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Share Name | Share Symbol | Market | Type |
---|---|---|---|
BlackRock Income Trust Inc | NYSE:BKT | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 11.90 | 0 | 01:00:00 |
Schedule of Investments (unaudited) March 31, 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 | $ | 4,357 | ||||
Series 2004-2, Class Note, 2.08%, 03/30/30(b) |
208 | 2,082 | ||||||
|
|
|||||||
Total Asset-Backed Securities 0.0% |
6,439 | |||||||
|
|
|||||||
Non-Agency Mortgage-Backed Securities |
| |||||||
Commercial Mortgage-Backed Securities 2.2% | ||||||||
BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A, (1-mo. Term SOFR + 1.15%), 6.47%, 09/15/34(b)(c) |
607 | 607,000 | ||||||
Beast Mortgage Trust, Series 2021-SSCP, Class A, (1-mo. Term SOFR + 0.86%), 6.19%, 04/15/36(b)(c) |
241 | 239,233 | ||||||
BLP Commercial Mortgage Trust, Series 2023-IND, Class A, (1-mo. Term SOFR + 1.69%), 7.02%, 03/15/40(b)(c) |
500 | 500,937 | ||||||
BX Trust, Series 2022-GPA, Class A, (1-mo. Term SOFR + 2.17%), 7.49%, 08/15/39(b)(c) |
744 | 746,092 | ||||||
Citigroup Commercial Mortgage Trust, Series 2023, Class A, 5.82%, 10/12/40(b)(c) |
340 | 345,833 | ||||||
CSAIL Commercial Mortgage Trust(c) |
||||||||
Series 2018-C14, Class XA, 0.51%, 11/15/51 |
1,921 | 37,393 | ||||||
Series 2019-C16, Class XA, 1.54%, 06/15/52 |
6,318 | 388,438 | ||||||
CSRO Trust, Series 2023, Class A, 7.12%, 07/12/40 |
177 | 185,383 | ||||||
GS Mortgage Securities Corp. Trust(b)(c) |
||||||||
Series 2022-ECI, Class A, (1-mo. Term SOFR + 2.19%), 7.52%, 08/15/39 |
560 | 563,524 | ||||||
Series 2023-FUN, Class A, (1-mo. Term SOFR + 2.09%), 7.42%, 03/15/28 |
280 | 280,875 | ||||||
MIRA Trust, Series 2023, Class A, 6.75%, 06/10/38(b) |
569 | 590,795 | ||||||
Natixis Commercial Mortgage Securities Trust, Series 2018-FL1,
Class A, (Prime), |
45 | 41,527 | ||||||
ORL Trust, Series 2023, Class A, (1-mo. Term SOFR + 2.35%), 7.68%, 10/19/36(b)(c) |
445 | 446,128 | ||||||
Wells Fargo Commercial Mortgage Trust(c) |
||||||||
Series 2018-AUS, Class A, 4.06%, 08/17/36(b) |
583 | 539,820 | ||||||
Series 2018-C44, Class XA, 0.71%, 05/15/51 |
4,710 | 110,760 | ||||||
|
|
|||||||
5,623,738 | ||||||||
Interest Only Collateralized Mortgage Obligations 0.0% | ||||||||
CitiMortgage Alternative Loan Trust, Series 2007-A5, Class 1A7, 6.00%, 05/25/37 |
122 | 20,802 | ||||||
IndyMac INDX Mortgage Loan Trust, Series 2006- AR33, Class 4AX, 0.17%, 01/25/37(a) |
17,705 | 2 | ||||||
|
|
|||||||
20,804 | ||||||||
Principal Only Collateralized Mortgage Obligations(d) 0.0% | ||||||||
CHL Mortgage Pass-Through Trust, Series 2003-J8, Class PO, 0.01%, 09/25/23 |
1 | 1,035 |
Security | Par (000) |
Value | ||||||
Principal Only Collateralized Mortgage Obligations (continued) | ||||||||
Residential Asset Securitization Trust, Series 2005-A15, Class 1A8, 0.00%, 02/25/36 |
$ | 85 | $ | 59,334 | ||||
Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-9, Class CP, 0.01%, 11/25/35 |
45 | 24,211 | ||||||
|
|
|||||||
84,580 | ||||||||
|
|
|||||||
Total Non-Agency Mortgage-Backed
Securities 2.2% |
|
5,729,122 | ||||||
|
|
|||||||
U.S. Government Sponsored Agency Securities |
| |||||||
Agency Obligations 3.7% | ||||||||
Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30(e) |
13,000 | 9,840,112 | ||||||
|
|
|||||||
Collateralized Mortgage Obligations 66.6% | ||||||||
Fannie Mae, Series 0040, Class K, 6.50%, 08/17/24 |
| (f) | 3 | |||||
Fannie Mae REMICS |
||||||||
Series 2004-31, Class ZG, 7.50%, 05/25/34 |
1,731 | 1,842,877 | ||||||
Series 2005-73, Class DS, (30-day Avg SOFR + 17.25%), 3.42%, 08/25/35(c) |
31 | 29,963 | ||||||
Series 2010-134, Class DB, 4.50%, 12/25/40 |
5,726 | 5,629,001 | ||||||
Series 2010-136, Class CY, 4.00%, 12/25/40 |
2,854 | 2,742,470 | ||||||
Series 2010-47, Class JB, 5.00%, 05/25/30 |
1,629 | 1,625,396 | ||||||
Series 2011-117, Class CP, 4.00%, 11/25/41 |
14,351 | 13,424,313 | ||||||
Series 2011-8, Class ZA, 4.00%, 02/25/41 |
3,483 | 3,286,709 | ||||||
Series 2011-99, Class CB, 4.50%, 10/25/41 |
27,845 | 27,367,429 | ||||||
Series 2012-104, Class QD, 4.00%, 09/25/42 |
1,639 | 1,458,966 | ||||||
Series 2013-81, Class YK, 4.00%, 08/25/43 |
7,000 | 6,344,028 | ||||||
Series 2018-32, Class PS, (30-day Avg SOFR + 7.10%), 0.89%, 05/25/48(c) |
4,054 | 3,415,775 | ||||||
Series 2018-50, Class EB, 4.00%, 07/25/48 |
2,001 | 1,900,580 | ||||||
Series 2020-57, Class LI, 2.00%, 08/25/50 |
5,500 | 3,920,901 | ||||||
Freddie Mac REMICS |
||||||||
Series 2218, Class Z, 8.50%, 03/15/30 |
230 | 239,463 | ||||||
Series 2731, Class ZA, 4.50%, 01/15/34 |
1,270 | 1,233,591 | ||||||
Series 2927, Class BZ, 5.50%, 02/15/35 |
1,229 | 1,218,629 | ||||||
Series 3745, Class LK, 4.00%, 10/15/40 |
3,500 | 3,296,929 | ||||||
Series 3745, Class ZA, 4.00%, 10/15/40 |
1,250 | 1,167,040 | ||||||
Series 3762, Class LN, 4.00%, 11/15/40 |
2,000 | 1,858,882 | ||||||
Series 3780, Class ZA, 4.00%, 12/15/40 |
3,215 | 3,061,294 | ||||||
Series 3856, Class PB, 5.00%, 05/15/41 |
6,149 | 6,199,134 | ||||||
Series 3960, Class PL, 4.00%, 11/15/41 |
2,857 | 2,759,245 | ||||||
Series 3963, Class JB, 4.50%, 11/15/41 |
492 | 484,045 | ||||||
Series 4016, Class BX, 4.00%, 09/15/41 |
15,408 | 14,453,413 | ||||||
Series 4269, Class PM, 4.00%, 08/15/41 |
8,884 | 8,099,791 | ||||||
Series 4299, Class JY, 4.00%, 01/15/44 |
1,000 | 925,085 | ||||||
Series 4384, Class LB, 3.50%, 08/15/43 |
3,563 | 3,386,616 | ||||||
Series 4615, Class LB, 4.50%, 09/15/41 |
7,086 | 6,927,371 | ||||||
Series 4748, Class BM, 3.50%, 11/15/47 |
3,351 | 2,801,240 | ||||||
Series 4774, Class L, 4.50%, 03/15/48 |
4,876 | 4,663,078 | ||||||
Series 4830, Class AV, 4.00%, 10/15/33 |
1,069 | 974,270 | ||||||
Series 5249, Class LB, 4.00%, 08/25/52 |
6,295 | 5,611,716 | ||||||
Freddie Mac Structured Pass-Through Certificates, Series T-11, Class A9, 0.13%, 01/25/28(c) |
43 | 43,202 | ||||||
Ginnie Mae |
||||||||
Series 2011-88, Class PY, 4.00%, 06/20/41 |
7,143 | 6,759,521 | ||||||
Series 2012-16, Class HJ, 4.00%, 09/20/40 |
4,985 | 4,764,579 |
S C H E D U L E O F I N V E S T M E N T S |
1 |
Schedule of Investments (unaudited) (continued) March 31, 2024 |
BlackRock Income Trust, Inc. (BKT) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||
Collateralized Mortgage Obligations (continued) |
|
|||||||
Ginnie Mae (continued) |
||||||||
Series 2015-96, Class ZM, 4.00%, 07/20/45 |
$ | 8,873 | $ | 7,906,125 | ||||
Series 2018-91, Class ZL, 4.00%, 07/20/48 |
6,445 | 5,410,846 | ||||||
Ginnie Mae Mortgage-Backed Securities, |
4,453 | 3,451,916 | ||||||
Seasoned Credit Risk Transfer Trust |
||||||||
Series 2018-2, Class MA, 3.50%, 11/25/57 |
483 | 456,690 | ||||||
Series 2018-4, Class MA, 3.50%, 03/25/58 |
2,824 | 2,648,010 | ||||||
Series 2019-1, Class MA, 3.50%, 07/25/58 |
879 | 825,575 | ||||||
Series 2019-2, Class MA, 3.50%, 08/25/58 |
359 | 335,203 | ||||||
|
|
|||||||
174,950,910 | ||||||||
Commercial Mortgage-Backed Securities(c) 0.6% | ||||||||
Freddie Mac Multifamily Structured Pass Through Certificates |
||||||||
Series K094, Class X1, 0.88%, 06/25/29 |
1,396 | 52,299 | ||||||
Series K104, Class X1, 1.12%, 01/25/30 |
1,343 | 68,705 | ||||||
Series K105, Class X1, 1.52%, 01/25/30 |
1,814 | 127,770 | ||||||
Series K107, Class X1, 1.59%, 01/25/30 |
1,215 | 90,735 | ||||||
Series K109, Class X1, 1.58%, 04/25/30 |
934 | 69,761 | ||||||
Series K110, Class X1, 1.70%, 04/25/30 |
392 | 30,556 | ||||||
Series K113, Class X1, 1.38%, 06/25/30 |
1,589 | 106,375 | ||||||
Series K115, Class X1, 1.32%, 06/25/30 |
1,944 | 126,659 | ||||||
Series K120, Class X1, 1.04%, 10/25/30 |
3,872 | 200,534 | ||||||
Series K122, Class X1, 0.88%, 11/25/30 |
1,660 | 75,104 | ||||||
Ginnie Mae |
||||||||
Series 2013-63, Class IO, 0.78%, 09/16/51 |
3,135 | 80,236 | ||||||
Series 2014-169, Class IO, 0.60%, 10/16/56 |
12,102 | 276,756 | ||||||
Series 2016-113, Class IO, 1.18%, 02/16/58 |
3,325 | 184,463 | ||||||
|
|
|||||||
1,489,953 | ||||||||
Interest Only Collateralized Mortgage Obligations 12.6% | ||||||||
Fannie Mae REMIC Trust, Series 1999-W4, Class IO, 6.50%, 12/25/28 |
24 | 1,006 | ||||||
Fannie Mae REMICS |
||||||||
Series 2006-36, Class PS, (30-day Avg SOFR + 6.49%), 1.17%, 05/25/36(c) |
1,972 | 159,566 | ||||||
Series 2011-134, Class ST, (30-day Avg SOFR + 5.89%), 0.57%, 12/25/41(c) |
11,441 | 1,228,410 | ||||||
Series 2013-10, Class PI, 3.00%, 02/25/43 |
3,512 | 403,649 | ||||||
Series 2013-45, Class EI, 4.00%, 04/25/43 |
1,283 | 111,642 | ||||||
Series 2015-66, Class AS, (30-day Avg SOFR + 6.14%), 0.82%, 09/25/45(c) |
9,341 | 645,723 | ||||||
Series 2020-12, Class JI, 4.50%, 03/25/50 |
6,938 | 1,493,573 | ||||||
Series 2021-23, Class CI, 3.50%, 07/25/46 |
17,499 | 3,088,378 | ||||||
Series 2021-26, Class AI, 3.50%, 05/25/50 |
25,224 | 4,776,818 | ||||||
Freddie Mac REMICS |
||||||||
Series 3744, Class CI, 3.00%, 06/25/51 |
18,279 | 2,531,392 | ||||||
Series 3744, Class PI, 4.00%, 06/15/39 |
737 | 21,522 | ||||||
Series 3923, Class SD, (30-day Avg SOFR + 5.89%), 0.57%, 09/15/41(c) |
14,749 | 1,325,982 | ||||||
Series 3954, Class SL, (30-day Avg SOFR + 5.89%), 0.57%, 11/15/41(c) |
8,795 | 849,825 | ||||||
Series 4026, Class IO, 4.50%, 04/15/32 |
497 | 36,284 | ||||||
Series 4119, Class SC, (30-day Avg SOFR + 6.04%), 0.72%, 10/15/42(c) |
205 | 21,536 | ||||||
Series 4706, Class IG, 4.00%, 07/15/47 |
12,687 | 2,539,653 | ||||||
Series 5013, Class JI, 4.00%, 09/25/50 |
18,300 | 3,748,750 | ||||||
Series 5083, Class IN, 4.50%, 07/25/32 |
11,064 | 992,948 | ||||||
Series 5138, Class IP, 3.00%, 04/25/51 |
17,195 | 2,946,997 |
Security | Par (000) |
Value | ||||||
Interest Only Collateralized Mortgage Obligations (continued) | ||||||||
Ginnie Mae |
||||||||
Series 2009-116, Class KS, (1-mo. Term SOFR + 6.36%), 1.03%, 12/16/39(c) |
$ | 329 | $ | 23,986 | ||||
Series 2011-52, Class MJ, (1-mo. Term SOFR + 6.54%), 1.21%, 04/20/41(c) |
2,303 | 117,214 | ||||||
Series 2011-52, Class NS, (1-mo. Term SOFR + 6.56%), 1.23%, 04/16/41(c) |
2,994 | 199,622 | ||||||
Series 2012-97, Class JS, (1-mo. Term SOFR + 6.14%), 0.81%, 08/16/42(c) |
3,554 | 108,593 | ||||||
Series 2017-101, Class SL, (1-mo. Term SOFR + 6.09%), 0.76%, 07/20/47(c) |
8,007 | 869,332 | ||||||
Series 2022-10, Class IT, 3.50%, 01/20/52 |
11,278 | 1,720,185 | ||||||
Series 2022-60, Class IH, 2.50%, 02/20/51 |
22,668 | 3,048,908 | ||||||
Vendee Mortgage Trust, Series 1999-2, Class 1IO, 0.00%, 05/15/29(c) |
4,740 | 5 | ||||||
|
|
|||||||
33,011,499 | ||||||||
Mortgage-Backed Securities 64.7% | ||||||||
Fannie Mae Mortgage-Backed Securities, 4.00%, 02/01/56 -01/01/57(g) |
29,306 | 27,728,296 | ||||||
Freddie Mac Mortgage-Backed Securities, 5.50%, 01/01/39(g) |
3,962 | 4,049,625 | ||||||
Ginnie Mae Mortgage-Backed Securities |
||||||||
8.00%, 05/15/26 - 06/15/27 |
6 | 5,909 | ||||||
5.00%, 10/20/39 |
916 | 922,141 | ||||||
Uniform Mortgage-Backed Securities |
||||||||
5.50%, 02/01/33 - 10/01/39(g) |
2,917 | 2,977,480 | ||||||
5.00%, 06/01/33 - 04/11/54(g)(h) |
27,308 | (f) | 26,888,320 | |||||
6.50%, 10/01/38 - 10/01/39 |
1,031 | 1,074,983 | ||||||
4.50%, 01/01/39 - 10/01/52(g)(i) |
33,896 | 32,704,779 | ||||||
2.50%, 04/16/39(h) |
180 | 163,759 | ||||||
4.00%, 01/01/41 - 10/01/52(g) |
36,286 | 33,915,895 | ||||||
3.00%, 04/11/54(h) |
41,900 | 36,042,847 | ||||||
3.50%, 04/11/54(h) |
3,664 | 3,278,831 | ||||||
|
|
|||||||
169,752,865 | ||||||||
Principal Only Collateralized Mortgage Obligations(d) 2.1% | ||||||||
Fannie Mae Interest Strip |
||||||||
Series 297, Class 1, 0.01%, 09/25/39 |
2,039 | 1,568,655 | ||||||
Series 337, Class 1, 0.01%, 07/25/33 |
1,658 | 1,391,699 | ||||||
Fannie Mae REMIC Trust, Series 1999-W4, Class PO, 0.00%, 02/25/29 |
13 | 12,258 | ||||||
Fannie Mae REMICS |
||||||||
Series 2002-13, Class PR, |
16 | 15,200 | ||||||
Series 2011-90, Class AO, |
3,315 | 2,501,869 | ||||||
|
|
|||||||
5,489,681 | ||||||||
|
|
|||||||
Total U.S. Government Sponsored Agency Securities 150.3% |
|
394,535,020 | ||||||
|
|
|||||||
Total Long-Term Investments 152.5% |
400,270,581 | |||||||
|
|
|||||||
Short-Term Securities |
||||||||
Borrowed Bond Agreement 0.3% | ||||||||
BNP Paribas SA, 5.36%, 04/01/24 (Purchased 3/28/2024 to be repurchased at $726,829, Collateralized by U.S. Treasury Bonds, 2.75%, 11/15/42, par and fair values of $917,000 and $717,732, respectively) |
727 | 726,722 | ||||||
|
|
2 |
|
Schedule of Investments (unaudited) (continued) March 31, 2024 |
BlackRock Income Trust, Inc. (BKT) (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
|
||||||||
Money Market Funds 0.7% | ||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.19%(j)(k) |
1,960,238 | $ | 1,960,238 | |||||
|
|
|||||||
Total Short-Term Securities 1.0% |
2,686,960 | |||||||
|
|
|||||||
Total Investments Before Borrowed Bonds 153.5% |
|
402,957,541 | ||||||
|
|
|||||||
Par (000) |
||||||||
|
||||||||
Borrowed Bonds |
||||||||
U.S. Governments Obligations (0.3)% | ||||||||
U.S. Treasury Bonds, 2.75%, 11/15/42(l) |
$ | (917 | ) | (717,732 | ) | |||
Total Borrowed Bonds (0.3)% |
|
(717,732 | ) | |||||
|
|
|||||||
Total Investments, Net of Borrowed Bonds 153.2% |
|
402,239,809 | ||||||
Liabilities in Excess of Other Assets (53.2)% |
|
(139,684,493 | ) | |||||
|
|
|||||||
Net Assets 100.0% |
$ | 262,555,316 | ||||||
|
|
(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) | Rounds to less than 1,000. |
(g) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(h) | Represents or includes a TBA transaction. |
(i) | All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. |
(j) | Affiliate of the Fund. |
(k) | Annualized 7-day yield as of period end. |
(l) | 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 March 31, 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 03/31/24 |
Shares Held at 03/31/24 |
Income | Capital Gain Distributions from Underlying Funds |
|
||||||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class |
$ | 7,494,937 | $ | | $ | (5,534,699 | )(a) | $ | | $ | | $ | 1,960,238 | 1,960,238 | $ | 50,034 | $ | | ||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(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) |
|||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | % | 03/12/24 | 04/11/24 | $ | 2,548,818 | $ | 2,556,136 | U.S. Government Sponsored Agency Securities |
|
Up to 30 Days | |||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 5,571,391 | 5,587,387 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 5,380,452 | 5,395,900 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 2,763,064 | 2,770,997 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 3,817,439 | 3,828,399 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 5,771,007 | 5,787,576 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | 03/12/24 | 04/11/24 | 5,540,135 | 5,556,042 | U.S. Government Sponsored Agency Securities |
Up to 30 Days |
S C H E D U L E O F I N V E S T M E N T S |
3 |
Schedule of Investments (unaudited) (continued) March 31, 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) |
|||||||||||||
Canadian Imperial Bank of Commerce |
5.44 | % | 03/12/24 | 04/11/24 | $ | 2,809,786 | $ | 2,817,854 | U.S. Government Sponsored Agency Securities |
|
Up to 30 Days | |||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 3,941,599 | 3,952,936 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 5,851,385 | 5,868,216 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 5,434,610 | 5,450,242 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 5,654,330 | 5,670,594 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 1,857,057 | 1,862,399 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 1,897,422 | 1,902,880 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 8,283,066 | 8,306,892 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 18,211,602 | 18,266,008 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 4,311,096 | 4,323,496 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 3,456,121 | 3,466,062 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 2,326,385 | 2,333,077 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 1,891,900 | 1,897,341 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 3,454,778 | 3,464,715 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
Cantor Fitzgerald & Co. |
5.45 | 03/12/24 | 04/11/24 | 2,026,205 | 2,032,033 | U.S. Government Sponsored Agency Securities |
Up to 30 Days | |||||||||||||||||||||||
|
|
|
|
|||||||||||||||||||||||||||
$ | 102,799,648 | $ | 103,097,182 | |||||||||||||||||||||||||||
|
|
|
|
(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 |
299 | 06/18/24 | $ | 33,128 | $ | 163,242 | ||||||||||||||
5-Year U.S. Treasury Note |
6 | 06/28/24 | 642 | 1,903 | ||||||||||||||||
|
|
|||||||||||||||||||
165,145 | ||||||||||||||||||||
|
|
|||||||||||||||||||
Short Contracts |
||||||||||||||||||||
10-Year U.S. Ultra Long Treasury Note |
163 | 06/18/24 | 18,681 | (101,282 | ) | |||||||||||||||
U.S. Long Bond |
138 | 06/18/24 | 16,620 | (351,707 | ) | |||||||||||||||
2-Year U.S. Treasury Note |
116 | 06/28/24 | 23,720 | 17,672 | ||||||||||||||||
|
|
|||||||||||||||||||
(435,317 | ) | |||||||||||||||||||
|
|
|||||||||||||||||||
$ | (270,172 | ) | ||||||||||||||||||
|
|
4 |
|
Schedule of Investments (unaudited) (continued) March 31, 2024 |
BlackRock Income Trust, Inc. (BKT) |
Centrally Cleared Interest Rate Swaps
Effective Date |
Termination Date |
Notional Amount (000) |
Value |
Upfront | Unrealized Appreciation (Depreciation) |
|||||||||||||||||||||||||||||
Paid by the Fund | Received by the Fund | Premium Paid (Received) |
||||||||||||||||||||||||||||||||
|
|
|||||||||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | |||||||||||||||||||||||||||||||
1-Day SOFR, 5.34% | Quarterly | 0.17% | Quarterly | N/A | 10/21/25 | USD 137 | $ | (10,693 | ) | $ | (11 | ) | $ | (10,682 | ) | |||||||||||||||||||
0.18% | Quarterly | 1-Day FEDL, 5.33% | Quarterly | N/A | 10/21/25 | USD 137 | 10,661 | 9 | 10,652 | |||||||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||||
$ | (32 | ) | $ | (2 | ) | $ | (30 | ) | ||||||||||||||||||||||||||
|
|
|
|
|
|
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 marketcorroborated 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 Committees 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 Funds policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following table summarizes the Funds financial instruments categorized in the fair value hierarchy. The breakdown of the Funds 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 |
$ | | $ | | $ | 6,439 | $ | 6,439 | ||||||||||||||
Non-Agency Mortgage-Backed Securities |
| 5,729,120 | 2 | 5,729,122 | ||||||||||||||||||
U.S. Government Sponsored Agency Securities |
| 394,535,020 | | 394,535,020 | ||||||||||||||||||
Short-Term Securities |
||||||||||||||||||||||
Borrowed Bond Agreement |
| 726,722 | | 726,722 | ||||||||||||||||||
Money Market Funds |
1,960,238 | | | 1,960,238 | ||||||||||||||||||
Liabilities |
||||||||||||||||||||||
Investments |
||||||||||||||||||||||
Borrowed Bonds |
| (717,732 | ) | | (717,732 | ) | ||||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||
$ | 1,960,238 | $ | 400,273,130 | $ | 6,441 | $ | 402,239,809 | |||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||
Derivative Financial Instruments(a) |
||||||||||||||||||||||
Assets |
||||||||||||||||||||||
Interest Rate Contracts |
$ | 182,817 | $ | 10,652 | $ | | $ | 193,469 | ||||||||||||||
Liabilities |
||||||||||||||||||||||
Interest Rate Contracts |
(452,989 | ) | (10,682 | ) | | (463,671 | ) | |||||||||||||||
|
|
|
|
|
|
|
|
|||||||||||||||
$ | (270,172 | ) | $ | (30 | ) | $ | | $ | (270,202 | ) | ||||||||||||
|
|
|
|
|
|
|
|
(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 $103,097,182 are categorized as Level 2 within the fair value hierarchy.
S C H E D U L E O F I N V E S T M E N T S |
5 |
Schedule of Investments (unaudited) (continued) March 31, 2024 |
BlackRock Income Trust, Inc. (BKT) |
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 |
6 |
|
1 Year BlackRock Income Chart |
1 Month BlackRock Income Chart |
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