| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
BlackRock Diversified Fixed Income Fund
|
44.63 mm | 4.54 mm shares | 32.90 | Common equity | Long | USA |
|
DIVERSIFIED EQUITY MASTER MUTUAL FUNDS
|
32.92 mm | 461.05 k shares | 24.27 | Common equity | Long | USA |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 27.60 mm | 27.60 mm shares | 20.35 | Short-term investment vehicle | Long | USA |
|
iShares TIPS Bond ETF
|
10.63 mm | 96.24 k shares | 7.84 | Common equity | Long | USA |
|
International Tilts Master Portfolio
|
6.36 mm | 331.27 k shares | 4.69 | Common equity | Long | USA |
|
BlackRock Tactical Opportunities Fund
|
4.62 mm | 325.67 k shares | 3.41 | Common equity | Long | USA |
|
iShares Developed Real Estate Index Fund
|
2.36 mm | 224.69 k shares | 1.74 | Common equity | Long | USA |
| BlackRock Fund Advisors | 2.25 mm | 33.19 k shares | 1.66 | Common equity | Long | USA |
|
BlackRock Advantage Emerging Markets Fund
|
2.15 mm | 198.05 k shares | 1.58 | Common equity | Long | USA |
|
BlackRock High Yield Portfolio
|
663.64 k | 91.66 k shares | 0.49 | Common equity | Long | USA |
| MSCI EMGMKT DEC24 | 209.25 k | 56.00 contracts | 0.15 | Equity derivative | N/A | USA |
|
TRSWAP: RU10VATR INDEX
MORGAN STANLEY & CO. INTERNATIONAL
|
159.44 k | 1.87 mm other units | 0.12 | Equity derivative | N/A | USA |
| E-MINI RUSS 2000 DEC24 | 119.46 k | 25.00 contracts | 0.09 | Equity derivative | N/A | USA |
| MSCI EAFE DEC24 | 69.35 k | 25.00 contracts | 0.05 | Equity derivative | N/A | USA |
| TOPIX INDX FUTR DEC24 | 54.73 k | 7.00 contracts | 0.04 | Equity derivative | N/A | Japan |
| US 5YR NOTE (CBT) DEC24 | 38.07 k | 133.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
|
TRSWAP: RU10VATR INDEX
MORGAN STANLEY & CO. INTERNATIONAL
|
36.71 k | 431.09 k other units | 0.03 | Equity derivative | N/A | USA |
| US ULTRA BOND CBT DEC24 | 32.38 k | -18.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
| SP500 MIC EMIN FUTDEC24 | 30.17 k | 40.00 contracts | 0.02 | Equity derivative | N/A | USA |
| S+P/TSX 60 IX FUT DEC24 | 24.16 k | 6.00 contracts | 0.02 | Equity derivative | N/A | Canada |
|
PURCHASED AUD / SOLD USD
Morgan Stanley & Co. International PLC
|
14.03 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |
|
TRSWAP: RU10VATR INDEX
MORGAN STANLEY & CO. INTERNATIONAL
|
1.81 k | 245.97 k other units | 0.00 | Equity derivative | N/A | USA |
|
PURCHASED JPY / SOLD USD
Bank of America NA
|
174.46 | 1.00 contracts | 0.00 | DFE | N/A | Japan |
|
PURCHASED USD / SOLD EUR
Bank of America NA
|
56.34 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
PURCHASED CAD / SOLD USD
Bank of America NA
|
-3.79 k | 1.00 contracts | -0.00 | DFE | N/A | Canada |
|
PURCHASED CAD / SOLD USD
Bank of America NA
|
-5.08 k | 1.00 contracts | -0.00 | DFE | N/A | Canada |
| US LONG BOND(CBT) DEC24 | -5.27 k | 14.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
|
PURCHASED EUR / SOLD USD
Bank of America NA
|
-9.78 k | 1.00 contracts | -0.01 | DFE | N/A | XX |
