BlackRock Dynamic High Income Portfolio

Fund Profile

Fund profile

Fund manager

BlackRock Funds II

Total assets

$1.17 bn

Liabilities

$81.37 mm

Net assets

$1.09 bn

Number of holdings

1.74 k

Top 200 of 1737 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Liquidity Funds, T-Fund, Institutional Class	152.61 mm	152.61 mm shares	14.06	Short-term investment vehicle	Long	USA
iShares Core Dividend Growth ETF	120.74 mm	2.00 mm shares	11.12		Long	USA
GBLI Global Indemnity Group, LLC	31.58 mm	447.13 k shares	2.91		Long	USA
BlackRock Floating Rate Income Portfolio, Class K Shares	17.01 mm	1.76 mm shares	1.57		Long	USA
Wells Fargo Bank NA	13.87 mm	63.41 k shares	1.28	Structured note	Long	USA
BNP Paribas Issuance BV	12.33 mm	65.94 k shares	1.14	Structured note	Long	Netherlands
Barclays Bank plc	6.13 mm	35.63 k shares	0.56	Structured note	Long	UK
U.S. Treasury Inflation Linked Notes	5.82 mm	5.95 mm principal	0.54	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	5.76 mm	5.83 mm principal	0.53	Debt	Long	USA
Nomura America Finance LLC	5.58 mm	46.91 k shares	0.51	Structured note	Long	USA
MSFT Microsoft Corporation	4.88 mm	11.68 k shares	0.45	Common equity	Long	USA
Royal Bank of Canada	4.76 mm	9.01 k shares	0.44	Structured note	Long	Canada
Clover CLO LLC, Series 2021-2A, Class B	4.73 mm	4.70 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
Barclays Bank plc	4.63 mm	7.33 k shares	0.43	Structured note	Long	UK
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR	4.00 mm	4.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR	3.99 mm	4.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wells Fargo Bank NA	3.57 mm	4.43 k shares	0.33	Structured note	Long	USA
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R	3.51 mm	3.50 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 13 Ltd., Series 2022-13A, Class AR	3.50 mm	3.50 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Bermuda
Elmwood CLO XI Ltd., Series 2021-4A, Class D	3.41 mm	3.40 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	3.18 mm	5.70 k shares	0.29	Structured note	Long	Canada
Madison Park Funding XXXIV Ltd., Series 2019-34A, Class DR	3.01 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class D	3.01 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class E	3.00 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2021-4A, Class A	3.00 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR	3.00 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1	3.00 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1	3.00 mm	3.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Jersey
CIFC Funding Ltd., Series 2021-4A, Class C	2.94 mm	2.94 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-IV Ltd., Series 2021-4A, Class CR	2.94 mm	2.94 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO VII Ltd., Series 2020-4A, Class AR	2.76 mm	2.75 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	2.75 mm	40.21 k shares	0.25	Structured note	Long	Canada
Sanofi SA	2.71 mm	26.27 k shares	0.25	Common equity	Long	France
HSBC Bank plc, Series E0X9	2.69 mm	23.95 k shares	0.25	Structured note	Long	UK
Taiwan Semiconductor Manufacturing Co. Ltd.	2.65 mm	91.00 k shares	0.24	Common equity	Long	Taiwan
Barclays Bank plc	2.61 mm	701.00 shares	0.24	Structured note	Long	UK
Royal Bank of Canada	2.55 mm	3.09 k shares	0.23	Structured note	Long	Canada
Samsung Electronics Co. Ltd.	2.53 mm	1.64 k shares	0.23	Common equity	Long	Korea, Republic of
WFC Wells Fargo & Company	2.52 mm	42.53 k shares	0.23	Common equity	Long	USA
Marathon CLO Ltd., Series 2020-15A, Class C1R3	2.50 mm	2.50 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Galaxy XXVI CLO Ltd., Series 2018-26A, Class BR	2.50 mm	2.50 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Citigroup Global Markets Holdings, Inc.	2.50 mm	7.31 k shares	0.23	Structured note	Long	USA
Madison Park Funding XLVI Ltd., Series 2020-46A, Class CR	2.48 mm	2.48 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 19 Ltd., Series 2019-1A, Class BR	2.40 mm	2.40 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Toronto-Dominion Bank (The)	2.39 mm	9.59 k shares	0.22	Structured note	Long	Canada
HSBC Bank plc, Series E0XB	2.36 mm	8.71 k shares	0.22	Structured note	Long	UK
UNH UnitedHealth Group Incorporated	2.33 mm	4.05 k shares	0.21	Common equity	Long	USA
EQIX Equinix, Inc.	2.19 mm	2.77 k shares	0.20	Common equity	Long	USA
DOC Healthpeak Properties, Inc.	2.13 mm	97.62 k shares	0.20	Common equity	Long	USA
Sycamore Tree CLO Ltd., Series 2023-2A, Class DR	2.06 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barclays Bank plc	2.04 mm	3.32 k shares	0.19	Structured note	Long	UK
OHA Credit Funding 16 Ltd., Series 2023-16A, Class D	2.04 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Bermuda
Elmwood CLO I Ltd., Series 2019-1A, Class DRR	2.03 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class C	2.03 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Jersey
AB BSL CLO 4 Ltd., Series 2023-4A, Class B	2.02 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Signal Peak CLO 5 Ltd., Series 2018-5A, Class BR	2.02 mm	2.00 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
J.P. Morgan Structured Products BV, Series N10J	2.02 mm	8.47 k shares	0.19	Structured note	Long	Netherlands
AAPL Apple Inc.	2.02 mm	9.08 k shares	0.19	Common equity	Long	USA
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-44A, Class E	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXIV Ltd., Series 2021-24A, Class D	2.01 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XVI Funding Ltd., Series 2019-2A, Class D	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sixth Street CLO IX Ltd., Series 2017-9A, Class AR	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trimaran Cavu Ltd., Series 2021-1A, Class AR	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XLV Ltd., Series 2020-45A, Class CR	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2019-5A, Class A1R1	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2021-1A, Class E	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class C	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XL Ltd., Series 2022-40A, Class D1R	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2024-3A, Class A	2.00 mm	2.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Royal Bank of Canada	1.99 mm	63.83 k shares	0.18	Structured note	Long	Canada
CCI Crown Castle Inc.	1.97 mm	17.86 k shares	0.18	Common equity	Long	USA
Allegion plc	1.96 mm	14.31 k shares	0.18	Common equity	Long	Ireland
TXN Texas Instruments Incorporated	1.95 mm	9.56 k shares	0.18	Common equity	Long	USA
Accenture plc, Class A	1.95 mm	5.89 k shares	0.18	Common equity	Long	Ireland
FCNCP First Citizens BancShares, Inc.	1.94 mm	931.00 shares	0.18	Common equity	Long	USA
VICI VICI Properties Inc.	1.94 mm	62.07 k shares	0.18	Common equity	Long	USA
Societe Generale SA	1.94 mm	3.26 k shares	0.18	Structured note	Long	France
AstraZeneca plc	1.92 mm	12.10 k shares	0.18	Common equity	Long	UK
Barclays Bank plc	1.92 mm	25.77 k shares	0.18	Structured note	Long	UK
Barclays Bank plc, Series GN2D	1.90 mm	13.55 k shares	0.18	Structured note	Long	UK
Wells Fargo Bank NA	1.90 mm	5.56 k shares	0.17	Structured note	Long	USA
Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C	1.89 mm	2.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BlackRock Cash Funds: Institutional, SL Agency Shares	1.88 mm	1.88 mm shares	0.17	Short-term investment vehicle	Long	USA
Citigroup Global Markets Holdings, Inc., Series MU15	1.88 mm	28.91 k shares	0.17	Structured note	Long	USA
UNP Union Pacific Corporation	1.87 mm	7.59 k shares	0.17	Common equity	Long	USA
Royal Bank of Canada	1.87 mm	8.80 k shares	0.17	Structured note	Long	Canada
SBAC SBA Communications Corporation	1.87 mm	8.50 k shares	0.17	Common equity	Long	USA
Elmwood CLO V Ltd., Series 2020-2A, Class DR	1.86 mm	1.86 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CVS CVS Health Corporation	1.85 mm	30.73 k shares	0.17	Common equity	Long	USA
Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1	1.84 mm	1.84 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bank of Montreal	1.84 mm	7.24 k shares	0.17	Structured note	Long	Canada
Nestle SA (Registered)	1.84 mm	18.15 k shares	0.17	Common equity	Long	Switzerland
BHI BAKER HUGHES a GE Co LLC	1.82 mm	47.03 k shares	0.17	Common equity	Long	USA
Novo Nordisk A/S, Class B	1.81 mm	13.65 k shares	0.17	Common equity	Long	Denmark
BNP Paribas Issuance BV	1.80 mm	8.49 k shares	0.17	Structured note	Long	Netherlands
GOOG Alphabet Inc.	1.79 mm	10.46 k shares	0.17	Common equity	Long	USA
British American Tobacco plc	1.78 mm	50.23 k shares	0.16	Common equity	Long	UK
CFG Citizens Financial Group, Inc.	1.76 mm	41.34 k shares	0.16	Common equity	Long	USA
Palmer Square CLO Ltd., Series 2021-3A, Class C	1.75 mm	1.75 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding Ltd., Series 2021-6A, Class A	1.75 mm	1.75 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SUI Sun Communities, Inc.	1.73 mm	13.65 k shares	0.16	Common equity	Long	USA
Bank of Montreal	1.73 mm	42.36 k shares	0.16	Structured note	Long	Canada
OHA Loan Funding Ltd., Series 2013-1A, Class D1R3	1.72 mm	1.70 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HD The Home Depot, Inc.	1.71 mm	4.64 k shares	0.16	Common equity	Long	USA
ABBV AbbVie Inc.	1.71 mm	9.22 k shares	0.16	Common equity	Long	USA
Royal Bank of Canada	1.70 mm	20.49 k shares	0.16	Structured note	Long	Canada
RELX plc	1.69 mm	36.00 k shares	0.16	Common equity	Long	UK
META Meta Platforms, Inc.	1.68 mm	3.54 k shares	0.15	Common equity	Long	USA
Barclays Bank plc	1.68 mm	21.83 k shares	0.15	Structured note	Long	UK
CAH Cardinal Health, Inc.	1.67 mm	16.56 k shares	0.15	Common equity	Long	USA
MDLZ Mondelez International, Inc.	1.66 mm	24.31 k shares	0.15	Common equity	Long	USA
Barclays Bank plc	1.66 mm	5.78 k shares	0.15	Structured note	Long	UK
C Citigroup Inc.	1.65 mm	25.36 k shares	0.15	Common equity	Long	USA
RTX RTX Corporation	1.64 mm	14.00 k shares	0.15	Common equity	Long	USA
BP plc	1.64 mm	277.64 k shares	0.15	Common equity	Long	UK
FIS Fidelity National Information Services, Inc.	1.62 mm	21.05 k shares	0.15	Common equity	Long	USA
Ballyrock CLO Ltd., Series 2020-2A, Class A2R	1.60 mm	1.60 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Euro-Bund	1.60 mm	472.00 contracts	0.15	Interest rate derivative	N/A	Germany
Societe Generale SA	1.57 mm	10.58 k shares	0.14	Structured note	Long	France
Societe Generale SA	1.57 mm	9.64 k shares	0.14	Structured note	Long	France
Societe Generale SA	1.57 mm	20.58 k shares	0.14	Structured note	Long	France
BNP Paribas Issuance BV	1.56 mm	23.75 k shares	0.14	Structured note	Long	Netherlands
Barclays Bank plc	1.56 mm	9.91 k shares	0.14	Structured note	Long	UK
SSNC SS&C Technologies Holdings, Inc.	1.56 mm	21.39 k shares	0.14	Common equity	Long	USA
Societe Generale SA	1.56 mm	2.78 k shares	0.14	Structured note	Long	France
J.P. Morgan Structured Products BV, Series MTOG	1.56 mm	8.43 k shares	0.14	Structured note	Long	Netherlands
Citigroup Global Markets Holdings, Inc.	1.55 mm	80.70 k shares	0.14	Structured note	Long	USA
BNP Paribas SA	1.55 mm	8.54 k shares	0.14	Structured note	Long	Netherlands
Citigroup Global Markets Holdings, Inc.	1.54 mm	9.29 k shares	0.14	Structured note	Long	USA
LVMH Moet Hennessy Louis Vuitton SE	1.54 mm	2.18 k shares	0.14	Common equity	Long	France
BAX Baxter International Inc.	1.54 mm	42.93 k shares	0.14	Common equity	Long	USA
Mizuho Markets Cayman LP	1.54 mm	13.18 k shares	0.14	Structured note	Long	Cayman Islands
Citigroup Global Markets Holdings, Inc.	1.54 mm	47.99 k shares	0.14	Structured note	Long	USA
Bank of Montreal	1.53 mm	13.57 k shares	0.14	Structured note	Long	Canada
Royal Bank of Canada	1.53 mm	7.92 k shares	0.14	Structured note	Long	Canada
Societe Generale SA	1.52 mm	10.99 k shares	0.14	Structured note	Long	France
OTIS Otis Worldwide Corporation	1.52 mm	16.05 k shares	0.14	Common equity	Long	USA
AGL Core CLO 27 Ltd., Series 2023-27A, Class A	1.51 mm	1.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FS Rialto Issuer LLC, Series 2022-FL7, Class A	1.51 mm	1.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
BX Trust, Series 2023-DELC, Class A	1.50 mm	1.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
LH Laboratory Corporation of America Holdings	1.50 mm	6.98 k shares	0.14	Common equity	Long	USA
RRX 4 Ltd., Series 2021-4A, Class A1	1.50 mm	1.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO Ltd., Series 2022-1A, Class C	1.50 mm	1.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rad CLO 12 Ltd., Series 2021-12A, Class D	1.50 mm	1.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Shell plc	1.50 mm	41.04 k shares	0.14	Common equity	Long	UK
Barclays Bank plc	1.48 mm	30.77 k shares	0.14	Structured note	Long	UK
Citigroup Global Markets Holdings, Inc., Series EMU6	1.47 mm	3.48 k shares	0.14	Structured note	Long	USA
Wells Fargo Bank NA	1.47 mm	6.41 k shares	0.14	Structured note	Long	USA
PM Philip Morris International Inc.	1.46 mm	12.66 k shares	0.13	Common equity	Long	USA
Link REIT	1.44 mm	340.60 k shares	0.13	Common equity	Long	Hong Kong
Wells Fargo Bank NA	1.43 mm	4.55 k shares	0.13	Structured note	Long	USA
EPR EPR Properties	1.43 mm	31.86 k shares	0.13	Common equity	Long	USA
KHC The Kraft Heinz Company	1.43 mm	40.61 k shares	0.13	Common equity	Long	USA
WMB The Williams Companies, Inc.	1.41 mm	32.74 k shares	0.13	Common equity	Long	USA
Palmer Square CLO Ltd., Series 2021-4A, Class C	1.40 mm	1.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Societe Generale SA	1.40 mm	5.29 k shares	0.13	Structured note	Long	France
Barclays Bank plc, Series DN12	1.40 mm	39.39 k shares	0.13	Structured note	Long	UK
ICE Intercontinental Exchange, Inc.	1.40 mm	9.24 k shares	0.13	Common equity	Long	USA
GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E	1.40 mm	1.40 mm principal	0.13	ABS-mortgage backed security	Long	USA
Royal Bank of Canada	1.40 mm	37.44 k shares	0.13	Structured note	Long	Canada
Societe Generale SA	1.39 mm	1.51 k shares	0.13	Structured note	Long	France
CTSH Cognizant Technology Solutions Corporation	1.38 mm	18.27 k shares	0.13	Common equity	Long	USA
Assura plc	1.38 mm	2.63 mm shares	0.13	Common equity	Long	UK
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A	1.38 mm	1.43 mm principal	0.13	ABS-mortgage backed security	Long	USA
CRM Salesforce, Inc.	1.36 mm	5.26 k shares	0.13	Common equity	Long	USA
J.P. Morgan Structured Products BV	1.36 mm	22.60 k shares	0.13	Structured note	Long	Netherlands
AMT American Tower Corporation	1.35 mm	6.12 k shares	0.12	Common equity	Long	USA
J.P. Morgan Structured Products BV, Series N10I	1.35 mm	22.90 k shares	0.12	Structured note	Long	Netherlands
Prologis, L.P.	1.34 mm	10.66 k shares	0.12	Common equity	Long	USA
Diageo plc	1.34 mm	43.04 k shares	0.12	Common equity	Long	UK
CMCSA Comcast Corporation	1.34 mm	32.37 k shares	0.12	Common equity	Long	USA
ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A	1.33 mm	1.34 mm principal	0.12	ABS-mortgage backed security	Long	USA
Citigroup Global Markets Holdings, Inc.	1.32 mm	4.88 k shares	0.12	Structured note	Long	USA
RSG Republic Services, Inc.	1.32 mm	6.80 k shares	0.12	Common equity	Long	USA
BXP Boston Properties, Inc.	1.30 mm	18.29 k shares	0.12	Common equity	Long	USA
Palmer Square CLO Ltd., Series 2015-2A, Class CR2	1.30 mm	1.30 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Shell plc	1.30 mm	35.44 k shares	0.12	Common equity	Long	UK
HUBB Hubbell Incorporated	1.28 mm	3.24 k shares	0.12	Common equity	Long	USA
Wells Fargo Bank NA	1.27 mm	13.23 k shares	0.12	Structured note	Long	USA
Air Liquide SA	1.27 mm	6.96 k shares	0.12	Common equity	Long	France
Wells Fargo Bank NA	1.27 mm	23.27 k shares	0.12	Structured note	Long	USA
Citigroup Global Markets Holdings, Inc.	1.27 mm	3.62 k shares	0.12	Structured note	Long	USA
Wells Fargo Bank NA	1.27 mm	5.44 k shares	0.12	Structured note	Long	USA
J.P. Morgan Structured Products BV, Series MU0J	1.26 mm	8.62 k shares	0.12	Structured note	Long	Netherlands
Societe Generale SA	1.26 mm	16.56 k shares	0.12	Structured note	Long	France
Wells Fargo Bank NA	1.26 mm	16.96 k shares	0.12	Structured note	Long	USA
LINE Lineage, Inc.	1.26 mm	14.32 k shares	0.12	Common equity	Long	USA
Bank of Montreal	1.26 mm	5.70 k shares	0.12	Structured note	Long	Canada
Mizuho Markets Cayman LP	1.26 mm	3.74 k shares	0.12	Structured note	Long	Cayman Islands
Societe Generale SA	1.25 mm	7.84 k shares	0.12	Structured note	Long	France
Elmwood CLO XI Ltd., Series 2021-4A, Class E	1.25 mm	1.25 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO LLC, Series 2020-1A, Class A1RR	1.25 mm	1.25 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
AIG American International Group, Inc.	1.25 mm	15.78 k shares	0.12	Common equity	Long	USA
Royal Bank of Canada	1.25 mm	11.53 k shares	0.12	Structured note	Long	Canada
TU TELUS Corporation	1.25 mm	77.31 k shares	0.11	Common equity	Long	Canada
LHX L3Harris Technologies, Inc.	1.25 mm	5.49 k shares	0.11	Common equity	Long	USA
HSBC Bank plc, Series E0XA	1.24 mm	3.57 k shares	0.11	Structured note	Long	UK
Barclays Bank plc	1.24 mm	7.41 k shares	0.11	Structured note	Long	UK