BlackRock Total Factor Fund

Fund Profile

Fund profile

Fund manager

BlackRock 20/80 Target Allocation Fund, Investor A

Total assets

$33.15 mm

Liabilities

$2.87 mm

Net assets

$30.28 mm

Number of holdings

339.00

Top 200 of 339 Holdings

As of Jul 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
T-Fund, Institutional Class	12.05 mm	12.05 mm shares	39.80	Short-term investment vehicle	Long	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	638.70 k	1.00 contracts	2.11	DFE	N/A	N/A
Commonwealth of Australia	531.20 k	535.00 k principal	1.75	Debt	Long	Australia
Commonwealth of Australia	457.47 k	460.00 k principal	1.51	Debt	Long	Australia
Commonwealth of Australia	375.54 k	478.00 k principal	1.24	Debt	Long	Australia
Forward Foreign Currency Contract JP Morgan Chase Bank	329.91 k	1.00 contracts	1.09	DFE	N/A	N/A
Forward Foreign Currency Contract Deutsche Bank	319.01 k	1.00 contracts	1.05	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	272.27 k	1.00 contracts	0.90	DFE	N/A	N/A
U.S. Treasury Inflation Linked Notes	267.30 k	278.63 k principal	0.88	Debt	Long	USA
Commonwealth of Australia	262.26 k	292.00 k principal	0.87	Debt	Long	Australia
French Republic	242.69 k	208.34 k principal	0.80	Debt	Long	France
Commonwealth of Australia	234.93 k	305.00 k principal	0.78	Debt	Long	Australia
FTSE/MIB Index	228.47 k	19.00 contracts	0.75	Equity derivative	N/A	Italy
Federal Republic of Germany	215.37 k	190.74 k principal	0.71	Debt	Long	Germany
TOPIX Index	214.38 k	26.00 contracts	0.71	Equity derivative	N/A	Japan
Forward Foreign Currency Contract JP Morgan Chase Bank	209.77 k	1.00 contracts	0.69	DFE	N/A	N/A
Commonwealth of Australia	193.48 k	291.00 k principal	0.64	Debt	Long	Australia
Commonwealth of Australia	182.22 k	278.00 k principal	0.60	Debt	Long	Australia
Federal Republic of Germany	175.34 k	161.82 k principal	0.58	Debt	Long	Germany
French Republic	171.62 k	156.89 k principal	0.57	Debt	Long	France
French Republic	167.94 k	148.73 k principal	0.55	Debt	Long	France
French Republic	162.69 k	124.94 k principal	0.54	Debt	Long	France
Forward Foreign Currency Contract HSBC Bank	152.25 k	1.00 contracts	0.50	DFE	N/A	N/A
U.S. Treasury Inflation Linked Notes	149.20 k	159.15 k principal	0.49	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	135.99 k	154.70 k principal	0.45	Debt	Long	USA
Federal Republic of Germany	132.65 k	118.23 k principal	0.44	Debt	Long	Germany
U.S. Treasury Inflation Linked Notes	128.03 k	134.49 k principal	0.42	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	127.79 k	133.38 k principal	0.42	Debt	Long	USA
French Republic	125.04 k	115.33 k principal	0.41	Debt	Long	France
U.S. Treasury Inflation Linked Notes	122.86 k	133.98 k principal	0.41	Debt	Long	USA
French Republic	121.67 k	89.41 k principal	0.40	Debt	Long	France
French Republic	120.67 k	111.51 k principal	0.40	Debt	Long	France
U.S. Treasury Inflation Linked Notes	119.98 k	125.58 k principal	0.40	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	119.77 k	125.43 k principal	0.40	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	119.69 k	135.03 k principal	0.40	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	116.10 k	129.29 k principal	0.38	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	116.01 k	123.38 k principal	0.38	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	114.26 k	128.51 k principal	0.38	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	113.47 k	120.83 k principal	0.37	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	113.24 k	114.55 k principal	0.37	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	110.67 k	122.94 k principal	0.37	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	110.46 k	120.32 k principal	0.36	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	109.92 k	116.87 k principal	0.36	Debt	Long	USA
Brent Crude Oil	106.76 k	20.00 contracts	0.35	Commodity derivative	N/A	UK
U.S. Treasury Inflation Linked Notes	106.53 k	107.80 k principal	0.35	Debt	Long	USA
French Republic	106.20 k	81.75 k principal	0.35	Debt	Long	France
French Republic	105.92 k	108.88 k principal	0.35	Debt	Long	France
French Republic	105.59 k	102.48 k principal	0.35	Debt	Long	France
U.S. Treasury Inflation Linked Notes	105.42 k	110.81 k principal	0.35	Debt	Long	USA
French Republic	102.55 k	94.52 k principal	0.34	Debt	Long	France
U.S. Treasury Inflation Linked Notes	101.06 k	108.79 k principal	0.33	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	100.37 k	90.65 k principal	0.33	Debt	Long	USA
French Republic	100.30 k	92.29 k principal	0.33	Debt	Long	France
French Republic	99.48 k	92.43 k principal	0.33	Debt	Long	France
U.S. Treasury Inflation Linked Notes	99.11 k	104.32 k principal	0.33	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	94.81 k	100.89 k principal	0.31	Debt	Long	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	94.64 k	1.00 contracts	0.31	DFE	N/A	N/A
U.S. Treasury Inflation Linked Notes	90.36 k	93.65 k principal	0.30	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	89.58 k	84.71 k principal	0.30	Debt	Long	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	87.72 k	1.00 contracts	0.29	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	87.01 k	1.00 contracts	0.29	DFE	N/A	N/A
U.S. Treasury Inflation Linked Bonds	86.93 k	80.85 k principal	0.29	Debt	Long	USA
Federal Republic of Germany	83.13 k	75.23 k principal	0.27	Debt	Long	Germany
U.S. Treasury Inflation Linked Notes	79.99 k	85.01 k principal	0.26	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	77.11 k	78.15 k principal	0.25	Debt	Long	USA
Low Sulphur Gasoil	76.45 k	18.00 contracts	0.25	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	75.73 k	1.00 contracts	0.25	DFE	N/A	N/A
SPI 200 Index	75.45 k	16.00 contracts	0.25	Equity derivative	N/A	Australia
FTSE China A50 Index	74.08 k	171.00 contracts	0.24	Equity derivative	N/A	Singapore
U.S. Treasury Inflation Linked Notes	73.39 k	75.57 k principal	0.24	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	69.90 k	71.99 k principal	0.23	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	69.84 k	75.69 k principal	0.23	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	66.39 k	79.41 k principal	0.22	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	63.72 k	63.34 k principal	0.21	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	61.28 k	75.81 k principal	0.20	Debt	Long	USA
French Republic	59.07 k	56.94 k principal	0.20	Debt	Long	France
U.S. Treasury Inflation Linked Bonds	57.57 k	58.07 k principal	0.19	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	56.74 k	66.87 k principal	0.19	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	55.71 k	69.31 k principal	0.18	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	55.01 k	52.06 k principal	0.18	Debt	Long	USA
U.K. Treasury Inflation Linked Bonds	52.87 k	40.61 k principal	0.17	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	52.83 k	17.00 k principal	0.17	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	52.03 k	38.03 k principal	0.17	Debt	Long	UK
Forward Foreign Currency Contract HSBC Bank	50.42 k	1.00 contracts	0.17	DFE	N/A	N/A
U.S. Treasury Inflation Linked Bonds	48.69 k	57.97 k principal	0.16	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	48.54 k	59.21 k principal	0.16	Debt	Long	USA
U.K. Treasury Inflation Linked Bonds	47.60 k	35.63 k principal	0.16	Debt	Long	UK
CDI	46.44 k	1.10 mm principal	0.15	Credit derivative	N/A	USA
French Republic	45.68 k	42.55 k principal	0.15	Debt	Long	France
CDI	45.39 k	983.00 k principal	0.15	Credit derivative	N/A	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	44.85 k	1.00 contracts	0.15	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	44.44 k	36.40 k principal	0.15	Debt	Long	UK
French Republic	44.25 k	45.95 k principal	0.15	Debt	Long	France
French Republic	43.43 k	42.50 k principal	0.14	Debt	Long	France
U.K. Treasury Inflation Linked Bonds, Series 8MO	43.28 k	9.00 k principal	0.14	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	41.69 k	33.60 k principal	0.14	Debt	Long	UK
U.S. Treasury 10 Year Note	40.18 k	-58.00 contracts	0.13	Interest rate derivative	N/A	USA
U.S. Treasury Inflation Linked Bonds	39.91 k	47.62 k principal	0.13	Debt	Long	USA
Total Return Basket Swap JPMorgan Chase Bank N.A.	39.77 k	26.70 k shares	0.13	Equity derivative	N/A	N/A
Forward Foreign Currency Contract BNP Paribas	39.75 k	1.00 contracts	0.13	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	39.13 k	31.61 k principal	0.13	Debt	Long	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	38.99 k	1.00 contracts	0.13	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds, Series 8MO	38.90 k	9.00 k principal	0.13	Debt	Long	UK
French Republic	37.12 k	27.28 k principal	0.12	Debt	Long	France
U.K. Treasury Inflation Linked Bonds	35.73 k	32.01 k principal	0.12	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	35.54 k	27.47 k principal	0.12	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	35.49 k	33.44 k principal	0.12	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	34.22 k	24.99 k principal	0.11	Debt	Long	UK
U.S. Treasury Inflation Linked Bonds	34.00 k	52.57 k principal	0.11	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	33.73 k	52.44 k principal	0.11	Debt	Long	USA
U.K. Treasury Inflation Linked Bonds	32.39 k	27.42 k principal	0.11	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	31.84 k	26.50 k principal	0.11	Debt	Long	UK
RBOB Gasoline	31.24 k	3.00 contracts	0.10	Commodity derivative	N/A	USA
U.K. Treasury Inflation Linked Bonds	30.61 k	24.71 k principal	0.10	Debt	Long	UK
Silver	29.23 k	3.00 contracts	0.10	Commodity derivative	N/A	USA
U.K. Treasury Inflation Linked Bonds	28.92 k	27.21 k principal	0.10	Debt	Long	UK
U.S. Treasury Inflation Linked Bonds	28.92 k	42.59 k principal	0.10	Debt	Long	USA
Forward Foreign Currency Contract Bank of America	28.83 k	1.00 contracts	0.10	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	28.69 k	1.00 contracts	0.09	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	28.67 k	27.66 k principal	0.09	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	28.20 k	25.46 k principal	0.09	Debt	Long	UK
IBEX 35 Index	28.03 k	11.00 contracts	0.09	Equity derivative	N/A	Spain
U.K. Treasury Inflation Linked Bonds	28.03 k	27.13 k principal	0.09	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	27.96 k	23.48 k principal	0.09	Debt	Long	UK
U.S. Treasury Inflation Linked Bonds	27.83 k	26.91 k principal	0.09	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	27.15 k	28.65 k principal	0.09	Debt	Long	USA
Forward Foreign Currency Contract BNP Paribas	26.71 k	1.00 contracts	0.09	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	25.01 k	24.58 k principal	0.08	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	24.39 k	25.25 k principal	0.08	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	24.11 k	24.93 k principal	0.08	Debt	Long	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	23.61 k	1.00 contracts	0.08	DFE	N/A	N/A
French Republic	23.47 k	21.58 k principal	0.08	Debt	Long	France
French Republic	18.96 k	14.60 k principal	0.06	Debt	Long	France
Forward Foreign Currency Contract HSBC Bank	18.96 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	18.86 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	18.75 k	1.00 contracts	0.06	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	16.67 k	17.29 k principal	0.06	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	15.98 k	12.78 k principal	0.05	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	15.44 k	15.44 k principal	0.05	Debt	Long	UK
U.K. Treasury Inflation Linked Bonds	15.20 k	15.59 k principal	0.05	Debt	Long	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	14.67 k	1.00 contracts	0.05	DFE	N/A	N/A
U.S. Treasury Inflation Linked Notes	14.59 k	15.31 k principal	0.05	Debt	Long	USA
U.K. Treasury Inflation Linked Bonds	14.46 k	12.37 k principal	0.05	Debt	Long	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	13.53 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	13.01 k	1.00 contracts	0.04	DFE	N/A	N/A
U.K. Treasury Inflation Linked Bonds	12.90 k	11.38 k principal	0.04	Debt	Long	UK
Forward Foreign Currency Contract BNP Paribas	12.48 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	11.16 k	1.00 contracts	0.04	DFE	N/A	N/A
CAC 40 10 Euro Index	10.98 k	5.00 contracts	0.04	Equity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	10.35 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	9.90 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	9.79 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Barclays Bank	9.60 k	1.00 contracts	0.03	DFE	N/A	N/A
Euro-Bund	8.58 k	28.00 contracts	0.03	Interest rate derivative	N/A	Germany
U.K. Treasury Inflation Linked Bonds	8.26 k	8.03 k principal	0.03	Debt	Long	UK
Forward Foreign Currency Contract Citibank	7.29 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	7.25 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract BNP Paribas	6.11 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	6.06 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	5.84 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	5.77 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.97 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.76 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.64 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.57 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.42 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.30 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.27 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	4.18 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract BNP Paribas	4.05 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.82 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.68 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.66 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.66 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Goldman Sachs International	3.58 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Barclays Bank	3.52 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Bank of America	3.51 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.29 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.04 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	3.00 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract BNP Paribas	2.68 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Goldman Sachs International	2.53 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	2.39 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	2.33 k	1.00 contracts	0.01	DFE	N/A	N/A
S&P/TSX 60 Index	2.30 k	2.00 contracts	0.01	Equity derivative	N/A	Canada
U.S. Treasury Inflation Linked Bonds	2.14 k	1.88 k principal	0.01	Debt	Long	USA
Forward Foreign Currency Contract Barclays Bank	2.07 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	1.99 k	1.00 contracts	0.01	DFE	N/A	N/A
Natural Gas	1.90 k	6.00 contracts	0.01	Commodity derivative	N/A	USA
Forward Foreign Currency Contract Barclays Bank	1.87 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	1.76 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	1.58 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	1.58 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract HSBC Bank	1.54 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	1.25 k	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Bank of America	1.01 k	1.00 contracts	0.00	DFE	N/A	N/A
IFSC Nifty 50 Future Equity Index	980.47	-9.00 contracts	0.00	Equity derivative	N/A	India
Forward Foreign Currency Contract JP Morgan Chase Bank	878.37	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	866.82	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	714.41	1.00 contracts	0.00	DFE	N/A	N/A