Freddie Mac Multifamily Structured Pass Through Certificates

0001752724-23-269783.txt : 20231128 0001752724-23-269783.hdr.sgml : 20231128 20231128123930 ACCESSION NUMBER: 0001752724-23-269783 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231128 DATE AS OF CHANGE: 20231128 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK INCOME TRUST, INC. CENTRAL INDEX KEY: 0000832327 IRS NUMBER: 133463349 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05542 FILM NUMBER: 231443890 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY STREET 2: MUTUAL FUND DEPARTMENT CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 888-825-2257 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY STREET 2: MUTUAL FUND DEPARTMENT CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK INCOME TRUST INC. DATE OF NAME CHANGE: 20121009 FORMER COMPANY: FORMER CONFORMED NAME: BLACKROCK INCOME TRUST INC DATE OF NAME CHANGE: 19930309 FORMER COMPANY: FORMER CONFORMED NAME: BLACKSTONE INCOME TRUST INC DATE OF NAME CHANGE: 19920703 NPORT-P 1 primary_doc.xml NPORT-P false 0000832327 XXXXXXXX BlackRock Income Trust, Inc. 811-05542 0000832327 TZVEKBHO1R4X5PI73286 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Income Trust, Inc. TZVEKBHO1R4X5PI73286 2023-12-31 2023-09-30 N 412125049.42 157667373.39 254457676.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2789058.44000000 USD N Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio FHLMC Multifamily Structured Pass Through Certs. 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ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FHLMC 30YR 000000000 -5849614.16000000 PA USD -5849614.16000000 -2.29885545260 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 5849614.16000000 USD 5862897.66000000 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31406UT99 8747.34000000 PA USD 8472.87000000 0.003329775753 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418NX21 3775628.00000000 PA USD 3688011.00000000 1.449361268066 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 RRP FNMA 30YR 000000000 -1011898.08000000 PA USD -1011898.08000000 -0.39766852224 Short RA CORP US N 2 Reverse repurchase N 5.46000000 2023-10-12 1011898.08000000 USD 1014200.15000000 USD AMBS N N N BX Trust N/A BX Trust 2022-GPA 05608UAA6 750000.00000000 PA USD 751410.00000000 0.295298617720 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.50000000 N N N N N N MIRA Trust N/A MIRA Trust 2023-MILE 55318EAA8 569000.00000000 PA USD 557284.46000000 0.219008704588 Long ABS-MBS CORP US N 2 2038-06-10 Fixed 6.75000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FNMA 30YR 000000000 -1362336.37000000 PA USD -1362336.37000000 -0.53538819942 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 1362336.37000000 USD 1365430.01000000 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417Y2B2 154141.17000000 PA USD 150161.95000000 0.059012544774 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FHLMC 30YR 000000000 -5617707.73000000 PA USD -5617707.73000000 -2.20771792686 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 5617707.73000000 USD 5630464.61000000 USD AMBS N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10Y RTR 3.000000 11-DEC-2023 000000000 15000000.00000000 OU Notional Amount USD 4279.65000000 0.001681871054 N/A DIR US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 IRS Swap N/A 15000000.00000000 OU Notional Amount N/A 4279.65000000 0.00000000 DIR US N/A N/A 2033-12-11 0.00000000 N/A 0.00000000 N/A 15000000.00000000 USD 1.00000000 3.00000000 USD 2023-12-11 XXXX -223720.35000000 N N N Freddie Mac 254900HROIFWPRGM1V77 Freddie Mac REMICS 3137AN5V3 15407765.00000000 PA USD 14161902.37000000 5.565523740903 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BDKG0 3850882.81000000 PA USD 3595979.40000000 1.413193524402 Long ABS-MBS USGSE US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GYG29 981090.44000000 PA USD 890001.99000000 0.349764253091 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N STERLING COOFS TR N/A STERLING COOFS TR 859245AA0 435685.91000000 PA USD 4356.86000000 0.001712214018 Long ABS-O CORP US N 3 2029-04-15 Variable 2.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417Y6Y8 7251.27000000 PA USD 7037.88000000 0.002765835210 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AAR9 56808.57000000 PA USD 55429.89000000 0.021783540141 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376PA59 350841.61000000 PA USD 20395.23000000 0.008015175772 Long ABS-MBS USGA US N 2 2039-12-16 Floating 1.02000000 N N N N N N BLP Commercial Mortgage Trust N/A BLP Commercial Mortgage Trust 2023-IND 055531AA5 500000.00000000 PA USD 497496.20000000 0.195512357010 Long ABS-MBS CORP US N 2 2040-03-15 Floating 7.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418TDT1 11922.52000000 PA USD 11627.07000000 0.004569353214 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418NPH7 1489718.36000000 PA USD 1399551.77000000 0.550013578617 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QBUF3 2612640.87000000 PA USD 2437239.55000000 0.957817263768 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FFQC4 12400078.28000000 PA USD 1204773.01000000 0.473466954818 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FB47 970708.71000000 PA USD 952846.87000000 0.374461829906 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 Freddie Mac REMICS 31395MHU6 1428087.89000000 PA USD 1407096.57000000 0.552978629669 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.50000000 N N N N N N SBA N/A SBA 000000000 4578.49000000 PA USD 0.00000000 0.000000 Long ABS-O CORP US N 3 2021-11-10 Variable 1.00000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137AFMM1 15762667.89000000 PA USD 1079988.65000000 0.424427616745 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 0.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QP2M8 6439770.10000000 PA USD 5738991.42000000 2.255381527308 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FNMA 30YR F 000000000 -4357888.39000000 PA USD -4357888.39000000 -1.71261816817 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 4357888.39000000 USD 4367784.43000000 USD AMBS N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412RH59 34552.50000000 PA USD 33774.65000000 0.013273189682 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FNMA 30YR 000000000 -2203909.82000000 PA USD -2203909.82000000 -0.86612039156 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 2203909.82000000 USD 2208914.53000000 USD AMBS N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2019-C16 Commercial Mortgage Trust 12596WAE4 6343847.80000000 PA USD 405251.34000000 0.159260803730 Long ABS-MBS CORP US N 2 2052-06-15 Variable 1.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AMQY4 115086.75000000 PA USD 111364.69000000 0.043765506208 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FV5Q1 1590459.34000000 PA USD 113813.11000000 0.044727717306 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.48000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379UH41 3361475.30000000 PA USD 174920.08000000 0.068742308241 Long ABS-MBS USGA US N 2 2058-02-16 Variable 1.18000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Certificates 3137FTG27 936715.28000000 PA USD 73874.61000000 0.029032179792 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416TAH2 38998.03000000 PA USD 36536.50000000 0.014358576471 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 Freddie Mac REMICS 3137B5KE2 8884000.00000000 PA USD 7762487.39000000 3.050600599325 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GSRP9 1004031.23000000 PA USD 963342.89000000 0.378586688768 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137AJGT5 2859000.00000000 PA USD 2654960.60000000 1.043380039235 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BHEV7 26330067.35000000 PA USD 4796690.55000000 1.885064198037 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 3.50000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FNMA 30YR 000000000 -1200206.18000000 PA USD -1200206.18000000 -0.47167222412 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 1200206.18000000 USD 1202931.65000000 USD AMBS N N N BSST Mortgage Trust N/A Beast Mortgage Trust 05601PAA4 250000.00000000 PA USD 244033.28000000 0.095903288832 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379MCQ5 8697473.94000000 PA USD 7465223.66000000 2.933778134136 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N Y N N N N Freddie Mac N/A Freddie Mac REMICS 3137BRYR0 7219083.84000000 PA USD 6787161.72000000 2.667304765920 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137H8LQ2 6295076.00000000 PA USD 5403938.12000000 2.123708038331 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-2 35563PKG3 380832.27000000 PA USD 346799.50000000 0.136289659408 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402RCV9 758350.34000000 PA USD 743051.37000000 0.292013737448 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC 9J6MBOOO7BECTDTUZW19 RRP FNMA 30YR 000000000 -1878034.49000000 PA USD -1878034.49000000 -0.73805377746 Short RA CORP US N 2 Reverse repurchase N 5.45000000 2023-10-12 1878034.49000000 USD 1882299.19000000 USD AMBS N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36207RFG5 2176.39000000 PA USD 2190.71000000 0.000860932959 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 8.00000000 N N N N N N CRSO TR 2023 BRND N/A CRSO TR 2023 BRND 228925AA1 176923.00000000 PA USD 175663.56000000 0.069034490427 Long ABS-MBS CORP US N 2 2028-07-10 Variable 7.12000000 N N N N N N Freddie Mac 254900HROIFWPRGM1V77 Freddie Mac REMICS 3137AHVU9 518732.50000000 PA USD 491836.58000000 0.193288167868 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418TWD5 14163.92000000 PA USD 13701.21000000 0.005384475019 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F0506A9 641732.00000000 PA USD 605434.03000000 0.237931132377 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A14G7 14350496.00000000 PA USD 13101783.29000000 5.148904719406 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412QQL6 153530.43000000 PA USD 144162.22000000 0.056654694898 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 SWP: OIS 0.18350 FED 21-OCT-2025 000000000 136615.00000000 OU Notional Amount USD 14006.77000000 0.005504557857 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2025-10-21 12.09000000 USD 0.00000000 USD 136615.00000000 USD 13994.68000000 N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2023-SMRT 17291NAA9 340000.00000000 PA USD 331064.29000000 0.130105837310 Long ABS-MBS CORP US N 2 2040-10-12 Variable 6.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A24M0 3500000.00000000 PA USD 3217459.00000000 1.264437783995 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AD3V9 1318357.81000000 PA USD 119768.85000000 0.047068279435 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 4.00000000 N N N N N N Washington Mutual Mortgage Pass-Through CTFS N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust 93934FFP2 44741.65000000 PA USD 23433.72000000 0.009209280052 Long ABS-MBS CORP US N 2 2035-11-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359RSW3 12084.45000000 PA USD 56.64000000 0.000022259104 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FHSG9 1069000.00000000 PA USD 944647.72000000 0.371239624104 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4.00000000 N N N N N N 2023-10-31 BlackRock Income Trust, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 NPORT_2I14_58669495_0923.htm BlackRock Income Trust

Schedule of Investments (unaudited)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

(Percentages shown are based on Net Assets)


Security	Par (000)		Value

Asset-Backed Securities
Sterling COOFS Trust^(a)
Series 2004-1, Class A, 2.36%, 04/15/29	$	436	$	4,357
Series 2004-2, Class Note, 2.08%, 03/30/30^(b)		258		2,581


Total Asset-Backed Securities — 0.0% (Cost: $65,272)				6,938


Non-Agency Mortgage-Backed Securities

Collateralized Mortgage Obligations — 7.8%
Fannie Mae, Series 2020-57, Class LI, 2.00%, 08/25/50		5,500		3,689,282
Freddie Mac REMICS
Series 3745, Class LK, 4.00%, 10/15/40		3,500		3,217,459
Series 5249, Class LB, 4.00%, 08/25/52		6,295		5,403,938
Ginnie Mae Mortgage-Backed Securities, Series 2022- 63, Class ZM, 3.50%, 10/20/50		4,376		3,197,776
Seasoned Credit Risk Transfer Trust
Series 2018-2, Class MA, 3.50%, 11/25/57		522		482,156
Series 2018-4, Class MA, 3.50%, 03/25/58		3,013		2,765,351
Series 2019-1, Class MA, 3.50%, 07/25/58		940		859,939
Series 2019-2, Class MA, 3.50%, 08/25/58		381		346,800
Small Business Administration, Series 2000-1, 1.80%, 11/10/21^(a)		4		—

				19,962,701

Commercial Mortgage-Backed Securities — 2.0%
BAMLL Commercial Mortgage Securities Trust,
Series 2018-DSNY, Class A, (1-mo. Term SOFR + 0.90%), 6.48%, 09/15/34^(b)(c)		607		604,176
Beast Mortgage Trust, Series 2021-SSCP, Class A, (1-mo. Term SOFR + 0.86%), 6.20%, 04/15/36^(b)(c)		250		244,033
BLP Commercial Mortgage Trust, Series 2023-IND, Class A, (1-mo. Term SOFR + 1.69%), 7.02%, 03/15/40^(b)(c)		500		497,496
BX Trust, Series 2022-GPA, Class A, (1-mo. Term SOFR + 2.17%), 7.50%, 08/15/39^(b)(c)		750		751,410
Citigroup Commercial Mortgage CGCMT, Series 2023, Class A, 6.01%, 10/12/40^(b)(c)		340		331,064
CSAIL Commercial Mortgage Trust^(c)
Series 2018-C14, Class XA, 0.70%, 11/15/51		1,990		42,607
Series 2019-C16, Class XA, 1.71%, 06/15/52		6,344		405,251
CSRO Trust, Class A, 7.12%, 07/12/40		177		175,664
GS Mortgage Securities Corp. Trust, Series 2022-ECI, Class A, (1-mo. Term SOFR + 2.19%), 7.53%, 08/15/39^(b)(c)		560		560,666
GS Mortgage Securities Trust, Series 2023-FUN, Class A, (1-mo. Term SOFR + 2.09%), 7.42%, 03/15/28^(b)(c)		280		277,193
Natixis Commercial Mortgage Securities Trust, Series 2018-FL1, Class A, (1-mo. Term SOFR + 1.06%), 6.40%, 06/15/35^(b)(c)		79		74,574
RMBS Miravet Mira Mile, Class A, 6.75%, 06/10/38		569		557,285
Wells Fargo Commercial Mortgage Trust(c)
Series 2018-AUS, Class A, 4.19%, 08/17/36^(b)		583		517,880
Series 2018-C44, Class XA, 0.87%, 05/15/51		4,747		120,610

				5,159,909

Interest Only Collateralized Mortgage Obligations — 5.2%
CitiMortgage Alternative Loan Trust, Series 2007-A5, Class 1A7, 6.00%, 05/25/37		128		22,000


Security	Par (000)			Value

Interest Only Collateralized Mortgage Obligations (continued)
Fannie Mae REMICS, Series 2021-26, Class AI, 3.50%, 05/25/50	$	26,330		$	4,796,690
Freddie Mac, Series 3744, Class CI, 3.00%, 06/25/51		19,044			2,672,156
Freddie Mac REMICS
Series 5083, Class IN, 4.50%, 07/25/32		12,400			1,204,773
Series 5138, Class IP, 3.00%, 04/25/51		17,713			2,688,763
Ginnie Mae, Series 2022-10, Class IT, 3.50%, 01/20/52		11,546			1,831,800
IndyMac INDX Mortgage Loan Trust, Series 2006- AR33, Class 4AX, 0.17%, 01/25/37^(a)		18,731			2
Vendee Mortgage Trust, Series 1999-2, Class 1IO, 0.00%, 05/15/29^(a)(c)		5,391			5

					13,216,189

Principal Only Collateralized Mortgage Obligations — 2.3%
Fannie Mae, Series 2011-90, Class AO, 0.01%, 09/25/41		3,496			2,540,430
Fannie Mae Strip 0.01%, 07/25/33		1,823			1,485,194
0.01%, 09/25/39		2,163			1,607,462
Residential Asset Securitization Trust, Series 2005-A15, Class 1A8, 0.00%, 02/25/36		88			60,584
Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-9, Class CP, 0.01%, 11/25/35		45			23,434

					5,717,104


Total Non-Agency Mortgage-Backed Securities — 17.3% (Cost: $45,781,760)					44,055,903


U.S. Government Sponsored Agency Securities

Agency Obligations — 3.7%
Federal Housing Administration, 7.43%, 05/15/23^(a)		—	^(d)		—
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30^(e)		13,000			9,331,840

					9,331,840

Collateralized Mortgage Obligations — 60.8%
Fannie Mae, Series 0040, Class K, 6.50%, 08/17/24		1			612
Fannie Mae REMICS
Series 1993-247, Class SN, (30-day Avg SOFR + 58.35%), 10.00%, 12/25/23^(c)		—	^(d)		272
Series 2004-31, Class ZG, 7.50%, 05/25/34		1,887			1,995,433
Series 2004-84, Class SD, (30-day Avg SOFR + 12.56%), 3.52%, 04/25/34^(c)		22			21,749
Series 2005-73, Class DS, (30-day Avg SOFR + 17.25%), 3.43%, 08/25/35^(c)		37			34,110
Series 2010-134, Class DB, 4.50%, 12/25/40		6,131			5,822,360
Series 2010-136, Class CY, 4.00%, 12/25/40		3,016			2,798,791
Series 2010-47, Class JB, 5.00%, 05/25/30		1,833			1,783,281
Series 2011-117, Class CP, 4.00%, 11/25/41		14,350			13,101,783
Series 2011-8, Class ZA, 4.00%, 02/25/41		3,694			3,337,707
Series 2011-99, Class CB, 4.50%, 10/25/41		29,923			28,398,066
Series 2012-104, Class QD, 4.00%, 09/25/42		1,639			1,396,924
Series 2013-81, Class YK, 4.00%, 08/25/43		7,000			6,106,108
Series 2018-32, Class PS, (30-day Avg SOFR + 7.10%), 0.90%, 05/25/48^(c)		4,244			3,323,150
Series 2018-50, Class EB, 4.00%, 07/25/48		2,001			1,835,075
Freddie Mac REMICS
Series 2218, Class Z, 8.50%, 03/15/30		303			315,459
Series 2731, Class ZA, 4.50%, 01/15/34		1,500			1,440,388
Series 2927, Class BZ, 5.50%, 02/15/35		1,428			1,407,097
Series 3745, Class ZA, 4.00%, 10/15/40		1,239			1,125,749


1

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

(Percentages shown are based on Net Assets)


Security	Par (000)		Value

Collateralized Mortgage Obligations (continued)
Freddie Mac REMICS (continued)
Series 3762, Class LN, 4.00%, 11/15/40	$	2,000	$	1,806,160
Series 3780, Class ZA, 4.00%, 12/15/40		3,293		3,024,396
Series 3856, Class PB, 5.00%, 05/15/41		6,358		6,193,894
Series 3960, Class PL, 4.00%, 11/15/41		2,859		2,654,961
Series 3963, Class JB, 4.50%, 11/15/41		519		491,837
Series 4016, Class BX, 4.00%, 09/15/41		15,408		14,161,902
Series 4269, Class PM, 4.00%, 08/15/41		8,884		7,762,487
Series 4299, Class JY, 4.00%, 01/15/44		1,000		877,763
Series 4384, Class LB, 3.50%, 08/15/43		3,851		3,595,979
Series 4615, Class LB, 4.50%, 09/15/41		7,219		6,787,162
Series 4748, Class BM, 3.50%, 11/15/47		3,351		2,645,785
Series 4774, Class L, 4.50%, 03/15/48		5,358		5,016,705
Series 4830, Class AV, 4.00%, 10/15/33		1,069		944,648
Freddie Mac Structured Pass-Through Certificates, Series T-11, Class A9, 0.13%, 01/25/28^(c)		59		58,376
Ginnie Mae
Series 2011-88, Class PY, 4.00%, 06/20/41		7,409		6,913,419
Series 2012-16, Class HJ, 4.00%, 09/20/40		5,271		4,969,619
Series 2015-96, Class ZM, 4.00%, 07/20/45		8,697		7,465,224
Series 2018-91, Class ZL, 4.00%, 07/20/48		6,318		5,014,215

				154,628,646

Commercial Mortgage-Backed Securities^(c)— 0.6%
Freddie Mac Multifamily Structured Pass-Through
Certificates
Series K094, Class X1, 1.01%, 06/25/29		1,400		56,380
Series K104, Class X1, 1.25%, 01/25/30		1,347		73,218
Series K105, Class X1, 1.64%, 01/25/30		1,817		135,635
Series K107, Class X1, 1.71%, 01/25/30		1,228		96,314
Series K109, Class X1, 1.70%, 04/25/30		937		73,875
Series K110, Class X1, 1.81%, 04/25/30		393		32,461
Series K113, Class X1, 1.48%, 06/25/30		1,590		113,813
Series K115, Class X1, 1.43%, 06/25/30		1,949		133,444
Series K120, Class X1, 1.13%, 10/25/30		3,884		208,703
Series K122, Class X1, 0.97%, 11/25/30		1,666		78,518
Ginnie Mae
Series 2013-63, Class IO, 0.75%, 09/16/51		3,364		83,024
Series 2014-169, Class IO, 0.62%, 10/16/56		12,629		268,514
Series 2016-113, Class IO, 1.18%, 02/16/58		3,361		174,920

				1,528,819
Interest Only Collateralized Mortgage Obligations — 7.8%
Fannie Mae REMIC Trust, Series 1999-W4, Class IO, 6.50%, 12/25/28		30		1,406
Fannie Mae REMICS
Series 1997-90, Class M, 6.00%, 01/25/28		12		57
Series 2006-36, Class PS, (30-day Avg SOFR + 6.49%), 1.17%, 05/25/36^(c)		2,081		142,213
Series 2011-134, Class ST, (30-day Avg SOFR + 5.89%), 0.57%, 12/25/41^(c)		12,118		1,011,746
Series 2013-10, Class PI, 3.00%, 02/25/43		3,629		430,904
Series 2013-45, Class EI, 4.00%, 04/25/43		1,318		119,769
Series 2015-66, Class AS, (30-day Avg SOFR + 6.14%), 0.82%, 09/25/45^(c)		10,437		565,084
Series 2017-70, Class SA, (30-day Avg SOFR + 6.04%), 0.72%, 09/25/47^(c)		16,399		1,469,658
Series 2020-12, Class JI, 4.50%, 03/25/50		7,309		1,501,050
Series 2021-23, Class CI, 3.50%, 07/25/46		18,390		3,088,856


Security	Par (000)			Value

Interest Only Collateralized Mortgage Obligations (continued)
Freddie Mac REMICS
Series 3744, Class PI, 4.00%, 06/15/39	$	973		$	36,720
Series 3796, Class WS, (30-day Avg SOFR + 6.44%), 1.12%, 02/15/40^(c)		49			47
Series 3923, Class SD, (30-day Avg SOFR + 5.89%), 0.57%, 09/15/41^(c)		15,763			1,079,989
Series 3954, Class SL, (30-day Avg SOFR + 5.89%), 0.57%, 11/15/41^(c)		9,310			709,554
Series 4026, Class IO, 4.50%, 04/15/32		563			45,450
Series 4119, Class SC, (30-day Avg SOFR + 6.04%), 0.72%, 10/15/42^(c)		217			17,932
Series 4706, Class IG, 4.00%, 07/15/47		7,856			1,338,849
Series 5013, Class JI, 4.00%, 09/25/50		19,194			3,906,708
Ginnie Mae
Series 2009-116, Class KS, (1-mo. Term SOFR + 6.36%), 1.03%, 12/16/39^(c)		351			20,395
Series 2011-52, Class MJ, (1-mo. Term SOFR + 6.54%), 1.21%, 04/20/41^(c)		2,560			102,845
Series 2011-52, Class NS, (1-mo. Term SOFR + 6.56%), 1.23%, 04/16/41^(c)		3,259			177,718
Series 2012-97, Class JS, (1-mo. Term SOFR + 6.14%), 0.81%, 08/16/42^(c)		4,169			88,497
Series 2017-101, Class SL, (1-mo. Term SOFR + 6.09%), 0.76%, 07/20/47^(c)		8,466			706,740
Series 2022-60, Class IH, 2.50%, 02/20/51		23,607			3,202,888

					19,765,075

Mortgage-Backed Securities — 67.4%
Fannie Mae Mortgage-Backed Securities, 4.00%, 02/01/56 - 01/01/57^(f)		30,683			27,953,074
Freddie Mac Mortgage-Backed Securities, 5.50%, 01/01/39^(f)		4,274			4,259,477
Ginnie Mae Mortgage-Backed Securities 7.50%, 10/15/23 - 11/15/23		—	^(d)		4
8.00%, 05/15/26 - 06/15/27		8			7,190
5.00%, 10/20/39^(g)		971			952,847
Uniform Mortgage-Backed Securities 4.50%, 09/01/25 - 10/01/52^(f)		35,803			33,290,958
5.50%, 02/01/33 - 10/01/39^(f)		3,179			3,168,448
5.00%, 06/01/33 - 10/12/53^(f)(g)(h)		28,654			27,337,266
2.50%, 10/18/37^(h)		180			158,597
6.50%, 10/01/38 - 10/01/39		1,103			1,136,296
4.00%, 01/01/41 - 10/01/52^(f)		39,489			35,477,378
3.00%, 10/12/53^(h)		41,900			34,641,152
3.50%, 10/12/53^(h)		3,664			3,150,754

					171,533,441

Principal Only Collateralized Mortgage Obligations — 0.0%
Fannie Mae REMIC Trust, Series 1999-W4, Class PO, 0.00%, 02/25/29		15			13,702
Fannie Mae REMICS, Series 2002-13, Class PR, 0.01%, 03/25/32		19			17,573
Freddie Mac REMICS, Series 1691, Class B, 0.01%, 03/15/24		3			2,337

					33,612


Total U.S. Government Sponsored Agency Securities — 140.3% (Cost: $417,716,164)					356,821,433


Total Long-Term Investments — 157.6% (Cost: $463,563,196)					400,884,274


S C H E D U L E O F I N V E S T M E N T S		2

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

(Percentages shown are based on Net Assets)


Security	Par (000)			Value

Short-Term Securities

Borrowed Bond Agreement — 0.3%
BNP Paribas SA, 5.33%, 10/02/23 (Purchased 09/29/2023 to be repurchased at $680,973, Collateralized by U.S. Treasury Bonds, 2.75%, 11/15/42, par and fair values of $917,000 and $669,446, respectively)	$	681		$	680,873


	Shares

Money Market Funds — 1.9%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.23%^(i)(j)		4,936,500			4,936,500


Total Short-Term Securities — 2.2% (Cost: $5,617,372)					5,617,373


Options Purchased — 0.0% (Cost: $228,000)					4,280


Total Investments Before Borrowed Bonds — 159.8% (Cost: $469,408,568)					406,505,927


	Par (000)

Borrowed Bonds

U.S. Governments Obligations — (0.3)%
U.S. Treasury Bonds, 2.75%, 11/15/42	$	(917	)		(669,446	)


Total Borrowed Bonds — (0.3)% (Proceeds: $(842,347))					(669,446	)

Total Investments, Net of Borrowed Bonds — 159.5% (Cost: $468,566,221)					405,836,481

Liabilities in Excess of Other Assets — (59.5)%					(151,413,503	)


Net Assets — 100.0%				$	254,422,978

^(a)

Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

^(b)

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

^(c)

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

^(d)

Rounds to less than 1,000.

^(e)

Zero-coupon bond.

^(f)

All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

^(g)

All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments.

^(h)

Represents or includes a TBA transaction.

⁽ⁱ⁾

Affiliate of the Fund.

^(j)

Annualized 7-day yield as of period end.

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:


Affiliated Issuer	Value at 12/31/22		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 09/30/23		Shares Held at 09/30/23		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	5,814,963	$	—	$	(878,463	)^(a)	$	—	$	—	$	4,936,500		4,936,500	$	213,408	$	—

^(a)

Represents net amount purchased (sold).

Reverse Repurchase Agreements

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual
Maturity
of the Agreements

^(a)

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,387,626

1,391,197

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

3,624,323

3,633,651

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,874,700

2,882,099

U.S. Government Sponsored
Agency Securities

Up to 30 Days


3

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

Reverse Repurchase Agreements (continued)

Counterparty

Interest
Rate

Trade
Date

Maturity
Date

^(a)

Face Value

Face Value
Including
Accrued Interest

Type of Non-Cash Underlying
Collateral

Remaining
Contractual Maturity
of the Agreements

^(a)

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,079,429

1,082,207

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,203,910

2,209,582

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,200,206

1,203,295

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,751,631

5,766,433

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,730,950

5,745,699

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,701,036

5,715,708

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,350,493

5,364,263

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,217,918

1,221,053

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,887,193

2,894,624

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,417,986

2,424,209

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

4,357,888

4,369,104

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

8,305,790

8,327,166

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,878,035

1,882,868

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,362,336

1,365,842

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

19,459,686

19,511,790

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

1,956,159

1,961,193

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,591,504

5,605,894

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,704,490

5,719,171

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,617,708

5,632,166

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,531,639

5,545,875

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

5,849,614

5,864,669

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

4,194,733

4,205,529

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Deutsche Bank Securities, Inc.

5.45

09/13/23

10/12/23

2,648,802

2,655,619

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Royal Bank of Canada

5.46

09/14/23

10/12/23

430,949

432,060

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Royal Bank of Canada

5.46

09/14/23

10/12/23

976,469

978,986

U.S. Government Sponsored
Agency Securities

Up to 30 Days

Royal Bank of Canada

5.46

09/14/23

10/12/23

1,011,898

1,014,507

U.S. Government Sponsored
Agency Securities

Up to 30 Days

$ 116,305,101

$ 116,606,459

^(a)

Certain agreements have no stated maturity and can be terminated by either party at any time.


S C H E D U L E O F I N V E S T M E N T S		4

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts 10-Year U.S. Treasury Note		310		12/19/23	$	33,485	$	(685,908	)


Short Contracts 10-Year U.S. Ultra Long Treasury Note		163		12/19/23		18,180		388,167
U.S. Long Bond		140		12/19/23		15,938		903,178
2-Year U.S. Treasury Note		154		12/29/23		31,215		103,214
5-Year U.S. Treasury Note		60		12/29/23		6,320		41,624

								1,436,183

							$	750,275

OTC Interest Rate Swaptions Purchased

Paid by the Fund

Received by the Fund

Counterparty

Expiration
Date

Exercise
Rate

Notional
Amount (000)

Value

Description

Rate

Frequency

Rate

Frequency

Call

10-Year Interest Rate Swap, 12/13/33

1-Day SOFR,
5.31

Quarterly

3.00

Semi-Annual

Deutsche Bank AG

12/11/23

3.00

USD 15,000

4,280

Centrally Cleared Interest Rate Swaps


Paid by the Fund			Received by the Fund				Effective Date		Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Rate	Frequency		Rate		Frequency		Effective Date		Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
1-Day SOFR, 5.31%		Quarterly		0.17%		Quarterly		N/A		10/21/25		USD	137	$	(14,038	)	$	(14	)	$	(14,024	)
0.18%		Quarterly		1-Day FEDL, 5.33%		Quarterly		N/A		10/21/25		USD	137		14,007			12			13,995

														$	(31	)	$	(2	)	$	(29	)

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

•

Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access;

•

Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

•

Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.


5

Schedule of Investments (unaudited) (continued)

September 30, 2023

BlackRock Income Trust, Inc. (BKT)

Fair Value Hierarchy as of Period End (continued)

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.


	Level 1			Level 2			Level 3		Total
Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—		$	—		$	6,938	$	6,938
Non-Agency Mortgage-Backed Securities		—			44,055,896			7		44,055,903
U.S. Government Sponsored Agency Securities		—			356,821,433			—		356,821,433
Short-Term Securities
Borrowed Bond Agreement		—			680,873			—		680,873
Money Market Funds		4,936,500			—			—		4,936,500
Options Purchased
Interest Rate Contracts		—			4,280			—		4,280
Liabilities
Investments
Borrowed Bonds		—			(669,446	)		—		(669,446	)

	$	4,936,500		$	400,893,036		$	6,945	$	405,836,481

Derivative Financial Instruments^(a)
Assets
Interest Rate Contracts	$	1,436,183		$	13,995		$	—	$	1,450,178
Liabilities
Interest Rate Contracts		(685,908	)		(14,024	)		—		(699,932	)

	$	750,275		$	(29	)	$	—	$	750,246

^(a)

Derivative financial instruments are swaps, futures contracts and options written. Swaps and futures contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial reporting purposes. As of period end, reverse repurchase agreements of $116,606,459 are categorized as Level 2 within the fair value hierarchy.


Currency Abbreviation
USD		United States Dollar
Portfolio Abbreviation

FEDL		Fed Funds Effective Rate

IO		Interest Only

PO		Principal Only

REMIC		Real Estate Mortgage Investment Conduit

SOFR		Secured Overnight Financing Rate

STRIP		Separate Trading of Registered Interest & Principal


S C H E D U L E O F I N V E S T M E N T S		6