| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
DIVERSIFIED EQUITY MASTER MUTUAL FUNDS
|
119.84 mm | 1.68 mm shares | 32.44 | Common equity | Long | USA |
|
BlackRock Diversified Fixed Income Fund
|
88.35 mm | 8.98 mm shares | 23.91 | Common equity | Long | USA |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 50.18 mm | 50.18 mm shares | 13.58 | Short-term investment vehicle | Long | USA |
|
International Tilts Master Portfolio
|
31.00 mm | 1.61 mm shares | 8.39 | Common equity | Long | USA |
|
iShares TIPS Bond ETF
|
25.58 mm | 231.52 k shares | 6.92 | Common equity | Long | USA |
|
BlackRock Tactical Opportunities Fund
|
14.28 mm | 1.01 mm shares | 3.87 | Common equity | Long | USA |
|
BlackRock Advantage Emerging Markets Fund
|
10.98 mm | 1.01 mm shares | 2.97 | Common equity | Long | USA |
|
iShares Developed Real Estate Index Fund
|
8.46 mm | 805.63 k shares | 2.29 | Common equity | Long | USA |
| BlackRock Fund Advisors | 8.17 mm | 120.66 k shares | 2.21 | Common equity | Long | USA |
| BlackRock Cash Funds: Institutional, SL Agency Shares | 7.97 mm | 7.97 mm shares | 2.16 | Short-term investment vehicle | Long | USA |
|
iShares iBoxx $ Investment Grade Corporate Bond ETF
|
7.69 mm | 68.06 k shares | 2.08 | Common equity | Long | USA |
|
BlackRock High Yield Portfolio
|
1.72 mm | 237.07 k shares | 0.46 | Common equity | Long | USA |
|
TRSWAP: RU10VATR INDEX
MORGAN STANLEY & CO. INTERNATIONAL
|
505.33 k | 5.93 mm other units | 0.14 | Equity derivative | N/A | USA |
| MSCI EMGMKT DEC24 | 504.45 k | 135.00 contracts | 0.14 | Equity derivative | N/A | USA |
|
PURCHASED AUD / SOLD USD
JPMorgan Chase Bank NA
|
432.02 k | 1.00 contracts | 0.12 | DFE | N/A | Australia |
| E-MINI RUSS 2000 DEC24 | 387.06 k | 81.00 contracts | 0.10 | Equity derivative | N/A | USA |
| TOPIX INDX FUTR DEC24 | 146.15 k | 19.00 contracts | 0.04 | Equity derivative | N/A | Japan |
| MSCI EAFE DEC24 | 97.09 k | 35.00 contracts | 0.03 | Equity derivative | N/A | USA |
| S+P/TSX 60 IX FUT DEC24 | 92.61 k | 23.00 contracts | 0.03 | Equity derivative | N/A | Canada |
|
TRSWAP: RU10VATR INDEX
MORGAN STANLEY & CO. INTERNATIONAL
|
72.12 k | 846.96 k other units | 0.02 | Equity derivative | N/A | USA |
|
PURCHASED EUR / SOLD USD
UBS AG
|
71.32 k | 1.00 contracts | 0.02 | DFE | N/A | XX |
| SP500 MIC EMIN FUTDEC24 | 38.47 k | 51.00 contracts | 0.01 | Equity derivative | N/A | USA |
| US 10YR NOTE (CBT)DEC24 | 35.16 k | 97.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
|
PURCHASED CAD / SOLD USD
Nomura International PLC
|
26.38 k | 1.00 contracts | 0.01 | DFE | N/A | Canada |
| US 5YR NOTE (CBT) DEC24 | 24.84 k | 87.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
|
PURCHASED CAD / SOLD USD
Nomura International PLC
|
16.63 k | 1.00 contracts | 0.00 | DFE | N/A | Canada |
| US LONG BOND(CBT) DEC24 | 6.00 k | -15.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
|
PURCHASED USD / SOLD JPY
Morgan Stanley & Co. International PLC
|
3.08 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
PURCHASED USD / SOLD EUR
Morgan Stanley & Co. International PLC
|
-463.28 | 1.00 contracts | -0.00 | DFE | N/A | USA |
| US ULTRA BOND CBT DEC24 | -6.26 k | 8.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
