Schedule of Investments (unaudited)
September 30, 2024
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
$ —
Series 2004-2, Class Note, 2.08%, 03/30/30(b)
 
204
—
Total Asset-Backed Securities — 0.0%
(Cost: $52,660)
—
Non-Agency Mortgage-Backed Securities
Commercial Mortgage-Backed Securities — 1.8%
BAMLL Trust, Series 2024-BHP, Class A, (1-mo. Term
SOFR + 2.35%), 7.45%, 08/15/39(b)(c)
 
135
135,465
BLP Commercial Mortgage Trust, Series 2023-IND,
Class A, (1-mo. Term SOFR + 1.69%), 6.79%,
03/15/40(b)(c)
 
500
498,753
BSST Mortgage Trust, Series 2021-SSCP, Class A, (1-
mo. Term SOFR + 0.86%), 5.96%, 04/15/36(b)(c)
 
241
238,783
BX Trust, Series 2022-GPA, Class A, (1-mo. Term SOFR
+ 2.17%), 7.26%, 08/15/39(b)(c)
 
736
736,101
Citigroup Commercial Mortgage Trust, Series 2023,
Class A, 6.01%, 10/12/40(b)(c)
 
340
351,467
CSAIL Commercial Mortgage Trust, Series 2018-C14,
Class XA, 0.67%, 11/15/51(c)
 
1,910
33,510
CSRO Trust, Series 2023, Class A, 7.12%, 07/12/40
 
177
188,031
GS Mortgage Securities Corp. Trust(b)(c)
 
Series 2022-ECI, Class A, (1-mo. Term SOFR +
2.19%), 7.29%, 08/15/39
 
560
560,175
Series 2023-FUN, Class A, (1-mo. Term SOFR +
2.09%), 7.19%, 03/15/28
 
280
280,525
MIRA Trust, Series 2023, Class A, 6.75%, 06/10/38(b)
 
569
601,507
ORL Trust, Series 2023, Class A, (1-mo. Term SOFR +
2.35%), 7.45%, 10/19/36(b)(c)
 
445
445,433
Wells Fargo Commercial Mortgage Trust(c)
 
Series 2018-AUS, Class A, 4.19%, 08/17/36(b)
 
583
566,418
Series 2018-C44, Class XA, 0.87%, 05/15/51
 
4,673
97,078
 
 
4,733,246
Interest Only Collateralized Mortgage Obligations — 0.0%
CitiMortgage Alternative Loan Trust, Series 2007-A5,
Class 1A7, 6.00%, 05/25/37
 
113
19,419
IndyMac INDX Mortgage Loan Trust, Series 2006-AR33,
Class 4AX, 0.17%, 01/25/37(a)
 
17,412
2
 
 
19,421
Principal Only Collateralized Mortgage Obligations(d) — 0.0%
CHL Mortgage Pass-Through Trust, Series 2003-J8,
Class PO, 0.00%, 09/25/23
 
1
1,036
Residential Asset Securitization Trust, Series 2005-A15,
Class 1A8, 0.00%, 02/25/36
 
83
60,056
Washington Mutual Mortgage Pass-Through Certificates
Trust, Series 2005-9, Class CP, 0.00%, 11/25/35
 
44
25,180
 
 
86,272
Total Non-Agency Mortgage-Backed Securities — 1.8%
(Cost: $4,800,525)
4,838,939
U.S. Government Sponsored Agency Securities
Agency Obligations — 3.9%
Resolution Funding Corp. Principal Strip, 0.00%,
04/15/30(e)
 
13,000
10,492,766
Security
 
Par
(000)
Value
Collateralized Mortgage Obligations — 64.8%
Fannie Mae REMICS
 
Series 2004-31, Class ZG, 7.50%, 05/25/34
$
1,575
$ 1,712,123
Series 2005-73, Class DS, (30-day Avg SOFR +
17.25%), 3.52%, 08/25/35(c)
 
26
26,995
Series 2010-134, Class DB, 4.50%, 12/25/40
 
5,295
5,357,139
Series 2010-136, Class CY, 4.00%, 12/25/40
 
2,636
2,609,580
Series 2010-47, Class JB, 5.00%, 05/25/30
 
1,395
1,419,596
Series 2011-117, Class CP, 4.00%, 11/25/41
 
14,351
13,921,260
Series 2011-8, Class ZA, 4.00%, 02/25/41
 
3,338
3,254,262
Series 2011-99, Class CB, 4.50%, 10/25/41
 
25,800
26,095,642
Series 2012-104, Class QD, 4.00%, 09/25/42
 
1,639
1,519,990
Series 2013-81, Class YK, 4.00%, 08/25/43
 
7,000
6,594,950
Series 2018-32, Class PS, (30-day Avg SOFR +
7.10%), 0.94%, 05/25/48(c)
 
3,825
3,500,727
Series 2018-50, Class EB, 4.00%, 07/25/48
 
2,001
1,971,495
Series 2020-57, Class LI, 2.00%, 08/25/50
 
5,500
4,095,820
Series 2023-56, Class FA, (30-day Avg SOFR +
1.40%), 6.68%, 11/25/53(c)
 
243
245,996
Series 2024-48, Class FC, (30-day Avg SOFR +
1.10%), 6.38%, 07/25/54(c)
 
695
697,783
Series 2024-54, Class FD, (30-day Avg SOFR +
1.25%), 6.53%, 08/25/54(c)
 
691
696,350
Series 5443, Class FA, (30-day Avg SOFR + 1.20%),
6.48%, 08/25/54(c)
 
959
965,081
Series 5444, Class FC, (30-day Avg SOFR + 1.12%),
6.40%, 08/25/54(c)
 
2,455
2,464,986
Freddie Mac REMICS
 
Series 2218, Class Z, 8.50%, 03/15/30
 
173
182,568
Series 2731, Class ZA, 4.50%, 01/15/34
 
1,187
1,196,643
Series 2927, Class BZ, 5.50%, 02/15/35
 
1,056
1,091,605
Series 3745, Class ZA, 4.00%, 10/15/40
 
1,239
1,203,650
Series 3762, Class LN, 4.00%, 11/15/40
 
2,000
1,930,525
Series 3780, Class ZA, 4.00%, 12/15/40
 
3,106
3,050,663
Series 3856, Class PB, 5.00%, 05/15/41
 
5,725
5,942,498
Series 3963, Class JB, 4.50%, 11/15/41
 
452
457,520
Series 4016, Class BX, 4.00%, 09/15/41
 
15,408
14,955,040
Series 4269, Class PM, 4.00%, 08/15/41
 
8,884
8,407,645
Series 4299, Class JY, 4.00%, 01/15/44
 
1,000
959,754
Series 4384, Class LB, 3.50%, 08/15/43
 
3,233
3,174,176
Series 4615, Class LB, 4.50%, 09/15/41
 
6,951
7,009,654
Series 4748, Class BM, 3.50%, 11/15/47
 
3,351
2,947,734
Series 4774, Class L, 4.50%, 03/15/48
 
4,671
4,604,446
Series 4830, Class AV, 4.00%, 10/15/33
 
1,069
1,013,905
Series 5249, Class LB, 4.00%, 08/25/52
 
6,295
5,835,909
Freddie Mac Seasoned Credit Risk Transfer Trust
 
Series 2018-2, Class MA, 3.50%, 11/25/57
 
447
436,620
Series 2018-4, Class MA, 3.50%, 03/25/58
 
2,612
2,536,982
Series 2019-1, Class MA, 3.50%, 07/25/58
 
824
799,672
Series 2019-2, Class MA, 3.50%, 08/26/58
 
334
323,087
Freddie Mac Structured Pass-Through Certificates,
Series T-11, Class A9, 0.13%, 01/25/28(c)
 
30
30,444
Ginnie Mae
 
Series 2011-88, Class PY, 4.00%, 06/20/41
 
6,727
6,540,599
Series 2012-16, Class HJ, 4.00%, 09/20/40
 
4,725
4,653,507
Series 2015-96, Class ZM, 4.00%, 07/20/45
 
9,052
8,630,420
Series 2018-91, Class ZL, 4.00%, 07/20/48
 
6,575
5,891,656
Series 2022-63, Class ZM, 3.50%, 10/20/50
 
4,531
3,730,976
 
 
174,687,673
Schedule of Investments
1
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Income Trust, Inc. (BKT)
(Percentages shown are based on Net Assets)
Security
 
Par
(000)
Value
Commercial Mortgage-Backed Securities(c) — 0.4%
Freddie Mac Multifamily Structured Pass Through
Certificates
 
Series K094, Class X1, 1.01%, 06/25/29
$
1,389
$ 48,164
Series K104, Class X1, 1.23%, 01/25/30
 
1,324
63,232
Series K105, Class X1, 1.64%, 01/25/30
 
1,810
119,218
Series K107, Class X1, 1.71%, 01/25/30
 
1,213
84,378
Series K109, Class X1, 1.69%, 04/25/30
 
931
65,551
Series K110, Class X1, 1.81%, 04/25/30
 
391
28,765
Series K113, Class X1, 1.48%, 06/25/30
 
1,587
100,487
Series K115, Class X1, 1.42%, 06/25/30
 
1,939
119,514
Series K120, Class X1, 1.13%, 10/25/30
 
3,857
190,142
Series K122, Class X1, 0.97%, 11/25/30
 
1,655
70,583
Ginnie Mae
 
Series 2013-63, Class IO, 0.78%, 09/16/51
 
3,070
79,201
Series 2014-169, Class IO, 0.60%, 10/16/56
 
11,907
262,336
 
 
1,231,571
Interest Only Collateralized Mortgage Obligations — 12.2%
Fannie Mae REMIC Trust, Series 1999-W4, Class IO,
6.50%, 12/25/28
 
21
813
Fannie Mae REMICS
 
Series 2006-36, Class PS, (30-day Avg SOFR +
6.49%), 1.21%, 05/25/36(c)
 
1,839
193,650
Series 2011-134, Class ST, (30-day Avg SOFR +
5.89%), 0.61%, 12/25/41(c)
 
10,765
1,540,825
Series 2013-10, Class PI, 3.00%, 02/25/43
 
3,331
377,553
Series 2013-45, Class EI, 4.00%, 04/25/43
 
1,195
101,604
Series 2015-66, Class AS, (30-day Avg SOFR +
6.14%), 0.86%, 09/25/45(c)
 
8,241
803,388
Series 2020-12, Class JI, 4.50%, 03/25/50
 
6,512
1,406,159
Series 2021-23, Class CI, 3.50%, 07/25/46
 
16,539
3,049,345
Series 2021-26, Class AI, 3.50%, 05/25/50
 
23,937
4,531,397
Freddie Mac REMICS
 
Series 3744, Class PI, 4.00%, 06/15/39
 
508
11,105
Series 3923, Class SD, (30-day Avg SOFR + 5.89%),
0.54%, 09/15/41(c)
 
13,926
1,713,020
Series 3954, Class SL, (30-day Avg SOFR + 5.89%),
0.54%, 11/15/41(c)
 
8,165
1,068,919
Series 4026, Class IO, 4.50%, 04/15/32
 
463
31,404
Series 4119, Class SC, (30-day Avg SOFR + 6.04%),
0.69%, 10/15/42(c)
 
194
25,515
Series 4706, Class IG, 4.00%, 07/15/47
 
12,008
2,361,308
Series 5013, Class JI, 4.00%, 09/25/50
 
17,310
3,585,815
Series 5083, Class IN, 4.50%, 07/25/32
 
9,770
815,791
Series 5116B, Class CI, 3.00%, 06/25/51
 
17,473
2,417,630
Series 5138, Class IP, 3.00%, 04/25/51
 
16,182
2,771,841
Ginnie Mae
 
Series 2009-116, Class KS, (1-mo. Term SOFR +
6.36%), 1.26%, 12/16/39(c)
 
312
30,654
Series 2011-52, Class MJ, (1-mo. Term SOFR +
6.54%), 1.57%, 04/20/41(c)
 
2,083
146,609
Series 2012-97, Class JS, (1-mo. Term SOFR +
6.14%), 1.04%, 08/16/42(c)
 
2,898
139,997
Series 2017-101, Class SL, (1-mo. Term SOFR +
6.09%), 1.12%, 07/20/47(c)
 
7,508
1,079,439
Series 2022-10, Class IT, 3.50%, 01/20/52
 
11,084
1,674,534
Security
 
Par
(000)
Value
Interest Only Collateralized Mortgage Obligations (continued)
Ginnie Mae (continued)
 
Series 2022-60, Class IH, 2.50%, 02/20/51
$
21,671
$ 2,931,575
Vendee Mortgage Trust, Series 1999-2, Class 1IO,
0.00%, 05/15/29(c)
 
4,094
4
 
 
32,809,894
Mortgage-Backed Securities — 55.3%
Fannie Mae Mortgage-Backed Securities, 4.00%,
02/01/56 - 01/01/57(f)
 
28,193
27,352,479
Freddie Mac Mortgage-Backed Securities, 5.50%,
01/01/39(f)
 
3,636
3,757,561
Ginnie Mae Mortgage-Backed Securities
 
8.00%, 05/15/26 - 06/15/27
 
4
4,367
5.00%, 10/20/39
 
864
886,086
Uniform Mortgage-Backed Securities
 
5.50%, 02/01/33 - 10/01/39
 
2,783
2,870,140
5.00%, 06/01/33 - 11/14/54(f)(g)
 
26,140
26,377,646
6.50%, 10/01/38 - 10/01/39
 
968
1,014,643
2.50%, 10/17/39(g)
 
180
168,707
4.00%, 01/01/41 - 10/01/52(f)
 
32,441
31,446,595
4.50%, 04/01/41 - 10/15/54(f)(g)
 
19,069
18,818,018
3.00%, 10/15/54(g)
 
36,600
32,845,598
3.50%, 10/15/54(g)
 
3,664
3,411,798
 
 
148,953,638
Principal Only Collateralized Mortgage Obligations(d) — 2.0%
Fannie Mae Interest Strip
 
Series 337, Class 1, 0.01%, 07/25/33
 
1,504
1,305,329
Series 397, Class 1, 0.01%, 09/25/39
 
1,907
1,522,906
Fannie Mae REMIC Trust, Series 1999-W4, Class PO,
0.00%, 02/25/29
 
12
11,169
Fannie Mae REMICS
 
Series 2002-13, Class PR, 0.01%, 03/25/32
 
14
13,068
Series 2011-90, Class AO, 0.01%, 09/25/41
 
3,200
2,515,065
 
 
5,367,537
Total U.S. Government Sponsored Agency Securities — 138.6%
(Cost: $398,897,520)
373,543,079
Total Long-Term Investments — 140.4%
(Cost: $403,750,705)
378,382,018
Short-Term Securities
Borrowed Bond Agreement — 0.3%
BNP Paribas SA, 4.85%, 10/01/24 (Purchased on
09/30/2024 to be repurchased at $745,162,
Collateralized by U.S. Treasury Bonds, 2.75%,
11/15/42, par and fair values of $917,000 and
$751,976, respectively)
 
763
763,403
 
2
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Income Trust, Inc. (BKT)
(Percentages shown are based on Net Assets)
Security
 
 
Shares
Value
Money Market Funds — 1.3%
BlackRock Liquidity Funds, T-Fund, Institutional
Shares, 4.83%(h)(i)
 
3,365,380
$    3,365,380
Total Short-Term Securities — 1.6%
(Cost: $4,128,783)
4,128,783
Total Investments Before Borrowed Bonds and TBA Sale
Commitments — 142.0%
(Cost: $407,879,488)
382,510,801
 
 
 
Par
(000)
 
Borrowed Bonds
U.S. Governments Obligations — (0.3)%
U.S. Treasury Bonds, 2.75%, 11/15/42(j)
$
(917
)
(751,976
)
Total Borrowed Bonds — (0.3)%
(Proceeds: $(842,347))
(751,976
)
TBA Sale Commitments
Mortgage-Backed Securities — (0.1)%
Uniform Mortgage-Backed Securities, 5.00%, 10/15/54(g)
 
(300
)
(299,801
)
Total TBA Sale Commitments — (0.1)%
(Proceeds: $(300,334))
(299,801
)
Total Investments, Net of Borrowed Bonds and TBA Sale
Commitments — 141.6%
(Cost: $406,736,807)
381,459,024
Liabilities in Excess of Other Assets — (41.6)%
(111,982,206
)
Net Assets — 100.0%
$  269,476,818
 
(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)
Rates are discount rates or a range of discount rates as of period end.
(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)
Represents or includes a TBA transaction.
(h)
Affiliate of the Fund.
(i)
Annualized 7-day yield as of period end.
(j)
All or a portion of the security has been pledged as collateral in connection with
outstanding borrowed bonds.
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows: 
Affiliated Issuer
Value at
12/31/23
Purchases
at Cost
Proceeds
from Sales
Net
Realized
Gain (Loss)
Change in
Unrealized
Appreciation
(Depreciation)
Value at
09/30/24
Shares
Held at
09/30/24
Income
Capital Gain
Distributions
from
Underlying
Funds
BlackRock Liquidity Funds, T-Fund, Institutional Shares
$ 7,494,937
$ —
$ (4,129,557
)(a)
$ —
$ —
$ 3,365,380
3,365,380
$ 146,044
$ —
 
(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)
BNP Paribas SA
5.24
% 
09/13/24
10/15/24
$ 3,654,770
$ 3,664,773
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,555,994
5,568,125
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,300,832
5,312,406
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,635,856
5,648,161
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,345,149
5,356,819
U.S. Government Sponsored
Agency Securities
Up to 30 Days
Schedule of Investments
3
Schedule of Investments (unaudited)(continued)
September 30, 2024
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)
BNP Paribas SA
5.24
% 
09/13/24
10/15/24
$ 18,417,554
$ 18,457,765
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
4,178,103
4,187,225
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
8,282,290
8,300,373
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,781,859
5,794,482
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
3,813,586
3,821,912
U.S. Government Sponsored
Agency Securities
Up to 30 Days
BNP Paribas SA
5.24
09/13/24
10/15/24
5,382,381
5,394,133
U.S. Government Sponsored
Agency Securities
Up to 30 Days
 
 
 
$ 71,348,374
$ 71,506,174
 
 
 
(a)
Certain agreements have no stated maturity and can be terminated by either party at any time.
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
259
12/19/24
$ 29,623
$ 105,071
5-Year U.S. Treasury Note
80
12/31/24
8,796
2,702
 
107,773
Short Contracts 
10-Year U.S. Ultra Long Treasury Note
156
12/19/24
18,479
(27,585
)
U.S. Long Bond
132
12/19/24
16,413
64,229
2-Year U.S. Treasury Note
90
12/31/24
18,745
(44,332
)
 
(7,688
)
 
$ 100,085
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
1-Day SOFR, 4.96%
Quarterly
0.17%
Quarterly
N/A
10/21/25
USD
137
$ (6,513
)
$ (7
)
$ (6,506
)
0.18%
Quarterly
1-Day FEDL, 4.83%
Quarterly
N/A
10/21/25
USD
137
6,441
6
6,435
 
 
$ (72
)
$ (1
)
$ (71
)
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments at the measurement date. 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 that the Fund has the ability to access for identical, unrestricted assets or liabilities;
• Level 2 – Inputs other than quoted prices included within level 1 that are observable for the asset or liability, either directly or indirectly; and
4
Schedule of Investments (unaudited)(continued)
September 30, 2024
BlackRock Income Trust, Inc. (BKT)
 
Fair Value Hierarchy as of Period End (continued)
• Level 3 – Inputs that are unobservable and significant to the  entire fair value measurement for the asset or liability (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.
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
$ —
$ —
$ —
$ —
Non-Agency Mortgage-Backed Securities
—
4,838,937
2
4,838,939
U.S. Government Sponsored Agency Securities
—
373,543,079
—
373,543,079
Short-Term Securities 
Borrowed Bond Agreement
—
763,403
—
763,403
Money Market Funds
3,365,380
—
—
3,365,380
Liabilities
Investments 
Borrowed Bonds
—
(751,976
)
—
(751,976
)
TBA Sale Commitments
—
(299,801
)
—
(299,801
)
 
$3,365,380
$378,093,642
$2
$381,459,024
Derivative Financial Instruments(a)
Assets 
Interest Rate Contracts
$ 172,002
$ 6,435
$ —
$ 178,437
Liabilities 
Interest Rate Contracts
(71,917
)
(6,506
)
—
(78,423
)
 
$100,085
$(71
)
$—
$100,014
 
(a)
Derivative financial instruments are swaps and futures contracts. Swaps and futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.
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 $71,506,174 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
TBA
 To-Be-Announced
Schedule of Investments
5
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