BlackRock Global Equity Market Neutral Fund

Fund Profile

Fund profile

Fund manager

BlackRock 20/80 Target Allocation Fund, Investor A

Total assets

$3.07 bn

Liabilities

$564.98 mm

Net assets

$2.51 bn

Number of holdings

131.00

131 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bills	261.26 mm	262.80 mm principal	10.41	Debt	Long	USA
U.S. Treasury Bills	260.21 mm	261.15 mm principal	10.37	Debt	Long	USA
U.S. Treasury Bills	228.51 mm	229.10 mm principal	9.11	Debt	Long	USA
U.S. Treasury Bills	193.53 mm	194.54 mm principal	7.71	Debt	Long	USA
U.S. Treasury Bills	174.65 mm	175.05 mm principal	6.96	Debt	Long	USA
U.S. Treasury Bills	149.20 mm	149.95 mm principal	5.95	Debt	Long	USA
U.S. Treasury Bills	132.22 mm	132.80 mm principal	5.27	Debt	Long	USA
U.S. Treasury Bills	109.26 mm	110.00 mm principal	4.36	Debt	Long	USA
U.S. Treasury Bills	93.02 mm	93.80 mm principal	3.71	Debt	Long	USA
U.S. Treasury Bills	57.72 mm	57.75 mm principal	2.30	Debt	Long	USA
U.S. Treasury Bills	56.76 mm	56.80 mm principal	2.26	Debt	Long	USA
U.S. Treasury Bills	49.61 mm	50.00 mm principal	1.98	Debt	Long	USA
U.S. Treasury Floating Rate Notes	47.18 mm	47.17 mm principal	1.88	Debt	Long	USA
U.S. Treasury Bills	45.13 mm	45.80 mm principal	1.80	Debt	Long	USA
U.S. Treasury Bills	44.59 mm	45.00 mm principal	1.78	Debt	Long	USA
U.S. Treasury Floating Rate Notes	43.35 mm	43.37 mm principal	1.73	Debt	Long	USA
U.S. Treasury Bills	41.83 mm	42.00 mm principal	1.67	Debt	Long	USA
U.S. Treasury Bills	39.54 mm	39.60 mm principal	1.58	Debt	Long	USA
U.S. Treasury Bills	33.04 mm	33.24 mm principal	1.32	Debt	Long	USA
U.S. Treasury Bills	32.64 mm	33.00 mm principal	1.30	Debt	Long	USA
U.S. Treasury Bills	28.44 mm	28.80 mm principal	1.13	Debt	Long	USA
U.S. Treasury Bills	27.88 mm	28.50 mm principal	1.11	Debt	Long	USA
U.S. Treasury Bills	23.62 mm	24.10 mm principal	0.94	Debt	Long	USA
TRS:BlackRock Global Equity Market Neutral Fund - US Large Cap - BAML CFD BANK OF AMERICA NA	23.36 mm	1.52 mm other units	0.93	Equity derivative	N/A	USA
U.S. Treasury Bills	23.32 mm	23.50 mm principal	0.93	Debt	Long	USA
U.S. Treasury Bills	22.47 mm	22.80 mm principal	0.90	Debt	Long	USA
NFLX Netflix, Inc.	20.41 mm	27.00 k shares	0.81	Common equity	Long	USA
U.S. Treasury Floating Rate Notes	20.28 mm	20.30 mm principal	0.81	Debt	Long	USA
U.S. Treasury Floating Rate Notes	20.18 mm	20.18 mm principal	0.80	Debt	Long	USA
TRS:BlackRock Global Equity Market Neutral Fund - BAML CFD BANK OF AMERICA NA	19.43 mm	18.06 mm other units	0.77	Equity derivative	N/A	USA
U.S. Treasury Bills	18.27 mm	18.33 mm principal	0.73	Debt	Long	USA
U.S. Treasury Bills	17.87 mm	17.90 mm principal	0.71	Debt	Long	USA
U.S. Treasury Bills	17.10 mm	17.25 mm principal	0.68	Debt	Long	USA
U.S. Treasury Bills	16.44 mm	16.60 mm principal	0.66	Debt	Long	USA
C Citigroup Inc.	16.36 mm	255.00 k shares	0.65	Common equity	Long	USA
U.S. Treasury Bills	15.54 mm	16.00 mm principal	0.62	Debt	Long	USA
U.S. Treasury Floating Rate Notes	15.18 mm	15.18 mm principal	0.60	Debt	Long	USA
PG The Procter & Gamble Company	12.22 mm	74.00 k shares	0.49	Common equity	Long	USA
U.S. Treasury Bills	10.38 mm	10.50 mm principal	0.41	Debt	Long	USA
U.S. Treasury Bills	9.09 mm	9.46 mm principal	0.36	Debt	Long	USA
U.S. Treasury Bills	9.08 mm	9.20 mm principal	0.36	Debt	Long	USA
BlackRock Liquidity Funds: T-Fund, Institutional Shares	5.35 mm	5.35 mm shares	0.21	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	5.28 mm	5.36 mm principal	0.21	Debt	Long	USA
TRS:BlackRock Global Equity Market Neutral Fund - US Large Cap - Barclays CFD BARCLAYS BANK PLC	5.26 mm	21.61 mm other units	0.21	Equity derivative	N/A	USA
U.S. Treasury Bills	5.07 mm	5.13 mm principal	0.20	Debt	Long	USA
U.S. Treasury Bills	4.95 mm	5.00 mm principal	0.20	Debt	Long	USA
U.S. Treasury Bills	3.33 mm	3.40 mm principal	0.13	Debt	Long	USA
Federal Home Loan Bank Discount Notes	3.07 mm	3.09 mm principal	0.12	Debt	Long	USA
LINE Lineage, Inc.	2.74 mm	37.01 k shares	0.11	Common equity	Long	USA
Illumio Inc.	2.41 mm	466.73 k shares	0.10	Preferred equity	Long	USA
U.S. Treasury Bills	2.23 mm	2.24 mm principal	0.09	Debt	Long	USA
TRS:BlackRock Global Equity Market Neutral Fund - BNP CFD BNP Paribas	2.03 mm	2.00 mm other units	0.08	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - BAML Bank of America, N.A.	1.51 mm	10.04 mm other units	0.06	Equity derivative	N/A	USA
Standardaero Inc	1.44 mm	49.76 k shares	0.06	Common equity	Long	USA
CAC40 10 EURO FUT NOV24	1.32 mm	-591.00 contracts	0.05	Equity derivative	N/A	France
Timee Inc	1.28 mm	167.20 k shares	0.05	Common equity	Long	Japan
US 5YR NOTE (CBT) DEC24	1.27 mm	-1.42 k contracts	0.05	Interest rate derivative	N/A	USA
CBOE VIX FUTURE NOV24	631.49 k	371.00 contracts	0.03	Equity derivative	N/A	USA
SEPN Septerna, Inc. Common Stock	623.43 k	27.25 k shares	0.02	Common equity	Long	USA
S+P 500 ANNL DIV DEC26	569.94 k	2.33 k contracts	0.02	Equity derivative	N/A	USA
FTSE 100 IDX FUT DEC24	561.12 k	-205.00 contracts	0.02	Equity derivative	N/A	UK
CBOE VIX FUTURE DEC24	417.63 k	675.00 contracts	0.02	Equity derivative	N/A	USA
IBEX 35 INDX FUTR NOV24	417.07 k	-125.00 contracts	0.02	Equity derivative	N/A	Spain
PURCHASED USD / SOLD JPY Goldman Sachs Bank USA	349.88 k	1.00 contracts	0.01	DFE	N/A	USA
S+P 500 ANNL DIV DEC25	318.44 k	342.00 contracts	0.01	Equity derivative	N/A	USA
TRSWAP: MNDZ5 FUTURE 31-MAR-2026 BNP PARIBAS SA	261.87 k	406.87 mm other units	0.01	Equity derivative	N/A	France
U.S. Treasury Notes	261.46 k	263.00 k principal	0.01	Debt	Long	USA
U.S. Treasury Notes	261.06 k	264.00 k principal	0.01	Debt	Long	USA
S+P/TSX 60 IX FUT DEC24	259.16 k	164.00 contracts	0.01	Equity derivative	N/A	Canada
SPI 200 FUTURES DEC24	230.34 k	-101.00 contracts	0.01	Equity derivative	N/A	Australia
PURCHASED USD / SOLD JPY Goldman Sachs Bank USA	182.82 k	1.00 contracts	0.01	DFE	N/A	USA
OMXS30 IND FUTURE NOV24	146.96 k	-257.00 contracts	0.01	Equity derivative	N/A	Sweden
TRSWAP: DEDZ5 FUTURE 19-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	141.11 k	898.57 k other units	0.01	Equity derivative	N/A	Germany
TOPIX INDX FUTR DEC24	137.34 k	-39.00 contracts	0.01	Equity derivative	N/A	Japan
FTSE/MIB IDX FUT DEC24	100.19 k	183.00 contracts	0.00	Equity derivative	N/A	Italy
TRSWAP: MNDZ5 FUTURE 31-MAR-2026 BNP PARIBAS SA	62.54 k	321.64 mm other units	0.00	Equity derivative	N/A	France
JPN 10Y BOND(OSE) DEC24	53.86 k	17.00 contracts	0.00	Interest rate derivative	N/A	Japan
TRSWAP: UKDZ5 FUTURE 18-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	43.19 k	678.96 k other units	0.00	Equity derivative	N/A	UK
TRSWAP: MNDZ6 FUTURE 31-MAR-2027 BNP PARIBAS SA	33.17 k	940.80 mm other units	0.00	Equity derivative	N/A	France
PURCHASED USD / SOLD JPY UBS AG	13.71 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD JPY HSBC Bank PLC	11.16 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED JPY / SOLD USD BNP Paribas SA	557.99	1.00 contracts	0.00	DFE	N/A	Japan
PLTR Palantir Technologies Inc.	166.24	4.00 shares	0.00	Common equity	Long	USA
AliphCom, Series 8	8.24	823.53 k shares	0.00	Preferred equity	Long	USA
PROJECT SAMSON	0.08	8.26 k shares	0.00	Preferred equity	Long	USA
TRSWAP: EOX4 FUTURE 15-NOV-2024 HSBC BANK PLC	-2.37 k	2.10 mm other units	-0.00	Equity derivative	N/A	Netherlands
MSCI SING IX ETS NOV24	-4.69 k	6.00 contracts	-0.00	Equity derivative	N/A	Singapore
TRSWAP: MNDZ5 FUTURE 31-MAR-2026 BNP PARIBAS SA	-9.71 k	194.00 mm other units	-0.00	Equity derivative	N/A	France
TRSWAP: DEDZ5 FUTURE 19-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-14.29 k	582.65 k other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: UKDZ5 FUTURE 18-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-16.44 k	1.33 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: UKDZ5 FUTURE 18-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-18.26 k	598.44 k other units	-0.00	Equity derivative	N/A	UK
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-20.23 k	843.26 k other units	-0.00	Equity derivative	N/A	Germany
DAX INDEX FUTURE DEC24	-21.41 k	87.00 contracts	-0.00	Equity derivative	N/A	Germany
TRSWAP: UKDZ5 FUTURE 18-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-25.24 k	1.02 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-27.35 k	1.20 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: DEDZ6 FUTURE 18-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-29.38 k	743.29 k other units	-0.00	Equity derivative	N/A	Germany
NASDAQ 100 E-MINI DEC24	-31.95 k	-16.00 contracts	-0.00	Equity derivative	N/A	USA
TRSWAP: DEDZ5 FUTURE 19-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-34.63 k	1.58 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-36.44 k	1.57 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: DEDZ5 FUTURE 19-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-39.72 k	1.16 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: UKDZ6 FUTURE 17-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-45.20 k	1.41 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: UKDZ5 FUTURE 18-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-51.41 k	1.29 mm other units	-0.00	Equity derivative	N/A	UK
PURCHASED JPY / SOLD USD Morgan Stanley & Co. International PLC	-55.75 k	1.00 contracts	-0.00	DFE	N/A	Japan
TRSWAP: UKDZ6 FUTURE 17-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-62.61 k	1.35 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: UKDZ6 FUTURE 17-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-64.02 k	1.02 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: DEDZ5 FUTURE 19-DEC-2025 MORGAN STANLEY & CO. INTERNATIONAL	-64.27 k	1.50 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: DEDZ6 FUTURE 18-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-68.90 k	1.15 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-80.75 k	2.08 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: DEDZ6 FUTURE 18-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-94.46 k	1.46 mm other units	-0.00	Equity derivative	N/A	Germany
TRSWAP: UKDZ6 FUTURE 17-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-94.52 k	1.25 mm other units	-0.00	Equity derivative	N/A	UK
TRSWAP: DEDZ6 FUTURE 18-DEC-2026 MORGAN STANLEY & CO. INTERNATIONAL	-103.15 k	2.61 mm other units	-0.00	Equity derivative	N/A	Germany
PURCHASED JPY / SOLD USD HSBC Bank PLC	-104.24 k	1.00 contracts	-0.00	DFE	N/A	Japan
TRSWAP: EOX4 FUTURE 15-NOV-2024 HSBC BANK PLC	-111.56 k	2.90 mm other units	-0.00	Equity derivative	N/A	Netherlands
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-132.19 k	10.85 mm other units	-0.01	Equity derivative	N/A	Germany
TRSWAP: SMZ4 FUTURE 20-DEC-2024 HSBC BANK PLC	-172.82 k	4.04 mm other units	-0.01	Equity derivative	N/A	Germany
E-MINI RUSS 2000 DEC24	-217.02 k	239.00 contracts	-0.01	Equity derivative	N/A	USA
TRSWAP: EOX4 FUTURE 15-NOV-2024 HSBC BANK PLC	-232.72 k	9.12 mm other units	-0.01	Equity derivative	N/A	Netherlands
PURCHASED JPY / SOLD USD Morgan Stanley & Co. International PLC	-585.76 k	1.00 contracts	-0.02	DFE	N/A	Japan
TRS:BlackRock Global Equity Market Neutral Fund - GS Goldman Sachs & Co.	-1.51 mm	1.22 mm other units	-0.06	Equity derivative	N/A	USA
US 10YR NOTE (CBT)DEC24	-1.94 mm	1.34 k contracts	-0.08	Interest rate derivative	N/A	USA
PURCHASED JPY / SOLD USD UBS AG	-2.47 mm	1.00 contracts	-0.10	DFE	N/A	Japan
TRS:BlackRock Global Equity Market Neutral Fund - Barclays CFD BARCLAYS BANK PLC	-2.85 mm	14.92 mm other units	-0.11	Equity derivative	N/A	USA
S+P500 EMINI FUT DEC24	-3.09 mm	538.00 contracts	-0.12	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - UBS UBS AG	-3.75 mm	652.01 k other units	-0.15	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - US Large Cap - UBS CFD UBS AG	-5.49 mm	7.46 mm other units	-0.22	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - Barclays CFD BARCLAYS BANK PLC	-6.39 mm	2.06 mm other units	-0.25	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - US Large Cap - BNP CFD BNP PARIBAS	-6.44 mm	9.91 mm other units	-0.26	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - US Large Cap - GS CFD Goldman Sachs & Co.	-8.98 mm	6.92 mm other units	-0.36	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - GS CFD Goldman Sachs & Co.	-10.80 mm	6.57 mm other units	-0.43	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - UBS CFD UBS AG	-12.82 mm	3.83 mm other units	-0.51	Equity derivative	N/A	USA
TRS:BlackRock Global Equity Market Neutral Fund - BNP CFD BNP PARIBAS	-19.08 mm	10.72 mm other units	-0.76	Equity derivative	N/A	USA