BlackRock Inflation Protected Bond Portfolio

Fund Profile

Fund profile

Fund manager

BlackRock Funds V

Total assets

$2.23 bn

Liabilities

$429.99 mm

Net assets

$1.80 bn

Number of holdings

239.00

Top 200 of 239 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation Linked Notes	72.02 mm	74.32 mm principal	4.00	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	70.83 mm	79.26 mm principal	3.93	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	67.80 mm	70.72 mm principal	3.76	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	63.12 mm	68.63 mm principal	3.50	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	62.70 mm	67.03 mm principal	3.48	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	61.92 mm	61.85 mm principal	3.44	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	61.49 mm	61.86 mm principal	3.41	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	61.09 mm	60.16 mm principal	3.39	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	58.12 mm	67.06 mm principal	3.23	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	57.34 mm	58.86 mm principal	3.18	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	55.17 mm	62.68 mm principal	3.06	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	54.70 mm	57.07 mm principal	3.04	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	53.87 mm	60.70 mm principal	2.99	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	53.65 mm	54.93 mm principal	2.98	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	52.66 mm	58.43 mm principal	2.92	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	51.74 mm	54.13 mm principal	2.87	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	51.34 mm	52.81 mm principal	2.85	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	51.08 mm	51.80 mm principal	2.84	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	49.25 mm	51.03 mm principal	2.73	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	48.34 mm	53.23 mm principal	2.68	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	46.90 mm	48.38 mm principal	2.60	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	43.49 mm	46.96 mm principal	2.41	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	42.55 mm	44.31 mm principal	2.36	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	37.95 mm	39.75 mm principal	2.11	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	37.07 mm	37.98 mm principal	2.06	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	36.01 mm	66.46 mm principal	2.00	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	32.40 mm	32.96 mm principal	1.80	Debt	Long	USA
Uniform Mortgage-Backed Securities	28.33 mm	28.20 mm principal	1.57	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	26.33 mm	26.32 mm principal	1.46	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	26.28 mm	31.60 mm principal	1.46	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	26.15 mm	24.38 mm principal	1.45	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	25.34 mm	25.11 mm principal	1.41	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	24.63 mm	34.01 mm principal	1.37	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	24.37 mm	26.34 mm principal	1.35	Debt	Long	USA
Uniform Mortgage-Backed Securities	23.94 mm	24.26 mm principal	1.33	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	23.76 mm	22.64 mm principal	1.32	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	21.80 mm	21.96 mm principal	1.21	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	21.56 mm	28.16 mm principal	1.20	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	21.10 mm	20.74 mm principal	1.17	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	19.84 mm	24.78 mm principal	1.10	Debt	Long	USA
Uniform Mortgage-Backed Securities	19.53 mm	20.23 mm principal	1.08	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	17.94 mm	18.55 mm principal	1.00	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	17.01 mm	23.23 mm principal	0.94	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	15.96 mm	22.08 mm principal	0.89	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	15.06 mm	25.84 mm principal	0.84	Debt	Long	USA
European Union, Series NGEU	14.90 mm	15.41 mm principal	0.83	Debt	Long	Belgium
U.S. Treasury Inflation Linked Bonds	13.50 mm	17.93 mm principal	0.75	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	11.99 mm	21.81 mm principal	0.67	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	11.38 mm	15.47 mm principal	0.63	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	11.01 mm	11.42 mm principal	0.61	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	10.58 mm	9.77 mm principal	0.59	Debt	Long	USA
U.K. Treasury Bonds	7.61 mm	6.86 mm principal	0.42	Debt	Long	UK
U.S. Treasury Inflation Linked Bonds	6.70 mm	9.20 mm principal	0.37	Debt	Long	USA
BlackRock Liquidity Funds, T-Fund, Institutional Class	5.48 mm	5.48 mm shares	0.30	Short-term investment vehicle	Long	USA
CSMC Trust, Series 2022-NQM5, Class A1	5.05 mm	5.08 mm principal	0.28	ABS-mortgage backed security	Long	USA
Japan Government Bond	4.95 mm	859.70 mm principal	0.27	Debt	Long	Japan
AMSR Trust, Series 2022-SFR1, Class E2	4.69 mm	4.91 mm principal	0.26	ABS-other	Long	USA
USRT iShares Core U.S. REIT ETF	4.68 mm	109.80 k shares	0.26		Long	USA
U.S. Treasury Bonds	4.62 mm	6.35 mm principal	0.26	Debt	Long	USA
Kingdom of Belgium	4.44 mm	4.49 mm principal	0.25	Debt	Long	Belgium
United Mexican States	4.23 mm	930.00 k principal	0.23	Debt	Long	Mexico
Bundesrepublik Deutschland Bundesanleihe	3.80 mm	3.75 mm principal	0.21	Debt	Long	Germany
Progress Residential Trust, Series 2021-SFR8, Class E2	3.77 mm	4.00 mm principal	0.21	ABS-other	Long	USA
Federative Republic of Brazil	3.76 mm	4.03 mm principal	0.21	Debt	Long	Brazil
FRTKL, Series 2021-SFR1, Class E2	3.75 mm	4.00 mm principal	0.21	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E2	3.71 mm	4.00 mm principal	0.21	ABS-other	Long	USA
Tricon American Homes Trust, Series 2020-SFR2, Class E2	3.66 mm	4.00 mm principal	0.20	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-2, Class E2	3.62 mm	3.84 mm principal	0.20	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR11, Class E2	3.61 mm	4.00 mm principal	0.20	ABS-other	Long	USA
Progress Residential Trust, Series 2022-SFR1, Class E2	3.60 mm	4.00 mm principal	0.20	ABS-other	Long	USA
United Mexican States	3.57 mm	3.65 mm principal	0.20	Debt	Long	Mexico
Verus Securitization Trust, Series 2022-7, Class A1	3.55 mm	3.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
Tricon Residential Trust, Series 2021-SFR1, Class E2	3.32 mm	3.50 mm principal	0.18	ABS-other	Long	USA
AMSR Trust, Series 2021-SFR1, Class E2	3.31 mm	3.70 mm principal	0.18	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR4, Class E2	3.31 mm	3.46 mm principal	0.18	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-3, Class E2	3.20 mm	3.63 mm principal	0.18	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR9, Class E2	3.14 mm	3.50 mm principal	0.17	ABS-other	Long	USA
SG Residential Mortgage Trust, Series 2021-1, Class A1	2.95 mm	3.68 mm principal	0.16	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2020-SFR5, Class E2	2.93 mm	3.00 mm principal	0.16	ABS-other	Long	USA
AMSR Trust, Series 2020-SFR4, Class E2	2.91 mm	3.00 mm principal	0.16	ABS-other	Long	USA
Progress Residential Trust, Series 2022-SFR2, Class E2	2.85 mm	3.00 mm principal	0.16	ABS-other	Long	USA
Federative Republic of Brazil	2.74 mm	22.61 k principal	0.15	Debt	Long	Brazil
AREIT Ltd., Series 2024-CRE9, Class A	2.65 mm	2.65 mm principal	0.15	ABS-mortgage backed security	Long	Cayman Islands
Extended Stay America Trust, Series 2021-ESH, Class B	2.64 mm	2.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
BlackRock Fund Advisors	2.62 mm	32.34 k shares	0.15		Long	USA
BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1	2.53 mm	2.57 mm principal	0.14	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust, Series 2021-3, Class A1	2.51 mm	3.11 mm principal	0.14	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K62, Class B	2.44 mm	2.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	2.28 mm	2.39 mm principal	0.13	Debt	Long	USA
United Mexican States	2.12 mm	465.00 k principal	0.12	Debt	Long	Mexico
BX Trust, Series 2024-VLT4, Class A	2.00 mm	1.99 mm principal	0.11	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-KING, Class A	1.98 mm	1.97 mm principal	0.11	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K82, Class B	1.96 mm	2.04 mm principal	0.11	ABS-mortgage backed security	Long	USA
Great Wolf Trust, Series 2024-WLF2, Class A	1.95 mm	1.94 mm principal	0.11	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K65, Class B	1.94 mm	2.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
Tricon American Homes Trust, Series 2020-SFR1, Class E	1.94 mm	2.00 mm principal	0.11	ABS-other	Long	USA
PETROLEOS MEXICANOS	1.93 mm	1.93 mm principal	0.11	Debt	Long	Luxembourg
Federative Republic of Brazil	1.92 mm	14.10 k principal	0.11	Debt	Long	Brazil
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K83, Class B	1.92 mm	2.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K91, Class B	1.91 mm	2.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR2, Class E2	1.89 mm	2.00 mm principal	0.10	ABS-other	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K94, Class B	1.87 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-MDHS, Class A	1.78 mm	1.77 mm principal	0.10	ABS-mortgage backed security	Long	USA
European Union	1.47 mm	1.68 mm principal	0.08	Debt	Long	Belgium
United Mexican States	1.46 mm	1.83 mm principal	0.08	Debt	Long	Mexico
J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1	1.34 mm	1.38 mm principal	0.07	ABS-mortgage backed security	Long	USA
LBA Trust, Series 2024-BOLT, Class A	1.32 mm	1.32 mm principal	0.07	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K73, Class B	1.30 mm	1.35 mm principal	0.07	ABS-mortgage backed security	Long	USA
SG Residential Mortgage Trust, Series 2022-2, Class A1	1.25 mm	1.25 mm principal	0.07	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-XL4, Class D	1.02 mm	1.02 mm principal	0.06	ABS-mortgage backed security	Long	USA
PGA Trust, Series 2024-RSR2, Class A	1,000.00 k	1.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
State of Israel Government Bond	988.88 k	1.08 mm principal	0.05	Debt	Long	Israel
Verus Securitization Trust, Series 2022-INV2, Class A1	960.43 k	954.89 k principal	0.05	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR4, Class F	954.55 k	1.00 mm principal	0.05	ABS-other	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2020-K737, Class B	900.12 k	932.00 k principal	0.05	ABS-mortgage backed security	Long	USA
HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A	871.63 k	870.00 k principal	0.05	ABS-mortgage backed security	Long	USA
Commercial Mortgage Trust, Series 2024-WCL1, Class A	870.03 k	870.00 k principal	0.05	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2020-VIV2, Class C	843.82 k	950.00 k principal	0.05	ABS-mortgage backed security	Long	USA
JW Commercial Mortgage Trust, Series 2024-MRCO, Class A	830.26 k	830.00 k principal	0.05	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A	795.44 k	790.00 k principal	0.04	ABS-mortgage backed security	Long	USA
HILT Commercial Mortgage Trust, Series 2024-ORL, Class A	780.24 k	780.00 k principal	0.04	ABS-mortgage backed security	Long	USA
Mill City Solar Loan Ltd., Series 2019-1A, Class A	766.03 k	835.99 k principal	0.04	ABS-other	Long	Cayman Islands
PRKCM Trust, Series 2022-AFC2, Class A1	748.52 k	751.66 k principal	0.04	ABS-mortgage backed security	Long	USA
ELM Trust, Series 2024-ELM, Class A10	706.76 k	700.00 k principal	0.04	ABS-mortgage backed security	Long	USA
ELM Trust, Series 2024-ELM, Class A15	706.76 k	700.00 k principal	0.04	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR10, Class E2	664.28 k	728.63 k principal	0.04	ABS-other	Long	USA
United Mexican States	661.91 k	165.00 k principal	0.04	Debt	Long	Mexico
U.S. Treasury 5-Year Note	633.23 k	-501.00 contracts	0.04	Interest rate derivative	N/A	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX	622.63 k	696.00 k principal	0.03	ABS-mortgage backed security	Long	USA
3-mo. SOFR	587.06 k	3.13 k contracts	0.03	Interest rate derivative	N/A	USA
BFLD Mortgage Trust, Series 2024-VICT, Class A	586.46 k	585.00 k principal	0.03	ABS-mortgage backed security	Long	USA
BAMLL Trust, Series 2024-BHP, Class A	582.88 k	580.00 k principal	0.03	ABS-mortgage backed security	Long	USA
SOP	574.26 k	488.27 mm principal	0.03	Interest rate derivative	N/A	USA
Extended Stay America Trust, Series 2021-ESH, Class D	570.41 k	568.99 k principal	0.03	ABS-mortgage backed security	Long	USA
MGM China Holdings Ltd.	527.80 k	545.00 k principal	0.03	Debt	Long	Cayman Islands
Melco Resorts Finance Ltd.	525.24 k	545.00 k principal	0.03	Debt	Long	Cayman Islands
Champion Path Holdings Ltd.	515.88 k	545.00 k principal	0.03	Debt	Long	Virgin Islands (British)
Studio City Finance Ltd.	494.42 k	545.00 k principal	0.03	Debt	Long	Virgin Islands (British)
INVH Invitation Homes Inc.	479.55 k	15.00 k shares	0.03	Common equity	Long	USA
NYC Trust, Series 2024-3ELV, Class A	455.95 k	452.60 k principal	0.03	ABS-mortgage backed security	Long	USA
HONO Mortgage Trust, Series 2021-LULU, Class A	423.55 k	430.00 k principal	0.02	ABS-mortgage backed security	Long	USA
CDI	373.16 k	53.16 mm principal	0.02	Credit derivative	N/A	USA
Extended Stay America Trust, Series 2021-ESH, Class C	370.39 k	369.93 k principal	0.02	ABS-mortgage backed security	Long	USA
One New York Plaza Trust, Series 2020-1NYP, Class AJ	361.90 k	385.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Euro-Buxl	353.02 k	-41.00 contracts	0.02	Interest rate derivative	N/A	Germany
DBSG Mortgage Trust, Series 2024-ALTA, Class A	348.98 k	345.00 k principal	0.02	ABS-mortgage backed security	Long	USA
BXMT Blackstone Mortgage Trust, Inc.	348.20 k	20.00 k shares	0.02	Common equity	Long	USA
CONE Trust, Series 2024-DFW1, Class A	331.65 k	330.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A	293.69 k	293.00 k principal	0.02	ABS-mortgage backed security	Long	USA
SOP	286.25 k	243.39 mm principal	0.02	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract UBS	214.59 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Barclays Bank	184.40 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract HSBC Bank	163.87 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Bank of New York	156.03 k	1.00 contracts	0.01	DFE	N/A	N/A
U.S. Treasury Long Bond	155.49 k	-56.00 contracts	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Goldman Sachs International	147.96 k	1.00 contracts	0.01	DFE	N/A	N/A
SOP	143.12 k	121.69 mm principal	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract State Street Bank and Trust	121.48 k	1.00 contracts	0.01	DFE	N/A	N/A
BX Commercial Mortgage Trust, Series 2020-VIV3, Class B	117.72 k	130.00 k principal	0.01	ABS-mortgage backed security	Long	USA
Forward Foreign Currency Contract Toronto Dominion Bank	113.53 k	1.00 contracts	0.01	DFE	N/A	N/A
OIS	110.91 k	4.65 mm principal	0.01	Interest rate derivative	N/A	USA
OIS	65.34 k	5.86 mm principal	0.00	Interest rate derivative	N/A	USA
U.S. Treasury 10-Year Ultra Note	50.81 k	-37.00 contracts	0.00	Interest rate derivative	N/A	USA
OIS	50.71 k	4.67 mm principal	0.00	Interest rate derivative	N/A	USA
U.S. Treasury Ultra Bond	47.84 k	-9.00 contracts	0.00	Interest rate derivative	N/A	USA
KWG Group Holdings Ltd.	47.69 k	545.00 k principal	0.00	Debt	Long	Cayman Islands
OIS	46.92 k	2.35 mm principal	0.00	Interest rate derivative	N/A	USA
OIS	42.44 k	4.67 mm principal	0.00	Interest rate derivative	N/A	USA
IRS	41.55 k	572.00 k principal	0.00	Interest rate derivative	N/A	UK
Powerlong Real Estate Holdings Ltd.	32.78 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
Yuzhou Group Holdings Co. Ltd.	25.01 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	18.58 k	154.85 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	17.85 k	155.23 k principal	0.00	Debt	Long	Cayman Islands
Forward Foreign Currency Contract Toronto Dominion Bank	16.39 k	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Standard Chartered Bank	16.36 k	1.00 contracts	0.00	DFE	N/A	N/A
IRS	15.51 k	640.00 k principal	0.00	Interest rate derivative	N/A	UK
Sunac China Holdings Ltd.	12.87 k	102.99 k principal	0.00	Debt	Long	Cayman Islands
China Aoyuan Group Ltd.	8.18 k	545.00 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	8.04 k	73.09 k principal	0.00	Debt	Long	Cayman Islands
Fantasia Holdings Group Co. Ltd.	7.76 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	7.05 k	51.25 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	6.67 k	51.37 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	6.03 k	60.31 k principal	0.00	Debt	Long	Cayman Islands
USCPI	4.88 k	325.00 k principal	0.00	DO	N/A	UK
U.S. Treasury 2-Year Note	4.74 k	34.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	4.74 k	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Standard Chartered Bank	2.36 k	1.00 contracts	0.00	DFE	N/A	N/A
IRS	2.29 k	698.00 k principal	0.00	Interest rate derivative	N/A	UK
Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.232%	1.84 k	611.00 k principal	0.00	DFE	N/A	USA
U.S. Treasury 10-Year Note	1.73 k	-183.00 contracts	0.00	Interest rate derivative	N/A	USA
OIS	1.28 k	138.29 k principal	0.00	Interest rate derivative	N/A	UK
Euro-Bund	1.27 k	-1.00 contracts	0.00	Interest rate derivative	N/A	Germany
Yango Justice International Ltd.	681.25	545.00 k principal	0.00	Debt	Long	Hong Kong
IRS	121.07	156.34 k principal	0.00	Interest rate derivative	N/A	UK
Dual Binary Option: Payout at expiration if the USDCNHC is above or at 7.3453 and Difference of USISSO30 and USISSO05 Indices is above or at 0.225%	74.39	611.00 k principal	0.00	DFE	N/A	USA
IRS	-7.81	146.60 k principal	-0.00	Interest rate derivative	N/A	UK
3-mo. SOFR	-22.82	14.00 contracts	-0.00	Interest rate derivative	N/A	USA
3-mo. SOFR	-161.04	8.00 contracts	-0.00	Interest rate derivative	N/A	USA
OIS	-760.86	313.76 k principal	-0.00	Interest rate derivative	N/A	UK
USCPI	-1.47 k	3.86 mm principal	-0.00	DO	N/A	UK