-20A, Class A1	1.33 mm	1.33 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clarios Global LP	1.26 mm	1.26 mm principal	0.10	Debt	Long	USA
Benefit Street Partners CLO X Ltd., Series 2016-10A, Class BRR	1.25 mm	1.25 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 6 Ltd., Series 2020-6A, Class DR	1.25 mm	1.25 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding XII CLO Ltd., Series 2020-12A, Class A1R	1.25 mm	1.25 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2019-1A, Class DR	1.25 mm	1.25 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCW CLO Ltd., Series 2020-1A, Class DRR	1.24 mm	1.25 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AssuredPartners, Inc., 1st Lien Term Loan	1.22 mm	1.22 mm principal	0.10	Loan	Long	USA
OHA Credit Partners XI Ltd., Series 2015-11A, Class D1R2	1.21 mm	1.20 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Polaris Newco LLC, 1st Lien Term Loan	1.18 mm	1.20 mm principal	0.09	Loan	Long	USA
StubHub HoldCo Sub LLC, 1st Lien Term Loan B	1.15 mm	1.15 mm principal	0.09	Loan	Long	USA
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class DRR	1.15 mm	1.15 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Allied Universal HoldCo LLC, 1st Lien Term Loan	1.13 mm	1.14 mm principal	0.09	Loan	Long	USA
Alternative Loan Trust, Series 2006-OA11, Class A1B	1.11 mm	1.17 mm principal	0.09	ABS-mortgage backed security	Long	USA
Regatta XVIII Funding Ltd., Series 2021-1A, Class B	1.10 mm	1.10 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Brand Industrial Services, Inc., 1st Lien Term Loan C	1.10 mm	1.13 mm principal	0.09	Loan	Long	USA
Zayo Group Holdings, Inc., 1st Lien Term Loan	1.10 mm	1.20 mm principal	0.09	Loan	Long	USA
Husky Injection Molding Systems Ltd., 1st Lien Term Loan	1.09 mm	1.10 mm principal	0.09	Loan	Long	Canada
Medline Borrower LP, 1st Lien Term Loan	1.08 mm	1.08 mm principal	0.09	Loan	Long	USA
TICP CLO XI Ltd., Series 2018-11A, Class DR	1.07 mm	1.05 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury 5 Year Note	1.06 mm	4.20 k contracts	0.09	Interest rate derivative	N/A	USA
US Bancorp	1.06 mm	1.02 mm principal	0.09	Debt	Long	USA
Proofpoint, Inc., 1st Lien Term Loan	1.06 mm	1.06 mm principal	0.08	Loan	Long	USA
Vedanta Resources Finance II plc	1.04 mm	1.03 mm principal	0.08	Debt	Long	UK
Deerfield Dakota Holding LLC, 1st Lien Term Loan	1.04 mm	1.06 mm principal	0.08	Loan	Long	USA
Fertitta Entertainment LLC, 1st Lien Term Loan B	1.04 mm	1.04 mm principal	0.08	Loan	Long	USA
Palmer Square CLO Ltd., Series 2013-2A, Class A1A3	1.04 mm	1.04 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2017-I Ltd., Series 2017-1A, Class DRR	1.02 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Hub International Ltd., 1st Lien Term Loan	1.01 mm	1.01 mm principal	0.08	Loan	Long	USA
Hudson Yards Mortgage Trust, Series 2019-55HY, Class F	1.01 mm	1.34 mm principal	0.08	ABS-mortgage backed security	Long	USA
Clover CLO LLC, Series 2018-1A, Class CRR	1.01 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
UKG, Inc., 1st Lien Term Loan	1.01 mm	1.01 mm principal	0.08	Loan	Long	USA
Regatta XII Funding Ltd., Series 2019-1A, Class DR	1.01 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2021-2A, Class B	1.01 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA