BlackRock Inflation Protected Bond Portfolio

Fund Profile

Fund profile

Fund manager

BlackRock Funds V

Total assets

$2.30 bn

Liabilities

$374.65 mm

Net assets

$1.93 bn

Number of holdings

252.00

Top 200 of 252 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation Linked Notes	76.98 mm	82.22 mm principal	4.00	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	74.67 mm	73.85 mm principal	3.88	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	70.83 mm	71.87 mm principal	3.68	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	70.19 mm	72.75 mm principal	3.65	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	64.84 mm	71.75 mm principal	3.37	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	64.14 mm	61.76 mm principal	3.33	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	63.31 mm	61.61 mm principal	3.29	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	61.40 mm	61.00 mm principal	3.19	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	60.14 mm	61.86 mm principal	3.12	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	59.70 mm	65.26 mm principal	3.10	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	59.19 mm	59.75 mm principal	3.07	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	58.73 mm	61.00 mm principal	3.05	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	58.56 mm	63.74 mm principal	3.04	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	57.59 mm	61.93 mm principal	2.99	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	56.84 mm	57.97 mm principal	2.95	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	55.96 mm	57.55 mm principal	2.91	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	55.32 mm	57.14 mm principal	2.87	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	53.36 mm	54.74 mm principal	2.77	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	52.83 mm	56.63 mm principal	2.74	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	48.88 mm	49.84 mm principal	2.54	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	46.83 mm	48.20 mm principal	2.43	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	46.36 mm	47.41 mm principal	2.41	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	45.88 mm	48.36 mm principal	2.38	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	45.77 mm	73.63 mm principal	2.38	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	41.11 mm	42.11 mm principal	2.14	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	36.79 mm	37.85 mm principal	1.91	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	33.38 mm	30.24 mm principal	1.73	Debt	Long	USA
U.S. Treasury Bonds	30.45 mm	28.73 mm principal	1.58	Debt	Long	USA
Uniform Mortgage-Backed Securities	29.58 mm	29.60 mm principal	1.54	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	29.32 mm	32.15 mm principal	1.52	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	28.74 mm	35.96 mm principal	1.49	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	26.49 mm	25.86 mm principal	1.38	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	26.18 mm	26.23 mm principal	1.36	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	25.86 mm	24.87 mm principal	1.34	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	25.42 mm	25.02 mm principal	1.32	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	25.35 mm	23.66 mm principal	1.32	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	25.00 mm	30.00 mm principal	1.30	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	23.97 mm	26.52 mm principal	1.24	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	23.32 mm	23.14 mm principal	1.21	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	23.01 mm	22.07 mm principal	1.20	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	19.78 mm	18.91 mm principal	1.03	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	19.45 mm	24.24 mm principal	1.01	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	18.33 mm	22.84 mm principal	0.95	Debt	Long	USA
U.K. Treasury Bonds	16.53 mm	12.81 mm principal	0.86	Debt	Long	UK
U.S. Treasury Inflation Linked Bonds	15.58 mm	18.70 mm principal	0.81	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	15.44 mm	23.28 mm principal	0.80	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	14.76 mm	23.39 mm principal	0.77	Debt	Long	USA
Uniform Mortgage-Backed Securities	14.74 mm	14.57 mm principal	0.77	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation Linked Bonds	13.95 mm	16.98 mm principal	0.72	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	13.55 mm	12.99 mm principal	0.70	Debt	Long	USA
U.S. Treasury Inflation Linked Bonds	11.99 mm	10.61 mm principal	0.62	Debt	Long	USA
European Union, Series NGEU	11.32 mm	10.80 mm principal	0.59	Debt	Long	Belgium
Federative Republic of Brazil	11.25 mm	70.40 k principal	0.58	Debt	Long	Brazil
Kingdom of Belgium	9.78 mm	8.98 mm principal	0.51	Debt	Long	Belgium
U.S. Treasury Bonds	9.67 mm	11.95 mm principal	0.50	Debt	Long	USA
Japan Government Bond	5.60 mm	859.70 mm principal	0.29	Debt	Long	Japan
Federative Republic of Brazil	5.50 mm	5.40 mm principal	0.29	Debt	Long	Brazil
CSMC Trust, Series 2022-NQM5, Class A1	5.18 mm	5.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2022-SFR1, Class E2	4.73 mm	4.91 mm principal	0.25	ABS-mortgage backed security	Long	USA
French Republic	4.62 mm	4.60 mm principal	0.24	Debt	Long	France
United Mexican States	4.61 mm	930.00 k principal	0.24	Debt	Long	Mexico
U.S. Treasury Inflation Linked Bonds	4.58 mm	5.62 mm principal	0.24	Debt	Long	USA
United Mexican States	3.83 mm	3.65 mm principal	0.20	Debt	Long	Mexico
Progress Residential Trust, Series 2021-SFR8, Class E2	3.78 mm	4.00 mm principal	0.20	ABS-other	Long	USA
Progress Residential Trust, Series 2022-SFR1, Class E2	3.72 mm	4.00 mm principal	0.19	ABS-other	Long	USA
Verus Securitization Trust, Series 2022-7, Class A1	3.72 mm	3.73 mm principal	0.19	ABS-mortgage backed security	Long	USA
Tricon American Homes Trust, Series 2020-SFR2, Class E2	3.70 mm	4.00 mm principal	0.19	ABS-other	Long	USA
FRTKL, Series 2021-SFR1, Class E2	3.69 mm	4.00 mm principal	0.19	ABS-other	Long	USA
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E2	3.68 mm	4.00 mm principal	0.19	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR11, Class E2	3.67 mm	4.00 mm principal	0.19	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-2, Class E2	3.61 mm	3.84 mm principal	0.19	ABS-other	Long	USA
AMSR Trust, Series 2021-SFR1, Class E2	3.36 mm	3.70 mm principal	0.17	ABS-other	Long	USA
Tricon Residential Trust, Series 2021-SFR1, Class E2	3.31 mm	3.50 mm principal	0.17	ABS-other	Long	USA
U.S. Treasury Notes	3.28 mm	3.10 mm principal	0.17	Debt	Long	USA
Progress Residential Trust, Series 2021-SFR4, Class E2	3.26 mm	3.46 mm principal	0.17	ABS-other	Long	USA
Home Partners of America Trust, Series 2021-3, Class E2	3.25 mm	3.64 mm principal	0.17	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR9, Class E2	3.20 mm	3.50 mm principal	0.17	ABS-other	Long	USA
BlackRock Liquidity Funds, T-Fund, Institutional Class	3.19 mm	3.19 mm shares	0.17	Short-term investment vehicle	Long	USA
SG Residential Mortgage Trust, Series 2021-1, Class A1	3.09 mm	3.74 mm principal	0.16	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2020-SFR5, Class E2	2.92 mm	3.00 mm principal	0.15	ABS-other	Long	USA
AMSR Trust, Series 2020-SFR4, Class E2	2.90 mm	3.00 mm principal	0.15	ABS-other	Long	USA
Progress Residential Trust, Series 2022-SFR2, Class E2	2.88 mm	3.00 mm principal	0.15	ABS-other	Long	USA
BlackRock Fund Advisors	2.87 mm	32.34 k shares	0.15		Long	USA
United Mexican States	2.84 mm	624.00 k principal	0.15	Debt	Long	Mexico
Ellington Financial Mortgage Trust, Series 2021-3, Class A1	2.73 mm	3.27 mm principal	0.14	ABS-mortgage backed security	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class B	2.67 mm	2.67 mm principal	0.14	ABS-mortgage backed security	Long	USA
AREIT Ltd., Series 2024-CRE9, Class A	2.65 mm	2.65 mm principal	0.14	ABS-mortgage backed security	Long	Cayman Islands
BRAVO Residential Funding Trust, Series 2023-NQM3, Class A1	2.61 mm	2.62 mm principal	0.14	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K62, Class B	2.46 mm	2.50 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federative Republic of Brazil	2.40 mm	14.10 k principal	0.12	Debt	Long	Brazil
United Mexican States	2.30 mm	465.00 k principal	0.12	Debt	Long	Mexico
BX Commercial Mortgage Trust, Series 2024-MDHS, Class A	2.08 mm	2.08 mm principal	0.11	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K82, Class B	2.00 mm	2.04 mm principal	0.10	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-KING, Class A	2.00 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
BX Trust, Series 2024-VLT4, Class A	1.99 mm	1.99 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-K65, Class B	1.97 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K83, Class B	1.97 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K91, Class B	1.96 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
Tricon American Homes Trust, Series 2020-SFR1, Class E	1.95 mm	2.00 mm principal	0.10	ABS-other	Long	USA
Great Wolf Trust, Series 2024-WLF2, Class A	1.94 mm	1.94 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K94, Class B	1.92 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR2, Class E2	1.88 mm	2.00 mm principal	0.10	ABS-other	Long	USA
3 Month SOFR	1.82 mm	1.03 k contracts	0.09	Interest rate derivative	N/A	USA
European Union	1.59 mm	1.68 mm principal	0.08	Debt	Long	Belgium
United Mexican States	1.56 mm	1.83 mm principal	0.08	Debt	Long	Mexico
J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1	1.40 mm	1.43 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	1.31 mm	1.35 mm principal	0.07	ABS-mortgage backed security	Long	USA
SG Residential Mortgage Trust, Series 2022-2, Class A1	1.29 mm	1.29 mm principal	0.07	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-XL4, Class D	1.11 mm	1.11 mm principal	0.06	ABS-mortgage backed security	Long	USA
State of Israel Government Bond	1.03 mm	1.08 mm principal	0.05	Debt	Long	Israel
Verus Securitization Trust, Series 2022-INV2, Class A1	996.82 k	986.98 k principal	0.05	ABS-mortgage backed security	Long	USA
PGA Trust, Series 2024-RSR2, Class A	995.94 k	1.00 mm principal	0.05	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR4, Class F	941.40 k	1.00 mm principal	0.05	ABS-other	Long	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2020-K737, Class B	902.62 k	932.00 k principal	0.05	ABS-mortgage backed security	Long	USA
HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A	868.37 k	870.00 k principal	0.05	ABS-mortgage backed security	Long	USA
Commercial Mortgage Trust, Series 2024-WCL1, Class A	866.47 k	870.00 k principal	0.05	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2020-VIV2, Class C	865.30 k	950.00 k principal	0.04	ABS-mortgage backed security	Long	USA
JW Commercial Mortgage Trust, Series 2024-MRCO, Class A	828.45 k	830.00 k principal	0.04	ABS-mortgage backed security	Long	USA
Mill City Solar Loan Ltd., Series 2019-1A, Class A	815.99 k	862.76 k principal	0.04	ABS-other	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A	790.99 k	790.00 k principal	0.04	ABS-mortgage backed security	Long	USA
HILT Commercial Mortgage Trust, Series 2024-ORL, Class A	778.54 k	780.00 k principal	0.04	ABS-mortgage backed security	Long	USA
PRKCM Trust, Series 2022-AFC2, Class A1	774.35 k	775.25 k principal	0.04	ABS-mortgage backed security	Long	USA
ELM Trust, Series 2024-ELM, Class A10	715.83 k	700.00 k principal	0.04	ABS-mortgage backed security	Long	USA
ELM Trust, Series 2024-ELM, Class A15	715.83 k	700.00 k principal	0.04	ABS-mortgage backed security	Long	USA
Progress Residential Trust, Series 2021-SFR10, Class E2	702.61 k	757.28 k principal	0.04	ABS-other	Long	USA
Citigroup, Inc.	701.53 k	3.21 k contracts	0.04	Interest rate derivative	N/A	USA
Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX	629.55 k	696.00 k principal	0.03	ABS-mortgage backed security	Long	USA
NYC Trust, Series 2024-3ELV, Class A	617.70 k	615.00 k principal	0.03	ABS-mortgage backed security	Long	USA
3 Month SOFR	616.20 k	1.03 k contracts	0.03	Interest rate derivative	N/A	USA
BFLD Mortgage Trust, Series 2024-VICT, Class A	585.00 k	585.00 k principal	0.03	ABS-mortgage backed security	Long	USA
BAMLL Trust, Series 2024-BHP, Class A	582.00 k	580.00 k principal	0.03	ABS-mortgage backed security	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class D	576.72 k	575.61 k principal	0.03	ABS-mortgage backed security	Long	USA
Melco Resorts Finance Ltd.	530.52 k	545.00 k principal	0.03	Debt	Long	Cayman Islands
MGM China Holdings Ltd.	530.35 k	545.00 k principal	0.03	Debt	Long	Cayman Islands
INVH Invitation Homes Inc.	528.90 k	15.00 k shares	0.03	Common equity	Long	USA
Champion Path Holdings Ltd.	509.40 k	545.00 k principal	0.03	Debt	Long	Virgin Islands (British)
Studio City Finance Ltd.	497.31 k	545.00 k principal	0.03	Debt	Long	Virgin Islands (British)
HONO Mortgage Trust, Series 2021-LULU, Class A	416.74 k	430.00 k principal	0.02	ABS-mortgage backed security	Long	USA
BXMT Blackstone Mortgage Trust, Inc.	380.20 k	20.00 k shares	0.02	Common equity	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class C	373.42 k	374.23 k principal	0.02	ABS-mortgage backed security	Long	USA
One New York Plaza Trust, Series 2020-1NYP, Class AJ	359.01 k	385.00 k principal	0.02	ABS-mortgage backed security	Long	USA
DBSG Mortgage Trust, Series 2024-ALTA, Class A	351.82 k	345.00 k principal	0.02	ABS-mortgage backed security	Long	USA
CONE Trust, Series 2024-DFW1, Class A	330.00 k	330.00 k principal	0.02	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A	295.09 k	293.00 k principal	0.02	ABS-mortgage backed security	Long	USA
USD Currency	274.38 k	58.01 mm principal	0.01	DFE	N/A	USA
Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class A	235.59 k	235.00 k principal	0.01	ABS-mortgage backed security	Long	USA
U.S. Treasury 10-Year Ultra Note	226.02 k	-435.00 contracts	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Royal Bank of Canada	198.35 k	1.00 contracts	0.01	DFE	N/A	N/A
U.S. Treasury 2-Year Note	173.36 k	-580.00 contracts	0.01	Interest rate derivative	N/A	USA
BX Commercial Mortgage Trust, Series 2020-VIV3, Class B	119.85 k	130.00 k principal	0.01	ABS-mortgage backed security	Long	USA
Forward Foreign Currency Contract Citibank	81.96 k	1.00 contracts	0.00	DFE	N/A	N/A
3 Month SOFR Interest Futures	59.10 k	-368.00 contracts	0.00	Interest rate derivative	N/A	USA
CDI	36.75 k	36.28 mm principal	0.00	Credit derivative	N/A	USA
SOP	35.06 k	10.47 mm principal	0.00	Interest rate derivative	N/A	USA
OIS	33.93 k	319.50 mm principal	0.00	Interest rate derivative	N/A	UK
KWG Group Holdings Ltd.	32.02 k	545.00 k principal	0.00	Debt	Long	Cayman Islands
U.S. Treasury Long Bond	28.88 k	-52.00 contracts	0.00	Interest rate derivative	N/A	USA
Powerlong Real Estate Holdings Ltd.	28.46 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
Forward Foreign Currency Contract Goldman Sachs International	27.34 k	1.00 contracts	0.00	DFE	N/A	N/A
OIS	24.25 k	1.07 mm principal	0.00	Interest rate derivative	N/A	USA
USCPI	23.99 k	2.59 mm principal	0.00	DO	N/A	UK
U.S. Treasury Ultra Bond	23.45 k	-80.00 contracts	0.00	Interest rate derivative	N/A	USA
Yuzhou Group Holdings Co. Ltd.	22.43 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
IRS	19.63 k	572.00 k principal	0.00	Interest rate derivative	N/A	UK
USCPI	19.35 k	1.07 mm principal	0.00	DO	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co. International	18.73 k	1.00 contracts	0.00	DFE	N/A	N/A
USCPI	18.19 k	1.07 mm principal	0.00	DO	N/A	UK
RPI	17.35 k	5.84 mm principal	0.00	DO	N/A	UK
OIS	16.90 k	328.92 mm principal	0.00	Interest rate derivative	N/A	UK
Euro-Bobl	15.62 k	35.00 contracts	0.00	Interest rate derivative	N/A	Germany
USCPI	14.81 k	1.07 mm principal	0.00	DO	N/A	UK
USCPI	13.87 k	1.07 mm principal	0.00	DO	N/A	UK
Sunac China Holdings Ltd.	13.11 k	149.80 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	11.62 k	149.98 k principal	0.00	Debt	Long	Cayman Islands
Forward Foreign Currency Contract Toronto Dominion Bank	10.28 k	1.00 contracts	0.00	DFE	N/A	N/A
Sunac China Holdings Ltd.	9.48 k	99.75 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
OIS	7.85 k	1.57 bn principal	0.00	Interest rate derivative	N/A	UK
Chicago Board Options Exchange SPX Volatility Index	7.30 k	55.00 contracts	0.00	Equity derivative	N/A	USA
OIS	7.15 k	1.58 mm principal	0.00	Interest rate derivative	N/A	USA
Sunac China Holdings Ltd.	6.09 k	49.75 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	5.80 k	60.01 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	5.42 k	49.81 k principal	0.00	Debt	Long	Cayman Islands
Fantasia Holdings Group Co. Ltd.	5.18 k	345.00 k principal	0.00	Debt	Long	Cayman Islands
Sunac China Holdings Ltd.	4.94 k	70.54 k principal	0.00	Debt	Long	Cayman Islands
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%	4.65 k	611.00 k principal	0.00	DFE	N/A	USA
RPI	4.34 k	2.96 mm principal	0.00	DO	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%	3.84 k	611.00 k principal	0.00	DFE	N/A	USA
SOP	2.74 k	9.01 mm principal	0.00	Interest rate derivative	N/A	USA
Yango Justice International Ltd.	1.36 k	545.00 k principal	0.00	Debt	Long	Hong Kong
OIS	1.03 k	1.06 mm principal	0.00	Interest rate derivative	N/A	USA
Japan 10-Year Bond	988.96	-1.00 contracts	0.00	Interest rate derivative	N/A	Japan
OIS	325.72	1.02 mm principal	0.00	Interest rate derivative	N/A	USA
OIS	20.21	450.00 k principal	0.00	Interest rate derivative	N/A	USA
SOP	0.55	24.80 mm principal	0.00	Interest rate derivative	N/A	USA
SOP	0.28	12.40 mm principal	0.00	Interest rate derivative	N/A	USA
SOP	0	-208.29 mm principal	0.00	Interest rate derivative	N/A	USA
SOP	0	-104.15 mm principal	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract State Street Bank and Trust	-87.68	1.00 contracts	-0.00	DFE	N/A	N/A