BlackRock Income Trust, Inc.

Fund Profile

Fund profile

Fund manager

Total assets

$375.29 mm

Liabilities

$123.62 mm

Net assets

$251.66 mm

Number of holdings

209.00

Top 200 of 209 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	30.12 mm	35.47 mm principal	11.97	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	24.29 mm	24.87 mm principal	9.65	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	17.69 mm	19.09 mm principal	7.03	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	14.42 mm	15.28 mm principal	5.73	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	13.42 mm	14.35 mm principal	5.33	ABS-mortgage backed security	Long	USA
Resolution Funding Corp Principal Strip	10.18 mm	13.00 mm principal	4.04	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	10.13 mm	10.77 mm principal	4.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	8.22 mm	9.08 mm principal	3.27	ABS-mortgage backed security	Long	USA
BlackRock Liquidity Funds: T-Fund, Institutional Shares	8.18 mm	8.18 mm shares	3.25	Short-term investment vehicle	Long	USA
Freddie Mac REMICS	7.97 mm	8.88 mm principal	3.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	7.89 mm	8.61 mm principal	3.14	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	6.59 mm	6.80 mm principal	2.62	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	6.24 mm	7.00 mm principal	2.48	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.22 mm	6.58 mm principal	2.47	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.56 mm	6.07 mm principal	2.21	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	5.54 mm	5.53 mm principal	2.20	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	5.54 mm	6.30 mm principal	2.20	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.47 mm	6.60 mm principal	2.18	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.46 mm	5.80 mm principal	2.17	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.29 mm	5.77 mm principal	2.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.25 mm	5.42 mm principal	2.09	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.20 mm	5.38 mm principal	2.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.19 mm	5.36 mm principal	2.06	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	4.99 mm	5.10 mm principal	1.98	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	4.43 mm	23.46 mm principal	1.76	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.38 mm	4.58 mm principal	1.74	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	4.28 mm	4.53 mm principal	1.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.01 mm	4.32 mm principal	1.59	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	3.88 mm	5.50 mm principal	1.54	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	3.67 mm	30.19 mm principal	1.46	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.64 mm	3.97 mm principal	1.45	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	3.64 mm	16.85 mm principal	1.44	ABS-mortgage backed security	Long	USA
Freddie Mac Gold Pool	3.52 mm	3.48 mm principal	1.40	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.45 mm	4.54 mm principal	1.37	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	3.24 mm	3.66 mm principal	1.29	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.20 mm	3.21 mm principal	1.27	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.17 mm	3.45 mm principal	1.26	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.12 mm	21.21 mm principal	1.24	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	3.10 mm	3.72 mm principal	1.23	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	3.08 mm	3.28 mm principal	1.22	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.96 mm	3.07 mm principal	1.18	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.88 mm	3.05 mm principal	1.14	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	2.82 mm	16.12 mm principal	1.12	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.75 mm	3.35 mm principal	1.09	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.73 mm	15.91 mm principal	1.08	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	2.45 mm	2.55 mm principal	0.97	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4	2.40 mm	2.53 mm principal	0.95	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.38 mm	2.38 mm principal	0.95	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	2.35 mm	3.14 mm principal	0.94	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.34 mm	11.72 mm principal	0.93	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	2.33 mm	17.05 mm principal	0.93	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.94 mm	1.93 mm principal	0.77	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.90 mm	2.00 mm principal	0.76	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.84 mm	2.00 mm principal	0.73	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.77 mm	1.90 mm principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.69 mm	1.79 mm principal	0.67	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.67 mm	10.99 mm principal	0.66	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	1.64 mm	1.58 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.60 mm	1.50 mm principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.51 mm	6.34 mm principal	0.60	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.43 mm	1.64 mm principal	0.57	ABS-mortgage backed security	Long	USA
Fannie Mae Interest Strip	1.42 mm	1.85 mm principal	0.56	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	1.30 mm	1.29 mm principal	0.52	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.26 mm	1.30 mm principal	0.50	ABS-mortgage backed security	Long	USA
Fannie Mae Interest Strip	1.21 mm	1.42 mm principal	0.48	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.16 mm	1.24 mm principal	0.46	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.13 mm	13.58 mm principal	0.45	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.11 mm	1.20 mm principal	0.44	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.01 mm	1.02 mm principal	0.40	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	997.07 k	1.06 mm principal	0.40	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	994.77 k	977.38 k principal	0.40	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	967.44 k	1.07 mm principal	0.38	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	930.28 k	934.87 k principal	0.37	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	913.84 k	1.00 mm principal	0.36	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	893.80 k	10.44 mm principal	0.36	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	880.69 k	877.16 k principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	875.08 k	902.60 k principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	837.72 k	902.22 k principal	0.33	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	834.03 k	838.74 k principal	0.33	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	799.71 k	801.79 k principal	0.32	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	798.11 k	810.34 k principal	0.32	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	792.46 k	7.33 mm principal	0.31	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	789.87 k	805.05 k principal	0.31	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	761.77 k	767.49 k principal	0.30	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	758.55 k	9.21 mm principal	0.30	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1	754.65 k	796.33 k principal	0.30	ABS-mortgage backed security	Long	USA
BB TREASURY BON	692.34 k	692.34 k principal	0.28	Short-term investment vehicle	Long	USA
Fannie Mae REMICS	677.07 k	677.96 k principal	0.27	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	620.53 k	620.55 k principal	0.25	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	619.32 k	641.73 k principal	0.25	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	615.16 k	611.55 k principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	611.17 k	7.76 mm principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	607.84 k	612.97 k principal	0.24	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	606.66 k	7.91 mm principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	595.82 k	592.48 k principal	0.24	ABS-mortgage backed security	Long	USA
MIRA Trust 2023-MILE	589.40 k	569.00 k principal	0.23	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	568.29 k	546.70 k principal	0.23	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2022-AGSS	560.52 k	560.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2018-AUS	559.46 k	583.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BLP Commercial Mortgage Trust 2023-IND	501.21 k	500.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	443.63 k	477.79 k principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	419.07 k	429.52 k principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2	407.30 k	425.56 k principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	400.83 k	431.48 k principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	393.46 k	380.03 k principal	0.16	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT) MAR25	374.73 k	-126.00 contracts	0.15	Interest rate derivative	N/A	USA
Fannie Mae REMICS	366.04 k	3.24 mm principal	0.15	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	361.06 k	388.21 k principal	0.14	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2023-SMRT	345.54 k	340.00 k principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	342.56 k	345.38 k principal	0.14	ABS-mortgage backed security	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2	304.34 k	322.67 k principal	0.12	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2023-FUN	281.05 k	280.00 k principal	0.11	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	270.92 k	272.43 k principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	269.20 k	271.43 k principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	258.02 k	260.07 k principal	0.10	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	256.70 k	11.81 mm principal	0.10	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	230.50 k	231.32 k principal	0.09	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2024-GPA3	230.07 k	230.00 k principal	0.09	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	229.32 k	232.95 k principal	0.09	ABS-mortgage backed security	Long	USA
US 10YR ULTRA FUT MAR25	219.75 k	-150.00 contracts	0.09	Interest rate derivative	N/A	USA
Fannie Mae REMICS	210.61 k	208.33 k principal	0.08	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	202.11 k	200.82 k principal	0.08	ABS-mortgage backed security	Long	USA
CRSO TR 2023 BRND	183.63 k	176.92 k principal	0.07	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	178.62 k	3.85 mm principal	0.07	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	177.07 k	182.64 k principal	0.07	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	163.42 k	180.00 k principal	0.06	ABS-mortgage backed security	Long	USA
KSL Commercial Mortgage Trust 2024-HT2	159.75 k	160.00 k principal	0.06	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	158.12 k	150.42 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	155.77 k	1.80 mm principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	154.31 k	155.57 k principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	141.30 k	141.81 k principal	0.06	ABS-mortgage backed security	Long	USA
BAMLL Trust 2024-BHP	135.67 k	135.00 k principal	0.05	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	122.58 k	1.97 mm principal	0.05	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	113.04 k	1.94 mm principal	0.04	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	111.78 k	1.81 mm principal	0.04	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	110.59 k	110.99 k principal	0.04	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	107.79 k	108.18 k principal	0.04	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	106.99 k	2.64 mm principal	0.04	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	100.30 k	1.18 mm principal	0.04	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	94.69 k	1.58 mm principal	0.04	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	91.38 k	91.93 k principal	0.04	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2018-C44	89.51 k	4.65 mm principal	0.04	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	79.28 k	1.21 mm principal	0.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	77.99 k	3.04 mm principal	0.03	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	72.02 k	72.28 k principal	0.03	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	67.54 k	1.65 mm principal	0.03	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	61.57 k	928.99 k principal	0.02	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	59.81 k	1.32 mm principal	0.02	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2005-A15	57.42 k	82.69 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	48.44 k	48.61 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	46.02 k	46.34 k principal	0.02	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	45.63 k	1.38 mm principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	42.65 k	42.80 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	40.70 k	40.85 k principal	0.02	ABS-mortgage backed security	Long	USA
CSAIL 2018-C14 Commercial Mortgage Trust	31.32 k	1.90 mm principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	30.42 k	30.53 k principal	0.01	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	27.93 k	412.84 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	26.93 k	27.02 k principal	0.01	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	26.91 k	390.20 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	24.72 k	303.02 k principal	0.01	ABS-mortgage backed security	Long	USA
Freddie Mac Structured Pass-Through Certificates	24.31 k	24.31 k principal	0.01	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust	24.09 k	44.01 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	23.83 k	23.95 k principal	0.01	ABS-mortgage backed security	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A5	18.53 k	111.04 k principal	0.01	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	18.25 k	188.71 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	11.79 k	12.54 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	11.17 k	11.23 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae REMIC Trust 1999-W4	10.23 k	10.77 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	10.22 k	10.26 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	8.31 k	8.29 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	7.97 k	8.03 k principal	0.00	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	7.75 k	395.10 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	7.24 k	7.27 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.13 k	6.17 k principal	0.00	ABS-mortgage backed security	Long	USA
SWP: OIS 0.18350 FED 21-OCT-2025	5.56 k	136.62 k other units	0.00	Interest rate derivative	N/A	USA
Fannie Mae Pool	5.41 k	5.43 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.96 k	3.97 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	1.65 k	1.66 k principal	0.00	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	1.25 k	1.25 k principal	0.00	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	1.06 k	1.06 k principal	0.00	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	1.01 k	1.00 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	770.21	768.32 principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae REMIC Trust 1999-W4	744.21	19.33 k principal	0.00	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	309.46	312.50 principal	0.00	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	299.05	298.10 principal	0.00	ABS-mortgage backed security	Long	USA
Vendee Mortgage Trust 1999-2	3.67	3.67 mm principal	0.00	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2006-AR33	1.70	17.01 mm principal	0.00	ABS-mortgage backed security	Long	USA
STERLING COOFS TR	0.04	435.69 k principal	0.00	ABS-other	Long	USA
Sterling COOFS Trust 2004-2	0.02	191.82 k principal	0.00	ABS-other	Long	USA
US 2YR NOTE (CBT) MAR25	-178.87	-79.00 contracts	-0.00	Interest rate derivative	N/A	USA
SWP: OIS 0.17314 SOFR 21-OCT-2025	-5.58 k	136.62 k other units	-0.00	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) MAR25	-54.59 k	76.00 contracts	-0.02	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	-336.02 k	232.00 contracts	-0.13	Interest rate derivative	N/A	USA
U.S. Treasury Bonds	-685.31 k	-917.00 k principal	-0.27	Debt	Short	USA
RRP FNMA 30YR	-1.64 mm	-1.64 mm principal	-0.65	Repurchase agreement	Short	USA
RRP FNMA 30YR	-1.90 mm	-1.90 mm principal	-0.76	Repurchase agreement	Short	USA
RRP FNMA 30YR U	-2.40 mm	-2.40 mm principal	-0.96	Repurchase agreement	Short	USA
RRP FNMA 30YR	-2.43 mm	-2.43 mm principal	-0.96	Repurchase agreement	Short	USA
RRP FHLMC GOLD	-3.46 mm	-3.46 mm principal	-1.37	Repurchase agreement	Short	USA
RRP FNMA 30YR U	-3.62 mm	-3.62 mm principal	-1.44	Repurchase agreement	Short	USA