0001752724-23-263938.txt : 20231122 0001752724-23-263938.hdr.sgml : 20231122 20231122141853 ACCESSION NUMBER: 0001752724-23-263938 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231122 DATE AS OF CHANGE: 20231122 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Series Fund, Inc. CENTRAL INDEX KEY: 0000319108 IRS NUMBER: 133051800 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03091 FILM NUMBER: 231432826 BUSINESS ADDRESS: STREET 1: 100 BELEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: FAM Series Fund, Inc. 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Uber Technologies, Inc. 100.00000000 42.50000000 USD 2023-11-17 XXXX -778.21000000 N N N NXP BV 724500RKKW4NOJ9YQF60 NXP BV 62954HAY4 16000.00000000 PA USD 13694.80000000 0.009910749638 Long DBT CORP US N 2 2030-05-01 Fixed 3.40000000 N N N N N N Sonder Corp. N/A Sonder Corp. N/A 175062.85000000 PA USD 150116.39000000 0.108637289919 Long DBT CORP US N 3 2027-01-19 Floating 13.99083840 N N Y N N N N/A N/A OIS N/A 3470200.00000000 PA USD -6228.83000000 -0.00450772371 N/A DIR US N 2 CME Group Inc. 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Freeport-McMoran, Inc. 100.00000000 45.00000000 USD 2024-01-19 XXXX -5986.70000000 N N N iShares Trust 54930070R8WH6MNUJG74 iShares J.P. Morgan USD Emerging Markets Bond ETF 464288281 17508.00000000 NS USD 1444760.16000000 1.045554242048 Long RF US N 1 N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc N/A 282.00000000 NS USD 15005.22000000 0.010859083644 Long EC CORP IE N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TK4 295500.00000000 PA USD 239424.26000000 0.173268240378 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N N/A N/A Rockwell Automation, Inc. 00CAHGR60 4.00000000 NC USD 140.00000000 0.000101316189 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Rockwell Automation, Inc. Rockwell Automation, Inc. 100.00000000 320.00000000 USD 2023-10-20 XXXX -3298.48000000 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621X108 134.00000000 NS USD 19239.72000000 0.013923536527 Long EC CORP US N 1 N N N Baidu, Inc. 254900AL64IANZYI1E02 Baidu, Inc., Class A N/A 2600.00000000 NS 43759.75000000 0.031668365110 Long EC CORP KY N 2 N N N N/A N/A GBP Currency N/A 613771.00000000 PA 3716.16000000 0.002689336929 N/A DFE US N 2 Bank of America B4TYDEB6GKMZO031MB27 Put Purchased N/A GBP Currency 1.00000000 1.09700000 GBP 2023-11-22 XXXX -1119.85000000 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE N/A 800.00000000 NS 603864.53000000 0.437008950305 Long EC CORP FR N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1619.49000000 -0.00117200396 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 62435.97000000 USD 55170.00000000 CHF 2023-12-20 -1619.49000000 N N N Teleperformance SE 9695004GI61FHFFNRG61 Teleperformance SE N/A 79.00000000 NS 9918.95000000 0.007178215828 Long EC CORP FR N 2 N N N RELX plc 549300WSX3VBUFFJOO66 RELX plc N/A 8960.00000000 NS 302309.80000000 0.218777692349 Long EC CORP GB N 2 N N N Nihon M&A Center Holdings, Inc. 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N/A 867.00000000 NS USD 70227.00000000 0.050822371622 Long EC CORP US Y 3 N N N Liberty Media Corp.-Liberty Live 549300ZKUTPIBZLWLL89 Liberty Media Corp.-Liberty Live, Class C 531229722 887.00000000 NS USD 28472.70000000 0.020605324739 Long EC CORP US N 1 N N N N/A N/A iShares iBoxx $ High Yield Corporate Bond ETF 00PAACQR7 17.00000000 NC USD 552.50000000 0.000399837104 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF 100.00000000 73.00000000 USD 2023-10-20 XXXX 162.58000000 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The) 743315103 2253.00000000 NS USD 313842.90000000 0.227124047656 Long EC CORP US N 1 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. N/A 9067.00000000 NS USD 74440.07000000 0.053871315891 Long EC CORP CH N 1 N N SCIH Salt Holdings, Inc. 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N/A Elmwood CLO II Ltd., Series 2019-2A, Class BR 29001LAN1 250000.00000000 PA USD 248125.00000000 0.179564853385 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.23774960 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -215.78000000 -0.00015615719 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 242000.00000000 BRL 47486.36000000 USD 2023-12-14 -215.78000000 N N N N/A N/A TOPIX Bank Index N/A -38598.00000000 NC -618.60000000 -0.00044767281 N/A DE US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Written TOPIX Bank Index TPNBNK Index 1.00000000 313.84710000 JPY 2024-01-12 XXXX 450.04000000 N N N Federal Home Loan Mortgage Corp. STACR REMIC Trust 5493000ISBDRXIMCHZ70 Federal Home Loan Mortgage Corp. 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N/A 400.00000000 NS 54636.91000000 0.039540025122 Long EC CORP JP N 2 N N N N/A N/A SPDR Gold Shares 00CALDHH9 -244.00000000 NC USD -1830.00000000 -0.00132434733 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written SPDR Gold Shares SPDR Gold Shares 100.00000000 195.00000000 USD 2023-11-17 XXXX 5433.38000000 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088M102 124.00000000 NS USD 12225.16000000 0.008847190178 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 Trane Technologies plc N/A 42.00000000 NS USD 8522.22000000 0.006167420392 Long EC CORP IE N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4410.77000000 -0.00319201720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 273651.68000000 USD 253698.00000000 EUR 2023-12-20 -4410.77000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. N/A 100000.00000000 PA 95725.70000000 0.069275451025 Long DBT CORP US N 2 2027-05-24 Fixed 1.50000000 N N N N N N N/A N/A SOP N/A 354161.00000000 PA USD 2.75000000 0.000001990139 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Call Purchased N/A Swaption 1.00000000 2.82000000 USD 2023-11-07 XXXX -4005.99000000 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 969457100 1107.00000000 NS USD 37294.83000000 0.026989786119 Long EC CORP US N 1 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Federative Republic of Brazil N/A 898.00000000 PA 176733.78000000 0.127899950807 Long DBT NUSS BR N 2 2025-01-01 Fixed 9.99999990 N N N N N N Beast Mortgage Trust N/A Beast Mortgage Trust, Series 2021-SSCP, Class B 05601PAG1 27000.00000000 PA USD 25861.47000000 0.018715611360 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.54648120 N N N N N N Affinity Interactive N/A Affinity Interactive 00842XAA7 13000.00000000 PA USD 11021.13000000 0.007975849239 Long DBT CORP US N 2 2027-12-15 Fixed 6.87500000 N N N N N N China Merchants Bank Co. Ltd. 549300MKO5B60FFIHF58 China Merchants Bank Co. Ltd., Class H N/A 3500.00000000 NS 14530.62000000 0.010515621762 Long EC CORP CN N 2 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 Lincoln National Corp. 534187109 256.00000000 NS USD 6320.64000000 0.004574165420 Long EC CORP US N 1 N N N N/A N/A UnitedHealth Group, Inc. N/A 3.00000000 NC USD 886.50000000 0.000641548584 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 530.00000000 USD 2023-10-20 XXXX -3065.19000000 N N N Scout24 SE 5493007EIKM2ENQS7U66 Scout24 SE N/A 198.00000000 NS 13729.04000000 0.009935528684 Long EC CORP DE N 2 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 VeriSign, Inc. 92343E102 847.00000000 NS USD 171542.91000000 0.124143385324 Long EC CORP US N 1 N N N N/A N/A SOP N/A -5575171.00000000 PA USD -73371.14000000 -0.05309774507 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Written N/A Swaption 1.00000000 4.25000000 USD 2023-10-13 XXXX -61523.90000000 N N N Nice Ltd. 254900YTY4EF5Z4W0A51 Nice Ltd. 653656108 2252.00000000 NS USD 382840.00000000 0.277056356555 Long EC CORP IL N 1 N N Hermes International SCA 969500Y4IJGHJE2MTJ13 Hermes International SCA N/A 44.00000000 NS 80204.43000000 0.058042908670 Long EC CORP FR N 2 N N N Hyundai Marine & Fire Insurance Co. Ltd. 988400SYR92543UITC37 Hyundai Marine & Fire Insurance Co. Ltd. N/A 211.00000000 NS 5066.33000000 0.003666437495 Long EC CORP KR N 2 N N N N/A N/A Freeport-McMoRan, Inc. 00CASEH98 24.00000000 NC USD 132.00000000 0.000095526692 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Freeport-McMoRan, Inc. Freeport-McMoran, Inc. 100.00000000 45.00000000 USD 2023-10-20 XXXX -6386.29000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 Telefonaktiebolaget LM Ericsson, Class B N/A 3773.00000000 NS 18381.15000000 0.013302200523 Long EC CORP SE N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -429.26000000 -0.00031064991 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 312778.65000000 ILS 82085.82000000 USD 2024-01-29 -429.26000000 N N N N/A N/A SPDR S&P 500 ETF Trust 00CAUXKM0 26.00000000 NC USD 65.00000000 0.000047039659 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 463.00000000 USD 2023-10-20 XXXX -8708.03000000 N N N Bank Central Asia Tbk. PT 254900BR956G2OHVOM21 Bank Central Asia Tbk. PT N/A 38100.00000000 NS 21706.90000000 0.015709002784 Long EC CORP ID N 2 N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA N/A 5302.00000000 NS 20190.38000000 0.014611516874 Long EC CORP ES N 2 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAP7 17000.00000000 PA USD 16745.75000000 0.012118682694 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust, Series 2021-BA, Class C 64034QAD0 100000.00000000 PA USD 79438.94000000 0.057488933457 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.57000000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 Travelers Cos., Inc. (The) 89417E109 322.00000000 NS USD 52585.82000000 0.038055677817 Long EC CORP US N 1 N N N N/A N/A Comcast Corp. 00PAH3B05 -61.00000000 NC USD -2104.50000000 -0.00152299943 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Comcast Corp. Comcast Corp. 100.00000000 42.50000000 USD 2023-10-20 XXXX 217.31000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 Enel SpA N/A 3089.00000000 NS 18944.05000000 0.013709563972 Long EC CORP IT N 2 N N N First Solar, Inc. 549300NPYMLM4NHTOF27 First Solar, Inc. 336433107 181.00000000 NS USD 29247.79000000 0.021166247347 Long EC CORP US N 1 N N N NXP BV 724500RKKW4NOJ9YQF60 NXP BV 62954HBE7 37000.00000000 PA USD 35096.35000000 0.025398774577 Long DBT CORP US N 2 2027-06-01 Fixed 4.40000000 N N N N N N N/A N/A OIS N/A 7438743.00000000 PA -171512.30000000 -0.12412123326 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-04-03 0.00000000 USD 0.00000000 USD 7438743.00000000 GBP -171512.30000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Federative Republic of Brazil N/A 4421.00000000 PA 812674.62000000 0.588122111801 Long DBT NUSS BR N 2 2024-07-01 None 0.00000000 N N N N N N N/A N/A Netflix, Inc. 00PAPAQH7 1.00000000 NC USD 710.00000000 0.000513817817 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Netflix, Inc. Netflix, Inc. 100.00000000 350.00000000 USD 2023-10-20 XXXX 185.31000000 N N N N/A N/A NVIDIA Corp. 00PALU630 -4.00000000 NC USD -960.00000000 -0.00069473958 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NVIDIA Corp. NVIDIA Corp. 100.00000000 310.00000000 USD 2023-12-15 XXXX 3471.04000000 N N N Nationstar Mortgage Holdings, Inc. N/A Nationstar Mortgage Holdings, Inc. 63861CAD1 31000.00000000 PA USD 25169.72000000 0.018215000832 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N N Beast Mortgage Trust N/A Beast Mortgage Trust, Series 2021-SSCP, Class F 05601PAQ9 24000.00000000 PA USD 22473.75000000 0.016263962211 Long ABS-MBS CORP US N 2 2036-04-15 Floating 8.34648120 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 Adobe, Inc. 00724F101 230.00000000 NS USD 117277.00000000 0.084871848102 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S, Class B N/A 3665.00000000 NS 333702.88000000 0.241496458324 Long EC CORP DK N 2 N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2014-CR21, Class A3 12592RBF5 28840.79440000 PA USD 27979.97000000 0.020248742411 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.52800000 N N N N N N N/A N/A Amazon.com, Inc. 00CAGSG18 -33.00000000 NC USD -181.50000000 -0.00013134920 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 155.00000000 USD 2023-10-20 XXXX 3044.57000000 N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States N/A 29754.00000000 PA 150749.19000000 0.109095239094 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N N/A N/A SOP N/A -11692336.00000000 PA USD -2472.99000000 -0.00178967087 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 3.75000000 USD 2024-02-12 XXXX 8075.86000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7784.11000000 0.005633259731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1991241.17000000 BRL 400040.42000000 USD 2023-12-20 7784.11000000 N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class B 95001ABH8 10182.00000000 PA USD 8322.84000000 0.006023131664 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.18799880 N N N N N N N/A N/A SOP N/A -2845005.00000000 PA USD -47993.98000000 -0.03473262259 N/A DIR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Put Written N/A Swaption 1.00000000 4.05000000 USD 2023-10-16 XXXX -39956.84000000 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 Venture Corp. Ltd. N/A 600.00000000 NS 5417.56000000 0.003920618104 Long EC CORP SG N 2 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 Canadian National Railway Co. 136375102 703.00000000 NS 76130.51000000 0.055094665456 Long EC CORP CA N 1 N N N BX Trust N/A BX Trust, Series 2021-MFM1, Class F 05608VAN6 36169.81000000 PA USD 34919.12000000 0.025270515519 Long ABS-MBS CORP US N 2 2034-01-15 Floating 8.44647840 N N N N N N Kawasaki Heavy Industries Ltd. 5493008FFSI8SQ74AT93 Kawasaki Heavy Industries Ltd. 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Micron Technology, Inc. 100.00000000 70.00000000 USD 2023-10-20 XXXX -1343.91000000 N N N SREIT Trust N/A SREIT Trust, Series 2021-MFP2, Class F 85236WCQ7 100000.00000000 PA USD 95483.18000000 0.069099942438 Long ABS-MBS CORP US N 2 2036-11-15 Floating 8.06468040 N N N N N N SPDR S&P Regional Banking ETF 549300EFWJBKUN6WJX52 SPDR S&P Regional Banking ETF 78464A698 561.00000000 NS USD 23432.97000000 0.016958137319 Long RF US N 1 N N Yum China Holdings, Inc. 529900DO9BYZ7VA3K502 Yum China Holdings, Inc. 98850P109 142.00000000 NS USD 7912.24000000 0.005725985755 Long EC CORP US N 1 N N N N/A N/A USD Currency N/A -460329.00000000 PA USD -1124.23000000 -0.00081359071 N/A DFE GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Put Written N/A USD Currency 1.00000000 16.80000000 USD 2023-11-22 XXXX 155.48000000 N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 Lenovo Group Ltd. N/A 8000.00000000 NS 8202.65000000 0.005936151716 Long EC CORP HK N 2 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 Loblaw Cos. 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Morgan 7H6GLXDRUGQFU57RNE97 Y 2025-01-02 0.00000000 USD 0.00000000 USD 3322845.00000000 BRL 17922.47000000 N N N N/A N/A USD Currency N/A 3847370.00000000 PA USD 3442.61000000 0.002491372332 N/A DFE US N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 Call Purchased N/A USD Currency 1.00000000 8.50000000 USD 2024-08-21 XXXX -2224.57000000 N N N Kotak Mahindra Bank Ltd. 335800E6GTTXKHXE2I75 Kotak Mahindra Bank Ltd. N/A 524.00000000 NS 10920.17000000 0.007902785793 Long EC CORP IN N 2 N N N N/A N/A SOP N/A 970213.00000000 PA 9708.52000000 0.007025930359 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Call Purchased N/A Swaption 1.00000000 3.18000000 EUR 2024-03-18 XXXX -2900.37000000 N N N MediaTek, Inc. 254900UEGBK1I4DM4E14 MediaTek, Inc. N/A 1000.00000000 NS 22862.87000000 0.016545563323 Long EC CORP TW N 2 N N N N/A N/A Tesla, Inc. 00CAJDM86 4.00000000 NC USD 6000.00000000 0.004342122399 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Tesla, Inc. Tesla, Inc. 100.00000000 260.00000000 USD 2023-11-17 XXXX 191.08000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2056.46000000 0.001488233504 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 89440.65000000 USD 392555000.00000000 COP 2024-05-17 2056.46000000 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XEF9 35000.00000000 PA USD 34275.83000000 0.024804974866 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N N/A N/A Devon Energy Corp. 00PAH5861 -27.00000000 NC USD -3645.00000000 -0.00263783935 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Devon Energy Corp. Devon Energy Corp. 100.00000000 45.00000000 USD 2023-11-17 XXXX -1735.68000000 N N N N/A N/A IRS N/A 7754000.00000000 PA -8516.56000000 -0.00616332432 N/A DIR US N 2 CME Group Inc. 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Mitsubishi UFJ Financial Group, Inc. 1.00000000 1378.02000000 JPY 2023-12-08 XXXX -594.90000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -717.55000000 -0.00051928165 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 928000.00000000 ZAR 47976.51000000 USD 2023-12-14 -717.55000000 N N N State of Israel 213800T8ZHTFZIBYPE21 State of Israel Government Bond N/A 908000.00000000 PA 237243.36000000 0.171689951255 Long DBT NUSS IL N 2 2024-03-31 Fixed 3.75000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust, Series 2021-ESH, Class D 30227FAJ9 193899.46000000 PA USD 190734.79000000 0.138032300662 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.69647960 N N N N N N N/A N/A CBOE Volatility Index 00CAGL4F5 8.00000000 NC USD 680.00000000 0.000492107205 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange SPX Volatility Index US12497K1007 100.00000000 20.00000000 USD 2023-10-18 XXXX 198.16000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co., Series L 949746804 46.00000000 NS USD 51290.00000000 0.037117909642 Long EP CORP US N 1 N N N N/A N/A Advanced Micro Devices, Inc. 00PAH0L91 -8.00000000 NC USD -980.00000000 -0.00070921332 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 95.00000000 USD 2023-10-20 XXXX 1915.41000000 N N N Sojitz Corp. 5493004SE33MRLPB1W98 Sojitz Corp. N/A 200.00000000 NS 4381.12000000 0.003170559880 Long EC CORP JP N 2 N N N N/A N/A Spirit AeroSystems Holdings, Inc. 00CAKBXV5 4.00000000 NC USD 30.00000000 0.000021710611 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Spirit AeroSystems Holdings, Inc. Spirit AeroSystems Holdings, Inc. 100.00000000 24.00000000 USD 2023-10-20 XXXX -86.92000000 N N N N/A N/A Rockwell Automation, Inc. 00PAHF8F9 -4.00000000 NC USD -700.00000000 -0.00050658094 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Rockwell Automation, Inc. Rockwell Automation, Inc. 100.00000000 270.00000000 USD 2023-10-20 XXXX 319.28000000 N N N Orion Group 1st Amended, Inc. N/A Orion Group 1st Amended, Inc., Term Loan N/A 56609.49000000 PA USD 56184.92000000 0.040660299938 Long LON CORP US N 2 2030-01-01 Variable 0.00000000 N N N N N N Chugai Pharmaceutical Co. Ltd. 529900T9LAII161DCN95 Chugai Pharmaceutical Co. Ltd. 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Microsoft Corp. 100.00000000 340.00000000 USD 2023-10-20 XXXX -3180.47000000 N N N Nomura Research Institute Ltd. 5299005F1HCVF4M4QN79 Nomura Research Institute Ltd. N/A 1800.00000000 NS 46785.10000000 0.033857771776 Long EC CORP JP N 2 N N N Becton Dickinson Euro Finance SARL 549300W40NLZ25XUTH09 Becton Dickinson Euro Finance SARL N/A 100000.00000000 PA 102521.53000000 0.074193505303 Long DBT CORP LU N 2 2029-09-13 Fixed 3.55300000 N N N N N N Park Hotels & Resorts, Inc. 5493005UZ5TQN0H6HS73 Park Hotels & Resorts, Inc. 700517105 997.00000000 NS USD 12283.04000000 0.008889077185 Long EC CORP US N 1 N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CA5 42000.00000000 PA USD 35533.07000000 0.025714823193 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N Suzuken Co. Ltd. N/A Suzuken Co. Ltd. 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International 4PQUHN3JPFGFNF3BB653 Y 2027-01-04 0.00000000 USD 0.00000000 USD 900000.00000000 BRL 1004.84000000 N N N Connect Finco SARL N/A Connect Finco SARL 20752TAA2 200000.00000000 PA USD 186539.54000000 0.134996252496 Long DBT CORP US N 2 2026-10-01 Fixed 6.75000000 N N N N N N iShares, Inc. 549300BPYHDEDI59G670 iShares MSCI Emerging Markets ETF 464287234 429.00000000 NS USD 16280.55000000 0.011782023471 Long RF US N 1 N N Invesco QQQ Trust 1 549300VY6FEJBCIMET58 Invesco QQQ Trust 1, Series 1 46090E103 1800.00000000 NS USD 644886.00000000 0.466695657594 Long RF US N 1 N N Masimo Corp. 549300Q4A8JK0PIYCU29 Masimo Corp. 574795100 331.00000000 NS USD 29022.08000000 0.021002903940 Long EC CORP US N 1 N N N Czech Republic 3157007EFDLQABN47912 Czech Republic N/A 3440000.00000000 PA 151023.17000000 0.109293514877 Long DBT NUSS CZ N 2 2030-09-30 Fixed 5.00000000 N N N N N N J&J Ventures Gaming LLC 549300BYPH8FLKS5ZS70 J&J Ventures Gaming LLC, Term Loan 46604BAB4 34812.77000000 PA USD 33153.59000000 0.023992824292 Long LON CORP US N 2 2028-04-26 Variable 9.65169000 N N N N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 Marubeni Corp. 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N/A 65.00000000 NS 5342.12000000 0.003866023151 Long EC CORP KR N 2 N N N N/A N/A OIS N/A 1942672.00000000 PA -26862.36000000 -0.01943994250 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-09-06 0.00000000 USD 0.00000000 USD 1942672.00000000 GBP -26862.36000000 N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust, Series 2018-MP, Class A 61691DAA5 17000.00000000 PA USD 13688.32000000 0.009906060146 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.41853200 N N N N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 Ingersoll Rand, Inc. 45687V106 3633.00000000 NS USD 231494.76000000 0.167529763784 Long EC CORP US N 1 N N N TML Holdings Pte. Ltd. 254900EBGMM47QH02V57 TML Holdings Pte. Ltd. N/A 200000.00000000 PA USD 182162.00000000 0.131828283415 Long DBT CORP SG N 2 2026-06-09 Fixed 4.35000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1029.54000000 -0.00074506478 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64726.96000000 USD 279000.00000000 PLN 2023-12-14 -1029.54000000 N N N BASF SE 529900PM64WH8AF1E917 BASF SE N/A 218.00000000 NS 9867.76000000 0.007141170287 Long EC CORP DE N 2 N N N Allegion plc 984500560CAC2E6FB757 Allegion plc N/A 247.00000000 NS USD 25737.40000000 0.018625823506 Long EC CORP IE N 1 N N N N/A N/A OIS N/A 24066100.00000000 PA USD 203.34000000 0.000147154528 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2024-10-02 962.25000000 USD 0.00000000 USD 24066100.00000000 USD 203.34000000 N N N Epic Games, Inc. N/A Epic Games, Inc. N/A 330.00000000 NS USD 220189.20000000 0.159348076232 Long EC CORP US Y 3 N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 T. Rowe Price Group, Inc. 74144T108 99.00000000 NS USD 10382.13000000 0.007513413204 Long EC CORP US N 1 N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp. 13057Q305 634.00000000 NS USD 35510.34000000 0.025698373786 Long EC CORP US N 1 N N N Viatris, Inc. 254900ZZTSW7NL773X71 Viatris, Inc. 92556V106 991.00000000 NS USD 9771.26000000 0.007071334485 Long EC CORP US N 1 N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 71424VAA8 15000.00000000 PA USD 14793.19000000 0.010705640275 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 Toyota Motor Corp. N/A 24500.00000000 NS 439538.05000000 0.318088002038 Long EC CORP JP N 2 N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2017-3A, Class A1R 92915QAU7 150000.00000000 PA USD 149139.15000000 0.107930073970 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.62775120 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 1421.00000000 NS USD 79547.58000000 0.057567554820 Long EC CORP US N 1 N N N Carrefour SA 549300B8P6MUJ1YWTS08 Carrefour SA N/A 629.00000000 NS 10803.14000000 0.007818092696 Long EC CORP FR N 2 N N N KB Financial Group, Inc. 529900TKE4MXG3Q6GW86 KB Financial Group, Inc. N/A 1290.00000000 NS 52615.10000000 0.038076867374 Long EC CORP KR N 2 N N N N/A N/A Advanced Micro Devices, Inc. 00CAH2110 16.00000000 NC USD 1040.00000000 0.000752634549 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 115.00000000 USD 2023-10-20 XXXX -4003.68000000 N N N WH Group Ltd. 254900A4AYEDRWYSE928 WH Group Ltd. N/A 14000.00000000 NS 7327.85000000 0.005303070270 Long EC CORP KY N 2 N N N DS Parent, Inc. 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N/A 3500.00000000 NS 9524.52000000 0.006892771939 Long EC CORP SG N 2 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 TJX Cos., Inc. (The) 872540109 4395.00000000 NS USD 390627.60000000 0.282692141954 Long EC CORP US N 1 N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 TK Elevator Midco GmbH N/A 100000.00000000 PA 95649.41000000 0.069220240939 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 Argentine Republic (The) 040114HS2 295492.00000000 PA USD 84295.00000000 0.061003201274 Long DBT NUSS AR N 2 2030-07-09 Variable 0.74999880 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1894.86000000 0.001371285674 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3041000.00000000 THB 85959.80000000 USD 2023-12-14 1894.86000000 N N N HAWKEYE 360 SERIES D1 CONVERT N/A HAWKEYE 360 SERIES D1 CONVERT, Series D1 N/A 4447.00000000 NS USD 40067.47000000 0.028996309828 Long EC CORP US N 3 N N N Coterra Energy, Inc. 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N/A 49778.66000000 PA USD 46109.97000000 0.033369188927 Long DBT CORP US N 3 2027-01-20 Fixed 7.74020000 N N Y N N N N/A N/A ETRS N/A 4853.00000000 PA USD 12095.33000000 0.008753233886 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iShares iBoxx $ Investment Grade Corporate Bond ETF iShares iBoxx $ Investment Grade Corporate Bond ETF Y 2023-12-15 0.00000000 USD 0.00000000 USD 4853.00000000 USD 12095.33000000 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 ServiceNow, Inc. 81762P102 13.00000000 NS USD 7266.48000000 0.005258657595 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 508.03000000 0.000367654740 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1795000.00000000 THB 50128.74000000 USD 2023-12-14 508.03000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1 3137FWHV5 99348.29700000 PA USD 7177.48000000 0.005194249446 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.52782200 N N N N N N Zero Mass Water, Inc., Series C-1 N/A Zero Mass Water, Inc., Series C-1 N/A 4463.00000000 NS USD 104657.35000000 0.075739170613 Long EC CORP US Y 3 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. N/A 1700.00000000 NS 52694.08000000 0.038134024179 Long EC CORP JP N 2 N N N N/A N/A Lightning eMotors, Inc. N/A 2348.00000000 NS USD 23.71000000 0.000017158620 N/A DE US N 2 Lightning eMotors, Inc. N/A Call Purchased Lightning eMotors, Inc. Lightning eMotors, Inc. 1.00000000 230.00000000 USD 2025-05-18 XXXX 23.71000000 N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC, Term Loan B2 43289DAH6 150877.16000000 PA USD 150721.76000000 0.109075388358 Long LON CORP US N 2 2026-06-22 Variable 7.16972000 N N N N N N N/A N/A Advanced Micro Devices, Inc. 00CAH2144 -33.00000000 NC USD -214.50000000 -0.00015523087 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. 100.00000000 130.00000000 USD 2023-10-20 XXXX 2912.88000000 N N N N/A N/A OIS N/A 196942.00000000 PA 545.32000000 0.000394641031 N/A DIR GB N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 Y 2026-01-02 0.00000000 USD 0.00000000 USD 196942.00000000 BRL 545.32000000 N N N Geberit AG 52990093Z5OHD6T7BS47 Geberit AG (Registered) N/A 18.00000000 NS 8976.19000000 0.006495952609 Long EC CORP CH N 2 N N N Aozora Bank Ltd. X0XUGKC9FD2CYUQNC010 Aozora Bank Ltd. 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Morgan 7H6GLXDRUGQFU57RNE97 Y 2025-01-02 0.00000000 USD 0.00000000 USD 2165579.00000000 BRL -33351.16000000 N N N Dongfang Electric Corp. Ltd. 529900ISAW6T566F0R12 Dongfang Electric Corp. Ltd., Class A N/A 2831.00000000 NS 6075.19000000 0.004396536429 Long EC CORP CN N 2 N N N N/A N/A OIS N/A 6479200.00000000 PA -59367.17000000 -0.04296325310 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-02-10 0.00000000 USD 0.00000000 USD 6479200.00000000 GBP -59367.17000000 N N N N/A N/A Sabre Corp. 00CAMGWZ4 6.00000000 NC USD 174.00000000 0.000125921549 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Sabre Corp. 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Lightning eMotors, Inc. USD XXXX N N N N/A N/A Mastercard, Inc. 00PAQ1XD7 -3.00000000 NC USD -885.00000000 -0.00064046305 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Mastercard, Inc. Mastercard, Inc. 100.00000000 360.00000000 USD 2023-11-17 XXXX -159.61000000 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FBE0 42000.00000000 PA USD 35804.97000000 0.025911593706 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N N/A N/A iShares J.P. Morgan USD Emerging Markets Bond ETF 00PAREU58 5.00000000 NC USD 97.50000000 0.000070559488 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased iShares J.P. Morgan USD Emerging Markets Bond ETF iShares J.P. Morgan USD Emerging Markets Bond ETF 100.00000000 80.00000000 USD 2023-10-20 XXXX -173.65000000 N N N Dowlais Group plc 213800XM8WOFLY6VPC92 Dowlais Group plc N/A 3863.00000000 NS 5062.02000000 0.003663318404 Long EC CORP GB N 1 N N N N/A N/A iShares J.P. Morgan USD Emerging Markets Bond ETF 00PAREU41 -5.00000000 NC USD -60.00000000 -0.00004342122 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares J.P. Morgan USD Emerging Markets Bond ETF iShares J.P. Morgan USD Emerging Markets Bond ETF 100.00000000 75.00000000 USD 2023-10-20 XXXX -16.16000000 N N N N/A N/A Ally Financial, Inc. 00PASNG53 3.00000000 NC USD 60.00000000 0.000043421223 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Ally Financial, Inc. Ally Financial, Inc. 100.00000000 23.00000000 USD 2023-10-20 XXXX -99.02000000 N N N N/A N/A Cie Financiere Richemont SA N/A 36.00000000 NS 26.73000000 0.000019344155 N/A DE CH N 1 Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 Call Purchased Cie Financiere Richemont SA Cie Financiere Richemont SA 0.01493000 67.00000000 CHF 2023-11-22 XXXX 26.73000000 N N N N/A N/A IRS N/A 2160652.00000000 PA 122.06000000 0.000088333243 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-09-20 0.00000000 USD 0.00000000 USD 2160652.00000000 ZAR 122.06000000 N N N N/A N/A United Airlines Holdings, Inc. N/A 20.00000000 NC USD 2130.00000000 0.001541453451 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased United Airlines Holdings, Inc. United Airlines Holdings, Inc. 100.00000000 48.00000000 USD 2023-12-15 XXXX -2734.61000000 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C 61765LAY6 10000.00000000 PA USD 8489.11000000 0.006143459113 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.46813280 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc N/A 866.00000000 NS 7965.07000000 0.005764218143 Long EC CORP GB N 2 N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 China Construction Bank Corp., Class H N/A 41000.00000000 NS 23048.25000000 0.016679720431 Long EC CORP CN N 2 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119BF6 3000.00000000 PA USD 2938.01000000 0.002126199838 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 10560.29000000 0.007642345291 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 362878.00000000 GBP 453559.87000000 USD 2023-12-20 10560.29000000 N N N N/A N/A Amazon.com, Inc. 00PAP6QH6 -10.00000000 NC USD -5575.00000000 -0.00403455539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 125.00000000 USD 2023-11-17 XXXX -3989.82000000 N N N N/A N/A Stellantis NV N/A 5.00000000 NC USD 50.00000000 0.000036184353 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Stellantis NV Stellantis NV 100.00000000 14.00000000 USD 2023-12-15 XXXX -96.15000000 N N N Endesa SA 549300LHK07F2CHV4X31 Endesa SA N/A 354.00000000 NS 7204.41000000 0.005213738339 Long EC CORP ES N 2 N N N Crown Pf Unvested N/A Crown Pf Unvested N/A 317.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A OIS N/A 8855500.00000000 PA USD 4900.76000000 0.003546616628 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-10-02 1441.67000000 USD 0.00000000 USD 8855500.00000000 USD 4900.76000000 N N N N/A N/A Caresyntax, Inc. N/A 57.00000000 NS USD 5443.50000000 0.003939390546 N/A DE US N 3 Caresyntax, Inc. N/A Call Purchased Caresyntax, Inc. Caresyntax, Inc. 1.00000000 0.01000000 USD 2033-06-21 XXXX 5443.50000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 690.00000000 0.000499344075 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1456000.00000000 CZK 63655.84000000 USD 2023-12-14 690.00000000 N N N N/A N/A iShares 20+ Year Treasury Bond ETF 00PAACVP5 -8.00000000 NC USD -76.00000000 -0.00005500021 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares 20+ Year Treasury Bond ETF iShares 20+ Year Treasury Bond ETF 100.00000000 80.00000000 USD 2023-10-20 XXXX -5.86000000 N N N Nuveen Municipal Value Fund, Inc. 549300TFLBQ7LJSP8B20 Nuveen Municipal Value Fund, Inc. 670928100 1146.00000000 NS USD 9465.96000000 0.006850392824 Long RF US N 1 N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 Astellas Pharma, Inc. N/A 3550.00000000 NS 49137.78000000 0.035560375864 Long EC CORP JP N 2 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 LPL Financial Holdings, Inc. 50212V100 3131.00000000 NS USD 744082.15000000 0.538482628400 Long EC CORP US N 1 N N N SCOR SE 96950056ULJ4JI7V3752 SCOR SE N/A 330.00000000 NS 10245.46000000 0.007414506892 Long EC CORP FR N 2 N N N VanEck Semiconductor ETF 549300MJTG2N9QRH7I02 VanEck Semiconductor ETF 92189F676 442.00000000 NS USD 64081.16000000 0.046374706701 Long RF US N 1 N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 780.00000000 NS USD 49069.80000000 0.035511179617 Long EC CORP US N 1 N N N N/A N/A NextEra Energy, Inc. 00P9ZXFX6 -9.00000000 NC USD -6975.00000000 -0.00504771728 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written NextEra Energy, Inc. NextEra Energy, Inc. 100.00000000 65.00000000 USD 2023-11-17 XXXX -5879.07000000 N N N N/A N/A Tesla, Inc. 00PAJC4J0 -2.00000000 NC USD -1350.00000000 -0.00097697753 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Tesla, Inc. Tesla, Inc. 100.00000000 220.00000000 USD 2023-11-17 XXXX 195.52000000 N N N Frontier Communications Holdings LLC N/A Frontier Communications Holdings LLC 35906ABE7 30000.00000000 PA USD 27284.05000000 0.019745114107 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 Prologis LP 74340XCB5 10000.00000000 PA USD 7746.99000000 0.005606396467 Long DBT CORP US N 2 2032-01-15 Fixed 2.25000000 N N N N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 Estee Lauder Cos., Inc. (The), Class A 518439104 327.00000000 NS USD 47267.85000000 0.034207131708 Long EC CORP US N 1 N N N N/A N/A Broadcom, Inc. N/A 1.00000000 NC USD 1295.00000000 0.000937174751 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Broadcom, Inc. Broadcom, Inc. 100.00000000 900.00000000 USD 2023-11-17 XXXX -2790.06000000 N N N N/A N/A Total Return Basket Swap 000000000 -257901.00000000 NS USD 23365.76999999 0.016909505548 N/A DE N/A N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 Custom Equity Basket N/A N/A Arch Capital Group Ltd. 5260.86000000 USD 82.50000000 USD Cia de Saneamento Basico do Estado de Sao Paulo SABESP 26374.01000000 USD 618.38000000 USD Intact Financial Corp. 5248.46000000 USD 96.24000000 USD Broadridge Financial Solutions, Inc. 7699.15000000 USD 223.60000000 USD MatsukiyoCocokara & Co. 32243.46000000 USD -27.90000000 USD Metso OYJ 8347.55000000 USD 136.22000000 USD Sartorius AG (Preference) 7112.57000000 USD 2.60000000 USD Illumina, Inc. 38026.56000000 USD -1354.72000000 USD Resona Holdings, Inc. 3317.51000000 USD 204.31000000 USD NEC Corp. 5522.26000000 USD -51.83000000 USD Haleon plc 5902.61000000 USD -147.96000000 USD KKR & Co., Inc. 30800.00000000 USD 280.00000000 USD SoftBank Group Corp. 8425.11000000 USD -1.36000000 USD Paramount Global, Class B 63571.20000000 USD -1293.10000000 USD Gen Digital, Inc. 17803.76000000 USD 1112.03000000 USD Fastighets AB Balder, Class B 18056.79000000 USD 183.65000000 USD Aker BP ASA 19632.17000000 USD 31.16000000 USD Telecom Italia SpA 35781.94000000 USD 3881.83000000 USD Nexi SpA 6842.53000000 USD 460.91000000 USD TC Energy Corp. 18501.73000000 USD 923.02000000 USD Mosaic Co. (The) 3346.40000000 USD 18.80000000 USD Aflac, Inc. 7751.75000000 USD -44.44000000 USD Arista Networks, Inc. 15450.12000000 USD -303.25000000 USD ENEOS Holdings, Inc. 12202.03000000 USD 735.72000000 USD Revvity, Inc. 6199.20000000 USD -67.20000000 USD Iron Mountain, Inc. 6598.95000000 USD 268.07000000 USD Republic Services, Inc. 18383.79000000 USD 496.65000000 USD China Vanke Co. Ltd., Class H 4438.45000000 USD 169.12000000 USD Discover Financial Services 5197.80000000 USD 26.16000000 USD Lamb Weston Holdings, Inc. 43826.04000000 USD 714.40000000 USD Olympus Corp. 14281.84000000 USD 579.28000000 USD Teledyne Technologies, Inc. 14300.30000000 USD 307.45000000 USD Newell Brands, Inc. 6221.67000000 USD -41.34000000 USD SUMCO Corp. 45545.42000000 USD 1127.10000000 USD Southwest Airlines Co. 110147.83000000 USD 1969.72000000 USD Take-Two Interactive Software, Inc. 101923.14000000 USD -1569.31000000 USD ZTE Corp., Class H 4212.88000000 USD 217.90000000 USD Recruit Holdings Co. Ltd. 24476.03000000 USD 1379.51000000 USD Equifax, Inc. 549.54000000 USD 7.14000000 USD Mercari, Inc. 4303.09000000 USD -13.62000000 USD ON Semiconductor Corp. 4554.55000000 USD 42.14000000 USD Salmar ASA 20107.44000000 USD 351.53000000 USD Tyson Foods, Inc., Class A 20498.94000000 USD 179.68000000 USD Generac Holdings, Inc. 18196.32000000 USD -375.95000000 USD Xiaomi Corp., Class B 15666.08000000 USD -244.68000000 USD Sika AG (Registered) 8107.55000000 USD -77.87000000 USD Koninklijke Philips NV 32621.94000000 USD 1145.51000000 USD LS Corp. 1351.07000000 USD 37.17000000 USD Airbnb, Inc., Class A 10976.80000000 USD -400.80000000 USD Straumann Holding AG (Registered) 12982.45000000 USD 935.08000000 USD Raymond James Financial, Inc. 6728.81000000 USD 52.26000000 USD Celanese Corp. 63011.04000000 USD -968.33000000 USD America Movil SAB de CV, Series B 49331.01000000 USD 1206.88000000 USD Brookfield Asset Management Ltd., Class A 19260.28000000 USD 486.68000000 USD China Overseas Land & Investment Ltd. 9297.95000000 USD 35.45000000 USD Dollar General Corp. 105.80000000 USD -2.34000000 USD Zhuzhou CRRC Times Electric Co. Ltd., Class H 6907.88000000 USD 112.31000000 USD Heineken Holding NV 13112.86000000 USD 424.93000000 USD Oracle Corp. 18324.16000000 USD 538.03000000 USD XPeng, Inc., Class A 67616.95000000 USD -4312.47000000 USD Quanta Services, Inc. 34046.74000000 USD 251.16000000 USD Heineken NV 5730.50000000 USD 20.32000000 USD Suzano SA 3518.15000000 USD 166.04000000 USD LG Chem Ltd. 4027.50000000 USD 226.69000000 USD TDK Corp. 3697.03000000 USD 18.49000000 USD Power Corp. of Canada 22327.75000000 USD 1756.60000000 USD Li Ning Co. Ltd. 6263.52000000 USD 353.87000000 USD Ajinomoto Co., Inc. 3855.86000000 USD 68.74000000 USD Enphase Energy, Inc. 5406.75000000 USD -9.54000000 USD Occidental Petroleum Corp. 6033.84000000 USD -185.07000000 USD Aker ASA, Class A 1843.50000000 USD 0.54000000 USD Church & Dwight Co., Inc. 13286.35000000 USD 443.70000000 USD Sony Group Corp. 8177.56000000 USD 50.67000000 USD Charles River Laboratories International, Inc. 10974.88000000 USD 203.84000000 USD KGHM Polska Miedz SA 9018.34000000 USD 123.81000000 USD Essity AB, Class B 7117.19000000 USD -200.31000000 USD Constellation Energy Corp. 87591.24000000 USD 1027.84000000 USD Electrolux AB, Class B 5101.00000000 USD -94.25000000 USD Hitachi Ltd. 12395.52000000 USD 812.82000000 USD Kakao Corp. 22094.98000000 USD 719.84000000 USD Vonovia SE 50887.43000000 USD 3306.97000000 USD HelloFresh SE 4486.89000000 USD 445.79000000 USD EQT AB 8846.64000000 USD -58.77000000 USD Old Dominion Freight Line, Inc. 818.28000000 USD -16.96000000 USD Nordea Bank Abp 9713.87000000 USD 109.97000000 USD Restaurant Brands International, Inc. 18379.68000000 USD 374.42000000 USD Tryg A/S 4190.56000000 USD 237.68000000 USD Rentokil Initial plc 11552.70000000 USD -74.91000000 USD InPost SA 3211.12000000 USD -43.19000000 USD PayPal Holdings, Inc. 16193.42000000 USD -120.70000000 USD Sagax AB, Class B 5793.62000000 USD 107.22000000 USD Waste Management, Inc. 26219.68000000 USD 680.66000000 USD LPP SA 5935.93000000 USD 454.93000000 USD D'ieteren Group 6912.34000000 USD 79.31000000 USD SIG Group AG 56981.68000000 USD 572.04000000 USD Blackstone, Inc. 42106.02000000 USD 1587.72000000 USD Hasbro, Inc. 45835.02000000 USD -534.86000000 USD Y 2024-02-26 0.00000000 USD 0.00000000 USD -257901.00000000 USD 23365.77000000 N N N Naked Juice LLC N/A Naked Juice LLC, 2nd Lien Term Loan 62984CAB9 4000.00000000 PA USD 3228.76000000 0.002336611852 Long LON CORP US N 2 2030-01-24 Variable 11.49008000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH N/A 102000.00000000 PA 107704.70000000 0.077944498395 Long DBT CORP DE N 2 2027-01-15 Floating 8.66300125 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ArcelorMittal SA N/A 790.00000000 NS 19778.48000000 0.014313430171 Long EC CORP LU N 2 N N N N/A N/A SPDR Gold Shares 00CALDH71 244.00000000 NC USD 5856.00000000 0.004237911461 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR Gold Shares SPDR Gold Shares 100.00000000 185.00000000 USD 2023-11-17 XXXX -37070.98000000 N N N N/A N/A CDIO N/A 70000.00000000 PA 241.56000000 0.000174813847 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A Credit Default Swap Index Option 1.00000000 450.00000000 EUR 2023-10-18 XXXX 2.50000000 N N N Siemens AG W38RGI023J3WT1HWRP32 Siemens AG (Registered) N/A 4936.00000000 NS 705397.59000000 0.510487112653 Long EC CORP DE N 2 N N N N/A N/A Apple, Inc. 00CADBE28 10.00000000 NC USD 835.00000000 0.000604278700 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Apple, Inc. Apple, Inc. 100.00000000 180.00000000 USD 2023-10-20 XXXX -3043.22000000 N N N N/A N/A OIS N/A 576000.00000000 PA -19961.13000000 -0.01444561161 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-01-19 0.00000000 USD 0.00000000 USD 576000.00000000 EUR -19961.13000000 N N N N/A N/A Alibaba Group Holding Ltd. 00CAH0EH5 83.00000000 NC USD 622.50000000 0.000450495198 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Alibaba Group Holding Ltd. Alibaba Group Holding Ltd. 100.00000000 110.00000000 USD 2023-10-20 XXXX -22553.59000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 576.00000000 NS USD 18668.16000000 0.013509905948 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141G104 222.00000000 NS USD 71832.54000000 0.051984280154 Long EC CORP US N 1 N N N Lessen, Inc. N/A Lessen, Inc. (Preference), Series C, Class E N/A 2050.00000000 NS USD 18347.50000000 0.013277848453 Long EC CORP US N 3 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 Kellogg Co. 487836108 197.00000000 NS USD 11723.47000000 0.008484123614 Long EC CORP US N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368YKW6 263000.00000000 PA USD 256423.95000000 0.185570696166 Long STIV CORP FR N 2 2024-03-06 None 0.00000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 MGM Resorts International 552953101 2769.00000000 NS USD 101788.44000000 0.073662977551 Long EC CORP US N 1 N N N Galaxy Brands N/A Galaxy Brands, Term Loan N/A 197706.84000000 PA USD 192526.92000000 0.139329241965 Long LON CORP US N 3 2026-11-12 Variable 11.26000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 Nexstar Media, Inc. 65336YAN3 15000.00000000 PA USD 12415.64000000 0.008985038090 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia N/A 196300000.00000000 PA 40015.72000000 0.028958859022 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N N/A N/A EUR/USD One-touch barrier option; Barrier price EUR 1.06000 N/A 27200.00000000 PA 15149.38000000 0.010963410372 N/A DFE GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 Put Purchased N/A EUR/USD One-touch barrier option; Barrier price EUR 1.06000 1.00000000 1.06000000 EUR 2023-10-20 XXXX 10620.75000000 N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 Teva Pharmaceutical Finance Netherlands II BV N/A 100000.00000000 PA 95726.59000000 0.069276095107 Long DBT CORP NL N 2 2027-05-09 Fixed 3.75000000 N N N N N N N/A N/A Mastercard, Inc. 00CAQ3FB1 3.00000000 NC USD 1147.50000000 0.000830430908 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Mastercard, Inc. Mastercard, Inc. 100.00000000 420.00000000 USD 2023-11-17 XXXX -641.05000000 N N N N/A N/A SOP N/A -2743157.00000000 PA USD -7.71000000 -0.00000557962 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 2.75000000 USD 2023-11-14 XXXX 9574.11000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 915.53000000 0.000662557220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 243000.00000000 BRL 48814.79000000 USD 2023-12-14 915.53000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHZ5 37000.00000000 PA USD 29653.24000000 0.021459666269 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Federative Republic of Brazil N/A 2117.00000000 PA 410878.99000000 0.297347810977 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.99999990 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687106 5572.00000000 NS USD 451610.60000000 0.326824750333 Long EC CORP US N 1 N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 Franklin Resources, Inc. 354613101 732.00000000 NS USD 17992.56000000 0.013020982965 Long EC CORP US N 1 N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc N/A 3094.00000000 NS 417332.66000000 0.302018248488 Long EC CORP GB N 2 N N N Maverick Gaming LLC N/A Maverick Gaming LLC, Facility Term Loan B 57770JAC0 26504.24000000 PA USD 19613.14000000 0.014193775752 Long LON CORP US N 2 2026-09-03 Variable 13.18406000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859102 1832.00000000 NS USD 891304.64000000 0.645025640317 Long EC CORP US N 1 N N N N/A N/A OIS N/A 490000.00000000 PA 4955.68000000 0.003586361521 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-06-20 0.00000000 USD 0.00000000 USD 490000.00000000 GBP 4955.68000000 N N N N/A N/A U.S. Treasury Ultra Bond N/A 4.00000000 NC USD -3126.35000000 -0.00226249906 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bond 2023-12-19 475500.00000000 USD -3126.35000000 N N N SK Hynix, Inc. 988400XAIK6XISWQV045 SK Hynix, Inc. N/A 2836.00000000 NS 240109.06000000 0.173763821281 Long EC CORP KR N 2 N N N N/A N/A Netflix, Inc. 00PAPANT4 -1.00000000 NC USD -100.00000000 -0.00007236870 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Netflix, Inc. Netflix, Inc. 100.00000000 300.00000000 USD 2023-10-20 XXXX -9.70000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 102.00000000 NS USD 27413.52000000 0.019838809872 Long EC CORP US N 1 N N N Sigma Holdco BV 254900RAPCKVT00GAO59 Sigma Holdco BV N/A 100000.00000000 PA 88016.06000000 0.063696084270 Long DBT CORP NL N 2 2026-05-15 Fixed 5.75000000 N N N N N N N/A N/A CDS N/A 90000.00000000 PA USD 2367.20000000 0.001713112023 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Avis Budget Car Rental LLC Avis Budget Car Rental LLC Y Receipt of notional amount upon default event with regard to the reference instrument 2026-12-20 0.00000000 USD 8380.28000000 USD 90000.00000000 USD 2367.20000000 N N N N/A N/A OIS N/A 3719371.00000000 PA 118969.73000000 0.086096854911 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-04-03 0.00000000 USD 0.00000000 USD 3719371.00000000 GBP 118969.73000000 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 Volkswagen AG (Preference) N/A 268.00000000 NS 30793.03000000 0.022284517550 Long EP CORP DE N 2 N N N N/A N/A OIS N/A 9964200.00000000 PA USD 22082.15000000 0.015980566356 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2033-09-29 701.15000000 USD 0.00000000 USD 9964200.00000000 USD 22082.15000000 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400HU0 36000.00000000 PA USD 35532.16000000 0.025714164638 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32.68000000 0.000023650093 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 100000.00000000 MYR 21477.66000000 USD 2023-12-14 32.68000000 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 11166.00000000 NS USD 3525664.50000000 2.551477799619 Long EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ACZ6 25000.00000000 PA USD 24261.62000000 0.017557820607 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N N/A N/A OIS N/A 6327895.00000000 PA -22.05000000 -0.00001595729 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Y 2024-01-02 0.00000000 USD 0.00000000 USD 6327895.00000000 BRL -22.05000000 N N N N/A N/A Humana, Inc. 00CAK3B21 2.00000000 NC USD 1580.00000000 0.001143425565 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 515.00000000 USD 2023-11-17 XXXX -404.46000000 N N N Astra Space, Inc. N/A Astra Space, Inc. N/A 390.00000000 NS USD 721.50000000 0.000522140218 Long EC CORP US N 2 N N N Trina Solar Co. Ltd. 30030040IFQ4UMZDUU48 Trina Solar Co. Ltd., Class A N/A 5706.00000000 NS 23993.75000000 0.017363966552 Long EC CORP CN N 2 N N N N/A N/A Cano Health, Inc. 13781Y111 1986.00000000 NS USD 99.30000000 0.000071862125 N/A DE US N 1 Cano Health, Inc. N/A Call Purchased Cano Health, Inc. Cano Health, Inc. 1.00000000 11.50000000 USD 2026-03-03 XXXX -8138.36000000 N N N N/A N/A IRS N/A 10529025.00000000 PA -242594.00000000 -0.17556214022 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-05-04 0.00000000 USD 0.00000000 USD 10529025.00000000 EUR -242594.00000000 N N N N/A N/A Stellantis NV N/A 5.00000000 NC USD 37.50000000 0.000027138264 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased Stellantis NV Stellantis NV 100.00000000 16.00000000 USD 2023-10-20 XXXX -113.65000000 N N N N/A N/A Eli Lilly & Co. 00CATHM29 -2.00000000 NC USD -146.00000000 -0.00010565831 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Eli Lilly & Co. Eli Lilly & Co. 100.00000000 670.00000000 USD 2023-11-17 XXXX 1371.45000000 N N N N/A N/A SOP N/A 852905.00000000 PA USD 2535.23000000 0.001834713161 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Put Purchased N/A Swaption 1.00000000 4.55000000 USD 2023-10-24 XXXX -19222.36000000 N N N N/A N/A CDS N/A 5000.00000000 PA USD -569.10000000 -0.00041185030 N/A DCR GB N 2 Goldman Sachs W22LROWP2IHZNBB6K528 Pitney Bowes, Inc. Pitney Bowes, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2025-06-20 901.04000000 USD 0.00000000 USD 5000.00000000 USD -569.10000000 N N N N/A N/A IRS N/A 10971532.00000000 PA -10733.33000000 -0.00776757210 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-02-04 0.00000000 USD 0.00000000 USD 10971532.00000000 MXN -10733.33000000 N N N City Brewing Co. LLC N/A City Brewing Co. LLC, 1st Lien Term Loan 17776EAB1 17684.23000000 PA USD 11538.96000000 0.008350596113 Long LON CORP US N 2 2028-04-05 Variable 9.06957000 N N N N N N Versa Networks, Inc. N/A Versa Networks, Inc. N/A 1825.00000000 NS USD 5164.75000000 0.003737662776 N/A DE US Y 3 Versa Networks, Inc. N/A Call Purchased Versa Networks, Inc. Versa Networks, Inc. 1.00000000 0.01000000 USD 2032-10-07 XXXX 5164.75000000 N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 CF Industries Holdings, Inc. 125269100 4596.00000000 NS USD 394061.04000000 0.285176878076 Long EC CORP US N 1 N N N N/A N/A SPDR S&P 500 ETF Trust N/A -3.00000000 NC USD -3.00000000 -0.00000217106 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 408.00000000 USD 2023-09-29 XXXX 48.09000000 N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AJ4 32000.00000000 PA USD 28227.42000000 0.020427818775 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N N/A N/A Salesforce, Inc. 00CAK9WX7 2.00000000 NC USD 1035.00000000 0.000749016113 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 210.00000000 USD 2023-11-17 XXXX -119.46000000 N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 Northern States Power Co. 665772CV9 35000.00000000 PA USD 28433.91000000 0.020577252918 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Mirion Technologies N/A Mirion Technologies N/A 20100.00000000 NS USD 150147.00000000 0.108659441980 Long EC CORP US N 2 N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 Rogers Communications, Inc., Class B 775109200 806.00000000 NS 30946.36000000 0.022395480488 Long EC CORP CA N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1786.80000000 -0.00129308405 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 301718.37000000 USD 5719145.00000000 ZAR 2023-12-20 -1786.80000000 N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893830BX6 11400.00000000 PA USD 11656.50000000 0.008435658291 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N N/A N/A Japan 10-Year Bond N/A -3.00000000 NC 16718.87000000 0.012099229986 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short N/A Japan 10 Year Bond 2023-12-13 -434880000.00000000 JPY 16718.87000000 N N N FactSet Research Systems, Inc. 549300ZSJE7NBK6K9P30 FactSet Research Systems, Inc. 303075105 28.00000000 NS USD 12243.28000000 0.008860303388 Long EC CORP US N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corp. 494368103 282.00000000 NS USD 34079.70000000 0.024663038121 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 NIKE, Inc., Class B 654106103 1110.00000000 NS USD 106138.20000000 0.076810842606 Long EC CORP US N 1 N N N N/A N/A CDIO N/A -460000.00000000 PA USD -58.94000000 -0.00004265411 N/A DCR DE N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 Put Written N/A Credit Default Swap Index Option 1.00000000 100.00000000 USD 2023-10-18 XXXX 12.36000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MY4 22000.00000000 PA USD 17030.13000000 0.012324484822 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N Snorkel AI, Inc. N/A Snorkel AI, Inc. N/A 529.00000000 NS USD 4602.30000000 0.003330624986 Long EC CORP US Y 3 N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 Pacific Gas & Electric Co. 694308KA4 2000.00000000 PA USD 1976.60000000 0.001430439855 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 Equinor ASA N/A 2798.00000000 NS 91696.20000000 0.066359353991 Long EC CORP NO N 2 N N N PSP Swiss Property AG 50670042Y437P8X44F56 PSP Swiss Property AG (Registered) N/A 44.00000000 NS 5191.21000000 0.003756811536 Long EC CORP CH N 2 N N N Ursa Major Technologies, Inc. N/A Ursa Major Technologies, Inc. N/A 12134.00000000 NS USD 38707.46000000 0.028012088180 Long EC CORP US Y 3 N N N N/A N/A Delta Air Lines, Inc. 00CALQCV4 20.00000000 NC USD 1290.00000000 0.000933556315 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Delta Air Lines, Inc. Delta Air Lines, Inc. 100.00000000 42.00000000 USD 2023-12-15 XXXX -1594.61000000 N N N N/A N/A Microsoft Corp. 00PAHBEW4 -2.00000000 NC USD -615.00000000 -0.00044506754 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 305.00000000 USD 2023-10-20 XXXX -138.64000000 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 TE Connectivity Ltd. N/A 2840.00000000 NS USD 350825.20000000 0.253887659857 Long EC CORP CH N 1 N N N N/A N/A iShares Russell 2000 ETF 00PALB558 -5.00000000 NC USD -170.00000000 -0.00012302680 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written iShares Russell 2000 ETF iShares Russell 2000 ETF 100.00000000 163.00000000 USD 2023-10-20 XXXX -68.93000000 N N N SoftBank Corp. 353800M1YCTS9JRBJ535 SoftBank Corp. N/A 700.00000000 NS 7922.81000000 0.005733635127 Long EC CORP JP N 2 N N N N/A N/A ConocoPhillips N/A -24.00000000 NC USD -216.00000000 -0.00015631640 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written ConocoPhillips ConocoPhillips 100.00000000 135.00000000 USD 2023-10-20 XXXX 1290.46000000 N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 Saudi Arabian Oil Co. N/A 522.00000000 NS 4863.00000000 0.003519290204 Long EC CORP SA N 2 N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBH3 37000.00000000 PA USD 37998.93000000 0.027499334183 Long DBT CORP KY N 2 2029-12-15 Fixed 8.25000000 N N N N N N Rakus Co. Ltd. N/A Rakus Co. Ltd. N/A 2600.00000000 NS 35670.60000000 0.025814351875 Long EC CORP JP N 2 N N N N/A N/A Walmart, Inc. 00PAUD646 -16.00000000 NC USD -2128.00000000 -0.00154000607 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Walmart, Inc. Walmart, Inc. 100.00000000 150.00000000 USD 2023-11-17 XXXX -808.02000000 N N N Hongkong Land Holdings Ltd. 213800XCHYNRPAYGXW28 Hongkong Land Holdings Ltd. N/A 1600.00000000 NS USD 5706.09000000 0.004129423533 Long EC CORP BM N 2 N N N MTR Corp. Ltd. 254900IH4U9NHH9AQM97 MTR Corp. Ltd. N/A 2000.00000000 NS 7900.83000000 0.005717728485 Long EC CORP HK N 2 N N N Fresenius SE & Co. KGaA XDFJ0CYCOO1FXRFTQS51 Fresenius SE & Co. KGaA N/A 241.00000000 NS 7485.52000000 0.005417174010 Long EC CORP DE N 2 N N N N/A N/A SOP N/A 852905.00000000 PA USD 6079.05000000 0.004399329861 N/A DIR US N 2 J.P. Morgan 7H6GLXDRUGQFU57RNE97 Put Purchased N/A Swaption 1.00000000 4.40000000 USD 2023-10-30 XXXX -11558.61000000 N N N Databricks, Inc., Series F N/A Databricks, Inc., Series F N/A 6177.00000000 NS USD 454009.50000000 0.328560803237 Long EC CORP US Y 3 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd. N/A 35000.00000000 NS 283050.15000000 0.204839732738 Long EC CORP HK N 2 N N N 3M Co. LUZQVYP4VS22CLWDAR65 3M Co. 88579Y101 473.00000000 NS USD 44282.26000000 0.032046498839 Long EC CORP US N 1 N N N Republic of South Africa 378900AAFB4F17004C49 Republic of South Africa N/A 4842491.00000000 PA 188300.09000000 0.136270339761 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 Tapestry, Inc. 876030107 928.00000000 NS USD 26680.00000000 0.019307970935 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAS5 29000.00000000 PA USD 28098.61000000 0.020334600644 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 Texas Capital Bancshares, Inc. 88224Q107 159.00000000 NS USD 9365.10000000 0.006777401746 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1358.74000000 -0.00098330256 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 292825.89000000 CHF 321437.00000000 USD 2023-12-20 -1358.74000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE N/A 3351.00000000 NS 220326.10000000 0.159447148991 Long EC CORP FR N 2 N N N N/A N/A IRS N/A 10971532.00000000 PA -10611.20000000 -0.00767918820 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-02-04 0.00000000 USD 0.00000000 USD 10971532.00000000 MXN -10611.20000000 N N N Woolworths Group Ltd. QNWEWQBS7HP85QHXQL92 Woolworths Group Ltd. N/A 712.00000000 NS 17046.14000000 0.012336071052 Long EC CORP AU N 2 N N N Quintis Australia Pty. Ltd. N/A Quintis Australia Pty. Ltd. 74877UAB4 414143.00000000 PA USD 0.04000000 0.000000028947 Long DBT CORP AU N 3 2028-10-01 Fixed 0.00001080 N N Y N N N Teva Pharmaceutical Finance Netherlands II BV 549300HSQCIKJAOYIT23 Teva Pharmaceutical Finance Netherlands II BV N/A 100000.00000000 PA 107465.23000000 0.077771197054 Long DBT CORP NL N 2 2029-09-15 Fixed 7.37500000 N N N N N N Kone OYJ 2138001CNF45JP5XZK38 Kone OYJ, Class B N/A 776.00000000 NS 32700.69000000 0.023665066420 Long EC CORP FI N 2 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 44106MAT9 16000.00000000 PA USD 14974.26000000 0.010836678293 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 Lonza Group AG (Registered) N/A 513.00000000 NS 237286.67000000 0.171721294142 Long EC CORP CH N 2 N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class AS 94989JBB1 30000.00000000 PA USD 28152.20000000 0.020373383034 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87200160 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 MercadoLibre, Inc. 58733R102 26.00000000 NS USD 32964.88000000 0.023856257306 Long EC CORP US N 1 N N N N/A N/A SPDR S&P 500 ETF Trust N/A 23.00000000 NC USD 5163.50000000 0.003736758168 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 435.00000000 USD 2023-10-13 XXXX -2059.00000000 N N N Sarcos Technology & Robotics Corp. N/A Sarcos Technology & Robotics Corp. 80359A205 228.00000000 NS USD 194.85000000 0.000141010424 Long EC CORP US N 1 N N N N/A N/A Freewire Warrants TB N/A 341.00000000 NS USD 57.97000000 0.000041952139 N/A DE US N 3 Freewire Warrants TB N/A Call Purchased Freewire Warrants TB Freewire Warrants TB 1.00000000 3.35440000 USD 2027-04-26 XXXX 57.97000000 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 Bayerische Motoren Werke AG N/A 967.00000000 NS 98215.46000000 0.071077258136 Long EC CORP DE N 2 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EA1 16000.00000000 PA USD 12942.34000000 0.009366204068 Long DBT CORP US N 2 2031-04-01 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDR9 4608400.00000000 PA USD 4555835.44000000 3.296999185226 Long DBT UST US N 2 2023-12-31 Fixed 0.75000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA (Registered) N/A 10676.00000000 NS 1208480.70000000 0.874561852756 Long EC CORP CH N 2 N N N N/A N/A Eli Lilly & Co. 00CAMY9M0 2.00000000 NC USD 89.00000000 0.000064408148 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. Eli Lilly & Co. 100.00000000 610.00000000 USD 2023-10-20 XXXX -1832.45000000 N N N N/A N/A Eli Lilly & Co. 00CAP94D7 3.00000000 NC USD 703.50000000 0.000509113851 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Eli Lilly & Co. 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N/A 300.00000000 NS 11690.38000000 0.008460176808 Long EC CORP JP N 2 N N N N/A N/A Amazon.com, Inc. N/A -14.00000000 NC USD -3381.00000000 -0.00244678597 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 115.00000000 USD 2023-11-17 XXXX -330.68000000 N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A 03881JAA4 100000.00000000 PA USD 99125.00000000 0.071735480471 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 7.18220160 N N N N N N ProFrac Holdings II LLC N/A ProFrac Holdings II LLC, Term Loan N/A 41723.04000000 PA USD 41670.89000000 0.030156684144 Long LON CORP US N 3 2025-03-04 Variable 12.77997000 N N N N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 Moderna, Inc. 60770K107 176.00000000 NS USD 18179.04000000 0.013155936130 Long EC CORP US N 1 N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 79466L302 2539.00000000 NS USD 514858.42000000 0.372596379654 Long EC CORP US N 1 N N N N/A N/A UnitedHealth Group, Inc. 00PASNJG6 -3.00000000 NC USD -286.50000000 -0.00020733634 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written UnitedHealth Group, Inc. UnitedHealth Group, Inc. 100.00000000 450.00000000 USD 2023-10-20 XXXX 696.80000000 N N N Heiwa Corp. 529900N1BTC5X6TU7W19 Heiwa Corp. N/A 200.00000000 NS 2870.36000000 0.002077242408 Long EC CORP JP N 2 N N N N/A N/A Microsoft Corp. 00CAJR5Q4 7.00000000 NC USD 4917.50000000 0.003558731149 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Microsoft Corp. 100.00000000 330.00000000 USD 2023-11-17 XXXX 171.88000000 N N N N/A N/A OIS N/A 7337.00000000 PA -35.66000000 -0.00002580668 N/A DIR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Y 2027-01-04 0.00000000 USD 0.00000000 USD 7337.00000000 BRL -35.66000000 N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 1233.00000000 NS USD 68147.91000000 0.049317761078 Long EC CORP US N 1 N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 Mitsubishi Electric Corp. N/A 500.00000000 NS 6177.24000000 0.004470388694 Long EC CORP JP N 2 N N N CDI Escrow Issuer, Inc. N/A CDI Escrow Issuer, Inc. 12511VAA6 17000.00000000 PA USD 15358.11000000 0.011114465573 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F 55284DAQ5 100000.00000000 PA USD 93355.76000000 0.067560356099 Long ABS-MBS CORP KY N 2 2034-12-15 Floating 8.70232680 N N N N N N N/A N/A Salesforce, Inc. 00CAK9WY5 4.00000000 NC USD 890.00000000 0.000644081489 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Salesforce, Inc. Salesforce, Inc. 100.00000000 220.00000000 USD 2023-11-17 XXXX -298.92000000 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 DR Horton, Inc. 23331A109 465.00000000 NS USD 49973.55000000 0.036165211804 Long EC CORP US N 1 N N N Farmer's Business Network, Inc. 5493003KO0NA75DM0Y81 Farmer's Business Network, Inc. N/A 318.00000000 NS USD 1469.16000000 0.001063212090 Long EC CORP US Y 3 N N N Sonder Holdings, Inc. N/A Sonder Holdings, Inc. N/A 317.00000000 NS USD 2602.57000000 0.001883446248 Long EC CORP US N 2 N N N N/A N/A Humana, Inc. 00CAK3B39 2.00000000 NC USD 1310.00000000 0.000948030057 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Humana, Inc. Humana, Inc. 100.00000000 520.00000000 USD 2023-11-17 XXXX -2194.46000000 N N N N/A N/A S&P 500 Index Down-and-in barrier option; Barrier price USD 4,215.32900 N/A 1059100.00000000 NC USD 841.78000000 0.000609185298 N/A DE US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Purchased S&P 500 Index Down-and-in barrier option; Barrier price USD 4,215.32900 N/A 1.00000000 4432.00000000 USD 2023-12-15 XXXX -5467.31000000 N N N Allegiant Travel Co. 549300JM9OZXOHWL2K18 Allegiant Travel Co. 01748XAC6 154000.00000000 PA USD 154000.00000000 0.111447808247 Long DBT CORP US N 2 2024-02-05 Fixed 8.50000000 N N N N N N Think & Learn Private Ltd., Series F 2549006XBBGEQL8H6M81 Think & Learn Private Ltd., Series F N/A 32.00000000 NS 24102.46000000 0.017442638573 Long EP CORP IN Y 3 N N N Ferguson plc 213800DU1LGY3R2S2X42 Ferguson plc N/A 139.00000000 NS 22875.25000000 0.016554522568 Long EC CORP JE N 2 N N N VanEck JPMorgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 VanEck JPMorgan EM Local Currency Bond ETF 92189H300 8227.00000000 NS USD 196378.49000000 0.142116573360 Long RF US N 1 N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 Oncor Electric Delivery Co. LLC 68233JBG8 21000.00000000 PA USD 16087.71000000 0.011642467657 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N Bio City Development Co. BV N/A Bio City Development Co. BV N/A 800000.00000000 PA USD 58000.00000000 0.041973849859 Long DBT CORP NL N 3 2023-07-06 Fixed 8.00000000 Y N N N N Bio City Development Co. B.V Bio City Development Co. B.V USD XXXX N N N Makita Corp. 529900CDR9E94BCM6294 Makita Corp. N/A 300.00000000 NS 7397.76000000 0.005353663233 Long EC CORP JP N 2 N N N Pigeon Corp. 2549006T3HT0TI9IRV62 Pigeon Corp. N/A 400.00000000 NS 4514.94000000 0.003267403684 Long EC CORP JP N 2 N N N N/A N/A IRS N/A 21943064.00000000 PA -21629.51000000 -0.01565299664 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2025-02-04 0.00000000 USD 0.00000000 USD 21943064.00000000 MXN -21629.51000000 N N N N/A N/A Euro-OAT N/A 9.00000000 NC -20672.45000000 -0.01496038469 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-OAT 2023-12-07 1108800.00000000 EUR -20672.45000000 N N N N/A N/A CDS N/A 7494.00000000 PA USD -244.27000000 -0.00017677503 N/A DCR GB N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 General Electric Co. General Electric Co. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-06-20 117.58000000 USD 0.00000000 USD 7494.00000000 USD -244.27000000 N N N N/A N/A Lennar Corp. 00CAK4450 5.00000000 NC USD 100.00000000 0.000072368706 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Lennar Corp. Lennar Corp. 100.00000000 135.00000000 USD 2023-11-17 XXXX -3130.97000000 N N N Gen Digital, Inc. YF6ZV0M6AU4FY94MK914 Gen Digital, Inc. 668771AL2 47000.00000000 PA USD 46301.00000000 0.033507434868 Long DBT CORP US N 2 2030-09-30 Fixed 7.12500000 N N N N N N N/A N/A CDS N/A 10000.00000000 PA USD -275.43000000 -0.00019932512 N/A DCR FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BorgWarner, Inc. BorgWarner, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2027-12-20 117.20000000 USD 0.00000000 USD 10000.00000000 USD -275.43000000 N N N Crown PropTech Acquisitions N/A Crown PropTech Acquisitions N/A 1464.00000000 NS USD 936.96000000 0.000678065833 Long EC CORP KY N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -195.33000000 -0.00014135779 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96733.80000000 ILS 25324.31000000 USD 2024-01-29 -195.33000000 N N N New Home Co., Inc. (The) 549300PLCE8TB3TVRQ85 New Home Co., Inc. (The) 645370AE7 17000.00000000 PA USD 15759.89000000 0.011405228563 Long DBT CORP US N 2 2027-10-15 Fixed 8.25000120 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 Samsung Electronics Co. Ltd. N/A 1278.00000000 NS 64608.18000000 0.046756104258 Long EC CORP KR N 2 N N N Merck KGaA 529900OAREIS0MOPTW25 Merck KGaA N/A 314.00000000 NS 52346.10000000 0.037882195553 Long EC CORP DE N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX 3137F84J9 100000.00000000 PA USD 5660.48000000 0.004096416166 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 1.46688840 N N N N N N N/A N/A Amazon.com, Inc. 00CAP8704 10.00000000 NC USD 595.00000000 0.000430593804 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Amazon.com, Inc. Amazon.com, Inc. 100.00000000 155.00000000 USD 2023-11-17 XXXX -3609.40000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3165.66000000 -0.00229094719 N/A DFE N/A N 2 State Street Bank and Trust 571474TGEMMWANRLN572 215932.31000000 USD 932408.00000000 PLN 2023-12-20 -3165.66000000 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978V103 1150.00000000 NS USD 200077.00000000 0.144793137212 Long EC CORP US N 1 N N N Origin Energy Ltd. ZSN2LWNPYW6ISMRUC664 Origin Energy Ltd. N/A 3335.00000000 NS 18779.18000000 0.013590249686 Long EC CORP AU N 2 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 Palo Alto Networks, Inc. 697435105 984.00000000 NS USD 230688.96000000 0.166946616746 Long EC CORP US N 1 N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888HAA1 68000.00000000 PA USD 69190.00000000 0.050071908134 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 eBay, Inc. 278642103 443.00000000 NS USD 19531.87000000 0.014134961704 Long EC CORP US N 1 N N N N/A N/A SOP N/A -3411620.00000000 PA USD -0.31000000 -0.00000022434 N/A DIR US N 2 Citibank E57ODZWZ7FF32TWEFA76 Call Written N/A Swaption 1.00000000 3.09000000 USD 2023-10-24 XXXX 15483.50000000 N N N Beast Mortgage Trust N/A Beast Mortgage Trust, Series 2021-SSCP, Class C 05601PAJ5 37000.00000000 PA USD 35403.82000000 0.025621286640 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.79647960 N N N N N N Cintas Corp. N/A Cintas Corp. 172908105 78.00000000 NS USD 37518.78000000 0.027151855838 Long EC CORP US N 1 N N N N/A N/A Bunge Ltd. 00CAH2WD0 -8.00000000 NC USD -160.00000000 -0.00011578993 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written Bunge Ltd. Bunge Ltd. 100.00000000 120.00000000 USD 2023-10-20 XXXX 429.88000000 N N N Linde plc 5299003QR1WT0EF88V51 Linde plc N/A 194.00000000 NS USD 72235.90000000 0.052276186570 Long EC CORP IE N 1 N N N N/A N/A ETRS N/A 1337.00000000 PA USD 1335.62000000 0.000966570919 N/A DE FR N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF Y 2023-12-15 0.00000000 USD 0.00000000 USD 1337.00000000 USD 1335.62000000 N N N Spirit AeroSystems, Inc. ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems, Inc. 85205TAL4 75000.00000000 PA USD 73565.82000000 0.053238632473 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N 2023-09-30 BlackRock Series Fund, Inc. Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX NPORT-EX 2 9.30_BLK_Gl_All_Port_Part_F.htm 9.30 GL ALL PT PT F
Consolidated
Schedule
of
Investments
(unaudited)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
2
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Pa
r
(
000)
Value
Asset-Backed
Securities
Cayman
Islands
—
0.3%
(a)(b)
Arbor
Realty
Commercial
Real
Estate
Notes
Ltd.,
Series
2022-FL2,
Class
A,
(1-mo.
CME
Term
SOFR
at
1.90%
Floor
+
1.85%),
7.18%,
05/15/37
.................
USD
100
$
99,125
Elmwood
CLO
II
Ltd.,
Series
2019-2A,
Class
BR,
(3-mo.
CME
Term
SOFR
at
1.65%
Floor
+
1.91%),
7.24%,
04/20/34
.................
250
248,125
Voya
CLO
Ltd.,
Series
2017-3A,
Class
A1R,
(3-mo.
CME
Term
SOFR
+
1.30%),
6.63%,
04/20/34
.......
150
149,139
496,389
Ireland
—
0.1%
OCP
Euro
CLO
DAC,
Series
2017-2X,
Class
B,
(3-mo.
EURIBOR
+
1.35%),
5.01%,
01/15/32
(b)(c)
..........
EUR
100
103,143
United
States
—
0.8%
AccessLex
Institute,
Series
2007-A,
Class
A3,
(3-mo.
LIBOR
USD
+
0.30%),
5.95%,
05/25/36
(b)
.....
USD
17
16,590
Ajax
Mortgage
Loan
Trust,
Series
2021-
E,
Class
A1,
1.74%,
12/25/60
(a)(b)
.
163
137,479
GoodLeap
Sustainable
Home
Solutions
Trust,
Series
2021-3CS,
Class
A,
2.10%,
05/20/48
(a)
...........
41
30,778
Mariner
Finance
Issuance
Trust,
Series
2020-AA,
Class
A,
2.19%,
08/21/34
(a)
................
89
86,097
Navient
Private
Education
Refi
Loan
Trust
(a)
Series
2021-DA,
Class
A,
(US
Prime
Rate
-
1.99%),
6.51%,
04/15/60
(b)
71
68,457
Series
2021-DA,
Class
C,
3.48%,
04/15/60
...............
110
96,399
Nelnet
Student
Loan
Trust
(a)
Series
2021-A,
Class
D,
4.93%,
04/20/62
...............
100
81,481
Series
2021-BA,
Class
C,
3.57%,
04/20/62
...............
100
79,439
Pagaya
AI
Debt
Selection
Trust,
Series
2021-2,
Class
NOTE,
3.00%,
01/25/29
(a)
................
41
39,274
RMIT
Cash
Management
LLC,
Series
2021-3,
Class
A,
3.88%,
10/17/33
(d)
200
174,000
SLM
Private
Education
Loan
Trust,
Series
2010-C,
Class
A5,
(1-mo.
CME
Term
SOFR
at
4.75%
Floor
+
4.86%),
10.20%,
10/15/41
(a)(b)
...
125
131,723
SMB
Private
Education
Loan
Trust,
Series
2021-A,
Class
C,
2.99%,
01/15/53
(a)
................
159
133,258
1,074,975
Total
Asset-Backed
Securities
—
1.2%
(Cost:
$1,833,051)
..............................
1,674,507
Security
Shares
Shares
Value
Common
Stocks
Australia
—
0.5%
ANZ
Group
Holdings
Ltd.
........
496
$
8,135
BHP
Group
Ltd.
...............
2,743
77,053
Endeavour
Group
Ltd.
..........
1,777
6,000
Glencore
plc
.................
71,493
407,118
Medibank
Pvt
Ltd.
.............
8,671
19,138
Metcash
Ltd.
.................
3,545
8,582
Newcrest
Mining
Ltd.
...........
206
3,246
Northern
Star
Resources
Ltd.
......
1,351
8,971
Origin
Energy
Ltd.
.............
3,335
18,779
Qantas
Airways
Ltd.
(e)
...........
2,968
9,826
Quintis
HoldCo
Pty.
Ltd.
(d)(e)
.......
218,994
1
South32
Ltd.
.................
5,319
11,485
Wesfarmers
Ltd.
..............
474
16,042
WiseTech
Global
Ltd.
...........
152
6,310
Woolworths
Group
Ltd.
..........
712
17,046
617,732
Belgium
—
0.0%
Ackermans
&
van
Haaren
NV
.....
30
4,533
KBC
Group
NV
...............
345
21,479
UCB
SA
....................
73
5,979
31,991
Brazil
—
0.2%
Ambev
SA
..................
23,871
62,307
B3
SA
-
Brasil
Bolsa
Balcao
.......
10,362
25,294
Cielo
SA
....................
36,790
25,836
Cosan
SA
...................
1,463
4,965
Embraer
SA
(e)
................
5,639
19,363
Engie
Brasil
Energia
SA
.........
420
3,464
Lojas
Renner
SA
..............
7,075
18,861
MercadoLibre,
Inc.
(e)
............
26
32,965
Petroreconcavo
S/A
............
165
687
Telefonica
Brasil
SA
............
2,021
17,277
TIM
SA
....................
1,243
3,697
Transmissora
Alianca
de
Energia
Eletrica
SA
................
822
5,657
220,373
Canada
—
1.4%
Barrick
Gold
Corp.
.............
2,796
40,615
BCE,
Inc.
...................
144
5,497
Brookfield
Corp.,
Class
A
.........
509
15,915
Cameco
Corp.
................
6,272
248,622
Canadian
National
Railway
Co.
....
703
76,131
Canadian
Natural
Resources
Ltd.
...
116
7,502
Canadian
Tire
Corp.
Ltd.,
Class
A
...
29
3,118
Enbridge,
Inc.
................
26,071
864,715
George
Weston
Ltd.
............
90
9,981
Loblaw
Cos.
Ltd.
..............
108
9,176
Metro,
Inc.
..................
1,080
56,089
National
Bank
of
Canada
........
97
6,444
Pembina
Pipeline
Corp.
.........
1,471
44,230
Rogers
Communications,
Inc.,
Class
B
806
30,946
Royal
Bank
of
Canada
..........
538
47,017
Shopify,
Inc.,
Class
A
(e)
..........
547
29,858
Suncor
Energy,
Inc.
............
9,493
326,463
Teck
Resources
Ltd.,
Class
B
.....
1,603
69,073
TELUS
Corp.
................
410
6,695
1,898,087
Cayman
Islands
—
0.0%
Teya
Services
Ltd.,
Series
C,
(Acquired
11/16/21,
cost
$73,809)
(d)(e)(f)
....
38
19,941
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
3
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
China
—
0.9%
Agricultural
Bank
of
China
Ltd.,
Class
H
19,000
$
7,065
Alibaba
Group
Holding
Ltd.
(e)
......
5,300
57,464
Anhui
Gujing
Distillery
Co.
Ltd.,
Class
B
100
1,676
Baidu,
Inc.,
Class
A
(e)
...........
2,600
43,760
BOC
Hong
Kong
Holdings
Ltd.
.....
1,500
4,095
BYD
Co.
Ltd.,
Class
H
..........
12,000
369,723
China
Construction
Bank
Corp.,
Class
H
......................
41,000
23,048
China
Merchants
Bank
Co.
Ltd.,
Class
H
......................
3,500
14,531
China
Tower
Corp.
Ltd.,
Class
H
(a)(c)
.
76,000
7,260
COSCO
SHIPPING
Energy
Transportation
Co.
Ltd.,
Class
A
..
2,100
3,891
Dongfang
Electric
Corp.
Ltd.,
Class
A
2,831
6,075
ENN
Energy
Holdings
Ltd.
........
700
5,768
Industrial
&
Commercial
Bank
of
China
Ltd.,
Class
H
...............
31,000
14,869
JA
Solar
Technology
Co.
Ltd.,
Class
A
900
3,168
JD
Health
International,
Inc.
(a)(c)(e)
...
850
4,368
JD.com,
Inc.,
Class
A
...........
804
11,697
Kindstar
Globalgene
Technology,
Inc.
(a)
(c)(d)(e)
....................
55,500
11,198
Lenovo
Group
Ltd.
.............
8,000
8,203
Li
Auto,
Inc.,
Class
A
(e)
..........
2,700
48,183
LONGi
Green
Energy
Technology
Co.
Ltd.,
Class
A
...............
16,361
61,440
Meituan
(a)(c)(e)
.................
1,730
25,044
Ningbo
Deye
Technology
Co.
Ltd.,
Class
A
..................
2,177
23,144
Nongfu
Spring
Co.
Ltd.,
Class
H
(a)(c)
..
1,200
6,882
NXP
Semiconductors
NV
........
149
29,788
PetroChina
Co.
Ltd.,
Class
H
......
22,000
16,488
Shanghai
Fosun
Pharmaceutical
Group
Co.
Ltd.,
Class
H
............
2,500
5,846
Shanxi
Xinghuacun
Fen
Wine
Factory
Co.
Ltd.,
Class
A
............
400
13,214
SITC
International
Holdings
Co.
Ltd.
.
5,000
8,389
Tencent
Holdings
Ltd.
...........
7,100
275,224
Trina
Solar
Co.
Ltd.,
Class
A
......
5,706
23,994
Trip.com
Group
Ltd.
(e)
...........
550
19,386
Want
Want
China
Holdings
Ltd.
....
5,000
3,259
Wilmar
International
Ltd.
.........
3,500
9,524
Yum
China
Holdings,
Inc.
........
142
7,912
1,175,576
Denmark
—
0.3%
AP
Moller
-
Maersk
A/S,
Class
B
....
21
37,777
DSV
A/S
....................
300
55,902
Novo
Nordisk
A/S,
Class
B
.......
3,665
333,703
427,382
Finland
—
0.0%
Elisa
OYJ
...................
411
19,059
Kesko
OYJ,
Class
B
............
239
4,282
Kone
OYJ,
Class
B
............
776
32,701
56,042
France
—
2.6%
Accor
SA
...................
3,508
117,990
AXA
SA
....................
624
18,513
BNP
Paribas
SA
..............
11,958
760,365
Bollore
SE
..................
1,302
6,988
Carrefour
SA
.................
629
10,803
Cie
de
Saint-Gobain
SA
.........
9,014
539,492
Dassault
Systemes
SE
..........
1,186
44,051
EssilorLuxottica
SA
............
2,613
454,520
Security
Shares
Shares
Value
France
(continued)
Hermes
International
SCA
........
44
$
80,204
Kering
SA
...................
554
251,717
La
Francaise
des
Jeux
SAEM
(a)(c)
...
693
22,508
L'Oreal
SA
..................
224
92,828
LVMH
Moet
Hennessy
Louis
Vuitton
SE
800
603,865
Remy
Cointreau
SA
............
35
4,267
SCOR
SE
...................
330
10,246
Societe
Generale
SA
...........
1,006
24,343
Teleperformance
SE
............
79
9,919
TotalEnergies
SE
..............
3,351
220,326
Vinci
SA
....................
3,374
373,269
Worldline
SA
(a)(c)(e)
.............
142
3,986
3,650,200
Germany
—
1.9%
BASF
SE
...................
218
9,868
Bayer
AG
(Registered)
..........
4,211
202,231
Bayerische
Motoren
Werke
AG
....
967
98,215
Carl
Zeiss
Meditec
AG
..........
121
10,548
Commerzbank
AG
.............
10,996
124,797
Continental
AG
...............
245
17,214
Deutsche
Lufthansa
AG
(Registered)
(e)
578
4,574
Fresenius
SE
&
Co.
KGaA
........
241
7,486
Lanxess
AG
.................
842
21,287
Mercedes-Benz
Group
AG
........
4,893
340,537
Merck
KGaA
.................
314
52,346
Muenchener
Rueckversicherungs-
Gesellschaft
AG
(Registered)
....
39
15,189
SAP
SE
....................
6,030
780,535
SAP
SE,
ADR
(g)
...............
500
64,660
Scout24
SE
(a)(c)
...............
198
13,729
Siemens
AG
(Registered)
........
4,936
705,398
Symrise
AG
.................
628
59,785
Telefonica
Deutschland
Holding
AG
.
7,970
14,255
thyssenkrupp
AG
..............
2,562
19,477
United
Internet
AG
(Registered)
....
140
2,992
Zalando
SE
(a)(c)(e)
..............
1,731
38,460
2,603,583
Hong
Kong
—
0.3%
AIA
Group
Ltd.
...............
35,000
283,050
ASMPT
Ltd.
.................
1,000
8,910
CK
Asset
Holdings
Ltd.
..........
2,000
10,505
Hang
Seng
Bank
Ltd.
...........
700
8,685
Hongkong
Land
Holdings
Ltd.
.....
1,600
5,706
MTR
Corp.
Ltd.
...............
2,000
7,901
Orient
Overseas
International
Ltd.
..
1,500
19,979
Prudential
plc
................
1,122
12,061
WH
Group
Ltd.
(a)(c)
.............
14,000
7,328
364,125
India
—
0.1%
Bajaj
Auto
Ltd.
................
282
17,152
Eicher
Motors
Ltd.
.............
195
8,079
HCL
Technologies
Ltd.
..........
355
5,262
Indian
Oil
Corp.
Ltd.
............
4,444
4,861
Kotak
Mahindra
Bank
Ltd.
........
524
10,920
Tata
Consultancy
Services
Ltd.
....
156
6,605
Think
&
Learn
Pvt
Ltd.,
Series
F,
(Acquired
12/11/20,
cost
$67,547)
(d)
(e)(f)
.....................
45
33,894
86,773
Indonesia
—
0.0%
Bank
Central
Asia
Tbk.
PT
........
38,100
21,707
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
4
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
Ireland
—
0.0%
Kingspan
Group
plc
............
766
$
57,207
Israel
—
0.3%
Nice
Ltd.,
ADR
(e)(g)
.............
2,252
382,840
Italy
—
0.6%
Coca-Cola
HBC
AG
............
895
24,473
Enel
SpA
...................
3,089
18,944
Ferrari
NV
..................
611
180,114
FinecoBank
Banca
Fineco
SpA
....
1,067
12,884
Intesa
Sanpaolo
SpA
...........
112,630
288,470
Snam
SpA
..................
3,584
16,817
UniCredit
SpA
................
10,907
259,875
801,577
Japan
—
4.0%
AGC,
Inc.
...................
100
3,505
Alfresa
Holdings
Corp.
..........
500
8,198
ANA
Holdings,
Inc.
(e)
............
300
6,281
Aozora
Bank
Ltd.
(g)
.............
800
16,344
Astellas
Pharma,
Inc.
...........
3,550
49,138
Bank
of
Kyoto
Ltd.
(The)
.........
200
11,273
BayCurrent
Consulting,
Inc.
.......
1,100
36,655
Bridgestone
Corp.
.............
300
11,690
Chugai
Pharmaceutical
Co.
Ltd.
....
200
6,167
Coca-Cola
Bottlers
Japan
Holdings,
Inc.
.....................
500
6,569
East
Japan
Railway
Co.
.........
100
5,723
FANUC
Corp.
................
13,200
343,298
FUJIFILM
Holdings
Corp.
........
900
52,065
Heiwa
Corp.
.................
200
2,870
Honda
Motor
Co.
Ltd.
...........
27,300
307,117
Hoya
Corp.
..................
2,559
262,086
Ito
En
Ltd.
...................
200
6,424
Japan
Airlines
Co.
Ltd.
..........
25,900
503,216
Japan
Post
Bank
Co.
Ltd.
........
2,000
17,404
Jeol
Ltd.
....................
100
2,975
JFE
Holdings,
Inc.
.............
700
10,251
Kakaku.com,
Inc.
..............
900
9,114
Kamigumi
Co.
Ltd.
.............
300
6,178
Kawasaki
Heavy
Industries
Ltd.
....
700
16,936
Kawasaki
Kisen
Kaisha
Ltd.
(g)
.....
900
30,713
Kewpie
Corp.
................
300
4,823
Keyence
Corp.
...............
1,381
510,730
Komatsu
Ltd.
................
7,100
191,495
Kose
Corp.
..................
2,000
144,964
Kyocera
Corp.
................
200
10,140
Lixil
Corp.
...................
2,200
25,568
M3,
Inc.
....................
200
3,628
Makita
Corp.
.................
300
7,398
Mani,
Inc.
...................
300
3,638
Marubeni
Corp.
...............
600
9,353
Mazda
Motor
Corp.
............
1,500
17,032
Medipal
Holdings
Corp.
..........
300
5,071
MEIJI
Holdings
Co.
Ltd.
.........
400
9,942
Mitsubishi
Electric
Corp.
.........
500
6,177
Mitsubishi
Heavy
Industries
Ltd.
....
400
22,311
Mitsubishi
Motors
Corp.
.........
6,300
27,457
Mitsubishi
UFJ
Financial
Group,
Inc.
.
89,200
755,895
Mitsui
&
Co.
Ltd.
..............
9,000
326,430
Mitsui
OSK
Lines
Ltd.
(g)
..........
1,200
32,975
Money
Forward,
Inc.
(e)
..........
200
6,384
NET
One
Systems
Co.
Ltd.
.......
600
11,386
Nihon
M&A
Center
Holdings,
Inc.
...
1,500
7,209
Nintendo
Co.
Ltd.
..............
1,000
41,553
Nippon
Paint
Holdings
Co.
Ltd.
.....
1,500
10,074
Security
Shares
Shares
Value
Japan
(continued)
Nippon
Steel
Corp.
.............
300
$
7,028
Nippon
Yusen
KK
..............
2,600
67,509
Nomura
Research
Institute
Ltd.
....
1,800
46,785
Oracle
Corp.
Japan
............
100
7,407
Otsuka
Corp.
................
600
25,385
Pigeon
Corp.
.................
400
4,515
Rakus
Co.
Ltd.
...............
2,600
35,671
Santen
Pharmaceutical
Co.
Ltd.
....
800
7,340
Sega
Sammy
Holdings,
Inc.
.......
1,100
20,287
Sekisui
House
Ltd.
.............
300
5,970
SG
Holdings
Co.
Ltd.
...........
500
6,401
Shimano,
Inc.
................
100
13,384
Shin-Etsu
Chemical
Co.
Ltd.
......
1,100
31,950
Shiseido
Co.
Ltd.
..............
1,800
63,079
Skylark
Holdings
Co.
Ltd.
(e)
.......
600
8,207
SMC
Corp.
..................
700
313,784
SoftBank
Corp.
...............
700
7,923
Sojitz
Corp.
..................
200
4,381
Sompo
Holdings,
Inc.
...........
200
8,571
Stanley
Electric
Co.
Ltd.
.........
600
9,475
Suzuken
Co.
Ltd.
..............
200
6,185
Sysmex
Corp.
................
5,700
270,848
Takeda
Pharmaceutical
Co.
Ltd.
....
1,700
52,694
Terumo
Corp.
................
600
15,882
Tokyo
Electron
Ltd.
............
400
54,637
TOTO
Ltd.
..................
600
15,483
Toyota
Motor
Corp.
............
24,500
439,538
Yakult
Honsha
Co.
Ltd.
..........
200
4,857
ZOZO,
Inc.
..................
2,200
40,285
5,519,284
Jordan
—
0.0%
Hikma
Pharmaceuticals
plc
.......
253
6,424
Luxembourg
—
0.0%
ArcelorMittal
SA
...............
790
19,778
Mexico
—
0.1%
Fibra
Uno
Administracion
SA
de
CV
.
11,108
18,580
Fomento
Economico
Mexicano
SAB
de
CV
.....................
1,637
17,845
Grupo
Aeroportuario
del
Sureste
SAB
de
CV,
Class
B
.............
535
13,110
Grupo
Financiero
Banorte
SAB
de
CV,
Class
O
..................
2,279
19,102
Southern
Copper
Corp.
(g)
.........
278
20,930
Wal-Mart
de
Mexico
SAB
de
CV
....
15,609
58,916
148,483
Netherlands
—
2.3%
ABN
AMRO
Bank
NV,
CVA
(a)(c)
.....
3,629
51,287
ASML
Holding
NV
.............
1,542
907,853
BE
Semiconductor
Industries
NV
...
319
31,200
ING
Groep
NV
................
65,710
866,062
Koninklijke
Ahold
Delhaize
NV
.....
323
9,735
Koninklijke
Vopak
NV
...........
1,279
43,750
Shell
plc
....................
28,646
922,198
Shell
plc,
ADR
(g)
...............
5,503
354,283
Wolters
Kluwer
NV
.............
105
12,713
3,199,081
Norway
—
0.1%
Equinor
ASA
.................
2,798
91,696
Norsk
Hydro
ASA
..............
687
4,299
95,995
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
5
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
Peru
—
0.0%
Credicorp
Ltd.
................
78
$
9,982
Saudi
Arabia
—
0.0%
Dr
Sulaiman
Al
Habib
Medical
Services
Group
Co.
................
56
3,519
Saudi
Arabian
Oil
Co.
(a)(c)
.........
522
4,863
Saudi
Telecom
Co.
.............
1,031
10,340
18,722
Singapore
—
0.1%
DBS
Group
Holdings
Ltd.
........
200
4,912
Genting
Singapore
Ltd.
..........
19,800
12,223
Keppel
Corp.
Ltd.
..............
2,300
11,421
NetLink
NBN
Trust
(c)
............
3,700
2,271
Oversea-Chinese
Banking
Corp.
Ltd.
1,200
11,222
Seatrium
Ltd.
(e)
...............
95,962
9,383
Singapore
Airlines
Ltd.
..........
1,900
8,963
Singapore
Technologies
Engineering
Ltd.
.....................
3,900
11,130
Singapore
Telecommunications
Ltd.
.
7,800
13,807
STMicroelectronics
NV
..........
1,679
72,404
Venture
Corp.
Ltd.
.............
600
5,418
163,154
South
Africa
—
0.0%
Anglo
American
Platinum
Ltd.
.....
179
6,681
Anglo
American
plc
............
626
17,189
Capitec
Bank
Holdings
Ltd.
.......
171
15,462
Kumba
Iron
Ore
Ltd.
............
636
15,277
54,609
South
Korea
—
0.5%
Amorepacific
Corp.
............
1,439
130,031
DB
Insurance
Co.
Ltd.
..........
103
6,825
Fila
Holdings
Corp.
............
164
4,382
GS
Engineering
&
Construction
Corp.
711
7,397
Hana
Financial
Group,
Inc.
.......
220
6,892
Hanwha
Aerospace
Co.
Ltd.
......
130
10,061
HD
Hyundai
Infracore
Co.
Ltd.
.....
5,758
45,214
Hyundai
Marine
&
Fire
Insurance
Co.
Ltd.
.....................
211
5,066
KB
Financial
Group,
Inc.
.........
1,290
52,615
Korea
Shipbuilding
&
Offshore
Engineering
Co.
Ltd.
(e)
........
65
5,342
Meritz
Financial
Group,
Inc.
(e)
......
395
16,165
NCSoft
Corp.
................
192
31,567
Samsung
C&T
Corp.
...........
167
13,315
Samsung
Electronics
Co.
Ltd.
.....
1,278
64,608
Samsung
Fire
&
Marine
Insurance
Co.
Ltd.
.....................
186
35,773
SK
Hynix,
Inc.
................
2,836
240,109
675,362
Spain
—
0.5%
Aena
SME
SA
(a)(c)
..............
53
7,975
Banco
Santander
SA
...........
5,302
20,190
Cellnex
Telecom
SA
(a)(c)
..........
17,911
622,981
Endesa
SA
..................
354
7,205
Industria
de
Diseno
Textil
SA
......
873
32,486
Repsol
SA
..................
328
5,395
696,232
Sweden
—
0.3%
Assa
Abloy
AB,
Class
B
.........
6,932
150,623
Atlas
Copco
AB,
Class
A
.........
1,018
13,672
Epiroc
AB,
Class
A
.............
748
14,202
Evolution
AB
(a)(c)
...............
101
10,192
Hexagon
AB,
Class
B
...........
1,159
9,864
Security
Shares
Shares
Value
Sweden
(continued)
Industrivarden
AB,
Class
A
.......
354
$
9,335
Nibe
Industrier
AB,
Class
B
.......
6,149
40,201
SKF
AB,
Class
B
..............
2,139
35,511
Telefonaktiebolaget
LM
Ericsson,
Class
B
......................
3,773
18,381
Telia
Co.
AB
.................
17,216
35,511
Volvo
Car
AB,
Class
B
(e)
.........
990
4,004
341,496
Switzerland
—
0.7%
Alcon,
Inc.
..................
6,446
497,421
Barry
Callebaut
AG
(Registered)
....
5
7,951
Clariant
AG
(Registered)
.........
1,818
28,664
Flughafen
Zurich
AG
(Registered)
...
43
8,187
Geberit
AG
(Registered)
.........
18
8,976
Julius
Baer
Group
Ltd.
..........
93
5,953
Kuehne
+
Nagel
International
AG
(Registered)
...............
187
53,133
Lonza
Group
AG
(Registered)
.....
513
237,287
Novartis
AG
(Registered)
........
1,527
155,950
PSP
Swiss
Property
AG
(Registered)
44
5,191
Swisscom
AG
(Registered)
.......
16
9,501
1,018,214
Taiwan
—
0.5%
Acer,
Inc.
...................
4,000
4,507
ASE
Technology
Holding
Co.
Ltd.
...
3,000
10,240
Asustek
Computer,
Inc.
..........
2,000
22,758
Chunghwa
Telecom
Co.
Ltd.
......
7,000
25,161
Compal
Electronics,
Inc.
.........
17,000
16,199
Eva
Airways
Corp.
.............
33,000
30,444
Far
EasTone
Telecommunications
Co.
Ltd.
.....................
4,000
9,010
Lite-On
Technology
Corp.
........
3,000
11,326
MediaTek,
Inc.
................
1,000
22,863
Quanta
Computer,
Inc.
..........
9,000
67,357
Taiwan
Mobile
Co.
Ltd.
..........
3,000
8,795
Taiwan
Semiconductor
Manufacturing
Co.
Ltd.
..................
31,000
505,494
Wistron
Corp.
................
5,000
15,834
749,988
United
Arab
Emirates
—
0.0%
NMC
Health
plc
(d)(e)
.............
8,338
—
United
Kingdom
—
2.3%
AstraZeneca
plc
..............
3,359
453,077
AstraZeneca
plc,
ADR
..........
2,441
165,305
Auto
Trader
Group
plc
(a)(c)
........
6,083
45,707
BAE
Systems
plc
..............
40,837
496,245
Barclays
plc
.................
85,801
165,375
BP
plc
.....................
5,552
35,788
British
American
Tobacco
plc
......
704
22,105
Bunzl
plc
...................
100
3,561
Burberry
Group
plc
.............
1,022
23,685
CNH
Industrial
NV
.............
3,156
38,313
Compass
Group
plc
............
11,207
272,796
Direct
Line
Insurance
Group
plc
(e)
...
5,648
11,816
Dowlais
Group
plc
.............
3,863
5,062
Genius
Sports
Ltd.
(e)
............
5,166
27,535
Kingfisher
plc
................
4,422
12,004
Legal
&
General
Group
plc
.......
3,363
9,074
Lloyds
Banking
Group
plc
........
90,952
48,877
London
Stock
Exchange
Group
plc
..
860
86,194
National
Grid
plc
..............
510
6,099
NatWest
Group
plc
.............
10,201
29,181
Pearson
plc
.................
1,765
18,622
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
6
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
United
Kingdom
(continued)
RELX
plc
...................
8,960
$
302,310
Spirax-Sarco
Engineering
plc
......
1,019
117,953
Standard
Chartered
plc
..........
866
7,965
Unilever
plc
..................
15,683
775,788
3,180,437
United
States
—
37.7%
3M
Co.
.....................
473
44,282
Abbott
Laboratories
(g)
...........
6,182
598,727
AbbVie,
Inc.
.................
133
19,825
Activision
Blizzard,
Inc.
..........
886
82,956
Adobe,
Inc.
(e)
.................
230
117,277
Advanced
Micro
Devices,
Inc.
(e)
....
3,683
378,686
AES
Corp.
(The)
..............
956
14,531
Air
Products
&
Chemicals,
Inc.
.....
1,593
451,456
Aiven,
Inc.
(d)(e)
................
647
47,367
Albemarle
Corp.
(g)
.............
1,593
270,874
Allegion
plc
..................
247
25,737
Allstate
Corp.
(The)
............
459
51,137
Alphabet,
Inc.,
Class
C
(e)(h)
........
17,560
2,315,286
Amazon.com,
Inc.
(e)(h)
...........
14,225
1,808,282
American
Airlines
Group,
Inc.
(e)
.....
823
10,543
American
International
Group,
Inc.
..
297
17,998
American
Tower
Corp.
..........
2,456
403,889
Amgen,
Inc.
.................
102
27,414
ANSYS,
Inc.
(e)
................
678
201,739
Aon
plc,
Class
A
..............
33
10,699
APA
Corp.
..................
253
10,398
Apple,
Inc.
..................
15,138
2,591,777
Applied
Materials,
Inc.
..........
2,993
414,381
Aptiv
plc
(e)
...................
2,657
261,954
Archer-Daniels-Midland
Co.
.......
5,162
389,318
Assurant,
Inc.
................
134
19,240
Astra
Space,
Inc.,
Class
A
(e)
.......
390
722
AT&T,
Inc.
...................
1,558
23,401
Atlassian
Corp.,
Class
A
(e)
........
193
38,891
Autodesk,
Inc.
(e)
...............
497
102,834
AutoZone,
Inc.
(e)
..............
13
33,020
Ball
Corp.
...................
180
8,960
Berkshire
Hathaway,
Inc.,
Class
B
(e)
.
182
63,755
Boeing
Co.
(The)
(e)
.............
167
32,011
Booking
Holdings,
Inc.
(e)
.........
63
194,289
Boston
Scientific
Corp.
(e)(h)
........
14,667
774,418
Broadcom,
Inc.
...............
20
16,612
Bunge
Ltd.
..................
3,614
391,216
Cadence
Design
Systems,
Inc.
(e)
...
1,282
300,373
California
Resources
Corp.
(g)
......
634
35,510
Campbell
Soup
Co.
(g)
...........
324
13,310
Centene
Corp.
(e)
..............
1,257
86,582
CF
Industries
Holdings,
Inc.
.......
4,596
394,061
CH
Robinson
Worldwide,
Inc.
.....
91
7,838
Charter
Communications,
Inc.,
Class
A
(e)
.....................
691
303,916
Chesapeake
Energy
Corp.
(g)
......
119
10,261
Chevron
Corp.
................
287
48,394
Chubb
Ltd.
..................
2,557
532,316
Cigna
Group
(The)
.............
243
69,515
Cintas
Corp.
.................
78
37,519
Cisco
Systems,
Inc.
............
293
15,752
Citigroup,
Inc.
................
630
25,912
Clorox
Co.
(The)
..............
241
31,585
CME
Group,
Inc.,
Class
A
........
234
46,851
Coca-Cola
Co.
(The)
...........
1,421
79,548
Colgate-Palmolive
Co.
..........
722
51,341
Comcast
Corp.,
Class
A
.........
7,024
311,444
ConocoPhillips
...............
3,896
466,741
Security
Shares
Shares
Value
United
States
(continued)
Constellation
Brands,
Inc.,
Class
A
..
417
$
104,805
Costco
Wholesale
Corp.
.........
1,136
641,795
Coterra
Energy,
Inc.
............
175
4,734
CRH
plc
....................
103
5,679
Crowdstrike
Holdings,
Inc.,
Class
A
(e)
.
1,085
181,607
Crown
Holdings,
Inc.
...........
153
13,537
Crown
PropTech
Acquisitions
(d)(e)
...
317
—
Crown
PropTech
Acquisitions
(d)(e)
...
1,464
937
Crown
PropTech
Acquisitions,
Class
A
(e)
845
8,872
CSL
Ltd.
....................
233
37,537
Cummins,
Inc.
................
75
17,135
CVS
Health
Corp.
.............
871
60,813
Datadog,
Inc.,
Class
A
(e)
.........
2,935
267,349
Davidson
Kempner
Merchant
Co-Invest
Fund
LP,
(Acquired
04/07/21,
cost
$36,787)
(e)(f)(i)
...............
—
(j)
180,461
Deere
&
Co.
.................
46
17,359
Dell
Technologies,
Inc.,
Class
C
....
266
18,327
Delta
Air
Lines,
Inc.
............
5,008
185,296
Dexcom,
Inc.
(e)
...............
1,699
158,517
Dollar
Tree,
Inc.
(e)
..............
64
6,813
DR
Horton,
Inc.
...............
465
49,974
Duke
Energy
Corp.
............
298
26,301
eBay,
Inc.
...................
443
19,532
Edison
International
............
75
4,747
Edwards
Lifesciences
Corp.
(e)
.....
3,304
228,901
Electronic
Arts,
Inc.
............
320
38,528
Element
Solutions,
Inc.
..........
1,362
26,709
Eli
Lilly
&
Co.
................
1,311
704,177
Enterprise
Products
Partners
LP
....
1,399
38,291
EOG
Resources,
Inc.
...........
496
62,873
Epic
Games,
Inc.,
(Acquired
07/02/20,
cost
$189,750)
(d)(e)(f)
..........
330
220,189
EQT
Corp.
(g)
.................
1,314
53,322
Equitrans
Midstream
Corp.
.......
209
1,958
Equity
Residential
.............
1,101
64,640
Estee
Lauder
Cos.,
Inc.
(The),
Class
A
327
47,268
Etsy,
Inc.
(e)
..................
190
12,270
Eversource
Energy
............
1,065
61,930
Expedia
Group,
Inc.
(e)
...........
103
10,616
Experian
plc
.................
681
22,274
Exxon
Mobil
Corp.
.............
276
32,452
F5,
Inc.
(e)
...................
2,291
369,172
FactSet
Research
Systems,
Inc.
....
28
12,243
Fair
Isaac
Corp.
(e)
..............
53
46,032
Fanatics
Holdings,
Inc.,
Class
A,
(Acquired
08/17/22,
cost
$301,006)
(d)
(e)(f)
.....................
4,437
318,798
Fastenal
Co.
.................
764
41,745
FedEx
Corp.
.................
22
5,828
Ferguson
plc
.................
139
22,875
Fidelity
National
Information
Services,
Inc.
.....................
1,233
68,148
First
Citizens
BancShares,
Inc.,
Class
A
18
24,842
First
Solar,
Inc.
(e)
..............
181
29,248
Floor
&
Decor
Holdings,
Inc.,
Class
A
(e)
1,210
109,505
Ford
Motor
Co.
...............
9,219
114,500
Fortinet,
Inc.
(e)
................
4,303
252,500
Fortive
Corp.
.................
10,359
768,223
Franklin
Resources,
Inc.
(g)
........
732
17,993
Freeport-McMoRan,
Inc.
.........
8,917
332,515
General
Dynamics
Corp.
.........
426
94,133
General
Mills,
Inc.
.............
427
27,324
General
Motors
Co.
............
3,891
128,286
Gilead
Sciences,
Inc.
...........
1,036
77,638
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
7
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
United
States
(continued)
Goldman
Sachs
Group,
Inc.
(The)
..
222
$
71,833
Grand
Rounds,
Inc.,
(Acquired
02/11/22,
cost
$179,056)
(d)(e)(f)
....
67,553
74,984
Green
Plains,
Inc.
(e)
............
1,170
35,217
GSK
plc
....................
1,451
26,254
Halliburton
Co.
...............
396
16,038
Hartford
Financial
Services
Group,
Inc.
(The)
....................
621
44,035
HawkEye
360,
Inc.
(d)(e)
...........
4,447
40,067
HCA
Healthcare,
Inc.
...........
322
79,206
Healthpeak
Properties,
Inc.
.......
2,721
49,958
Hershey
Co.
(The)
.............
29
5,802
Hilton
Worldwide
Holdings,
Inc.
....
2,085
313,125
Holcim
AG
..................
249
15,938
Home
Depot,
Inc.
(The)
.........
65
19,640
Hormel
Foods
Corp.
............
134
5,096
Humana,
Inc.
................
1,832
891,305
iHeartMedia,
Inc.,
Class
A
(e)
.......
60
190
Illinois
Tool
Works,
Inc.
..........
66
15,200
Incyte
Corp.
(e)
................
70
4,044
Informatica,
Inc.,
Class
A
(e)
.......
2,371
49,957
Ingersoll
Rand,
Inc.
............
3,633
231,495
Insulet
Corp.
(e)
................
146
23,286
International
Flavors
&
Fragrances,
Inc.
89
6,067
International
Paper
Co.
..........
1,418
50,296
Intuit,
Inc.
...................
403
205,909
Intuitive
Surgical,
Inc.
(e)
..........
1,381
403,653
Invesco
Ltd.
.................
2,534
36,794
J
M
Smucker
Co.
(The)
..........
59
7,252
Jawbone
Health
Hub,
Inc.,
(Acquired
01/24/17,
cost
$0)
(d)(e)(f)
........
6,968
—
Johnson
&
Johnson
............
2,639
411,024
Johnson
Controls
International
plc
..
282
15,005
JPMorgan
Chase
&
Co.
.........
4,775
692,471
Kellogg
Co.
..................
197
11,723
Kenvue,
Inc.
.................
10,004
200,880
Keurig
Dr
Pepper,
Inc.
..........
268
8,461
Keysight
Technologies,
Inc.
(e)
......
633
83,752
Kimberly-Clark
Corp.
...........
282
34,080
Kinder
Morgan,
Inc.
............
1,249
20,708
KLA
Corp.
...................
530
243,090
Kroger
Co.
(The)
..............
116
5,191
Lam
Research
Corp.
...........
80
50,142
Las
Vegas
Sands
Corp.
.........
2,324
106,532
Latch,
Inc.
(e)
.................
4,082
3,837
Lennar
Corp.,
Class
A
...........
599
67,226
Liberty
Media
Corp.-Liberty
Live,
Class
A
(e)
.....................
927
29,590
Liberty
Media
Corp.-Liberty
Live,
Class
C
(e)
.....................
887
28,473
Liberty
Media
Corp.-Liberty
SiriusXM
(e)
3,061
77,920
Lincoln
National
Corp.
..........
256
6,321
Linde
plc
...................
194
72,236
Lions
Gate
Entertainment
Corp.,
Class
A
(e)(g)
....................
2,412
20,454
Lockheed
Martin
Corp.
..........
1,167
477,256
Lookout,
Inc.,
(Acquired
03/04/15,
cost
$16,643)
(d)(e)(f)
..............
1,457
3,220
LPL
Financial
Holdings,
Inc.
.......
3,131
744,082
Lululemon
Athletica,
Inc.
(e)
........
61
23,522
M/I
Homes,
Inc.
(e)
..............
442
37,146
Marathon
Oil
Corp.
.............
916
24,503
Marathon
Petroleum
Corp.
.......
445
67,346
MarketAxess
Holdings,
Inc.
.......
223
47,642
Marriott
International,
Inc.,
Class
A
..
62
12,187
Security
Shares
Shares
Value
United
States
(continued)
Marsh
&
McLennan
Cos.,
Inc.
(h)
....
6,089
$
1,158,737
Marvell
Technology,
Inc.
.........
857
46,389
Masco
Corp.
.................
1,557
83,222
Masimo
Corp.
(e)
...............
331
29,022
Mastercard,
Inc.,
Class
A
.........
2,851
1,128,739
McDonald's
Corp.
(h)
............
1,597
420,714
McKesson
Corp.
..............
81
35,223
Medtronic
plc
................
67
5,250
Merck
&
Co.,
Inc.
..............
6,473
666,395
Meritage
Homes
Corp.
..........
215
26,314
Meta
Platforms,
Inc.,
Class
A
(e)
.....
585
175,623
MetLife,
Inc.
.................
780
49,070
Mettler-Toledo
International,
Inc.
(e)
..
60
66,484
MGM
Resorts
International
.......
2,769
101,788
Microchip
Technology,
Inc.
........
322
25,132
Micron
Technology,
Inc.
..........
4,339
295,182
Microsoft
Corp.
(h)
..............
11,166
3,525,665
Mirion
Technologies,
Inc.,
Class
A
(e)
.
1,997
14,918
Mirion
Technologies,
Inc.,
Class
A
(e)
.
20,100
150,147
Moderna,
Inc.
(e)
...............
176
18,179
Moody's
Corp.
................
154
48,690
Morgan
Stanley
...............
322
26,298
Mr
Cooper
Group,
Inc.
(e)
.........
798
42,741
MSCI,
Inc.
..................
59
30,272
Nasdaq,
Inc.
.................
1,536
74,634
Nestle
SA
(Registered)
..........
10,676
1,208,481
Netflix,
Inc.
(e)
.................
155
58,528
New
York
Community
Bancorp,
Inc.
.
700
7,938
NextEra
Energy,
Inc.
...........
10,428
597,420
NIKE,
Inc.,
Class
B
............
1,110
106,138
Northrop
Grumman
Corp.
........
1,654
728,074
Nucor
Corp.
.................
166
25,954
NVIDIA
Corp.
................
2,092
909,999
NVR,
Inc.
(e)
..................
3
17,890
Omnicom
Group,
Inc.
...........
297
22,121
Opendoor
Technologies,
Inc.
(e)
.....
5,720
15,101
O'Reilly
Automotive,
Inc.
(e)
........
9
8,180
Otis
Worldwide
Corp.
...........
1,052
84,486
PACCAR,
Inc.
................
212
18,024
Palo
Alto
Networks,
Inc.
(e)
........
984
230,689
Park
Hotels
&
Resorts,
Inc.
.......
997
12,283
Paycom
Software,
Inc.
..........
254
65,855
Peloton
Interactive,
Inc.,
Class
A
(e)
..
4,129
20,851
PepsiCo,
Inc.
................
798
135,213
Pfizer,
Inc.
..................
8,576
284,466
Phillips
66
...................
271
32,561
Pioneer
Natural
Resources
Co.
....
140
32,137
Playstudios,
Inc.
(e)
.............
6,121
19,465
Progressive
Corp.
(The)
.........
2,253
313,843
Proof
Acquisition
Corp.
I
(d)(e)
.......
807
3,091
Public
Service
Enterprise
Group,
Inc.
90
5,122
Regeneron
Pharmaceuticals,
Inc.
(e)
..
19
15,636
ResMed,
Inc.
................
65
9,612
Roche
Holding
AG
.............
855
233,416
Rockwell
Automation,
Inc.
........
1,490
425,946
Rollins,
Inc.
..................
2,271
84,776
Ross
Stores,
Inc.
..............
95
10,730
Royal
Caribbean
Cruises
Ltd.
(e)
....
652
60,075
RTX
Corp.
..................
823
59,231
RXO,
Inc.
(e)
..................
413
8,149
S&P
Global,
Inc.
..............
524
191,475
Salesforce,
Inc.
(e)
..............
2,539
514,858
Sanofi
.....................
3,191
342,634
Sarcos
Technology
&
Robotics
Corp.
(e)
228
195
Sarcos
Technology
&
Robotics
Corp.
(e)
115
86
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
8
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
United
States
(continued)
Sarcos
Technology
&
Robotics
Corp.
(e)
4,596
$
3,927
Schlumberger
NV
.............
1,664
97,011
Schneider
Electric
SE
...........
136
22,412
Seagate
Technology
Holdings
plc
(g)
..
732
48,275
Sealed
Air
Corp.
..............
145
4,765
Sempra
....................
10,989
747,582
ServiceNow,
Inc.
(e)
.............
13
7,266
Skyworks
Solutions,
Inc.
.........
124
12,225
Snorkel
AI,
Inc.,
Series
B,
(Acquired
06/30/21,
cost
$7,945)
(d)(e)(f)
.....
529
4,602
Sonder
Holdings,
Inc.,
Class
A
(e)
....
317
2,603
Space
Exploration
Technologies
Corp.,
Class
A,
(Acquired
08/21/23,
cost
$65,367)
(d)(e)(f)
..............
807
65,367
Space
Exploration
Technologies
Corp.,
Class
C,
(Acquired
08/21/23,
cost
$70,227)
(d)(e)(f)
..............
867
70,227
Starbucks
Corp.
...............
3,105
283,393
Sun
Country
Airlines
Holdings,
Inc.
(e)
.
7,468
110,825
Symbotic
Corp.,
Class
A
(e)
........
12
401
Synchrony
Financial
............
630
19,259
T.
Rowe
Price
Group,
Inc.
........
99
10,382
Tapestry,
Inc.
.................
928
26,680
TE
Connectivity
Ltd.
............
2,840
350,825
Teleflex,
Inc.
.................
27
5,303
Tesla,
Inc.
(e)(h)
................
3,343
836,485
Texas
Capital
Bancshares,
Inc.
(e)
...
159
9,365
Texas
Instruments,
Inc.
..........
40
6,360
Thermo
Fisher
Scientific,
Inc.
(h)
.....
1,292
653,972
TJX
Cos.,
Inc.
(The)
............
4,395
390,628
Trane
Technologies
plc
..........
42
8,522
TransDigm
Group,
Inc.
(e)
.........
116
97,803
Transocean
Ltd.
(e)(g)
............
9,067
74,440
Travelers
Cos.,
Inc.
(The)
........
322
52,586
Uber
Technologies,
Inc.
(e)
........
2,000
91,980
United
Airlines
Holdings,
Inc.
(e)
.....
5,117
216,449
United
Parcel
Service,
Inc.,
Class
B
.
2,282
355,695
United
States
Steel
Corp.
........
1,164
37,807
UnitedHealth
Group,
Inc.
.........
2,529
1,275,097
Universal
Health
Services,
Inc.,
Class
B
74
9,304
Valero
Energy
Corp.
............
3,099
439,159
VeriSign,
Inc.
(e)
...............
847
171,543
Verisk
Analytics,
Inc.
............
693
163,714
Verizon
Communications,
Inc.
.....
576
18,668
Vertex
Pharmaceuticals,
Inc.
(e)
.....
22
7,650
Viatris,
Inc.
..................
991
9,771
VICI
Properties,
Inc.
............
716
20,836
Visa,
Inc.,
Class
A
(g)
............
1,361
313,044
Vulcan
Materials
Co.
...........
1,470
296,969
Walgreens
Boots
Alliance,
Inc.
.....
1,530
34,027
Walmart,
Inc.
.................
3,115
498,182
Walt
Disney
Co.
(The)
(e)
.........
5,572
451,611
WEC
Energy
Group,
Inc.
.........
420
33,831
Williams
Cos.,
Inc.
(The)
.........
1,107
37,295
Willis
Towers
Watson
plc
.........
339
70,837
Wynn
Resorts
Ltd.
.............
152
14,046
Xcel
Energy,
Inc.
..............
712
40,741
Yum!
Brands,
Inc.
.............
95
11,869
Zoetis,
Inc.,
Class
A
............
1,150
200,077
Zscaler,
Inc.
(e)
................
856
133,185
52,125,840
Total
Common
Stocks
—
58.2%
(Cost:
$78,314,268)
..............................
80,438,217
Security
Par
(000)
Pa
r
(
000)
Value
Corporate
Bonds
Australia
—
0.3%
Mineral
Resources
Ltd.,
9.25%
,
10/01/28
(a)
................
USD
19
$
19,190
Oceana
Australian
Fixed
Income
Trust
(d)
12.00%,
08/31/25
...........
AUD
32
20,550
12.50%,
08/31/26
...........
47
30,161
12.50%,
08/31/27
...........
79
50,666
Quintis
Australia
Pty.
Ltd.
(a)(d)(k)
13.51%,
(13.51%
Cash
or
8.00%
PIK),
10/01/26
...........
USD
463
296,622
0.00%,
(0.00%
Cash
or
12.00%
PIK),
10/01/28
...........
414
—
417,189
Canada
—
0.3%
Garda
World
Security
Corp.,
7.75%
,
02/15/28
(a)
................
7
6,863
HR
Ottawa
LP,
11.00%
,
03/31/31
(a)
..
386
379,911
Rogers
Communications,
Inc.
2.95%,
03/15/25
............
61
58,177
3.80%,
03/15/32
............
16
13,296
458,247
China
—
0.1%
NXP
BV
4.40%,
06/01/27
............
37
35,096
3.40%,
05/01/30
............
16
13,695
5.00%,
01/15/33
............
30
27,465
RKPF
Overseas
2019
A
Ltd.,
5.90%
,
03/05/25
(c)
................
200
110,190
186,446
France
—
0.1%
Forvia
SE,
2.75%
,
02/15/27
(c)
......
EUR
100
95,152
Germany
—
0.4%
Adler
Pelzer
Holding
GmbH,
9.50%
,
04/01/27
(a)
................
144
141,407
APCOA
Parking
Holdings
GmbH,
(3-mo.
EURIBOR
at
5.00%
Floor
+
5.00%),
8.66%
,
01/15/27
(a)(b)
....
102
107,705
Douglas
GmbH,
6.00%
,
04/08/26
(c)
..
100
102,289
Mercedes-Benz
International
Finance
BV,
1.38%
,
06/26/26
(c)
........
28
27,837
TK
Elevator
Midco
GmbH,
4.38%
,
07/15/27
(c)
................
100
95,649
Volkswagen
Financial
Services
AG,
0.88%
,
01/31/28
(c)
...........
31
28,022
502,909
India
—
0.1%
REI
Agro
Ltd.
(e)(l)(m)
5.50%,
11/13/14
(a)
...........
USD
220
1,100
5.50%,
11/13/14
(c)(d)
..........
152
—
TML
Holdings
Pte.
Ltd.,
4.35%
,
06/09/26
(c)
................
200
182,162
183,262
Israel
—
0.2%
Teva
Pharmaceutical
Finance
Netherlands
II
BV
3.75%,
05/09/27
............
EUR
100
95,727
7.38%,
09/15/29
............
100
107,465
203,192
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
9
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
Italy
—
0.4%
Azzurra
Aeroporti
SpA,
2.13%
,
05/30/24
(c)
................
EUR
129
$
133,240
Castor
SpA,
(3-mo.
EURIBOR
+
5.25%),
9.10%
,
02/15/29
(a)(b)
....
100
100,186
Forno
d'Asolo
SpA,
(3-mo.
EURIBOR
+
5.50%),
9.47%
,
04/30/27
(a)(b)
....
178
170,312
Marcolin
SpA,
6.13%
,
11/15/26
(a)
...
100
99,021
502,759
Luxembourg
—
0.2%
Herens
Midco
SARL,
5.25%
,
05/15/29
(a)
100
60,263
Matterhorn
Telecom
SA,
3.13%
,
09/15/26
(c)
................
101
99,308
Sani/Ikos
Financial
Holdings
1
SARL,
5.63%
,
12/15/26
(a)
...........
100
97,690
257,261
Netherlands
—
0.2%
GTCR
W-2
Merger
Sub
LLC,
8.50%
,
01/15/31
(a)
................
GBP
100
124,603
Sigma
Holdco
BV,
5.75%
,
05/15/26
(c)
EUR
100
88,016
212,619
Thailand
—
0.1%
Kasikornbank
PCL,
(5-Year
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
+
4.94%),
5.28%
(b)
(c)(n)
.....................
USD
200
188,220
Turkey
—
0.0%
Bio
City
Development
Co.
BV,
8.00%
,
07/06/24
(a)(d)(e)(l)(m)
............
800
58,000
United
Arab
Emirates
—
0.0%
Shelf
Drilling
North
Sea
Holdings
Ltd.,
10.25%
,
10/31/25
(a)
..........
37
37,094
United
Kingdom
—
1.1%
BCP
V
Modular
Services
Finance
II
plc
4.75%,
11/30/28
(c)
...........
EUR
100
88,411
6.13%,
11/30/28
(a)
...........
GBP
100
99,438
BCP
V
Modular
Services
Finance
plc,
6.75%
,
11/30/29
(a)
...........
EUR
128
97,425
Bellis
Acquisition
Co.
plc,
3.25%
,
02/16/26
(c)
................
GBP
100
105,936
Boparan
Finance
plc,
7.63%
,
11/30/25
(c)
.................
100
82,552
BP
Capital
Markets
plc,
2.52%
,
04/07/28
(c)
................
EUR
100
99,179
Connect
Finco
SARL,
6.75%
,
10/01/26
(a)
................
USD
200
186,539
Deuce
Finco
plc,
5.50%
,
06/15/27
(a)
.
GBP
100
106,984
HSBC
Holdings
plc,
(3-mo.
EURIBOR
+
1.45%),
3.02%
,
06/15/27
(b)(c)
....
EUR
100
101,323
Inspired
Entertainment
Financing
plc,
7.88%
,
06/01/26
(a)
...........
GBP
100
116,068
Kane
Bidco
Ltd.,
5.00%
,
02/15/27
(a)
.
EUR
100
99,574
National
Grid
plc,
0.16%
,
01/20/28
(c)
.
100
88,839
Virgin
Media
Secured
Finance
plc,
5.00%
,
04/15/27
(c)
...........
GBP
100
113,033
Virgin
Media
Vendor
Financing
Notes
III
DAC,
4.88%
,
07/15/28
(c)
.......
100
101,268
1,486,569
Security
Par
(000)
Par
(000)
Value
United
States
—
4.5%
AbbVie,
Inc.,
2.60%
,
11/21/24
.....
USD
90
$
86,765
Affinity
Interactive,
6.88%
,
12/15/27
(a)
13
11,021
Allegiant
Travel
Co.
(a)
8.50%,
02/05/24
............
154
154,000
7.25%,
08/15/27
............
18
16,943
American
Tower
Corp.
0.45%,
01/15/27
............
EUR
100
92,879
5.25%,
07/15/28
............
USD
72
69,526
Amgen,
Inc.
5.15%,
03/02/28
............
99
97,366
2.30%,
02/25/31
............
16
12,822
2.00%,
01/15/32
............
16
12,142
3.35%,
02/22/32
............
49
41,389
Amkor
Technology,
Inc.,
6.63%
,
09/15/27
(a)
................
10
9,825
Aptiv
plc,
3.25%
,
03/01/32
........
16
13,117
Ardagh
Metal
Packaging
Finance
USA
LLC,
2.00%
,
09/01/28
(c)
.......
EUR
100
87,487
Bank
of
America
Corp.
(b)
(3-mo.
CME
Term
SOFR
+
1.25%),
2.50%,
02/13/31
..........
USD
37
29,653
(1-day
SOFR
+
2.15%),
2.59%,
04/29/31
...............
26
20,893
(1-day
SOFR
+
1.53%),
1.90%,
07/23/31
...............
8
6,079
(1-day
SOFR
+
1.37%),
1.92%,
10/24/31
...............
23
17,352
Bausch
&
Lomb
Escrow
Corp.,
8.38%
,
10/01/28
(a)
................
3
3,009
Becton
Dickinson
&
Co.,
3.70%
,
06/06/27
.................
37
34,674
Becton
Dickinson
Euro
Finance
SARL,
3.55%
,
09/13/29
............
EUR
100
102,522
Big
River
Steel
LLC,
6.63%
,
01/31/29
(a)
USD
29
28,653
Broadcom
Corp.,
3.88%
,
01/15/27
..
23
21,611
Broadcom,
Inc.
1.95%,
02/15/28
(a)
...........
42
35,805
4.15%,
11/15/30
............
16
14,172
2.45%,
02/15/31
(a)
...........
19
14,850
Calumet
Specialty
Products
Partners
LP,
9.75%
,
07/15/28
(a)
.........
54
53,317
Carrols
Restaurant
Group,
Inc.,
5.88%
,
07/01/29
(a)
................
20
16,783
CDI
Escrow
Issuer,
Inc.,
5.75%
,
04/01/30
(a)
................
17
15,358
Central
Parent
LLC,
8.00%
,
06/15/29
(a)
7
6,974
Citigroup,
Inc.
(b)
(3-mo.
CME
Term
SOFR
+
1.60%),
3.98%,
03/20/30
..........
8
7,185
(1-day
SOFR
+
1.15%),
2.67%,
01/29/31
...............
30
24,330
(1-day
SOFR
+
2.11%),
2.57%,
06/03/31
...............
33
26,315
(1-day
SOFR
+
1.17%),
2.56%,
05/01/32
...............
22
17,030
Civitas
Resources,
Inc.,
8.38%
,
07/01/28
(a)
................
68
69,190
Cloud
Software
Group,
Inc.,
6.50%
,
03/31/29
(a)
................
30
26,530
Concentrix
Corp.
6.65%,
08/02/26
............
25
24,850
6.60%,
08/02/28
............
10
9,648
Coty,
Inc.
3.88%,
04/15/26
(c)
...........
EUR
100
102,993
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
10
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
6.63%,
07/15/30
(a)
...........
USD
7
$
6,834
Crown
Castle,
Inc.,
2.90%
,
03/15/27
.
26
23,583
CSC
Holdings
LLC,
5.25%
,
06/01/24
.
69
65,636
Dell
International
LLC
4.00%,
07/15/24
............
22
21,660
5.25%,
02/01/28
............
29
28,557
DISH
Network
Corp.,
0.00%
,
12/15/25
(l)
(o)
......................
33
22,028
Earthstone
Energy
Holdings
LLC,
8.00%
,
04/15/27
(a)
...........
37
37,870
Elevance
Health,
Inc.
4.90%,
02/08/26
............
29
28,446
3.65%,
12/01/27
............
82
76,006
Emerald
Debt
Merger
Sub
LLC,
6.63%
,
12/15/30
(a)
................
21
20,216
EQM
Midstream
Partners
LP
(a)
7.50%,
06/01/27
............
5
5,010
7.50%,
06/01/30
............
10
10,042
Equinix,
Inc.
1.00%,
09/15/25
............
32
29,072
2.90%,
11/18/26
............
23
21,113
1.55%,
03/15/28
............
34
28,335
EquipmentShare.com,
Inc.,
9.00%
,
05/15/28
(a)
................
118
113,427
FLYR,
Inc.,
7.74%
,
01/20/27
(d)
.....
50
46,110
Flyreel,
Inc.,
8.00%
,
08/10/27
(d)
....
102
100,634
Fortrea
Holdings,
Inc.,
7.50%
,
07/01/30
(a)
................
5
4,865
Freed
Corp.,
10.00%
,
12/01/23
(d)
...
121
115,293
Freedom
Mortgage
Corp.
(a)
8.13%,
11/15/24
............
23
23,002
8.25%,
04/15/25
............
11
11,002
FreeWire
Technologies,
Inc.,
15.27%
,
03/31/25
(b)(d)
...............
66
66,119
Frontier
Communications
Holdings
LLC
(a)
5.88%,
10/15/27
............
30
27,284
8.75%,
05/15/30
............
57
54,120
8.63%,
03/15/31
............
55
51,814
Frontier
Florida
LLC,
Series
E,
6.86%
,
02/01/28
.................
66
61,310
Frontier
North,
Inc.,
Series
G,
6.73%
,
02/15/28
.................
45
41,400
Full
House
Resorts,
Inc.,
8.25%
,
02/15/28
(a)
................
3
2,625
GCI
LLC,
4.75%
,
10/15/28
(a)
......
12
10,350
Gen
Digital,
Inc.,
7.13%
,
09/30/30
(a)
.
47
46,301
General
Mills,
Inc.,
0.13%
,
11/15/25
.
EUR
100
97,507
General
Motors
Financial
Co.,
Inc.,
5.40%
,
04/06/26
............
USD
35
34,276
Goldman
Sachs
Group,
Inc.
(The)
(1-day
SOFR
+
0.79%),
1.09%,
12/09/26
(b)
..............
32
28,631
0.25%,
01/26/28
(c)
...........
EUR
32
28,569
(1-day
SOFR
+
1.09%),
1.99%,
01/27/32
(b)
..............
USD
33
24,738
(1-day
SOFR
+
1.28%),
2.62%,
04/22/32
(b)
..............
24
18,746
GoTo
Group,
Inc.,
5.50%
,
09/01/27
(a)
.
35
19,450
GrafTech
Global
Enterprises,
Inc.,
9.88%
,
12/15/28
(a)
...........
6
5,685
HCA,
Inc.
5.38%,
02/01/25
............
51
50,460
5.63%,
09/01/28
............
40
39,003
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
3.50%,
09/01/30
............
USD
42
$
35,533
Homes
by
West
Bay
LLC,
9.50%
,
04/30/27
(d)
................
146
136,510
JPMorgan
Chase
&
Co.,
(3-mo.
CME
Term
SOFR
+
1.11%),
1.76%
,
11/19/31
(b)
................
33
24,821
Landsea
Homes
Corp.,
11.00%
,
07/17/28
(d)
................
325
315,250
Lessen,
Inc.,
(3-mo.
CME
Term
SOFR
+
5.00%),
13.40%
,
01/05/28
(a)(b)(d)
.
151
141,731
Lightning
eMotors,
Inc.,
7.50%
,
05/15/24
(a)(l)
................
27
2,295
Lions
Gate
Capital
Holdings
LLC,
5.50%
,
04/15/29
(a)
...........
132
87,029
Lowe's
Cos.,
Inc.
4.80%,
04/01/26
............
73
71,628
2.63%,
04/01/31
............
16
12,942
Mauser
Packaging
Solutions
Holding
Co.,
7.88%
,
08/15/26
(a)
........
137
132,169
Medline
Borrower
LP,
3.88%
,
04/01/29
(a)
................
2
1,691
Morgan
Stanley
(b)
(1-day
SOFR
+
1.16%),
3.62%,
04/17/25
...............
45
44,292
(3-mo.
EURIBOR
+
0.83%),
1.34%,
10/23/26
...............
EUR
100
99,406
(1-day
SOFR
+
1.14%),
2.70%,
01/22/31
...............
USD
3
2,453
(1-day
SOFR
+
1.18%),
2.24%,
07/21/32
...............
9
6,783
Nationstar
Mortgage
Holdings,
Inc.
(a)
6.00%,
01/15/27
............
5
4,725
5.50%,
08/15/28
............
35
30,872
5.13%,
12/15/30
............
31
25,170
Netflix,
Inc.
3.63%,
05/15/27
............
EUR
100
103,437
4.88%,
04/15/28
............
USD
29
28,099
New
Home
Co.,
Inc.
(The),
8.25%
,
10/15/27
(a)(p)
...............
17
15,760
Nexstar
Media,
Inc.,
4.75%
,
11/01/28
(a)
15
12,416
Northern
States
Power
Co.,
4.50%
,
06/01/52
.................
35
28,434
NRG
Energy,
Inc.,
7.00%
,
03/15/33
(a)
25
24,154
Olympus
Water
US
Holding
Corp.,
9.75%
,
11/15/28
(a)
...........
200
199,568
Oncor
Electric
Delivery
Co.
LLC,
4.10%
,
11/15/48
............
21
16,088
ONEOK
Partners
LP,
4.90%
,
03/15/25
79
77,584
Oracle
Corp.
2.30%,
03/25/28
............
40
34,654
2.95%,
04/01/30
............
26
21,879
2.88%,
03/25/31
............
58
47,376
Pacific
Gas
&
Electric
Co.,
3.25%
,
02/16/24
.................
2
1,977
Paramount
Global,
(5-Year
US
Treasury
Yield
Curve
Rate
T
Note
Constant
Maturity
+
4.00%),
6.38%
,
03/30/62
(b)
................
34
26,704
Penske
Truck
Leasing
Co.
LP,
5.75%
,
05/24/26
(a)
................
29
28,573
Permian
Resources
Operating
LLC,
7.00%
,
01/15/32
(a)
...........
15
14,793
Pfizer
Investment
Enterprises
Pte.
Ltd.,
4.75%
,
05/19/33
............
19
17,960
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
11
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
Pitney
Bowes,
Inc.,
6.88%
,
03/15/27
(a)
USD
84
$
66,150
Playtika
Holding
Corp.,
4.25%
,
03/15/29
(a)
................
17
14,195
Prologis
LP,
2.25%
,
01/15/32
......
10
7,747
Rain
Carbon,
Inc.,
12.25%
,
09/01/29
(a)
14
14,683
Rand
Parent
LLC,
8.50%
,
02/15/30
(a)
102
94,360
Regal
Rexnord
Corp.,
6.05%
,
02/15/26
(a)
................
10
9,889
RingCentral,
Inc.,
8.50%
,
08/15/30
(a)
.
55
53,130
Sabre
GLBL,
Inc.
(a)
9.25%,
04/15/25
............
7
6,860
8.63%,
06/01/27
............
60
50,868
11.25%,
12/15/27
...........
44
40,375
Seagate
HDD
Cayman
(a)
3.50%,
06/01/28
(l)
...........
14
14,358
8.25%,
12/15/29
............
37
37,999
8.50%,
07/15/31
............
29
29,748
9.63%,
12/01/32
............
45
48,489
Service
Properties
Trust
4.35%,
10/01/24
............
6
5,756
4.50%,
03/15/25
............
16
14,974
7.50%,
09/15/25
............
23
22,596
Sitio
Royalties
Operating
Partnership
LP,
7.88%
,
11/01/28
(a)
.........
22
22,055
Southern
California
Edison
Co.
1.10%,
04/01/24
............
15
14,651
5.30%,
03/01/28
............
36
35,532
Spirit
AeroSystems,
Inc.
(a)
7.50%,
04/15/25
............
75
73,566
9.38%,
11/30/29
............
10
10,176
Steel
Dynamics,
Inc.,
5.00%
,
12/15/26
3
2,938
Stem,
Inc.,
0.50%
,
12/01/28
(a)(l)
.....
6
3,453
Tenneco,
Inc.,
8.00%
,
11/17/28
(a)
...
43
34,991
T-Mobile
USA,
Inc.
4.95%,
03/15/28
............
25
24,261
3.50%,
04/15/31
............
24
20,294
2.70%,
03/15/32
............
38
29,725
Transocean
Aquila
Ltd.,
8.00%
,
09/30/28
(a)
................
8
8,000
Transocean
Titan
Financing
Ltd.,
8.38%
,
02/01/28
(a)
...........
12
12,210
Transocean,
Inc.,
8.75%
,
02/15/30
(a)
.
11
11,657
Uniti
Group
LP,
10.50%
,
02/15/28
(a)
..
38
37,219
Verizon
Communications,
Inc.,
2.55%
,
03/21/31
.................
33
26,276
Viasat,
Inc.
(a)
5.63%,
09/15/25
............
5
4,619
5.63%,
04/15/27
............
43
37,253
Vistra
Operations
Co.
LLC
(a)
5.63%,
02/15/27
............
79
74,913
7.75%,
10/15/31
............
20
19,701
VMware,
Inc.
1.40%,
08/15/26
............
32
28,228
2.20%,
08/15/31
............
16
12,074
Wells
Fargo
&
Co.
1.50%,
05/24/27
(c)
...........
EUR
100
95,726
(1-day
SOFR
+
1.98%),
4.81%,
07/25/28
(b)
..............
USD
59
56,302
Welltower
OP
LLC,
4.00%
,
06/01/25
.
22
21,256
Wynn
Las
Vegas
LLC,
5.50%
,
03/01/25
(a)
................
2
1,966
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
Xerox
Holdings
Corp.,
5.00%
,
08/15/25
(a)
................
USD
87
$
82,640
6,190,802
Total
Corporate
Bonds
—
8.0%
(Cost:
$13,468,282)
..............................
10,979,721
Fixed
Rate
Loan
Interests
United
States
—
0.1%
OD
Intermediate
SUBI
Holdco
II
LLC,
Term
Loan,
10.00%
,
 04/01/26
(d)
..
166
155,671
Total
Fixed
Rate
Loan
Interests
—
0.1%
(Cost:
$164,786)
................................
155,671
Floating
Rate
Loan
Interests
Belgium
—
0.0%
Apollo
Finco
BV,
Facility
Term
Loan
B,
(6-mo.
EURIBOR
+
4.85%),
8.78%
,
 10/02/28
(b)
...........
EUR
102
81,077
France
—
0.2%
Babilou
Family,
Facility
Term
Loan,
(3-mo.
EURIBOR
+
4.00%),
7.95%
,
 11/17/27
(b)
...........
214
222,254
Jersey,
Channel
Islands
—
0.1%
(b)(d)
Vita
Global
FinCo
Ltd.,
Additional
Facility
Term
Loan,
(6-mo.
SONIA
+
7.00%),
12.20%
,
 07/06/27
......
GBP
39
44,352
Vita
Global
FinCo
Ltd.,
Facility
Term
Loan
B,
(6-mo.
EURIBOR
+
0.00%),
9.44%
,
 09/23/27
............
EUR
64
62,684
107,036
Netherlands
—
0.5%
(b)
Cypher
Bidco
BV,
Facility
Term
Loan
B,
(6-mo.
EURIBOR
+
4.50%),
8.10%
,
 01/01/28
(d)
...........
154
151,979
Median
BV,
Facility
Term
Loan
B1,
(6-mo.
EURIBOR
+
4.93%),
9.06%
,
 10/14/27
............
100
96,768
Sigma
Holdco
BV,
Facility
Term
Loan,
(6-mo.
LIBOR
GBP
+
5.75%),
11.01%
-
11.05%
,
 01/02/28
.....
GBP
109
129,126
Ziggo
BV,
Facility
Term
Loan
H,
(6-mo.
EURIBOR
+
3.00%),
6.93%
,
 01/31/29
............
EUR
311
316,297
694,170
United
States
—
1.3%
Aimbridge
Acquisition
Co.,
Inc.,
1st
Lien
Term
Loan,
(1-mo.
CME
Term
SOFR
+
4.75%),
10.18%
,
 02/02/26
(b)
...
USD
73
70,275
Altar
BidCo,
Inc.,
2nd
Lien
Term
Loan,
(12-mo.
CME
Term
SOFR
at
0.50%
Floor
and
0.50%
Cap
+
5.60%),
10.49%
,
 02/01/30
(b)
..........
86
83,063
American
Auto
Auction
Group
LLC,
1st
Lien
Term
Loan
B,
(3-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
5.00%),
10.39%
,
 12/30/27
(b)
13
12,335
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
12
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
Avaya,
Inc.,
Term
Loan
B3,
(1-mo.
CME
Term
SOFR
at
1.00%
Cap
+
10.00%),
0.00%
,
 12/15/27
(b)
.....
USD
4
$
895
City
Brewing
Co.
LLC,
1st
Lien
Term
Loan,
(3-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
3.50%),
9.07%
,
 04/05/28
(b)
.....
18
11,539
DirecTV
Financing
LLC,
Term
Loan,
(1-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
5.00%),
10.43%
,
 08/02/27
(b)
..........
39
38,485
DRI
Holding,
Inc.,
1st
Lien
Term
Loan,
(1-mo.
CME
Term
SOFR
at
0.50%
Floor
and
0.50%
Cap
+
5.25%),
10.67%
,
 12/21/28
(b)
..........
28
25,132
DS
Parent,
Inc.,
Term
Loan
B,
(6-
mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
5.75%),
11.34%
,
 12/10/28
(b)
..........
40
39,548
ECL
Entertainment
LLC,
Term
Loan
B,
(3-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
4.75%),
10.14%
,
 09/03/30
(b)
..........
78
77,772
Emerald
Technologies
US
AcquisitionCo.,
Inc.,
Term
Loan
B,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
and
1.00%
Cap
+
6.25%),
11.82%
,
 12/29/27
(b)(d)
.........
32
30,016
Galaxy
Universal
LLC,
Term
Loan,
(3-mo.
LIBOR
USD
+
5.75%),
11.26%
,
 11/12/26
(b)(d)
.........
198
192,527
GoTo
Group,
Inc.,
1st
Lien
Term
Loan,
(3-mo.
CME
Term
SOFR
+
4.75%),
10.27%
,
 08/31/27
(b)
..........
92
60,915
Green
Plains
Operating
Co.
LLC,
Term
Loan,
(3-mo.
LIBOR
USD
+
0.00%),
13.52%
,
 07/20/26
(b)(d)
.........
116
113,943
Helios
Service
Partners
LLC,
Term
Loan,
(3-mo.
CME
Term
SOFR
+
0.00%),
0.00%
-
11.65%
,
 03/19/27
(b)
37
36,642
Hilton
Worldwide
Finance
LLC,
Term
Loan
B2,
(1-mo.
CME
Term
SOFR
+
1.75%),
7.17%
,
 06/22/26
(b)
.....
151
150,722
Hydrofarm
Holdings
Group,
Inc.,
Term
Loan,
(1-mo.
CME
Term
SOFR
at
1.00%
Floor
and
1.00%
Cap
+
5.50%),
10.93%
,
 10/25/28
(b)(d)
...
21
16,506
Indicor
LLC,
1st
Lien
Term
Loan,
(3-mo.
CME
Term
SOFR
at
0.50%
Floor
and
0.50%
Cap
+
4.50%),
9.89%
,
 11/22/29
(b)
...........
76
75,728
J&J
Ventures
Gaming
LLC,
Term
Loan,
(3-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
4.00%),
9.65%
,
 04/26/28
(b)
...........
35
33,154
Jack
Ohio
Finance
LLC,
Term
Loan,
(1-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
4.75%),
10.18%
,
 10/04/28
(b)
..........
16
15,499
Kronos
Acquisition
Holdings,
Inc.,
Term
Loan,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
and
1.00%
Cap
+
6.00%),
11.57%
,
 12/22/26
(b)
.....
15
14,766
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
Level
3
Financing,
Inc.,
Term
Loan
B,
03/01/27
(b)(q)
...............
USD
25
$
23,569
Maverick
Gaming
LLC,
Facility
Term
Loan
B,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
and
1.00%
Cap
+
7.50%),
13.18%
,
 09/03/26
(b)
.....
27
19,613
Naked
Juice
LLC,
2nd
Lien
Term
Loan,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
and
0.01%
Cap
+
6.00%),
11.49%
,
 01/24/30
(b)
..........
4
3,229
Nieslsen
Consumer,
Inc.,
Term
Loan,
(1-mo.
EURIBOR
+
6.50%),
10.36%
,
 03/06/28
(b)(d)
.........
EUR
224
236,693
Orion
Group
1st
Amended,
Inc.,
Term
Loan
 01/01/30
(b)(q)
...............
USD
20
20,323
Orion
Group
2nd
Amended,
Inc.,
Term
Loan,
01/01/30
(b)(q)
...........
—
(r)
—
Orion
Group
HoldCo
LLC,
Term
Loan,
(3-mo.
CME
Term
SOFR
+
6.00%),
0.00%
-
1.00%
,
 03/19/27
(b)
.....
38
37,201
Orion
Group,
Term
Loan,
01/01/30
(b)(q)
7
6,944
ProFrac
Holdings
II
LLC,
Term
Loan,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
and
1.00%
Cap
+
7.25%),
12.93%
,
 03/04/25
(b)(d)
.........
42
41,671
Quartz
AcquireCo
LLC,
Term
Loan,
(1-mo.
CME
Term
SOFR
+
3.50%),
8.82%
,
 06/28/30
(b)(d)
..........
32
31,920
Redstone
HoldCo
2
LP,
1st
Lien
Term
Loan,
(1-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
4.75%),
10.18%
,
 04/27/28
(b)
.....
44
37,058
Redstone
HoldCo
2
LP,
2nd
Lien
Term
Loan,
(1-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
7.75%),
13.18%
,
 04/27/29
(b)
.....
50
32,000
SCIH
Salt
Holdings,
Inc.,
1st
Lien
Term
Loan
B1,
(3-mo.
CME
Term
SOFR
at
0.25%
Floor
and
0.75%
Cap
+
4.00%),
9.63%
,
 03/16/27
(b)
.....
57
56,368
Signal
Parent,
Inc.,
Term
Loan,
(1-
mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
3.50%),
8.92%
,
 04/03/28
(b)
...........
34
29,013
Sonder
Holdings
Inc.,
Note,
(3-mo.
CME
Term
SOFR
at
1.00%
Floor
+
9.00%),
13.99%
,
 01/19/27
(b)(d)
...
175
150,116
Vaco
Holdings
LLC,
Term
Loan,
(6-mo.
CME
Term
SOFR
at
0.75%
Floor
and
0.75%
Cap
+
5.00%),
10.59%
,
 01/21/29
(b)
..........
32
31,034
1,856,214
Total
Floating
Rate
Loan
Interests
—
2.1%
(Cost:
$3,193,065)
..............................
2,960,751
Foreign
Government
Obligations
Argentina
—
0.2%
Argentine
Republic
(The)
1.00%,
07/09/29
............
30
8,094
0.75%,
07/09/30
(p)
...........
295
84,295
3.62%,
07/09/35
(p)
...........
331
82,004
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
13
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
Argentina
(continued)
4.25%,
01/09/38
(p)
...........
USD
119
$
34,759
209,152
Brazil
—
0.4%
Federative
Republic
of
Brazil
10.00%,
01/01/25
...........
BRL
1
176,734
10.00%,
01/01/27
...........
2
410,879
587,613
Canada
—
0.5%
Canadian
Government
Bond,
0.25%
,
03/01/26
.................
CAD
1,062
704,458
Colombia
—
0.1%
Republic
of
Colombia
6.25%,
11/26/25
............
COP
705,900
159,145
5.75%,
11/03/27
............
196,300
40,016
199,161
Czech
Republic
—
0.2%
Czech
Republic
2.75%,
07/23/29
............
CZK
4,140
161,125
5.00%,
09/30/30
............
3,440
151,023
312,148
Indonesia
—
0.3%
Republic
of
Indonesia
8.25%,
05/15/36
............
IDR
2,362,000
168,496
7.13%,
06/15/38
............
3,161,000
205,450
373,946
Israel
—
0.2%
State
of
Israel
Government
Bond,
3.75%
,
03/31/24
............
ILS
908
237,243
Mexico
—
0.2%
United
Mexican
States
7.75%,
05/29/31
............
MXN
30
150,749
7.50%,
05/26/33
............
28
137,539
288,288
Poland
—
0.2%
Republic
of
Poland,
2.50%
,
07/25/26
.
PLN
1,017
217,584
South
Africa
—
0.4%
Republic
of
South
Africa
10.50%,
12/21/26
...........
ZAR
4,672
253,823
8.00%,
01/31/30
............
1,869
86,098
9.00%,
01/31/40
............
4,842
188,300
8.75%,
01/31/44
............
835
30,770
558,991
Spain
—
2.8%
Bonos
y
Obligaciones
del
Estado
(a)(c)
2.55%,
10/31/32
............
EUR
1,896
1,813,709
3.15%,
04/30/33
............
1,644
1,639,700
3.90%,
07/30/39
............
176
177,976
2.90%,
10/31/46
............
173
143,780
3.45%,
07/30/66
............
140
117,530
3,892,695
United
Kingdom
—
0.2%
U.K.
Treasury
Bonds,
0.50%
,
10/22/61
(c)
................
GBP
804
266,288
Total
Foreign
Government
Obligations
—
5.7%
(Cost:
$8,766,452)
..............................
7,847,567
Security
Shares
Shares
Value
Investment
Companies
Invesco
Municipal
Opportunity
Trust
.
703
$
5,785
Invesco
Municipal
Trust
.........
985
8,215
Invesco
QQQ
Trust
1,
Series
1
(g)
....
1,800
644,886
Invesco
Quality
Municipal
Income
Trust
915
7,677
Invesco
Trust
for
Investment
Grade
Municipals
................
834
7,089
Invesco
Value
Municipal
Income
Trust
892
9,277
iShares
0-5
Year
TIPS
Bond
ETF
(s)
..
1,425
138,111
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
(g)(s)
.......
2,906
296,470
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
(g)(h)(s)
.......
17,508
1,444,760
iShares
Latin
America
40
ETF
(g)(s)
...
2,948
75,351
iShares
MSCI
Brazil
ETF
(g)(s)
......
3,320
101,824
iShares
MSCI
Emerging
Markets
ETF
(g)
(s)
......................
429
16,281
iShares
Russell
Mid-Cap
Growth
ETF
(g)
(s)
......................
377
34,439
Nuveen
Municipal
Value
Fund,
Inc.
..
1,146
9,466
SPDR
Bloomberg
High
Yield
Bond
ETF
(g)
...................
599
54,150
SPDR
S&P
Regional
Banking
ETF
(g)
.
561
23,433
VanEck
JPMorgan
EM
Local
Currency
Bond
ETF
(g)
...............
8,227
196,379
VanEck
Semiconductor
ETF
(g)
.....
442
64,081
Total
Investment
Companies
—
2.3%
(Cost:
$3,231,260)
..............................
3,137,674
Par
(000)
Pa
r
(
000)
Non-Agency
Mortgage-Backed
Securities
Collateralized
Mortgage
Obligations
—
0.4%
United
States
—
0.4%
(a)(b)
Federal
Home
Loan
Mortgage
Corp.
STACR
Trust
Variable
Rate
Notes,
Series
2022-DNA1,
Class
B1,
(SOFR
30
day
Average
+
3.40%),
8.71%,
01/25/42
............
USD
17
17,011
JP
Morgan
Mortgage
Trust
Series
2021-INV5,
Class
A2A,
2.50%,
12/25/51
..........
319
241,561
Series
2021-INV7,
Class
A3A,
2.50%,
02/25/52
..........
194
163,695
Series
2021-INV7,
Class
A4A,
2.50%,
02/25/52
..........
78
47,194
Ready
Capital
Mortgage
Financing
LLC,
Series
2022-FL10,
Class
A,
(1-mo.
CME
Term
SOFR
at
2.37%
Floor
+
2.55%),
7.87%,
10/25/39
.
96
96,452
565,913
Commercial
Mortgage-Backed
Securities
—
1.8%
Bermuda
—
0.1%
RIAL
Issuer
Ltd.,
Series
2022-FL8,
Class
A,
(1-mo.
CME
Term
SOFR
+
2.25%),
7.58%,
01/19/37
(a)(b)
....
100
97,995
Cayman
Islands
—
0.0%
MF1
Multifamily
Housing
Mortgage
Loan
Trust,
Series
2021-W10,
Class
F,
(1-mo.
CME
Term
SOFR
+
3.37%),
8.70%,
12/15/34
(a)(b)
....
100
93,356
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
14
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
United
States
—
1.7%
BANK,
Series
2017-BNK9,
Class
A4,
3.54%,
11/15/54
............
USD
17
$
15,779
Beast
Mortgage
Trust
(a)(b)
Series
2021-SSCP,
Class
A,
(1-mo.
CME
Term
SOFR
+
0.86%),
6.20%,
04/15/36
..........
15
14,642
Series
2021-SSCP,
Class
B,
(1-mo.
CME
Term
SOFR
+
1.21%),
6.55%,
04/15/36
..........
27
25,861
Series
2021-SSCP,
Class
C,
(1-mo.
CME
Term
SOFR
+
1.46%),
6.80%,
04/15/36
..........
37
35,404
Series
2021-SSCP,
Class
D,
(1-mo.
CME
Term
SOFR
+
1.71%),
7.05%,
04/15/36
..........
33
31,288
Series
2021-SSCP,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.21%),
7.55%,
04/15/36
..........
37
34,558
Series
2021-SSCP,
Class
F,
(1-mo.
CME
Term
SOFR
+
3.01%),
8.35%,
04/15/36
..........
24
22,474
Series
2021-SSCP,
Class
G,
(1-mo.
CME
Term
SOFR
+
3.91%),
9.25%,
04/15/36
..........
39
36,340
Series
2021-SSCP,
Class
H,
(1-mo.
CME
Term
SOFR
+
5.02%),
10.35%,
04/15/36
.........
18
16,771
Benchmark
Mortgage
Trust,
Series
2021-B25,
Class
A5,
2.58%,
04/15/54
.................
46
34,736
BX
Commercial
Mortgage
Trust
(a)(b)
Series
2019-XL,
Class
J,
(1-mo.
CME
Term
SOFR
at
2.76%
Floor
+
2.76%),
8.10%,
10/15/36
...
85
83,263
Series
2021-SOAR,
Class
G,
(1-mo.
CME
Term
SOFR
at
2.80%
Floor
+
2.91%),
8.25%,
06/15/38
...
99
94,418
Series
2021-VINO,
Class
F,
(1-mo.
CME
Term
SOFR
+
2.92%),
8.25%,
05/15/38
..........
76
71,027
Series
2021-XL2,
Class
F,
(1-mo.
CME
Term
SOFR
at
2.24%
Floor
+
2.36%),
7.69%,
10/15/38
...
95
90,786
BX
Trust
(a)(b)
Series
2019-OC11,
Class
D,
4.08%,
12/09/41
...............
64
52,610
Series
2019-OC11,
Class
E,
4.08%,
12/09/41
...............
89
70,916
Series
2021-ARIA,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.36%),
7.69%,
10/15/36
..........
100
94,917
Series
2021-MFM1,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.36%),
7.70%,
01/15/34
..........
18
17,460
Series
2021-MFM1,
Class
F,
(1-mo.
CME
Term
SOFR
+
3.11%),
8.45%,
01/15/34
..........
36
34,919
CD
Mortgage
Trust,
Series
2017-CD6,
Class
B,
3.91%,
11/13/50
(b)
.....
10
8,000
Citigroup
Commercial
Mortgage
Trust,
Series
2018-C6,
Class
A4,
4.41%,
11/10/51
..................
16
14,949
Commercial
Mortgage
Trust,
Series
2014-CR21,
Class
A3,
3.53%,
12/10/47
.................
29
27,980
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
CSAIL
Commercial
Mortgage
Trust,
Series
2020-C19,
Class
A3,
2.56%,
03/15/53
.................
USD
94
$
76,387
DBGS
Mortgage
Trust,
Series
2018-
BIOD,
Class
F,
(1-mo.
CME
Term
SOFR
+
2.30%),
7.63%,
05/15/35
(a)
(b)
......................
91
88,180
Extended
Stay
America
Trust
(a)(b)
Series
2021-ESH,
Class
D,
(1-mo.
CME
Term
SOFR
+
2.36%),
7.70%,
07/15/38
..........
194
190,735
Series
2021-ESH,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.96%),
8.30%,
07/15/38
..........
97
95,002
GS
Mortgage
Securities
Corp.
Trust,
Series
2021-DM,
Class
E,
(1-mo.
CME
Term
SOFR
+
3.05%),
8.38%,
11/15/36
(a)(b)
...............
100
96,210
GS
Mortgage
Securities
Trust,
Series
2020-GC47,
Class
AS,
2.73%,
05/12/53
.................
36
28,268
JPMCC
Commercial
Mortgage
Securities
Trust,
Series
2019-COR4,
Class
A5,
4.03%,
03/10/52
.....
35
30,933
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
(a)(b)
Series
2021-MHC,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.56%),
7.90%,
04/15/38
..........
60
57,851
Series
2021-MHC,
Class
F,
(1-mo.
CME
Term
SOFR
+
3.06%),
8.40%,
04/15/38
..........
20
19,133
Series
2022-NXSS,
Class
A,
(1-mo.
CME
Term
SOFR
+
2.18%),
7.51%,
09/15/39
..........
14
14,026
Med
Trust
(a)(b)
Series
2021-MDLN,
Class
F,
(1-mo.
CME
Term
SOFR
+
4.11%),
9.45%,
11/15/38
..........
121
114,954
Series
2021-MDLN,
Class
G,
(1-mo.
CME
Term
SOFR
+
5.36%),
10.70%,
11/15/38
.........
130
123,207
MHC
Commercial
Mortgage
Trust,
Series
2021-MHC,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.22%),
7.55%,
04/15/38
(a)(b)
...............
144
141,279
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
Series
2015-C24,
Class
C,
(1-mo.
LIBOR
USD
+
0.00%),
4.47%,
05/15/48
(b)
..............
10
8,489
Series
2016-C32,
Class
A4,
3.72%,
12/15/49
...............
27
24,909
Morgan
Stanley
Capital
I
Trust
Series
2018-MP,
Class
A,
4.42%,
07/11/40
(a)(b)
.............
17
13,689
Series
2020-L4,
Class
A3,
2.70%,
02/15/53
...............
29
23,497
SREIT
Trust
(a)(b)
Series
2021-MFP,
Class
F,
(1-mo.
CME
Term
SOFR
+
2.74%),
8.07%,
11/15/38
..........
100
96,662
Series
2021-MFP2,
Class
F,
(1-mo.
CME
Term
SOFR
+
2.73%),
8.06%,
11/15/36
..........
100
95,483
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
15
(Percentages
shown
are
based
on
Net
Assets)
Security
Par
(000)
Par
(000)
Value
United
States
(continued)
STWD
Trust,
Series
2021-FLWR,
Class
E,
(1-mo.
CME
Term
SOFR
+
2.04%),
7.37%,
07/15/36
(a)(b)
....
USD
25
$
23,682
UBS
Commercial
Mortgage
Trust,
Series
2019-C17,
Class
A4,
2.92%,
10/15/52
.................
10
8,430
Wells
Fargo
Commercial
Mortgage
Trust
(b)
Series
2015-C28,
Class
AS,
3.87%,
05/15/48
...............
30
28,152
Series
2017-C38,
Class
C,
3.90%,
07/15/50
...............
10
8,444
Series
2017-C41,
Class
B,
4.19%,
11/15/50
...............
10
8,323
2,345,023
Total
Non-Agency
Mortgage-Backed
Securities
—
2.2%
(Cost:
$3,433,568)
..............................
3,102,287
Beneficial
Interest
(000)
Beneficial
Interest
(000)
Other
Interests
Capital
Markets
-
0.1%
Sprott
Private
Resource
Streaming
&
Royalty
LP
(d)(e)(t)
.............
166
154,745
Total
Other
Interests
—
0.1%
(Cost:
$167,154)
..................................
154,745
Par
(000)
Pa
r
(
000)
Preferred
Securities
Capital
Trusts
—
0.0%
United
States
—
0.0%
USB
Capital
IX
,
(3-mo.
CME
Term
SOFR
+
1.28%),
6.59%
(b)(n)
.....
31
22,836
Total
Capital
Trusts
—
0.0%  
(Cost:
$28,719)
................................
22,836
Shares
Shares
Preferred
Stocks
—
2.6%
Brazil
—
0.2%
Cia
Energetica
de
Minas
Gerais
(Preference)
...............
14,550
35,835
Gerdau
SA
(Preference)
.........
2,016
9,646
Neon
Payments
Ltd.
(d)(e)
.........
319
164,084
209,565
China
—
0.3%
ByteDance
Ltd.,
Series
E-1,
(Acquired
11/11/20,
cost
$269,333)
(d)(e)(f)
....
2,458
402,894
Germany
—
0.3%
Dr
Ing
h
c
F
Porsche
AG
(Preference)
1,494
140,178
Porsche
Automobil
Holding
SE
(Preference)
...............
90
4,427
Volkswagen
AG
(Preference)
......
268
30,793
Security
Shares
Shares
Value
Germany
(continued)
Volocopter
Gmbh,
(Acquired
03/03/21,
cost
$159,572)
(d)(e)(f)
..........
30
$
187,372
362,770
India
—
0.0%
Think
&
Learn
Pvt
Ltd.,
Series
F,
(Acquired
12/11/20,
cost
$103,322)
(d)
(e)(f)
.....................
32
24,103
Israel
—
0.1%
(d)(e)(f)
Deep
Instinct
Ltd.,
Series
D-2,
(Acquired
03/19/21,
cost
$89,710)
14,760
105,682
Deep
Instinct
Ltd.,
Series
D-4,
(Acquired
09/20/22,
cost
$84,498)
11,985
85,812
191,494
Sweden
—
0.0%
Volta
Greentech
AB,
Series
C,
(Acquired
02/22/22,
cost
$26,894)
(d)
(e)(f)
.....................
228
21,907
United
Kingdom
—
0.1%
10X
Future
Technologies
Holdings
Ltd.,
(Acquired
05/13/21,
cost
$183,387)
(d)
(e)(f)
.....................
4,842
75,855
United
States
—
1.6%
Breeze
Aviation
Group,
Inc.,
Series
B,
(Acquired
07/30/21,
cost
$127,466)
(d)
(e)(f)
.....................
236
70,345
Caresyntax,
Inc.,
Series
C-2
(d)(e)
....
510
48,715
Caresyntax,
Inc.,
Series
C-3
(d)(e)
....
73
5,850
Databricks,
Inc.,
Series
F,
(Acquired
02/01/21,
cost
$88,431)
(d)(e)(f)
....
6,177
454,009
Databricks,
Inc.,
Series
G,
(Acquired
10/22/19,
cost
$102,873)
(d)(e)(f)
...
1,740
127,890
Dream
Finders
Homes,
Inc.,
9.00%
(d)(n)
285
263,269
Exo
Imaging,
Inc.,
Series
C,
(Acquired
06/24/21,
cost
$62,470)
(d)(e)(f)
....
10,664
25,807
Farmer's
Business
Network,
Inc.,
Series
F,
(Acquired
07/31/20,
cost
$69,518)
(d)(e)(f)
..............
2,103
9,716
Farmer’s
Business
Network,
Inc.,
Series
G,
(Acquired
09/15/21,
cost
$19,766)
(d)(e)(f)
..............
318
1,469
GM
Cruise
Holdings
LLC,
Series
G,
(Acquired
03/25/21,
cost
$76,178)
(d)
(e)(f)
.....................
2,891
61,000
JumpCloud,
Inc.,
Series
E-1,
(Acquired
10/30/20,
cost
$93,611)
(d)(e)(f)
....
51,330
142,698
JumpCloud,
Inc.,
Series
F,
(Acquired
09/03/21,
cost
$20,218)
(d)(e)(f)
....
3,376
9,385
Lessen,
Inc.,
Series
B
(d)(e)
........
6,246
55,902
Lessen,
Inc.,
Series
C
(d)(e)
........
2,050
18,347
Loadsmart,
Inc.,
Series
C,
(Acquired
10/05/20,
cost
$85,987)
(d)(e)(f)
....
10,057
112,437
Loadsmart,
Inc.,
Series
D,
(Acquired
01/27/22,
cost
$19,100)
(d)(e)(f)
....
955
10,677
Lookout,
Inc.,
Series
F,
(Acquired
09/19/14
-
10/22/14,
cost
$243,061)
(d)(e)(f)
.............
21,278
88,729
MNTN
Digital,
Series
D,
(Acquired
11/05/21,
cost
$54,841)
(d)(e)(f)
....
2,388
22,805
Mythic
AI,
Inc.,
Series
C,
(Acquired
01/26/21,
cost
$48,256)
(d)(e)(f)
....
70
—
Noodle
Partners,
Inc.,
Series
C,
(Acquired
08/26/21,
cost
$73,361)
(d)
(e)(f)
.....................
8,220
41,593
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
16
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
United
States
(continued)
PsiQuantum
Corp.,
Series
D,
(Acquired
05/21/21,
cost
$40,179)
(d)(e)(f)
....
1,532
$
42,942
Relativity
Space,
Inc.,
Series
E,
(Acquired
05/27/21,
cost
$68,894)
(d)
(e)(f)
.....................
3,017
47,880
SambaNova
Systems,
Inc.,
Series
C,
(Acquired
02/19/20,
cost
$91,575)
(d)
(e)(f)
.....................
1,720
130,015
SambaNova
Systems,
Inc.,
Series
D,
(Acquired
04/09/21,
cost
$52,640)
(d)
(e)(f)
.....................
554
41,877
Snorkel
AI,
Inc.,
Series
C,
(Acquired
06/30/21,
cost
$28,447)
(d)(e)(f)
....
1,894
16,478
Ursa
Major
Technologies,
Inc.,
Series
C,
(Acquired
09/13/21,
cost
$72,377)
(d)(e)(f)
..............
12,134
38,707
Ursa
Major
Technologies,
Inc.,
Series
D,
(Acquired
10/14/22,
cost
$9,855)
(d)(e)(f)
...............
1,487
4,922
Verge
Genomics,
Series
B,
(Acquired
11/05/21,
cost
$65,876)
(d)(e)(f)
....
12,367
79,891
Verge
Genomics,
Series
C,
(Acquired
09/06/23,
cost
$10,528)
(d)(e)(f)
....
1,464
10,528
Versa
Networks,
Inc.,
Series
E,
(Acquired
10/14/22,
cost
$43,198)
(d)
(e)(f)
.....................
14,803
46,926
Wells
Fargo
&
Co.,
Series
L,
7.50%
(l)(n)
46
51,290
Zero
Mass
Water,
Inc.,
Series
C-1,
(Acquired
05/07/20,
cost
$70,353)
(d)
(e)(f)
.....................
4,463
104,658
Zero
Mass
Water,
Inc.,
Series
D,
(Acquired
07/05/22,
cost
$13,149)
(d)
(e)(f)
.....................
321
10,689
2,197,446
Total
Preferred
Stocks
—
2.6%  
(Cost:
$3,489,117)
..............................
3,486,034
Trust
Preferreds
—
0.1%
United
States
—
0.1%
Citigroup
Capital
XIII
,
(3-mo.
LIBOR
USD
+
6.37%),
12.00%, 10/30/40
(b)(g)
5,096
149,466
Total
Trust
Preferreds
—
0.1%  
(Cost:
$140,435)
................................
149,466
Total
Preferred
Securities
—
2.7%
(Cost:
$3,658,271)
..............................
3,658,336
Par
(000)
Pa
r
(
000)
U.S.
Government
Sponsored
Agency
Securities
Collateralized
Mortgage
Obligations
—
0.0%
Federal
Home
Loan
Mortgage
Corp.
Structured
Agency
Credit
Risk
Debt
Variable
Rate
Notes,
Series
2021-DNA2,
Class
B2,
(SOFR
30
day
Average
+
6.00%),
11.31%, 08/25/33
(a)(b)
.........
USD
17
17,553
Commercial
Mortgage-Backed
Securities
—
0.0%
Federal
National
Mortgage
Association
ACES
Variable
Rate
Notes,
Series
2018-M13,
Class
A2,
3.87%, 09/25/30
(b)
...........
13
12,301
Security
Par
(000)
Par
(000)
Value
Interest
Only
Commercial
Mortgage-Backed
Securities
—
0.1%
Federal
Home
Loan
Mortgage
Corp.
Multifamily
Structured
Pass-Through
Certificates
Variable
Rate
Notes
(b)
Series
K109,
Class
X1,
1.70%
,
 04/25/30
........
USD
117
$
9,255
Series
K116,
Class
X1,
1.53%
,
 07/25/30
........
99
7,177
Series
K120,
Class
X1,
1.13%
,
 10/25/30
........
394
21,161
Series
KL06,
Class
XFX,
1.47%
,
 12/25/29
........
100
5,660
Series
KW09,
Class
X1,
0.94%
,
 05/25/29
........
459
15,168
58,421
Mortgage-Backed
Securities
—
4.5%
Uniform
Mortgage-Backed
Securities
(u)
3.50%
,
 10/25/53
..........
5,758
4,951,202
4.50%
,
 10/25/53
..........
1,387
1,273,188
6,224,390
Total
U.S.
Government
Sponsored
Agency
Securities
—
4.6%  
(Cost:
$6,496,028)
..............................
6,312,665
U.S.
Treasury
Obligations
U.S.
Treasury
Bonds
2.38%, 02/15/42
............
225
155,523
3.25%, 05/15/42
............
544
433,261
3.38%, 08/15/42
............
296
239,424
4.00%, 11/15/52
............
417
369,244
U.S.
Treasury
Inflation
Linked
Notes
0.63%, 01/15/24
-
07/15/32
.....
2,900
2,797,598
0.50%, 04/15/24
............
1,265
1,243,147
0.13%, 04/15/27
............
197
180,876
U.S.
Treasury
Notes
0.75%, 12/31/23
(i)
...........
4,608
4,555,835
4.00%, 12/15/25
............
1,017
995,826
Total
U.S.
Treasury
Obligations
—
7.9%
(Cost:
$11,305,841)
..............................
10,970,734
Shares
Shares
Warrants
Brazil
—
0.0%
Lavoro
Ltd.
(Issued/Exercisable
12/27/22,
1
Share
for
1
Warrant,
Expires
12/27/27,
Strike
Price
USD
11.50)
(e)
..................
718
503
Israel
—
0.0%
(e)
Deep
Instinct
Ltd.,
(Acquired
09/20/22,
cost
$0)
(Issued/Exercisable
09/20/22,
1
Share
for
1
Warrant,
Expires
09/20/32)
(d)(f)
.........
845
5,121
Innovid
Corp.
(Issued/Exercisable
01/28/21,
1
Share
for
1
Warrant,
Expires
12/31/27,
Strike
Price
USD
11.50)
...................
375
26
5,147
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
17
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
Switzerland
—
0.0%
Cie
Financiere
Richemont
SA
(Issued/
Exercisable
11/27/20,
1
Share
for
1
Warrant,
Expires
11/22/23,
Strike
Price
CHF
67.00)
(e)
..........
36
$
27
United
States
—
0.0%
(e)
Cano
Health,
Inc.
(Issued/Exercisable
07/06/20,
1
Share
for
1
Warrant,
Expires
06/03/26,
Strike
Price
USD
11.50)
...................
1,986
99
Caresyntax,
Inc.
(Issued/Exercisable
06/14/23,
1
Share
for
1
Warrant,
Expires
06/21/33,
Strike
Price
USD
0.01)
(d)
...................
57
5,443
Crown
PropTech
Acquisitions
(Issued/
Exercisable
01/25/21,
1
Share
for
1
Warrant,
Expires
12/31/27,
Strike
Price
USD
11.50)
............
1,268
32
Crown
PropTech
Acquisitions
(Issued/
Exercisable
02/05/21,
1
Share
for
1
Warrant,
Expires
02/01/26,
Strike
Price
USD
11.50)
(d)
..........
2,120
42
EVgo,
Inc.
(Issued/Exercisable
11/10/20,
1
Share
for
1
Warrant,
Expires
09/15/25,
Strike
Price
USD
11.50)
...................
1,130
418
FLYR,
Inc.
(Issued/Exercisable
05/10/22,
1
Share
for
1
Warrant,
Expires
05/10/32,
Strike
Price
USD
3.95)
(d)
...................
264
3,614
FreeWire
Technologies,
Inc.
(Issued/
Exercisable
05/03/22,
1
Share
for
1
Warrant,
Expires
04/26/29,
Strike
Price
USD
3.35)
(d)
...........
6,478
—
FreeWire
Technologies,
Inc.
(Issued/
Exercisable
03/31/22,
1
Share
for
1
Warrant,
Expires
04/26/27,
Strike
Price
USD
3.35)
(d)
...........
341
58
FreeWire
Technologies,
Inc.
(Issued/
Exercisable
04/27/22,
1
Share
for
1
Warrant,
Expires
04/26/27,
Strike
Price
USD
3.35)
(d)
...........
6,819
1,159
HawkEye
360,
Inc.
(Issued/Exercisable
07/07/23,
1
Share
for
1
Warrant,
Expires
07/07/33,
Strike
Price
USD
0.01)
(d)
...................
572
2,580
HawkEye
360,
Inc.
(Issued/Exercisable
07/07/23,
1
Share
for
1
Warrant,
Expires
07/07/33,
Strike
Price
USD
11.17)
(d)
..................
229
527
HawkEye
360,
Inc.
(Issued/Exercisable
07/07/23,
1
Share
for
1
Warrant,
Expires
07/07/33,
Strike
Price
USD
0.01)
(d)
...................
1,441
6,499
Hippo
Holdings,
Inc.
(Issued/
Exercisable
01/04/21,
1
Share
for
1
Warrant,
Expires
08/02/26,
Strike
Price
USD
11.50)
............
938
18
Latch,
Inc.
(Issued/Exercisable
12/29/20,
1
Share
for
1
Warrant,
Expires
06/04/26,
Strike
Price
USD
11.50)
...................
840
—
Lightning
eMotors,
Inc.
(Issued/
Exercisable
05/06/21,
1
Share
for
1
Warrant,
Expires
12/15/25,
Strike
Price
USD
11.50)
............
2,348
24
Security
Shares
Shares
Value
United
States
(continued)
Offerpad
Solutions,
Inc.
(Issued/
Exercisable
10/13/20,
1
Share
for
1
Warrant,
Expires
09/01/26,
Strike
Price
USD
11.50)
............
1,681
$
25
Proof
Acquisition
Corp.
I
(Issued/
Exercisable
12/03/21,
1
Share
for
1
Warrant,
Expires
10/01/26,
Strike
Price
USD
11.50)
(d)
..........
2,017
182
Sarcos
Technology
&
Robotics
Corp.
(Issued/Exercisable
01/15/21,
1
Share
for
1
Warrant,
Expires
06/15/27,
Strike
Price
USD
11.50)
724
14
Sarcos
Technology
&
Robotics
Corp.
(Issued/Exercisable
12/21/20,
1
Share
for
1
Warrant,
Expires
09/24/26,
Strike
Price
USD
11.50)
1,924
33
Sonder
Holdings,
Inc.
(Issued/
Exercisable
01/19/22,
1
Share
for
1
Warrant,
Expires
11/19/26,
Strike
Price
USD
12.50)
(d)
..........
2,205
—
Versa
Networks,
Inc.,
Series
E,
(Acquired
10/14/22,
cost
$0)
(Issued/Exercisable
10/14/22,
1
Share
for
1
Warrant,
Expires
10/07/23,
Strike
Price
USD
0.01)
(d)(f)
1,825
5,165
25,932
Total
Warrants
—
0.0%
(Cost:
$25,506)
................................
31,609
Total
Long-Term
Investments
—
95.1%
(Cost:
$134,057,532)
.............................
131,424,484
Par
(000)
Pa
r
(
000)
Short-Term
Securities
Commercial
Paper
—
0.2%
Societe
Generale
SA,
5.70%
,
03/06/24
(v)
................
USD
263
256,424
Total
Commercial
Paper
—
0.2%
(Cost:
$256,818)
................................
256,424
Foreign
Government
Obligations
—
1.0%
Brazil
-
0.6%
Federative
Republic
of
Brazil
Treasury
Bills,
9.66%
,
07/01/24
(v)
.......
BRL
4
812,675
Mexico
-
0.4%
United
Mexican
States
Treasury
Bills
(v)
11.11%,
07/25/24
...........
MXN
828
433,388
10.68%,
10/03/24
...........
276
141,489
574,877
Total
Foreign
Government
Obligations
—
1.0%
(Cost:
$1,399,918)
..............................
1,387,552
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
18
(Percentages
shown
are
based
on
Net
Assets)
Security
Shares
Shares
Value
Money
Market
Funds
—
8.9%
(s)(w)
BlackRock
Liquidity
Funds,
T-Fund,
Institutional
Class,
5.23%
......
8,559,913
$
8,559,913
SL
Liquidity
Series,
LLC,
Money
Market
Series,
5.52%
(x)
.............
3,785,578
3,786,714
Total
Money
Market
Funds
—
8.9%
(Cost:
$12,346,564)
..............................
12,346,627
Total
Short-Term
Securities
—
10.1%
(Cost:
$14,003,300)
..............................
13,990,603
Total
Options
Purchased
—
0.3%
(Cost:
$664,384
)
................................
318,948
Total
Investments
Before
Options
Written
and
Investments
Sold
Short
—
105.5%
(Cost:
$148,725,216)
.............................
145,734,035
Total
Options
Written
—
(0.6)%
(Premiums
Received
—
$(431,561))
..................
(729,074)
Security
Shares
Shares
Value
Investments
Sold
Short
Common
Stocks
United
States
—
(0.1)%
(e)
Cloudflare,
Inc.,
Class
A
.........
(1,539)
$
(97,019)
Palantir
Technologies,
Inc.,
Class
A
..
(4,371)
(69,936)
Snowflake,
Inc.,
Class
A
.........
(325)
(49,650)
(216,605)
Total
Common
Stocks
—
(0.1)%
(Proceeds:
$(233,469))
...........................
(216,605)
Total
Investments
Sold
Short
—
(0.1)%
(Proceeds:
$(233,469)
)
...........................
(216,605)
Total
Investments
Net
of
Options
Written
and
Investments
Sold
Short
—
104.8%
(Cost:
$148,060,186)
.............................
144,788,356
Liabilities
in
Excess
of
Other
Assets
—
(4.8)%
............
(6,589,002)
Net
Assets
—
100.0%
..............................
$
138,199,354
(a)
Security
exempt
from
registration
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933,
as
amended.
These
securities
may
be
resold
in
transactions
exempt
from
registration
to
qualified
institutional
investors.
(b)
Variable
rate
security.
Interest
rate
resets
periodically.
The
rate
shown
is
the
effective
interest
rate
as
of
period
end.
Security
description
also
includes
the
reference
rate
and
spread
if
published
and
available.
(c)
This
security
may
be
resold
to
qualified
foreign
investors
and
foreign
institutional
buyers
under
Regulation
S
of
the
Securities
Act
of
1933.
(d)
Security
is
valued
using
significant
unobservable
inputs
and
is
classified
as
Level
3
in
the
fair
value
hierarchy.
(e)
Non-income
producing
security.
(f)
Restricted
security
as
to
resale,
excluding
144A
securities.
The
Fund
held
restricted
securities
with
a
current
value
of
$3,659,667,
representing
2.65%
of
its
net
assets
as
of
period
end,
and
an
original
cost
of
$3,677,061.
(g)
All
or
a
portion
of
this
security
is
on
loan.
(h)
All
or
a
portion
of
the
security
has
been
pledged
and/or
segregated
as
collateral
in
connection
with
outstanding
exchange-traded
options
written.
(i)
All
or
a
portion
of
the
security
is
held
by
a
wholly-owned
subsidiary.
(j)
Investment
does
not
issue
shares.
(k)
Payment-in-kind
security
which
may
pay
interest/dividends
in
additional
par/shares
and/or
in
cash.
Rates
shown
are
the
current
rate
and
possible
payment
rates.
(l)
Convertible
security.
(m)
Issuer
filed
for
bankruptcy
and/or
is
in
default.
(n)
Perpetual
security
with
no
stated
maturity
date.
(o)
Zero-coupon
bond.
(p)
Step
coupon
security.
Coupon
rate
will
either
increase
(step-up
bond)
or
decrease
(step-down
bond)
at
regular
intervals
until
maturity.
Interest
rate
shown
reflects
the
rate
currently
in
effect.
(q)
Represents
an
unsettled
loan
commitment
at
period
end.
Certain
details
associated
with
this
purchase
are
not
known
prior
to
the
settlement
date,
including
coupon
rate.
(r)
Rounds
to
less
than
1,000.
(s)
Affiliate
of
the
Fund.
(t)
Other
interests
represent
beneficial
interests
in
liquidation
trusts
and
other
reorganization
or
private
entities.
(u)
Represents
or
includes
a
TBA
transaction.
(v)
Rates
are
discount
rates
or
a
range
of
discount
rates
as
of
period
end.
(w)
Annualized
7-day
yield
as
of
period
end.
(x)
All
or
a
portion
of
this
security
was
purchased
with
the
cash
collateral
from
loaned
securities.
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
19
Affiliates
Investments
in
issuers
considered
to
be
affiliate(s)
of
the
Fund
during
the period
ended
September
30,
2023
for
purposes
of
Section
2(a)(3)
of
the
Investment
Company
Act
of
1940,
as
amended,
were
as
follows:
Affiliated
Issuer
Value
at
12/31/22
Purchases
at
Cost
Proceeds
from
Sale
Net
Realized
Gain
(Loss)
Change
in
Unrealized
Appreciation
(Depreciation)
Value
at
09/30/23
Shares
Held
at
09/30/23
Income
Capital
Gain
Distributions
from
Underlying
Funds
BlackRock
Liquidity
Funds,
T-Fund,
Institutional
Class
...
$
2,362,835
$
6,197,078
(a)
$
—
$
—
$
—
$
8,559,913
8,559,913
$
122,322
$
—
SL
Liquidity
Series,
LLC,
Money
Market
Series
...........
4,093,307
—
(307,361)
(a)
921
(153)
3,786,714
3,785,578
12,436
(b)
—
iShares
0-5
Year
TIPS
Bond
ETF
138,168
—
—
—
(57)
138,111
1,425
2,884
—
iShares
Biotechnology
ETF
(c)
...
20,087
—
(19,806)
2,426
(2,707)
—
—
11
—
iShares
China
Large-Cap
ETF
(c)
.
170,847
255,009
(452,985)
(4,683)
31,812
—
—
—
—
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
(c)
.....
195,561
—
(199,755)
4,792
(598)
—
—
3,081
—
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
......
—
1,619,464
(1,295,935)
(6,690)
(20,369)
296,470
2,906
10,117
—
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
.
1,304,970
264,002
(75,139)
(2,442)
(46,631)
1,444,760
17,508
51,678
—
iShares
Latin
America
40
ETF
..
67,480
—
—
—
7,871
75,351
2,948
1,411
—
iShares
MSCI
Brazil
ETF
.....
92,861
—
—
—
8,963
101,824
3,320
2,511
—
iShares
MSCI
Emerging
Markets
ETF
..................
16,259
—
—
—
22
16,281
429
133
—
iShares
Russell
Mid-Cap
Growth
ETF
..................
—
35,948
—
—
(1,509)
34,439
377
68
—
$
(5,676)
$
(23,356)
$
14,453,863
$
206,652
$
—
—
—
(a)
Represents
net
amount
purchased
(sold).
(b)
All
or
a
portion
represents
securities
lending
income
earned
from
the
reinvestment
of
cash
collateral
from
loaned
securities,
net
of
fees
and
collateral
investment
expenses,
and
other
payments
to
and
from
borrowers
of
securities.
(c)
As
of
period
end,
the
entity
is
no
longer
held.
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
20
Derivative
Financial
Instruments
Outstanding
as
of
Period
End
Futures
Contracts
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
(000)
Value/
Unrealized
Appreciation
(Depreciation)
Long
Contracts
Euro-
Bobl
...............................................................
17
12/07/23
$
2,080
$
(26,778)
Euro-BTP
...............................................................
3
12/07/23
348
(8,369)
Euro-Bund
..............................................................
37
12/07/23
5,032
(125,257)
Euro-OAT
...............................................................
9
12/07/23
1,172
(20,672)
SGX
Nikkei
225
Index
.......................................................
6
12/07/23
1,277
(34,618)
Australia
10-Year
Bond
......................................................
26
12/15/23
1,872
(53,380)
EURO
STOXX
50
Index
.....................................................
2
12/15/23
89
(1,499)
EURO
STOXX
Banks
Price
Index
...............................................
15
12/15/23
88
1,686
MSCI
Emerging
Markets
E-Mini
Index
............................................
5
12/15/23
239
(7,664)
S&P
500
E-Mini
Index
.......................................................
2
12/15/23
433
(5,064)
U.S.
Treasury
Long
Bond
.....................................................
2
12/19/23
228
(12,872)
U.S.
Treasury
Ultra
Bond
.....................................................
4
12/19/23
476
(3,126)
Long
Gilt
................................................................
4
12/27/23
460
(1,648)
U.S.
Treasury
5-Year
Note
....................................................
189
12/29/23
19,907
(132,671)
(431,932)
Short
Contracts
Euro-
Buxl
...............................................................
1
12/07/23
129
10,103
Euro-Schatz
.............................................................
5
12/07/23
555
2,494
Japan
10-Year
Bond
........................................................
3
12/13/23
2,910
16,719
FTSE
100
Index
...........................................................
1
12/15/23
93
(453)
NASDAQ
100
E-Mini
Index
...................................................
15
12/15/23
4,460
189,964
U.S.
Treasury
10-Year
Note
...................................................
94
12/19/23
10,153
170,905
U.S.
Treasury
10-Year
Ultra
Note
...............................................
161
12/19/23
17,957
521,812
U.S.
Treasury
2-Year
Note
....................................................
124
12/29/23
25,134
40,718
952,262
$
520,330
Forward
Foreign
Currency
Exchange
Contracts
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized
Appreciation  
(Depreciation)
CLP
87,885,000
USD
98,272
Goldman
Sachs
International
12/14/23
$
70
INR
11,437,000
USD
136,941
Citibank
NA
12/14/23
190
MXN
854,000
USD
48,376
Barclays
Bank
plc
12/14/23
22
MXN
1,213,034
USD
67,797
Citibank
NA
12/14/23
949
MXN
2,219,435
USD
125,205
Morgan
Stanley
&
Co.
International
plc
12/14/23
575
USD
48,815
BRL
243,000
Citibank
NA
12/14/23
916
USD
368,613
BRL
1,858,481
Goldman
Sachs
International
12/14/23
2,278
USD
144,110
COP
586,270,427
BNP
Paribas
SA
12/14/23
3,073
USD
47,318
COP
194,895,000
Citibank
NA
12/14/23
433
USD
63,082
COP
259,079,000
Standard
Chartered
Bank
12/14/23
756
USD
35,612
CZK
817,000
Barclays
Bank
plc
12/14/23
280
USD
63,656
CZK
1,456,000
BNP
Paribas
SA
12/14/23
690
USD
84,219
CZK
1,923,563
JPMorgan
Chase
Bank
NA
12/14/23
1,033
USD
21,498
EUR
20,000
Barclays
Bank
plc
12/14/23
281
USD
42,056
HUF
15,426,000
Bank
of
America
NA
12/14/23
684
USD
106,970
IDR
1,648,906,419
BNP
Paribas
SA
12/14/23
553
USD
42,603
INR
3,548,000
BNP
Paribas
SA
12/14/23
62
USD
21,400
KRW
28,467,000
Citibank
NA
12/14/23
271
USD
49,533
MXN
862,000
Citibank
NA
12/14/23
681
USD
21,478
MYR
100,000
Barclays
Bank
plc
12/14/23
33
USD
20,962
PLN
91,000
Bank
of
America
NA
12/14/23
186
USD
221,711
PLN
957,546
Morgan
Stanley
&
Co.
International
plc
12/14/23
3,097
USD
50,129
THB
1,795,000
Barclays
Bank
plc
12/14/23
508
USD
85,960
THB
3,041,000
Citibank
NA
12/14/23
1,895
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
21
Forward
Foreign
Currency
Exchange
Contracts
(continued)
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized
Appreciation  
(Depreciation)
USD
49,367
ZAR
940,000
BNP
Paribas
SA
12/14/23
$
43
ZAR
930,000
USD
48,266
Goldman
Sachs
International
12/14/23
533
EUR
468,753
USD
494,615
JPMorgan
Chase
Bank
NA
12/20/23
2,856
NOK
7,183,751
CHF
594,549
BNP
Paribas
SA
12/20/23
17,688
NZD
123,715
USD
73,261
Bank
of
New
York
Mellon
12/20/23
890
SEK
6,402,004
USD
578,231
State
Street
Bank
and
Trust
Co.
12/20/23
10,118
USD
400,040
BRL
1,991,241
Citibank
NA
12/20/23
7,784
USD
3,737
BRL
18,594
Royal
Bank
of
Canada
12/20/23
74
USD
532,538
EUR
493,926
JPMorgan
Chase
Bank
NA
12/20/23
8,351
USD
453,560
GBP
362,878
HSBC
Bank
plc
12/20/23
10,560
USD
4,089
GBP
3,270
Morgan
Stanley
&
Co.
International
plc
12/20/23
97
USD
1,286,648
HKD
10,049,309
HSBC
Bank
plc
12/20/23
1,195
USD
38,728
HKD
302,494
Morgan
Stanley
&
Co.
International
plc
12/20/23
35
USD
133,692
IDR
2,056,245,021
BNP
Paribas
SA
12/20/23
996
USD
6,652
IDR
102,313,891
Royal
Bank
of
Canada
12/20/23
49
USD
163,059
INR
13,581,014
Citibank
NA
12/20/23
273
USD
576,820
NOK
6,155,353
Citibank
NA
12/20/23
89
COP
392,555,000
USD
89,441
BNP
Paribas
SA
05/17/24
2,057
83,204
USD
93,935
COP
392,555,000
BNP
Paribas
SA
10/17/23
(1,897)
COP
283,159,000
USD
69,654
Morgan
Stanley
&
Co.
International
plc
10/30/23
(825)
BRL
193,355
USD
38,696
JPMorgan
Chase
Bank
NA
12/14/23
(583)
COP
55,399,449
USD
13,620
JPMorgan
Chase
Bank
NA
12/14/23
(293)
CZK
464,020
USD
20,220
HSBC
Bank
plc
12/14/23
(153)
EUR
90,000
USD
96,690
Barclays
Bank
plc
12/14/23
(1,213)
EUR
60,000
USD
64,797
JPMorgan
Chase
Bank
NA
12/14/23
(1,147)
HUF
66,082,828
USD
179,683
Barclays
Bank
plc
12/14/23
(2,452)
IDR
388,438,631
USD
25,276
Citibank
NA
12/14/23
(207)
KRW
127,685,000
USD
96,073
Citibank
NA
12/14/23
(1,300)
MXN
2,124,474
USD
122,515
JPMorgan
Chase
Bank
NA
12/14/23
(2,115)
MYR
359,982
USD
77,449
Barclays
Bank
plc
12/14/23
(251)
PLN
279,000
USD
64,727
Citibank
NA
12/14/23
(1,030)
PLN
91,000
USD
20,857
Goldman
Sachs
International
12/14/23
(81)
THB
13,300,910
USD
376,199
Barclays
Bank
plc
12/14/23
(8,512)
USD
47,486
BRL
242,000
Deutsche
Bank
AG
12/14/23
(216)
USD
20,757
CLP
18,736,000
BNP
Paribas
SA
12/14/23
(208)
USD
47,587
MXN
850,000
Citibank
NA
12/14/23
(585)
USD
83,764
MXN
1,499,000
Goldman
Sachs
International
12/14/23
(1,188)
USD
868,887
MXN
15,412,757
HSBC
Bank
plc
12/14/23
(4,595)
USD
111,470
ZAR
2,154,000
Barclays
Bank
plc
12/14/23
(1,554)
USD
309,194
ZAR
5,977,091
Deutsche
Bank
AG
12/14/23
(4,436)
ZAR
703,227
USD
36,954
State
Street
Bank
and
Trust
Co.
12/14/23
(55)
AUD
3,371,891
USD
2,175,099
BNP
Paribas
SA
12/20/23
(1,093)
AUD
104,292
USD
67,271
JPMorgan
Chase
Bank
NA
12/20/23
(29)
CAD
1,333,085
USD
985,492
Nomura
International
plc
12/20/23
(2,759)
CHF
2,356,958
USD
2,667,496
HSBC
Bank
plc
12/20/23
(69,311)
CNY
4,384,033
USD
604,994
BNP
Paribas
SA
12/20/23
(2,136)
DKK
3,705,590
USD
536,371
Bank
of
New
York
Mellon
12/20/23
(8,634)
EUR
13,557
USD
14,623
BNP
Paribas
SA
12/20/23
(235)
EUR
253,698
USD
273,652
JPMorgan
Chase
Bank
NA
12/20/23
(4,411)
GBP
238,704
EUR
276,600
State
Street
Bank
and
Trust
Co.
12/20/23
(2,138)
GBP
286,139
USD
349,485
BNP
Paribas
SA
12/20/23
(168)
HUF
54,365,616
USD
149,813
Goldman
Sachs
International
12/20/23
(4,095)
JPY
137,793,933
EUR
880,479
HSBC
Bank
plc
12/20/23
(6)
JPY
831,872,137
USD
5,735,633
Deutsche
Bank
AG
12/20/23
(94,493)
JPY
22,723,474
USD
156,710
JPMorgan
Chase
Bank
NA
12/20/23
(2,616)
KRW
707,340,902
USD
536,210
HSBC
Bank
plc
12/20/23
(11,024)
MXN
4,981,025
USD
285,887
Morgan
Stanley
&
Co.
International
plc
12/20/23
(3,887)
PLN
932,408
USD
215,932
State
Street
Bank
and
Trust
Co.
12/20/23
(3,165)
SGD
367,019
USD
270,997
State
Street
Bank
and
Trust
Co.
12/20/23
(1,534)
TWD
15,477,300
USD
488,074
Goldman
Sachs
International
12/20/23
(5,521)
TWD
158,170
USD
4,986
HSBC
Bank
plc
12/20/23
(56)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
22
Forward
Foreign
Currency
Exchange
Contracts
(continued)
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized
Appreciation  
(Depreciation)
USD
321,437
CHF
292,826
Goldman
Sachs
International
12/20/23
$
(1,359)
ZAR
5,719,145
USD
301,718
State
Street
Bank
and
Trust
Co.
12/20/23
(1,786)
USD
159,660
ILS
609,420
JPMorgan
Chase
Bank
NA
01/29/24
(1,113)
USD
82,086
ILS
312,779
Toronto
Dominion
Bank
01/29/24
(429)
(256,894)
$
(173,690)
OTC
Barrier
Options
Purchased
Description
Type
of
Option
Counterparty
Number
of
Contracts
Expiration
Date
Exercise
Price
Barrier
Price/Range
Notional
Amount
(000)
Value
Call
S&P
500
Index
Down
and
In
Citibank
NA
238
12/15/23
USD
4,450.00
USD
4,230.00
USD
1,021
$
842
USD
Currency
Up
and
In
Morgan
Stanley
&
Co.
International
plc
—
03/07/24
CNH
7.70
CNH
8.25
USD
1,788
2,066
2,908
Put
EUR
Currency
One-Touch
Morgan
Stanley
&
Co.
International
plc
—
10/20/23
USD
1.06
USD
1.06
EUR
27
$
15,148
$
18,056
Exchange-Traded
Options
Purchased
Description
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Call
SPDR
S&P
500
ETF
Trust
......................
23
10/13/23
USD
435.00
USD
983
$
5,164
CBOE
Volatility
Index
.........................
7
10/18/23
USD
25.00
USD
12
294
CBOE
Volatility
Index
.........................
8
10/18/23
USD
20.00
USD
14
680
Advanced
Micro
Devices,
Inc.
...................
16
10/20/23
USD
115.00
USD
165
1,040
Alibaba
Group
Holding
Ltd.
.....................
83
10/20/23
USD
110.00
USD
720
623
Alphabet,
Inc.
..............................
24
10/20/23
USD
135.00
USD
316
4,968
Amazon.com,
Inc.
...........................
10
10/20/23
USD
140.00
USD
127
395
Amazon.com,
Inc.
...........................
32
10/20/23
USD
145.00
USD
407
560
Apple,
Inc.
................................
9
10/20/23
USD
195.00
USD
154
32
Apple,
Inc.
................................
10
10/20/23
USD
180.00
USD
171
835
Apple,
Inc.
................................
13
10/20/23
USD
185.00
USD
223
319
Bunge
Ltd.
................................
8
10/20/23
USD
105.00
USD
87
3,880
Comcast
Corp.
.............................
61
10/20/23
USD
47.50
USD
270
610
ConocoPhillips
.............................
24
10/20/23
USD
125.00
USD
288
2,964
Eli
Lilly
&
Co.
..............................
2
10/20/23
USD
610.00
USD
107
89
Equitrans
Midstream
Corp.
.....................
3
10/20/23
USD
12.00
USD
3
23
Freeport-McMoRan,
Inc.
.......................
24
10/20/23
USD
45.00
USD
89
132
MGM
Resorts
International
.....................
19
10/20/23
USD
50.00
USD
70
38
Micron
Technology,
Inc.
.......................
27
10/20/23
USD
70.00
USD
184
3,591
Microsoft
Corp.
.............................
5
10/20/23
USD
345.00
USD
158
175
Microsoft
Corp.
.............................
5
10/20/23
USD
340.00
USD
158
320
Rockwell
Automation,
Inc.
......................
4
10/20/23
USD
320.00
USD
114
140
SPDR
S&P
500
ETF
Trust
......................
26
10/20/23
USD
463.00
USD
1,111
65
Spirit
AeroSystems
Holdings,
Inc.
.................
4
10/20/23
USD
24.00
USD
6
30
Uber
Technologies,
Inc.
.......................
24
10/20/23
USD
50.00
USD
110
732
UnitedHealth
Group,
Inc.
.......................
3
10/20/23
USD
530.00
USD
151
887
Valero
Energy
Corp.
..........................
12
10/20/23
USD
145.00
USD
170
3,630
Invesco
QQQ
Trust
Series
1
....................
7
11/10/23
USD
375.00
USD
251
2,562
Adobe,
Inc.
................................
3
11/17/23
USD
590.00
USD
153
690
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
23
Exchange-Traded
Options
Purchased
(continued)
Description
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Advanced
Micro
Devices,
Inc.
...................
12
11/17/23
USD
105.00
USD
123
$
7,770
Alphabet,
Inc.
..............................
7
11/17/23
USD
135.00
USD
92
3,360
Alphabet,
Inc.
..............................
9
11/17/23
USD
140.00
USD
119
2,498
Amazon.com,
Inc.
...........................
8
11/17/23
USD
135.00
USD
102
3,200
Amazon.com,
Inc.
...........................
10
11/17/23
USD
140.00
USD
127
2,540
Amazon.com,
Inc.
...........................
10
11/17/23
USD
155.00
USD
127
595
Amazon.com,
Inc.
...........................
14
11/17/23
USD
150.00
USD
178
1,337
Apple,
Inc.
................................
13
11/17/23
USD
180.00
USD
223
4,095
Broadcom,
Inc.
.............................
1
11/17/23
USD
900.00
USD
83
1,295
ConocoPhillips
.............................
10
11/17/23
USD
125.00
USD
120
2,930
ConocoPhillips
.............................
14
11/17/23
USD
130.00
USD
168
2,114
Devon
Energy
Corp.
..........................
27
11/17/23
USD
52.50
USD
129
2,525
Eli
Lilly
&
Co.
..............................
3
11/17/23
USD
620.00
USD
161
704
Humana,
Inc.
..............................
2
11/17/23
USD
490.00
USD
97
3,680
Humana,
Inc.
..............................
2
11/17/23
USD
520.00
USD
97
1,310
Humana,
Inc.
..............................
2
11/17/23
USD
515.00
USD
97
1,580
Humana,
Inc.
..............................
3
11/17/23
USD
525.00
USD
146
1,605
Kenvue
,
Inc.
...............................
82
11/17/23
USD
25.00
USD
165
615
Lennar
Corp.
..............................
5
11/17/23
USD
135.00
USD
56
100
Lockheed
Martin
Corp.
........................
5
11/17/23
USD
435.00
USD
204
1,550
Mastercard
,
Inc.
............................
3
11/17/23
USD
420.00
USD
119
1,148
Micron
Technology,
Inc.
.......................
24
11/17/23
USD
77.50
USD
163
1,272
Microsoft
Corp.
.............................
7
11/17/23
USD
330.00
USD
221
4,918
NVIDIA
Corp.
..............................
2
11/17/23
USD
440.00
USD
87
4,925
NVIDIA
Corp.
..............................
6
11/17/23
USD
480.00
USD
261
6,210
Salesforce,
Inc.
.............................
2
11/17/23
USD
210.00
USD
41
1,035
Salesforce,
Inc.
.............................
4
11/17/23
USD
220.00
USD
81
890
SPDR
Gold
Shares
(a)
.........................
244
11/17/23
USD
185.00
USD
4,183
5,856
SPDR
S&P
500
ETF
Trust
......................
35
11/17/23
USD
460.00
USD
1,496
2,135
Tesla,
Inc.
.................................
4
11/17/23
USD
260.00
USD
100
6,000
T-Mobile
US,
Inc.
............................
13
11/17/23
USD
140.00
USD
182
6,988
Uber
Technologies,
Inc.
.......................
20
11/17/23
USD
52.50
USD
92
1,700
Uber
Technologies,
Inc.
.......................
20
11/17/23
USD
47.50
USD
92
4,800
Valero
Energy
Corp.
..........................
8
11/17/23
USD
155.00
USD
113
1,816
Walmart,
Inc.
..............................
16
11/17/23
USD
170.00
USD
256
1,712
Delta
Air
Lines,
Inc.
..........................
20
12/15/23
USD
42.00
USD
74
1,290
Delta
Air
Lines,
Inc.
..........................
100
12/15/23
USD
45.00
USD
370
2,500
Intel
Corp.
................................
41
12/15/23
USD
38.00
USD
146
6,232
NVIDIA
Corp.
..............................
4
12/15/23
USD
440.00
USD
174
14,510
United
Airlines
Holdings,
Inc.
....................
20
12/15/23
USD
48.00
USD
85
2,130
Freeport-McMoRan,
Inc.
.......................
34
01/19/24
USD
45.00
USD
127
2,737
Pfizer,
Inc.
................................
24
01/19/24
USD
47.00
USD
80
84
Pfizer,
Inc.
................................
40
01/19/24
USD
50.00
USD
133
100
Sabre
Corp.
...............................
5
01/19/24
USD
7.00
USD
2
90
Sabre
Corp.
...............................
6
01/19/24
USD
6.00
USD
3
174
162,123
Put
Ally
Financial,
Inc.
...........................
3
10/20/23
USD
23.00
USD
8
60
Fortinet,
Inc.
...............................
8
10/20/23
USD
55.00
USD
47
340
iShares
20+
Year
Treasury
Bond
ETF
..............
8
10/20/23
USD
85.00
USD
71
356
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
.......
5
10/20/23
USD
71.00
USD
37
373
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
.......
17
10/20/23
USD
73.00
USD
125
553
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
..
5
10/20/23
USD
82.00
USD
41
295
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
..
5
10/20/23
USD
80.00
USD
41
98
iShares
Russell
2000
ETF
......................
5
10/20/23
USD
178.00
USD
88
1,800
Netflix,
Inc.
................................
1
10/20/23
USD
350.00
USD
38
710
Seagate
Technology
Holdings
plc
.................
4
10/20/23
USD
60.00
USD
26
142
SPDR
S&P
500
ETF
Trust
......................
4
10/20/23
USD
416.00
USD
171
1,006
Spirit
AeroSystems
Holdings,
Inc.
.................
2
10/20/23
USD
15.00
USD
3
100
Stellantis
NV
...............................
5
10/20/23
USD
16.00
USD
10
38
Frontier
Communications
Parent,
Inc.
..............
4
11/17/23
USD
12.50
USD
6
180
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
.......
5
11/17/23
USD
71.00
USD
37
123
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
24
Exchange-Traded
Options
Purchased
(continued)
Description
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
.......
11
11/17/23
USD
72.00
USD
81
$
710
SPDR
S&P
500
ETF
Trust
......................
2
11/17/23
USD
435.00
USD
85
2,369
US
Global
Jets
ETF
..........................
5
11/17/23
USD
16.00
USD
9
163
Ford
Motor
Co.
.............................
11
12/15/23
USD
10.00
USD
14
149
Stellantis
NV
...............................
5
12/15/23
USD
14.00
USD
10
50
9,615
$
171,738
(a)
All
or
a
portion
of
the
security
is
held
by
a
wholly-owned
subsidiary.
OTC
Options
Purchased
Description
Counterparty
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Call
USD
Currency
...........
Morgan
Stanley
&
Co.
International
plc
—
11/13/23
HKD
7.81
USD
773
$
1,973
Mitsubishi
UFJ
Financial
Group,
Inc.
...........
Citibank
NA
6
12/08/23
JPY
1,378.02
JPY
8
1,161
TOPIX
Bank
Index
........
BNP
Paribas
SA
57,840
01/12/24
JPY
286.63
JPY
15,138
2,557
TOPIX
Bank
Index
........
Goldman
Sachs
International
96,362
01/12/24
JPY
286.49
JPY
25,221
4,282
TOPIX
Bank
Index
........
JPMorgan
Chase
Bank
NA
38,598
01/12/24
JPY
286.56
JPY
10,102
1,711
USD
Currency
...........
HSBC
Bank
plc
—
08/21/24
CNH
8.50
USD
3,847
3,442
15,126
Put
USD
Currency
...........
Citibank
NA
—
10/09/23
INR
82.00
USD
368
20
EUR
Currency
...........
JPMorgan
Chase
Bank
NA
—
11/22/23
USD
1.05
EUR
1,395
11,641
GBP
Currency
...........
Bank
of
America
NA
—
11/22/23
CHF
1.10
GBP
614
3,715
USD
Currency
...........
Barclays
Bank
plc
—
11/22/23
MXN
17.25
USD
460
4,227
19,603
$
34,729
OTC
Credit
Default
Swaptions
Purchased
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate/Reference
Rate/Reference
Frequency
Counterparty
Expiration
Date
Exercise
Price
Notional
Amount
(000)
(a)
Value
Put
Bought
Protection
on
5-Year
Credit
Default
Swap
......
1.00
%
Markit
CDX
North
American
Investment
Grade
Index
Series
41.V1
Quarterly
BNP
Paribas
SA
10/18/23
USD
77.50
USD
675
$
443
Bought
Protection
on
5-Year
Credit
Default
Swap
......
1.00
Markit
CDX
North
American
Investment
Grade
Index
Series
41.V1
Quarterly
Deutsche
Bank
AG
10/18/23
USD
85.00
USD
460
138
Bought
Protection
on
5-Year
Credit
Default
Swap
......
5.00
Markit
CDX
North
American
High
Yield
Index
Series
41.V1
Quarterly
Barclays
Bank
plc
11/15/23
USD
96.00
USD
130
305
Bought
Protection
on
5-Year
Credit
Default
Swap
......
5.00
Markit
CDX
North
American
High
Yield
Index
Series
41.V1
Quarterly
JPMorgan
Chase
Bank
NA
10/18/23
USD
99.50
USD
190
587
Bought
Protection
on
5-Year
Credit
Default
Swap
......
5.00
Markit
CDX
North
American
High
Yield
Index
Series
40.V1
Quarterly
Bank
of
America
NA
10/18/23
USD
100.50
USD
155
504
Bought
Protection
on
5-Year
Credit
Default
Swap
......
5.00
iTraxx
Europe
Crossover
Index
Series
40.V1
Quarterly
Morgan
Stanley
&
Co.
International
plc
10/18/23
EUR
450.00
EUR
70
242
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
25
OTC
Credit
Default
Swaptions
Purchased
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate/Reference
Rate/Reference
Frequency
Counterparty
Expiration
Date
Exercise
Price
Notional
Amount
(000)
(a)
Value
Bought
Protection
on
5-Year
Credit
Default
Swap
......
5.00
%
iTraxx
Europe
Crossover
Index
Series
40.V1
Quarterly
Morgan
Stanley
&
Co.
International
plc
10/18/23
EUR
475.00
EUR
65
$
108
$
2,327
(a)
The
maximum
potential
amount
the
Fund
may
pay
should
a
negative
credit
event
take
place
as
defined
under
the
terms
of
the
agreement.
OTC
Interest
Rate
Swaptions
Purchased
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate
Frequency
Rate
Frequency
Counterparty
Expiration
Date
Exercise
Rate
Notional
Amount
(000)
Value
Call
2Yx2Y
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
2.75%
Annual
Goldman
Sachs
International
10/19/23
2.75
%
USD
1,076
$
—
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
3.05%
Semi-Annual
Citibank
NA
10/24/23
3.05
USD
853
1
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
2.90%
Semi-Annual
JPMorgan
Chase
Bank
NA
10/30/23
2.90
USD
853
2
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
2.82%
Semi-Annual
Goldman
Sachs
International
11/07/23
2.82
USD
354
3
30-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
2.85%
Semi-Annual
Citibank
NA
11/14/23
2.85
USD
274
27
1-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
At
Termination
4.45%
At
Termination
Citibank
NA
02/12/24
4.45
USD
15,590
9,752
5-Year
Interest
Rate
Swap
(a)
.
6-mo.
EURIBOR
Semi-Annual
3.00%
Annual
JPMorgan
Chase
Bank
NA
03/01/24
3.00
EUR
1,180
7,227
5-Year
Interest
Rate
Swap
(a)
.
6-mo.
EURIBOR
Semi-Annual
3.18%
Annual
JPMorgan
Chase
Bank
NA
03/18/24
3.18
EUR
970
9,709
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
3.65%
Semi-Annual
Nomura
International
plc
03/18/24
3.65
USD
762
7,052
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.20%
Semi-Annual
JPMorgan
Chase
Bank
NA
03/28/24
4.20
USD
5,649
22,553
56,326
Put
10-Year
Interest
Rate
Swap
(a)
4.55%
Semi-Annual
1-day
SOFR
Annual
Citibank
NA
10/24/23
4.55
USD
853
2,535
10-Year
Interest
Rate
Swap
(a)
4.40%
Semi-Annual
1-day
SOFR
Annual
JPMorgan
Chase
Bank
NA
10/30/23
4.40
USD
853
6,079
30-Year
Interest
Rate
Swap
(a)
3.65%
Semi-Annual
1-day
SOFR
Annual
Citibank
NA
11/01/23
3.65
USD
397
26,564
10-Year
Interest
Rate
Swap
(a)
4.82%
Semi-Annual
1-day
SOFR
Annual
Goldman
Sachs
International
11/07/23
4.82
USD
354
594
35,772
$
92,098
(a)
Forward
settling
swaption.
OTC
Barrier
Options
Written
Description
Type
of
Option
Counterparty
Expiration
Date
Exercise
Price
Barrier
Price/Range
Notional
Amount
(000)
Value
Put
EUR
Currency
...............
Down
and
In
Citibank
NA
10/20/23
USD
1.05
EUR
1.04
EUR
610
$
(2,122)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
26
Exchange-Traded
Options
Written
Description
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Call
CBOE
Volatility
Index
..........................
7
10/18/23
USD
40.00
USD
12
$
(102)
CBOE
Volatility
Index
..........................
8
10/18/23
USD
30.00
USD
14
(220)
Advanced
Micro
Devices,
Inc.
....................
33
10/20/23
USD
130.00
USD
339
(215)
Alibaba
Group
Holding
Ltd.
......................
83
10/20/23
USD
130.00
USD
720
(166)
Alphabet,
Inc.
...............................
24
10/20/23
USD
145.00
USD
316
(456)
Amazon.com,
Inc.
............................
33
10/20/23
USD
155.00
USD
419
(182)
Bunge
Ltd.
.................................
8
10/20/23
USD
120.00
USD
87
(160)
ConocoPhillips
..............................
24
10/20/23
USD
135.00
USD
288
(216)
Eli
Lilly
&
Co.
...............................
2
10/20/23
USD
640.00
USD
107
(51)
Fortinet,
Inc.
................................
8
10/20/23
USD
70.00
USD
47
(80)
Microsoft
Corp.
..............................
5
10/20/23
USD
365.00
USD
158
(28)
Microsoft
Corp.
..............................
10
10/20/23
USD
370.00
USD
316
(40)
Advanced
Micro
Devices,
Inc.
....................
12
11/17/23
USD
120.00
USD
123
(2,364)
Eli
Lilly
&
Co.
...............................
2
11/17/23
USD
670.00
USD
107
(146)
NVIDIA
Corp.
...............................
6
11/17/23
USD
540.00
USD
261
(1,340)
SPDR
Gold
Shares
(a)
..........................
244
11/17/23
USD
195.00
USD
4,183
(1,830)
Delta
Air
Lines,
Inc.
...........................
100
12/15/23
USD
50.00
USD
370
(650)
NVIDIA
Corp.
...............................
4
12/15/23
USD
530.00
USD
174
(3,989)
SPDR
S&P
500
ETF
Trust
.......................
5
12/15/23
USD
420.00
USD
214
(10,109)
Freeport-McMoRan,
Inc.
........................
34
01/19/24
USD
50.00
USD
127
(1,036)
(23,380)
Put
Advanced
Micro
Devices,
Inc.
....................
8
10/20/23
USD
95.00
USD
82
(980)
Amazon.com,
Inc.
............................
24
10/20/23
USD
120.00
USD
305
(2,976)
Apple,
Inc.
.................................
4
10/20/23
USD
160.00
USD
68
(324)
Apple,
Inc.
.................................
5
10/20/23
USD
170.00
USD
86
(1,453)
Comcast
Corp.
..............................
61
10/20/23
USD
42.50
USD
270
(2,105)
Eli
Lilly
&
Co.
...............................
2
10/20/23
USD
560.00
USD
107
(5,245)
Fortinet,
Inc.
................................
8
10/20/23
USD
45.00
USD
47
(40)
Freeport-McMoRan,
Inc.
........................
16
10/20/23
USD
38.00
USD
60
(2,872)
iShares
20+
Year
Treasury
Bond
ETF
...............
8
10/20/23
USD
80.00
USD
71
(76)
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
...
5
10/20/23
USD
75.00
USD
41
(60)
iShares
J.P.
Morgan
USD
Emerging
Markets
Bond
ETF
...
5
10/20/23
USD
77.00
USD
41
(70)
iShares
Russell
2000
ETF
.......................
5
10/20/23
USD
163.00
USD
88
(170)
MGM
Resorts
International
......................
9
10/20/23
USD
40.00
USD
33
(3,060)
Micron
Technology,
Inc.
........................
27
10/20/23
USD
52.50
USD
184
(162)
Microsoft
Corp.
..............................
2
10/20/23
USD
305.00
USD
63
(615)
Netflix,
Inc.
.................................
1
10/20/23
USD
300.00
USD
38
(100)
Rockwell
Automation,
Inc.
.......................
4
10/20/23
USD
270.00
USD
114
(700)
Seagate
Technology
Holdings
plc
..................
4
10/20/23
USD
55.00
USD
26
(28)
SPDR
S&P
500
ETF
Trust
.......................
4
10/20/23
USD
400.00
USD
171
(318)
UnitedHealth
Group,
Inc.
........................
3
10/20/23
USD
450.00
USD
151
(287)
Invesco
QQQ
Trust
Series
1
.....................
2
11/10/23
USD
325.00
USD
72
(327)
Adobe,
Inc.
.................................
3
11/17/23
USD
510.00
USD
153
(6,180)
Advanced
Micro
Devices,
Inc.
....................
12
11/17/23
USD
85.00
USD
123
(1,530)
Alphabet,
Inc.
...............................
9
11/17/23
USD
120.00
USD
119
(1,688)
Amazon.com,
Inc.
............................
10
11/17/23
USD
120.00
USD
127
(3,750)
Amazon.com,
Inc.
............................
10
11/17/23
USD
125.00
USD
127
(5,575)
Amazon.com,
Inc.
............................
13
11/17/23
USD
130.00
USD
165
(10,368)
Amazon.com,
Inc.
............................
14
11/17/23
USD
115.00
USD
178
(3,381)
Apple,
Inc.
.................................
8
11/17/23
USD
155.00
USD
137
(1,364)
Broadcom,
Inc.
..............................
1
11/17/23
USD
760.00
USD
83
(1,155)
ConocoPhillips
..............................
20
11/17/23
USD
110.00
USD
240
(3,360)
Devon
Energy
Corp.
...........................
27
11/17/23
USD
45.00
USD
129
(3,645)
Eli
Lilly
&
Co.
...............................
2
11/17/23
USD
540.00
USD
107
(4,615)
Humana,
Inc.
...............................
3
11/17/23
USD
450.00
USD
146
(1,755)
Humana,
Inc.
...............................
4
11/17/23
USD
440.00
USD
195
(1,720)
Kenvue
,
Inc.
................................
55
11/17/23
USD
20.00
USD
110
(3,850)
Lennar
Corp.
...............................
5
11/17/23
USD
115.00
USD
56
(3,125)
Lockheed
Martin
Corp.
.........................
3
11/17/23
USD
370.00
USD
123
(623)
Mastercard
,
Inc.
.............................
3
11/17/23
USD
360.00
USD
119
(885)
Micron
Technology,
Inc.
........................
24
11/17/23
USD
57.50
USD
163
(1,056)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
27
Exchange-Traded
Options
Written
(continued)
Description
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Microsoft
Corp.
..............................
4
11/17/23
USD
285.00
USD
126
$
(1,270)
NextEra
Energy,
Inc.
..........................
9
11/17/23
USD
65.00
USD
52
(6,975)
NVIDIA
Corp.
...............................
1
11/17/23
USD
380.00
USD
43
(593)
NVIDIA
Corp.
...............................
6
11/17/23
USD
400.00
USD
261
(6,165)
Pfizer,
Inc.
.................................
27
11/17/23
USD
30.00
USD
90
(878)
Salesforce,
Inc.
..............................
4
11/17/23
USD
185.00
USD
81
(838)
SPDR
Gold
Shares
(a)
..........................
122
11/17/23
USD
175.00
USD
2,092
(52,765)
Tesla,
Inc.
..................................
2
11/17/23
USD
220.00
USD
50
(1,350)
Uber
Technologies,
Inc.
........................
20
11/17/23
USD
42.50
USD
92
(2,860)
Uber
Technologies,
Inc.
........................
20
11/17/23
USD
37.50
USD
92
(880)
Valero
Energy
Corp.
...........................
8
11/17/23
USD
120.00
USD
113
(824)
Walmart,
Inc.
...............................
16
11/17/23
USD
150.00
USD
256
(2,128)
Delta
Air
Lines,
Inc.
...........................
20
12/15/23
USD
35.00
USD
74
(2,680)
Intel
Corp.
.................................
41
12/15/23
USD
30.00
USD
146
(2,378)
NVIDIA
Corp.
...............................
4
12/15/23
USD
310.00
USD
174
(960)
United
Airlines
Holdings,
Inc.
.....................
20
12/15/23
USD
41.00
USD
85
(4,360)
Freeport-McMoRan,
Inc.
........................
34
01/19/24
USD
38.00
USD
127
(11,050)
(180,547)
$
(203,927)
(a)
All
or
a
portion
of
the
security
is
held
by
a
wholly-owned
subsidiary.
OTC
Options
Written
Description
Counterparty
Number
of
Contracts
Expiration
Date
Exercise
Price
Notional
Amount
(000)
Value
Call
USD
Currency
..............
HSBC
Bank
plc
—
10/11/23
MXN
18.00
USD
357
$
(780)
USD
Currency
..............
Barclays
Bank
plc
—
11/22/23
MXN
18.25
USD
460
(3,919)
Mitsubishi
UFJ
Financial
Group,
Inc.
...................
Citibank
NA
11
12/08/23
JPY
1,509.26
JPY
14
(569)
TOPIX
Bank
Index
...........
BNP
Paribas
SA
57,840
01/12/24
JPY
313.92
JPY
15,138
(924)
TOPIX
Bank
Index
...........
Goldman
Sachs
International
96,362
01/12/24
JPY
313.77
JPY
25,221
(1,549)
TOPIX
Bank
Index
...........
JPMorgan
Chase
Bank
NA
38,598
01/12/24
JPY
313.85
JPY
10,102
(619)
(8,360)
Put
EUR
Currency
..............
JPMorgan
Chase
Bank
NA
—
11/22/23
USD
1.03
EUR
1,395
(4,353)
GBP
Currency
..............
Bank
of
America
NA
—
11/22/23
CHF
1.08
GBP
767
(1,477)
USD
Currency
..............
Barclays
Bank
plc
—
11/22/23
MXN
16.80
USD
460
(1,124)
(6,954)
$
(15,314)
OTC
Credit
Default
Swaptions
Written
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate/Reference
Rate/Reference
Frequency
Counterparty
Expiration
Date
Credit
Rating
(a)
Exercise
Price
Notional
Amount
(000)
(b)
Value
Put
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
Markit
CDX
North
American
Investment
Grade
Index
Series
41.V1
1.00
%
Quarterly
BNP
Paribas
SA
10/18/23
BBB+
USD
95.00
USD
675
$
(74)
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
Markit
CDX
North
American
High
Yield
Index
Series
41.V1
5.00
Quarterly
JPMorgan
Chase
Bank
NA
10/18/23
B+
USD
96.00
USD
190
(118)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
28
OTC
Credit
Default
Swaptions
Written
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate/Reference
Rate/Reference
Frequency
Counterparty
Expiration
Date
Credit
Rating
(a)
Exercise
Price
Notional
Amount
(000)
(b)
Value
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
Markit
CDX
North
American
High
Yield
Index
Series
40.V1
5.00
%
Quarterly
Bank
of
America
NA
10/18/23
B+
USD
98.50
USD
155
$
(148)
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
Markit
CDX
North
American
Investment
Grade
Index
Series
41.V1
1.00
Quarterly
Deutsche
Bank
AG
10/18/23
BBB+
USD
100.00
USD
460
(59)
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
iTraxx
Europe
Crossover
Index
Series
40.V1
5.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
10/18/23
BB-
EUR
500.00
EUR
70
(64)
Sold
Protection
on
5-Year
Credit
Default
Swap
.........
iTraxx
Europe
Crossover
Index
Series
40.V1
5.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
10/18/23
BB-
EUR
550.00
EUR
65
(32)
$
(495)
(a)
Using
the
rating
of
the
issuer
or
the
underlying
securities
of
the
index,
as
applicable,
provided
by
S&P
Global
Ratings.
(b)
The
maximum
potential
amount
the
Fund
may
pay
should
a
negative
credit
event
take
place
as
defined
under
the
terms
of
the
agreement.
OTC
Interest
Rate
Swaptions
Written
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate
Frequency
Rate
Frequency
Counterparty
Expiration
Date
Exercise
Rate
Notional
Amount
(000)
Value
Call
2Yx2Y
Interest
Rate
Swap
(a)
.
2.45%
Annual
1-day
SOFR
Annual
Goldman
Sachs
International
10/19/23
2.45
%
USD
1,076
$
—
2-Year
Interest
Rate
Swap
(a)
.
3.09%
Semi-Annual
1-day
SOFR
Annual
Citibank
NA
10/24/23
3.09
USD
3,412
—
2-Year
Interest
Rate
Swap
(a)
.
2.75%
Semi-Annual
1-day
SOFR
Annual
Citibank
NA
11/14/23
2.75
USD
2,743
(8)
10-Year
Interest
Rate
Swap
(a)
2.40%
Semi-Annual
1-day
SOFR
Annual
Morgan
Stanley
&
Co.
International
plc
12/14/23
2.40
USD
473
(22)
1-Year
Interest
Rate
Swap
(a)
.
3.75%
At
Termination
1-day
SOFR
At
Termination
Citibank
NA
02/12/24
3.75
USD
11,692
(2,473)
5-Year
Interest
Rate
Swap
(a)
.
2.50%
Annual
6-mo.
EURIBOR
Semi-Annual
JPMorgan
Chase
Bank
NA
03/01/24
2.50
EUR
1,180
(2,231)
5-Year
Interest
Rate
Swap
(a)
.
2.68%
Annual
6-mo.
EURIBOR
Semi-Annual
JPMorgan
Chase
Bank
NA
03/18/24
2.68
EUR
970
(3,324)
10-Year
Interest
Rate
Swap
(a)
3.15%
Semi-Annual
1-day
SOFR
Annual
Nomura
International
plc
03/18/24
3.15
USD
762
(2,420)
2-Year
Interest
Rate
Swap
(a)
.
3.80%
Semi-Annual
1-day
SOFR
Annual
JPMorgan
Chase
Bank
NA
03/28/24
3.80
USD
5,649
(13,273)
(23,751)
Put
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
3.93%
Semi-Annual
Goldman
Sachs
International
10/02/23
3.93
USD
926
(27,331)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
5.10%
Semi-Annual
Citibank
NA
10/06/23
5.10
USD
5,883
(1,376)
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
3.50%
Semi-Annual
Goldman
Sachs
International
10/13/23
3.50
USD
1,287
(81,659)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.25%
Semi-Annual
Citibank
NA
10/13/23
4.25
USD
5,575
(73,371)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.05%
Semi-Annual
Goldman
Sachs
International
10/16/23
4.05
USD
2,845
(47,994)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.25%
Semi-Annual
Citibank
NA
10/17/23
4.25
USD
2,584
(33,854)
2Yx2Y
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
3.30%
Annual
Goldman
Sachs
International
10/19/23
3.30
USD
538
(5,943)
5-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.40%
Semi-Annual
Goldman
Sachs
International
10/27/23
4.40
USD
1,005
(5,351)
30-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
4.00%
Semi-Annual
Goldman
Sachs
International
11/01/23
4.00
USD
397
(9,767)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
5.00%
Semi-Annual
Citibank
NA
11/01/23
5.00
USD
1,987
(3,418)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
29
OTC
Interest
Rate
Swaptions
Written
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Description
Rate
Frequency
Rate
Frequency
Counterparty
Expiration
Date
Exercise
Rate
Notional
Amount
(000)
Value
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.80%
Semi-Annual
Goldman
Sachs
International
11/08/23
4.80
%
USD
7,896
$
(31,118)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.85%
Semi-Annual
JPMorgan
Chase
Bank
NA
11/10/23
4.85
USD
5,902
(19,777)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.75%
Semi-Annual
Citibank
NA
11/14/23
4.75
USD
1,097
(5,106)
10-Year
Interest
Rate
Swap
(a)
1-day
SOFR
Annual
3.60%
Semi-Annual
Morgan
Stanley
&
Co.
International
plc
12/14/23
3.60
USD
473
(26,311)
5-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
4.50%
Semi-Annual
Citibank
NA
01/05/24
4.50
USD
989
(7,881)
5-Year
Interest
Rate
Swap
(a)
.
6-mo.
EURIBOR
Semi-Annual
3.45%
Annual
JPMorgan
Chase
Bank
NA
03/01/24
3.45
EUR
1,180
(10,775)
5-Year
Interest
Rate
Swap
(a)
.
6-mo.
EURIBOR
Semi-Annual
3.58%
Annual
JPMorgan
Chase
Bank
NA
03/18/24
3.58
EUR
970
(7,268)
2-Year
Interest
Rate
Swap
(a)
.
6-mo.
EURIBOR
Semi-Annual
4.05%
Annual
BNP
Paribas
SA
03/18/24
4.05
EUR
2,720
(4,089)
5-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
3.79%
Semi-Annual
JPMorgan
Chase
Bank
NA
03/27/24
3.79
USD
2,691
(74,451)
2-Year
Interest
Rate
Swap
(a)
.
1-day
SOFR
Annual
5.20%
Semi-Annual
JPMorgan
Chase
Bank
NA
03/28/24
5.20
USD
2,825
(6,625)
(483,465)
$
(507,216)
(a)
Forward
settling
swaption.
Centrally
Cleared
Credit
Default
Swaps
—
Buy
Protection
Reference
Obligation/Index
Financing
Rate
Paid
by
the
Fund
Payment
Frequency
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Avis
Budget
Car
Rental
LLC
............
5.00
%
Quarterly
12/20/26
USD
90
$
(6,014)
$
(8,380)
$
2,366
Markit
CDX
North
American
Investment
Grade
Index
Series
39.V1
................
1.00
Quarterly
12/20/27
USD
162
(2,137)
(196)
(1,941)
Markit
CDX
North
American
High
Yield
Index
Series
41.V1
.....................
5.00
Quarterly
12/20/28
USD
45
(429)
(271)
(158)
$
(8,580)
$
(8,847)
$
267
Centrally
Cleared
Credit
Defa
ul
t
Swaps
—
Sell
Protection
Reference
Obligation/Index
Financing
Rate
Received
by
the
Fund
Payment
Frequency
Termination
Date
Credit
Rating
(a)
Notional
Amount
(000)
(b)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
iTraxx
Europe
Crossover
Index
Series
38.V2
..
5.00
%
Quarterly
12/20/27
BB-
EUR
328
$
20,717
$
(9,508)
$
30,225
Markit
CDX
North
American
High
Yield
Index
Series
39.V2
...........
5.00
Quarterly
12/20/27
BB-
USD
152
3,814
7
3,807
$
24,531
$
(9,501)
$
34,032
(a)
Using
the
rating
of
the
issuer
or
the
underlying
securities
of
the
index,
as
applicable,
provided
by
S&P
Global
Ratings.
(b)
The
maximum
potential
amount
the
Fund
may
pay
should
a
negative
credit
event
take
place
as
defined
under
the
terms
of
the
agreement.
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
30
Centrally
Cleared
Interest
Rate
Swap
s
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Effective
Date
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
28-day
MXIBTIIE
Monthly
4.68%
Monthly
N/A
02/27/24
MXN
5,196
$
(9,288)
$
—
$
(9,288)
28-day
MXIBTIIE
Monthly
4.86%
Monthly
N/A
03/01/24
MXN
5,196
(9,043)
—
(9,043)
1-day
SONIA
At
Termination
3.22%
At
Termination
N/A
04/03/24
GBP
7,439
(171,512)
—
(171,512)
2.47%
At
Termination
1-day
SONIA
At
Termination
N/A
04/03/24
GBP
3,719
118,970
—
118,970
6-mo.
EURIBOR
Semi-Annual
1.75%
At
Termination
N/A
05/04/24
EUR
10,529
(242,594)
—
(242,594)
1.00%
At
Termination
6-mo.
EURIBOR
Semi-Annual
N/A
05/04/24
EUR
5,265
162,282
—
162,282
1-day
SONIA
At
Termination
4.26%
At
Termination
N/A
09/06/24
GBP
1,943
(26,863)
—
(26,863)
1-day
SOFR
At
Termination
5.45%
At
Termination
10/02/23
(a)
10/02/24
USD
24,066
1,166
962
204
28-day
MXIBTIIE
Monthly
9.78%
Monthly
N/A
02/04/25
MXN
21,943
(21,630)
—
(21,630)
28-day
MXIBTIIE
Monthly
9.79%
Monthly
N/A
02/04/25
MXN
10,972
(10,733)
—
(10,733)
28-day
MXIBTIIE
Monthly
9.80%
Monthly
N/A
02/04/25
MXN
10,972
(10,611)
—
(10,611)
28-day
MXIBTIIE
Monthly
9.20%
Monthly
09/18/24
(a)
09/17/25
MXN
3,327
(1,095)
—
(1,095)
28-day
MXIBTIIE
Monthly
10.53%
Monthly
N/A
09/24/25
MXN
5,003
(559)
—
(559)
28-day
MXIBTIIE
Monthly
10.84%
Monthly
N/A
09/25/25
MXN
4,900
1,014
—
1,014
1-day
SOFR
Annual
5.00%
Annual
10/02/23
(a)
10/02/25
USD
8,856
6,342
1,442
4,900
28-day
MXIBTIIE
Monthly
6.48%
Monthly
N/A
08/12/26
MXN
4,339
(23,221)
—
(23,221)
28-day
MXIBTIIE
Monthly
6.47%
Monthly
N/A
08/13/26
MXN
5,959
(31,965)
—
(31,965)
28-day
MXIBTIIE
Monthly
6.42%
Monthly
N/A
08/14/26
MXN
4,857
(26,385)
—
(26,385)
28-day
MXIBTIIE
Monthly
6.44%
Monthly
N/A
08/14/26
MXN
2,947
(15,901)
—
(15,901)
28-day
MXIBTIIE
Monthly
6.42%
Monthly
N/A
08/17/26
MXN
4,376
(23,665)
—
(23,665)
28-day
MXIBTIIE
Monthly
9.69%
Monthly
N/A
09/16/26
MXN
3,500
(2,172)
—
(2,172)
3-mo.
CD_KSDA
Quarterly
3.38%
Quarterly
N/A
09/20/26
KRW
245,230
(2,360)
—
(2,360)
3-mo.
CD_KSDA
Quarterly
3.38%
Quarterly
N/A
09/20/26
KRW
245,230
(2,318)
—
(2,318)
3-mo.
CD_KSDA
Quarterly
3.39%
Quarterly
N/A
09/20/26
KRW
245,193
(2,292)
—
(2,292)
8.22%
Quarterly
3-mo.
JIBAR
Quarterly
N/A
09/20/26
ZAR
5,345
2,159
—
2,159
1-day
SOFR
Annual
4.69%
Annual
10/02/23
(a)
10/02/26
USD
1,372
1,752
309
1,443
3-mo.
JIBAR
Quarterly
8.74%
Quarterly
12/20/23
(a)
12/20/26
ZAR
4,936
1,193
—
1,193
3.88%
Annual
6-mo.
WIBOR
Semi-Annual
12/20/23
(a)
12/20/26
PLN
1,017
2,550
—
2,550
1-day
SOFR
Annual
3.47%
Annual
03/10/25
(a)
03/10/27
USD
742
(7,317)
—
(7,317)
1-day
SONIA
At
Termination
3.18%
At
Termination
02/10/27
(a)
02/10/28
GBP
6,479
(59,367)
—
(59,367)
1-day
SONIA
Annual
4.86%
Annual
N/A
06/20/28
GBP
490
4,956
—
4,956
28-day
MXIBTIIE
Monthly
9.13%
Monthly
N/A
08/15/28
MXN
7,754
(8,517)
—
(8,517)
1-day
SOFR
Annual
4.42%
Annual
10/02/23
(a)
10/02/28
USD
2,192
3,127
500
2,627
0.02%
Annual
6-mo.
EURIBOR
Semi-Annual
N/A
08/26/31
EUR
762
187,640
—
187,640
1-day
ESTR
Annual
2.34%
Annual
01/19/28
(a)
01/19/33
EUR
576
(19,961)
—
(19,961)
1-day
SOFR
Annual
3.14%
Annual
05/12/28
(a)
05/12/33
USD
1,045
(38,259)
—
(38,259)
28-day
MXIBTIIE
Monthly
8.17%
Monthly
N/A
06/10/33
MXN
7,419
(35,500)
—
(35,500)
3-mo.
JIBAR
Quarterly
9.90%
Quarterly
N/A
09/20/33
ZAR
2,161
122
—
122
3-mo.
JIBAR
Quarterly
9.90%
Quarterly
N/A
09/20/33
ZAR
1,080
65
—
65
3-mo.
JIBAR
Quarterly
9.92%
Quarterly
N/A
09/20/33
ZAR
1,080
144
—
144
1-day
SOFR
Annual
4.31%
Annual
N/A
09/29/33
USD
9,964
22,783
701
22,082
4.25%
Annual
1-day
SOFR
Annual
N/A
09/29/43
USD
118
(249)
78
(327)
4.03%
Annual
1-day
SOFR
Annual
N/A
09/29/53
USD
3,470
(5,240)
989
(6,229)
$
(292,352)
$
4,981
$
(297,333)
(a)
Forward
swap.
Centrally
Cleared
Inflation
Swap
s
Paid
by
the
Fund
Received
by
the
Fund
Reference
Frequency
Rate
Frequency
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Harmonised
Index
of
Consumer
Prices
ex.
Tobacco
All
Items
Monthly
At
Termination
2.69%
At
Termination
08/15/32
EUR
110
$
(2,232)
$
—
$
(2,232)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
31
OTC
Credit
Default
Swap
s
—
Buy
Protection
Reference
Obligation/Index
Financing
Rate
Paid
by
the
Fund
Payment
Frequency
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Pitney
Bowes,
Inc.
.........
1.00
%
Quarterly
Barclays
Bank
plc
06/20/24
USD
5
$
25
$
242
$
(217)
Staples,
Inc.
.............
5.00
Quarterly
Barclays
Bank
plc
06/20/24
USD
5
104
212
(108)
Pitney
Bowes,
Inc.
.........
1.00
Quarterly
Citibank
NA
06/20/25
USD
10
664
1,509
(845)
Pitney
Bowes,
Inc.
.........
1.00
Quarterly
Goldman
Sachs
International
06/20/25
USD
5
332
901
(569)
General
Electric
Co.
........
1.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
06/20/27
USD
7
(127)
118
(245)
General
Electric
Co.
........
1.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
06/20/27
USD
7
(127)
118
(245)
General
Electric
Co.
........
1.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
06/20/27
USD
10
(169)
147
(316)
BorgWarner,
Inc.
..........
1.00
Quarterly
BNP
Paribas
SA
12/20/27
USD
10
(158)
117
(275)
Ford
Motor
Co.
...........
5.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
12/20/27
USD
10
(1,031)
(219)
(812)
Pitney
Bowes,
Inc.
.........
1.00
Quarterly
Bank
of
America
NA
12/20/27
USD
10
3,056
2,257
799
Pitney
Bowes,
Inc.
.........
1.00
Quarterly
Barclays
Bank
plc
12/20/27
USD
10
3,055
2,195
860
Xerox
Corp.
.............
1.00
Quarterly
JPMorgan
Chase
Bank
NA
12/20/27
USD
10
756
989
(233)
Credit
Suisse
Group
Finance
Guernsey
Ltd.
..........
1.00
Quarterly
JPMorgan
Chase
Bank
NA
06/20/28
EUR
100
(852)
3,368
(4,220)
Credit
Suisse
Group
Finance
Guernsey
Ltd.
..........
1.00
Quarterly
JPMorgan
Chase
Bank
NA
06/20/28
EUR
40
(341)
1,302
(1,643)
Paramount
Global
.........
1.00
Quarterly
Barclays
Bank
plc
06/20/28
USD
3
205
140
65
Paramount
Global
.........
1.00
Quarterly
Barclays
Bank
plc
06/20/28
USD
3
190
130
60
Paramount
Global
.........
1.00
Quarterly
JPMorgan
Chase
Bank
NA
06/20/28
USD
15
878
629
249
Simon
Property
Group
LP
....
1.00
Quarterly
JPMorgan
Chase
Bank
NA
06/20/28
USD
30
(127)
652
(779)
Ford
Motor
Co.
...........
5.00
Quarterly
Morgan
Stanley
&
Co.
International
plc
12/20/28
USD
5
(528)
(467)
(61)
Southwest
Airlines
Co.
......
1.00
Quarterly
Citibank
NA
12/20/28
USD
45
354
362
(8)
$
–
$
–
$
–
$
6,159
$
14,702
$
(8,543)
$
–
$
–
$
–
OTC
Interest
Rate
Swaps
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
12.62%
At
Termination
1-day
BZDIOVER
At
Termination
Citibank
NA
01/02/24
BRL
6,328
$
(22)
$
—
$
(22)
1-day
BZDIOVER
At
Termination
13.15%
At
Termination
JPMorgan
Chase
Bank
NA
01/02/25
BRL
3,325
17,558
—
17,558
1-day
BZDIOVER
At
Termination
13.18%
At
Termination
JPMorgan
Chase
Bank
NA
01/02/25
BRL
3,323
17,922
—
17,922
1-day
BZDIOVER
At
Termination
13.22%
At
Termination
Citibank
NA
01/02/25
BRL
1,748
9,690
—
9,690
1-day
BZDIOVER
At
Termination
9.39%
At
Termination
JPMorgan
Chase
Bank
NA
01/02/25
BRL
2,166
(33,351)
—
(33,351)
1-day
BZDIOVER
At
Termination
9.42%
At
Termination
JPMorgan
Chase
Bank
NA
01/02/25
BRL
2,362
(35,856)
—
(35,856)
10.20%
At
Termination
1-day
IBR
At
Termination
Goldman
Sachs
International
02/28/25
COP
542,950
1,531
—
1,531
1-day
BZDIOVER
At
Termination
10.11%
At
Termination
Goldman
Sachs
International
01/02/26
BRL
1,316
(3,189)
—
(3,189)
1-day
BZDIOVER
At
Termination
11.27%
At
Termination
BNP
Paribas
SA
01/02/26
BRL
262
394
—
394
1-day
BZDIOVER
At
Termination
11.56%
At
Termination
Barclays
Bank
plc
01/02/26
BRL
197
545
—
545
1-day
BZDIOVER
At
Termination
11.76%
At
Termination
Citibank
NA
01/02/26
BRL
150
564
—
564
1-day
BZDIOVER
At
Termination
11.78%
At
Termination
JPMorgan
Chase
Bank
NA
01/02/26
BRL
157
601
—
601
1-day
BZDIOVER
At
Termination
11.82%
At
Termination
Barclays
Bank
plc
01/02/26
BRL
260
1,059
—
1,059
1-day
BZDIOVER
At
Termination
11.83%
At
Termination
Morgan
Stanley
&
Co.
International
plc
01/02/26
BRL
276
1,138
—
1,138
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
32
OTC
Interest
Rate
Swaps
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
1-day
BZDIOVER
At
Termination
9.98%
At
Termination
HSBC
Bank
plc
01/02/26
BRL
1,598
$
(4,681)
$
—
$
(4,681)
10.56%
At
Termination
1-day
BZDIOVER
At
Termination
Morgan
Stanley
&
Co.
International
plc
01/04/27
BRL
900
1,005
—
1,005
1-day
BZDIOVER
At
Termination
10.03%
At
Termination
BNP
Paribas
SA
01/04/27
BRL
967
(5,211)
—
(5,211)
1-day
BZDIOVER
At
Termination
10.03%
At
Termination
JPMorgan
Chase
Bank
NA
01/04/27
BRL
1,050
(5,282)
—
(5,282)
1-day
BZDIOVER
At
Termination
10.05%
At
Termination
Goldman
Sachs
International
01/04/27
BRL
2,747
(14,502)
—
(14,502)
1-day
BZDIOVER
At
Termination
10.10%
At
Termination
Bank
of
America
NA
01/04/27
BRL
1,028
(5,129)
—
(5,129)
1-day
BZDIOVER
At
Termination
10.12%
At
Termination
Bank
of
America
NA
01/04/27
BRL
1,370
(6,659)
—
(6,659)
1-day
BZDIOVER
At
Termination
10.12%
At
Termination
BNP
Paribas
SA
01/04/27
BRL
1,314
(6,368)
—
(6,368)
1-day
BZDIOVER
At
Termination
10.12%
At
Termination
BNP
Paribas
SA
01/04/27
BRL
7
(36)
—
(36)
1-day
BZDIOVER
At
Termination
10.32%
At
Termination
Barclays
Bank
plc
01/04/27
BRL
2,154
(6,674)
—
(6,674)
1-day
BZDIOVER
At
Termination
9.95%
At
Termination
Citibank
NA
01/04/27
BRL
1,052
(5,786)
—
(5,786)
1-day
BZDIOVER
At
Termination
9.97%
At
Termination
Bank
of
America
NA
01/04/27
BRL
1,081
(5,843)
—
(5,843)
1-day
BZDIOVER
At
Termination
9.99%
At
Termination
Morgan
Stanley
&
Co.
International
plc
01/04/27
BRL
1,051
(5,517)
—
(5,517)
$
(92,099)
$
—
$
(92,099)
OTC
Total
Return
Swaps
Paid
by
the
Fund
Received
by
the
Fund
Rate/Reference
Frequency
Rate/Reference
Frequency
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
1-day
SOFR
minus
1.05%
.........
At
Termination
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
At
Termination
BNP
Paribas
SA
12/15/23
USD
2
$
(2,122)
$
—
$
(2,122)
iShares
iBoxx
$
High
Yield
Corporate
Bond
ETF
...........
At
Termination
1-day
SOFR
minus
1.50%
At
Termination
BNP
Paribas
SA
12/15/23
USD
1
1,336
—
1,336
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
At
Termination
1-day
SOFR
minus
0.30%
At
Termination
JPMorgan
Chase
Bank
NA
12/15/23
USD
5
13,088
—
13,088
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
At
Termination
1-day
SOFR
minus
0.40%
At
Termination
BNP
Paribas
SA
12/15/23
USD
5
12,095
—
12,095
0.00%
...........
Quarterly
Citi
Equity
US
1W
Volatility
Carry
Index
Quarterly
Citibank
NA
03/15/24
USD
65
(51)
—
(51)
$
24,346
$
—
$
24,346
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
33
(a)
The
Fund
receives
the
total
return
on
a
portfolio
of
long
positions
underlying the
total
return
swap.
The
Fund
pays
the
total
return
on
a
portfolio
of
short
positions
underlying
the
total
return
swap.
In
addition,
the
Fund
pays
or
receives
a
variable
rate
of
interest,
based
on
a
specified
benchmark.
The
benchmark
and
spread
are
determined
based
upon
the
country
and/or
currency
of
the
individual
underlying
positions.
The
following
are
the
specified
benchmarks
(plus
or
minus
a
range)
used
in
determining
the
variable
rate
of
interest:
OTC
Total
Return
Swaps
Reference
Entity
Payment
Frequency
Counterparty
(a)
Termination
Date
Net
Notional
Accrued
Unrealized
Appreciation
(Depreciation)
Net
Value
of
Reference
Entity
Gross
Notional
Amount
Net
Asset
Percentage
Equity
Securities
Long/Short
...
Monthly
Citibank
NA
(b)
02/26/24
$
(1,826,314)
$
27,129
(c)
$
(1,802,948)
1.3
%
Monthly
JPMorgan
Chase
Bank
NA
(d)
11/10/23
(2,557,261)
87,043
(e)
(2,474,592)
1.9
$
114,172
$
(4,277,540)
(b)
(d)
Range:
80
basis
points
15-1,300
basis
points
Benchmarks:
USD
-
1D
Overnight
Bank
Funding
Rate
(OBFR01)
USD
-
1D
Overnight
Bank
Funding
Rate
(OBFR01)
(b)
CitiBank
NA
(c)
Amount
includes
$3,763
of
net
dividends
and
financing
fees.
(d)
JPMChase
(e)
Amount
includes
$4,374
of
net
dividends
and
financing
fees.
The
following
table
represents
the
individual
long
and
short
positions
and
related
values
of
equity
securities
underlying
the
total
return
swap
with
Citibank
NA,
as
of
period
end,
termination
date
February
26,
2024:
Shares
Value
%
of
Basket
Value
Reference
Entity
—
Long
Common
Stocks
United
States
Dollar
General
Corp.
.......
1
$
106
(0.0)
%
Reference
Entity
—
Short
Common
Stocks
Belgium
D'ieteren
Group
..........
(41)
(6,912)
0.4
Brazil
Cia
de
Saneamento
Basico
do
Estado
de
Sao
Paulo
SABESP
.............
(2,163)
(26,374)
1.5
Suzano
SA
.............
(327)
(3,518)
0.2
(29,892)
Canada
Brookfield
Asset
Management
Ltd.,
Class
A
..........
(578)
(19,260)
1.1
Intact
Financial
Corp.
.......
(36)
(5,248)
0.3
Power
Corp.
of
Canada
.....
(877)
(22,328)
1.2
Restaurant
Brands
International,
Inc.
.................
(276)
(18,380)
1.0
TC
Energy
Corp.
..........
(538)
(18,502)
1.0
(83,718)
China
China
Overseas
Land
&
Investment
Ltd.
........
(4,500)
(9,298)
0.5
China
Vanke
Co.
Ltd.,
Class
H
(4,035)
(4,438)
0.2
Li
Ning
Co.
Ltd.
...........
(1,500)
(6,264)
0.4
Xiaomi
Corp.,
Class
B
......
(10,000)
(15,666)
0.9
XPeng
,
Inc.,
Class
A
.......
(7,400)
(67,617)
3.8
Shares
Value
%
of
Basket
Value
China
(continued)
Zhuzhou
CRRC
Times
Electric
Co.
Ltd.,
Class
H
.......
(2,000)
$
(6,908)
0.4
%
ZTE
Corp.,
Class
H
........
(1,400)
(4,213)
0.2
(114,404)
Denmark
Tryg
A/S
...............
(229)
(4,191)
0.2
Finland
Metso
OYJ
..............
(796)
(8,347)
0.5
Nordea
Bank
Abp
.........
(886)
(9,714)
0.5
(18,061)
Germany
HelloFresh
SE
...........
(151)
(4,487)
0.3
Vonovia
SE
.............
(2,124)
(50,887)
2.8
(55,374)
Italy
Nexi
SpA
...............
(1,123)
(6,842)
0.4
Telecom
Italia
SpA
........
(114,735)
(35,782)
2.0
(42,624)
Japan
Ajinomoto
Co.,
Inc.
........
(100)
(3,856)
0.2
ENEOS
Holdings,
Inc.
......
(3,100)
(12,202)
0.7
Hitachi
Ltd.
.............
(200)
(12,396)
0.7
MatsukiyoCocokara
&
Co.
...
(1,800)
(32,243)
1.8
Mercari
,
Inc.
.............
(200)
(4,303)
0.2
NEC
Corp.
..............
(100)
(5,522)
0.3
Olympus
Corp.
...........
(1,100)
(14,282)
0.8
Recruit
Holdings
Co.
Ltd.
....
(800)
(24,476)
1.4
Resona
Holdings,
Inc.
......
(600)
(3,318)
0.2
SoftBank
Group
Corp.
......
(200)
(8,425)
0.5
Sony
Group
Corp.
.........
(100)
(8,178)
0.4
SUMCO
Corp.
...........
(3,500)
(45,545)
2.5
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
34
Shares
Value
%
of
Basket
Value
Japan
(continued)
TDK
Corp.
..............
(100)
$
(3,697)
0.2
%
(178,443)
Mexico
America
Movil
SAB
de
CV
...
(57,124)
(49,331)
2.7
Netherlands
Heineken
Holding
NV
......
(174)
(13,113)
0.8
Heineken
NV
............
(65)
(5,730)
0.3
Koninklijke
Philips
NV
......
(1,635)
(32,622)
1.8
(51,465)
Norway
Aker
ASA,
Class
A
.........
(30)
(1,844)
0.1
Aker
BP
ASA
............
(711)
(19,632)
1.1
Salmar
ASA
.............
(397)
(20,107)
1.1
(41,583)
Poland
InPost
SA
..............
(277)
(3,211)
0.2
KGHM
Polska
Miedz
SA
.....
(354)
(9,018)
0.5
LPP
SA
................
(2)
(5,936)
0.3
(18,165)
South
Korea
Kakao
Corp.
.............
(677)
(22,095)
1.2
LG
Chem
Ltd.
............
(11)
(4,028)
0.2
LS
Corp.
...............
(18)
(1,351)
0.1
(27,474)
Sweden
Electrolux
AB,
Class
B
......
(495)
(5,101)
0.3
EQT
AB
................
(449)
(8,847)
0.5
Essity
AB,
Class
B
........
(330)
(7,117)
0.4
Fastighets
AB
Balder,
Class
B
.
(4,028)
(18,057)
1.0
Sagax
AB,
Class
B
........
(305)
(5,793)
0.3
(44,915)
Switzerland
SIG
Group
AG
...........
(2,313)
(56,982)
3.2
Sika
AG
(Registered)
.......
(32)
(8,108)
0.4
Straumann
Holding
AG
(Registered)
...........
(102)
(12,982)
0.7
(78,072)
United
Kingdom
Rentokil
Initial
plc
.........
(1,556)
(11,553)
0.6
United
States
Aflac,
Inc.
..............
(101)
(7,752)
0.4
Airbnb,
Inc.,
Class
A
.......
(80)
(10,977)
0.6
Arch
Capital
Group
Ltd.
.....
(66)
(5,261)
0.3
Arista
Networks,
Inc.
.......
(84)
(15,450)
0.9
Blackstone,
Inc.
..........
(393)
(42,106)
2.3
Broadridge
Financial
Solutions,
Inc.
.................
(43)
(7,699)
0.4
Celanese
Corp.
..........
(502)
(63,011)
3.5
Charles
River
Laboratories
International,
Inc.
.......
(56)
(10,975)
0.6
Church
&
Dwight
Co.,
Inc.
...
(145)
(13,286)
0.7
Constellation
Energy
Corp.
...
(803)
(87,591)
4.9
Discover
Financial
Services
..
(60)
(5,198)
0.3
Enphase
Energy,
Inc.
.......
(45)
(5,407)
0.3
Equifax,
Inc.
.............
(3)
(549)
0.0
Gen
Digital,
Inc.
..........
(1,007)
(17,804)
1.0
Generac
Holdings,
Inc.
.....
(167)
(18,196)
1.0
Haleon
plc
..............
(1,424)
(5,903)
0.3
Hasbro,
Inc.
.............
(693)
(45,835)
2.5
Shares
Value
%
of
Basket
Value
United
States
(continued)
Illumina,
Inc.
............
(277)
$
(38,027)
2.1
%
Iron
Mountain,
Inc.
........
(111)
(6,599)
0.4
KKR
&
Co.,
Inc.
..........
(500)
(30,800)
1.7
Lamb
Weston
Holdings,
Inc.
..
(474)
(43,826)
2.4
Mosaic
Co.
(The)
.........
(94)
(3,346)
0.2
Newell
Brands,
Inc.
........
(689)
(6,222)
0.4
Occidental
Petroleum
Corp.
..
(93)
(6,034)
0.3
Old
Dominion
Freight
Line,
Inc.
(2)
(818)
0.1
ON
Semiconductor
Corp.
....
(49)
(4,555)
0.3
Oracle
Corp.
............
(173)
(18,324)
1.0
Paramount
Global,
Class
B
...
(4,928)
(63,571)
3.5
PayPal
Holdings,
Inc.
......
(277)
(16,193)
0.9
Quanta
Services,
Inc.
......
(182)
(34,047)
1.9
Raymond
James
Financial,
Inc.
(67)
(6,729)
0.4
Republic
Services,
Inc.
.....
(129)
(18,384)
1.0
Revvity
,
Inc.
.............
(56)
(6,199)
0.3
Southwest
Airlines
Co.
......
(4,069)
(110,148)
6.1
Take-Two
Interactive
Software,
Inc.
.................
(726)
(101,923)
5.7
Teledyne
Technologies,
Inc.
..
(35)
(14,300)
0.8
Tyson
Foods,
Inc.,
Class
A
...
(406)
(20,499)
1.1
Waste
Management,
Inc.
....
(172)
(26,220)
1.5
(939,764)
Preferred
Securities
Germany
Sartorius
AG
(Preference)
...
(21)
(7,113)
0.4
Total
Reference
Entity
—
Short
............
(1,803,054)
Net
Value
of
Reference
Entity
—
Citibank
NA
..
$
(1,802,948)
The
following
table
represents
the
individual
long
and
short
positions
and
related
values
of
equity
securities
underlying
the
total
return
swap
with
JPMorgan
Chase
Bank
NA,
as
of
period
end,
termination
date
November
10,
2023:
Shares
Value
%
of
Basket
Value
Reference
Entity
—
Long
Common
Stocks
United
States
Banc
of
California,
Inc.
......
452
5,596
(0.2)
Reference
Entity
—
Short
Common
Stocks
Australia
Computershare
Ltd.
........
(4,366)
(72,757)
2.9
Evolution
Mining
Ltd.
.......
(2,380)
(4,968)
0.2
Fortescue
Metals
Group
Ltd.
..
(330)
(4,387)
0.2
Goodman
Group
..........
(605)
(8,292)
0.3
IDP
Education
Ltd.
........
(471)
(6,446)
0.3
IGO
Ltd.
...............
(662)
(5,313)
0.2
Lendlease
Corp.
Ltd.
.......
(1,393)
(6,388)
0.3
Lynas
Rare
Earths
Ltd.
.....
(6,864)
(29,643)
1.2
Macquarie
Group
Ltd.
......
(101)
(10,816)
0.4
Mineral
Resources
Ltd.
.....
(688)
(29,544)
1.2
Santos
Ltd.
.............
(914)
(4,608)
0.2
Suncorp
Group
Ltd.
........
(1,180)
(10,513)
0.4
(193,675)
Belgium
D'ieteren
Group
..........
(71)
(11,970)
0.5
Brazil
Banco
BTG
Pactual
SA
.....
(637)
(3,932)
0.1
BRF
SA
................
(3,612)
(7,387)
0.3
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
35
Shares
Value
%
of
Basket
Value
Brazil
(continued)
Hapvida
Participacoes
e
Investimentos
SA
.......
(94,602)
$
(88,833)
3.6
%
Localiza
Rent
a
Car
SA
.....
(3,745)
(43,734)
1.8
(143,886)
Canada
Cenovus
Energy,
Inc.
.......
(223)
(4,643)
0.2
Great-West
Lifeco
,
Inc.
.....
(219)
(6,266)
0.3
Intact
Financial
Corp.
.......
(119)
(17,349)
0.7
Power
Corp.
of
Canada
.....
(717)
(18,254)
0.7
Restaurant
Brands
International,
Inc.
.................
(196)
(13,052)
0.5
(59,564)
China
China
Southern
Airlines
Co.
Ltd.,
Class
H
..............
(20,000)
(9,698)
0.4
Flat
Glass
Group
Co.
Ltd.,
Class
H
..................
(8,000)
(17,898)
0.7
Fuyao
Glass
Industry
Group
Co.
Ltd.,
Class
H
..........
(800)
(3,659)
0.2
Li
Ning
Co.
Ltd.
...........
(4,000)
(16,703)
0.7
PICC
Property
&
Casualty
Co.
Ltd.,
Class
H
..........
(16,000)
(20,488)
0.8
Shandong
Gold
Mining
Co.
Ltd.,
Class
H
..............
(7,500)
(14,111)
0.6
Xiaomi
Corp.,
Class
B
......
(38,200)
(59,844)
2.4
XPeng
,
Inc.,
Class
A
.......
(1,100)
(10,051)
0.4
Zhuzhou
CRRC
Times
Electric
Co.
Ltd.,
Class
H
.......
(1,600)
(5,526)
0.2
(157,978)
Finland
Metso
OYJ
..............
(1,000)
(10,487)
0.4
France
Sartorius
Stedim
Biotech
....
(203)
(48,294)
2.0
Germany
HelloFresh
SE
...........
(1,283)
(38,124)
1.6
HOCHTIEF
AG
...........
(78)
(7,865)
0.3
Talanx
AG
..............
(94)
(5,949)
0.2
(51,938)
Hong
Kong
Sino
Biopharmaceutical
Ltd.
..
(15,000)
(5,399)
0.2
Italy
Telecom
Italia
SpA
........
(16,680)
(5,202)
0.2
Japan
Advantest
Corp.
..........
(1,200)
(33,472)
1.4
Fujitsu
General
Ltd.
........
(200)
(3,758)
0.1
Lasertec
Corp.
...........
(100)
(15,551)
0.6
Mercari
,
Inc.
.............
(1,300)
(27,970)
1.1
Mitsui
Fudosan
Co.
Ltd.
.....
(200)
(4,405)
0.2
Nikon
Corp.
.............
(1,000)
(10,532)
0.4
Olympus
Corp.
...........
(2,900)
(37,652)
1.5
Park24
Co.
Ltd.
..........
(400)
(5,068)
0.2
Rakuten
Group,
Inc.
.......
(13,900)
(57,112)
2.3
SBI
Holdings,
Inc.
.........
(700)
(14,732)
0.6
Socionext
,
Inc.
...........
(200)
(19,709)
0.8
SoftBank
Group
Corp.
......
(700)
(29,488)
1.2
Square
Enix
Holdings
Co.
Ltd.
.
(400)
(13,706)
0.6
SUMCO
Corp.
...........
(1,100)
(14,314)
0.6
Sumitomo
Corp.
..........
(200)
(3,992)
0.2
(291,461)
Shares
Value
%
of
Basket
Value
Luxembourg
Reinet
Investments
SCA
....
(280)
$
(6,148)
0.2
%
Netherlands
Koninklijke
Philips
NV
......
(408)
(8,141)
0.3
Poland
Bank
Polska
Kasa
Opieki
SA
.
(221)
(5,082)
0.2
InPost
SA
..............
(2,189)
(25,376)
1.0
ORLEN
SA
.............
(474)
(6,351)
0.3
(36,809)
Singapore
Sea
Ltd.,
ADR,
Class
A
.....
(1,372)
(60,299)
2.4
South
Africa
Sasol
Ltd.
..............
(462)
(6,342)
0.3
South
Korea
Delivery
Hero
SE
.........
(349)
(9,965)
0.4
Kakao
Corp.
.............
(245)
(7,996)
0.3
LG
Electronics,
Inc.
........
(71)
(5,298)
0.2
Lotte
Energy
Materials
Corp.
..
(173)
(5,085)
0.2
LS
Corp.
...............
(28)
(2,102)
0.1
POSCO
Future
M
Co.
Ltd.
...
(167)
(44,179)
1.8
POSCO
Holdings,
Inc.
......
(50)
(19,698)
0.8
SK
Innovation
Co.
Ltd.
......
(85)
(9,326)
0.4
SK,
Inc.
................
(75)
(8,110)
0.3
Yuhan
Corp.
.............
(22)
(1,235)
0.1
(112,994)
Sweden
Securitas
AB,
Class
B
......
(585)
(4,626)
0.2
Switzerland
Bachem
Holding
AG
.......
(377)
(27,807)
1.1
Tecan
Group
AG
(Registered)
.
(74)
(24,873)
1.0
UBS
Group
AG
(Registered)
..
(675)
(16,627)
0.7
(69,307)
Taiwan
Powerchip
Semiconductor
Manufacturing
Corp.
.....
(1,000)
(825)
0.0
United
Kingdom
Centrica
plc
.............
(5,288)
(9,946)
0.4
Ocado
Group
plc
.........
(3,635)
(26,430)
1.1
(36,376)
United
States
Air
Transport
Services
Group,
Inc.
.................
(187)
(3,903)
0.2
Airbnb,
Inc.,
Class
A
.......
(49)
(6,723)
0.3
Avery
Dennison
Corp.
......
(110)
(20,094)
0.8
Bank
of
America
Corp.
......
(276)
(7,557)
0.3
Bank
of
Hawaii
Corp.
.......
(214)
(10,634)
0.4
BankUnited
,
Inc.
..........
(220)
(4,994)
0.2
Banner
Corp.
............
(161)
(6,823)
0.3
Block,
Inc.,
Class
A
........
(81)
(3,585)
0.1
Boston
Properties,
Inc.
......
(1,022)
(60,789)
2.5
Brandywine
Realty
Trust
....
(41)
(186)
0.0
Broadridge
Financial
Solutions,
Inc.
.................
(211)
(37,780)
1.5
Celanese
Corp.
..........
(88)
(11,046)
0.4
Charles
River
Laboratories
International,
Inc.
.......
(312)
(61,147)
2.5
Charles
Schwab
Corp.
(The)
..
(307)
(16,854)
0.7
Church
&
Dwight
Co.,
Inc.
...
(265)
(24,282)
1.0
Community
Bank
System,
Inc.
.
(324)
(13,676)
0.6
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
36
Shares
Value
%
of
Basket
Value
United
States
(continued)
Crown
Castle,
Inc.
.........
(97)
$
(8,927)
0.4
%
Darden
Restaurants,
Inc.
....
(52)
(7,447)
0.3
Dollar
General
Corp.
.......
(1)
(106)
0.0
DXC
Technology
Co.
.......
(876)
(18,247)
0.7
Enphase
Energy,
Inc.
.......
(39)
(4,686)
0.2
EPAM
Systems,
Inc.
.......
(91)
(23,268)
0.9
Equifax,
Inc.
.............
(34)
(6,228)
0.3
FB
Financial
Corp.
........
(286)
(8,111)
0.3
Fiserv,
Inc.
..............
(85)
(9,602)
0.4
Frontier
Communications
Parent,
Inc.
.................
(213)
(3,333)
0.1
Generac
Holdings,
Inc.
.....
(51)
(5,557)
0.2
General
Electric
Co.
.......
(43)
(4,754)
0.2
Glacier
Bancorp,
Inc.
.......
(260)
(7,410)
0.3
Independent
Bank
Group,
Inc.
.
(200)
(7,910)
0.3
International
Business
Machines
Corp.
...............
(62)
(8,699)
0.4
Iron
Mountain,
Inc.
........
(218)
(12,960)
0.5
James
Hardie
Industries
plc,
ADR
................
(163)
(4,263)
0.2
KKR
&
Co.,
Inc.
..........
(248)
(15,277)
0.6
Laboratory
Corp.
of
America
Holdings
.............
(28)
(5,629)
0.2
Lamb
Weston
Holdings,
Inc.
..
(185)
(17,105)
0.7
Martin
Marietta
Materials,
Inc.
.
(11)
(4,515)
0.2
Morgan
Stanley
..........
(70)
(5,717)
0.2
Newell
Brands,
Inc.
........
(182)
(1,643)
0.1
OceanFirst
Financial
Corp.
...
(268)
(3,878)
0.2
Old
Dominion
Freight
Line,
Inc.
(26)
(10,638)
0.4
ON
Semiconductor
Corp.
....
(64)
(5,949)
0.2
Oracle
Corp.
............
(59)
(6,249)
0.3
Pacific
Premier
Bancorp,
Inc.
.
(207)
(4,504)
0.2
PacWest
Bancorp
.........
(688)
(5,442)
0.2
PayPal
Holdings,
Inc.
......
(130)
(7,600)
0.3
Pool
Corp.
..............
(41)
(14,600)
0.6
Prosperity
Bancshares,
Inc.
..
(121)
(6,604)
0.3
Ralph
Lauren
Corp.
........
(59)
(6,849)
0.3
Raymond
James
Financial,
Inc.
(243)
(24,404)
1.0
Republic
Services,
Inc.
.....
(33)
(4,703)
0.2
Shares
Value
%
of
Basket
Value
United
States
(continued)
Revvity
,
Inc.
.............
(322)
$
(35,645)
1.4
%
Sabre
Corp.
.............
(857)
(3,848)
0.2
Simmons
First
National
Corp.,
Class
A
..............
(400)
(6,784)
0.3
Simon
Property
Group,
Inc.
..
(71)
(7,670)
0.3
STERIS
plc
.............
(197)
(43,226)
1.7
Targa
Resources
Corp.
.....
(125)
(10,715)
0.4
Truist
Financial
Corp.
.......
(524)
(14,992)
0.6
Tyson
Foods,
Inc.,
Class
A
...
(153)
(7,725)
0.3
Valley
National
Bancorp
.....
(1,752)
(14,997)
0.6
VF
Corp.
...............
(1,892)
(33,432)
1.3
Washington
Federal,
Inc.
....
(286)
(7,327)
0.3
Welltower
,
Inc.
...........
(69)
(5,652)
0.2
Western
Alliance
Bancorp
....
(302)
(13,883)
0.6
Xerox
Holdings
Corp.
.......
(121)
(1,898)
0.1
Zions
Bancorp
NA
.........
(99)
(3,454)
0.1
(794,135)
Preferred
Securities
Brazil
Alpargatas
SA
(Preference)
..
(5,024)
(8,096)
0.3
Germany
Sartorius
AG
(Preference)
...
(123)
(41,659)
1.7
Investment
Companies
United
States
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
(1,100)
(112,222)
4.5
Vanguard
Intermediate-Term
Corporate
Bond
ETF
.....
(2,662)
(202,259)
8.2
(314,481)
Rights
Brazil
Localiza
Rent
a
Car
SA
.....
(27)
(96)
0.0
Total
Reference
Entity
—
Short
............
(2,480,188)
Net
Value
of
Reference
Entity
—
JPMorgan
Chase
Bank
NA
............................
$
(2,474,592)
The
following
reference
rates,
and
their
values
as
of
period
end,
are
used
for
security
descriptions:
Reference
Index
Reference
Rate
1-day
BZDIOVER
.....................................
Overnight
Brazil
CETIP
—
Interbank
Rate
0.05
%
1-day
ESTR
.........................................
Euro
Short-Term
Rate
3.88
1-day
IBR
...........................................
Colombian
Reference
Banking
Indicator
12.29
1-day
SOFR
.........................................
Secured
Overnight
Financing
Rate
5.32
1-day
SONIA
.........................................
Sterling
Overnight
Index
Average
5.19
28-day
MXIBTIIE
......................................
Mexico
Interbank
TIIE
28-Day
11.50
3-mo.
CD_KSDA
......................................
Certificates
of
Deposit
by
the
Korean
Securities
Dealers
Association
3.83
3-mo.
JIBAR
.........................................
Johannesburg
Interbank
Average
Rate
8.33
6-mo.
EURIBOR
......................................
Euro
Interbank
Offered
Rate
4.13
6-mo.
WIBOR
........................................
Warsaw
Interbank
Offered
Rate
5.53
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
37
Fair
Value
Hierarchy
as
of
Period
End
Various
inputs
are
used
in
determining
the
fair
value
of
financial
instruments.
These
inputs
to
valuation
techniques
are
categorized
into
a
fair
value
hierarchy
consisting
of
three
broad
levels
for
financial
reporting
purposes
as
follows:
Level
1
—
Unadjusted
price
quotations
in
active
markets/exchanges
for
identical
assets
or
liabilities
that
the
Fund
has
the
ability
to
access;
Level
2
—
Other
observable
inputs
(including,
but
not
limited
to,
quoted
prices
for
similar
assets
or
liabilities
in
markets
that
are
active,
quoted
prices
for
identical
or
similar
assets
or
liabilities
in
markets
that
are
not
active,
inputs
other
than
quoted
prices
that
are
observable
for
the
assets
or
liabilities
(such
as
interest
rates,
yield
curves,
volatilities,
prepayment
speeds,
loss
severities,
credit
risks
and
default
rates)
or
other
market-corroborated
inputs);
and
Level
3
—
Unobservable
inputs
based
on
the
best
information
available
in
the
circumstances,
to
the
extent
observable
inputs
are
not
available
(including
the
Valuation
Committee's
assumptions
used
in
determining
the
fair
value
of
financial
instruments).
The
hierarchy
gives
the
highest
priority
to
unadjusted
quoted
prices
in
active
markets
for
identical
assets
or
liabilities
(Level
1
measurements)
and
the
lowest
priority
to
unobservable
inputs
(Level
3
measurements).
Accordingly,
the
degree
of
judgment
exercised
in
determining
fair
value
is
greatest
for
instruments
categorized
in
Level
3.
The
inputs
used
to
measure
fair
value
may
fall
into
different
levels
of
the
fair
value
hierarchy.
In
such
cases,
for
disclosure
purposes,
the
fair
value
hierarchy
classification
is
determined
based
on
the
lowest
level
input
that
is
significant
to
the
fair
value
measurement
in
its
entirety.
Investments
classified
within
Level
3
have
significant
unobservable
inputs
used
by
the
Valuation
Committee
in
determining
the
price
for
Fair
Valued
Investments.
Level
3
investments
include
equity
or
debt
issued
by
privately
held
companies
or
funds.
There
may
not
be
a
secondary
market,
and/
or
there
are
a
limited
number
of
investors.
The
categorization
of
a
value
determined
for
financial
instruments
is
based
on
the
pricing
transparency
of
the
financial
instruments
and
is
not
necessarily
an
indication
of
the
risks
associated
with
investing
in
those
securities.
For
information
about
the
Fund’s
policy
regarding
valuation
of
financial
instruments,
refer
to
its
most
recent
financial
statements.
Certain
investments
of
the
Fund
were
fair
valued
using
net
asset
value
("NAV")
as
a
practical
expedient
as
no
quoted
market
value
is
available
and
therefore
have
been
excluded
from
the
fair
value
hierarchy.
The
following
table
summarizes
the
Fund’s
financial
instruments
categorized
in
the
fair
value
hierarchy.
The
breakdown
of
the
Fund's
financial
instruments
into
major
categories
is
disclosed
in
the
Consolidated
Schedule
of
Investments
above.
Level
1
Level
2
Level
3
Total
Assets
Investments
Long-Term
Investments
Asset-Backed
Securities
Cayman
Islands
........................................
$
—
$
496,389
$
—
$
496,389
Ireland
..............................................
—
103,143
—
103,143
United
States
..........................................
—
900,975
174,000
1,074,975
Common
Stocks
Australia
.............................................
—
617,731
1
617,732
Belgium
.............................................
—
31,991
—
31,991
Brazil
...............................................
220,373
—
—
220,373
Canada
.............................................
1,898,087
—
—
1,898,087
Cayman
Islands
........................................
—
—
19,941
19,941
China
...............................................
41,591
1,122,787
11,198
1,175,576
Denmark
.............................................
—
427,382
—
427,382
Finland
..............................................
—
56,042
—
56,042
France
..............................................
—
3,650,200
—
3,650,200
Germany
............................................
64,660
2,538,923
—
2,603,583
Hong
Kong
...........................................
—
364,125
—
364,125
India
...............................................
—
52,879
33,894
86,773
Indonesia
............................................
—
21,707
—
21,707
Ireland
..............................................
—
57,207
—
57,207
Israel
...............................................
382,840
—
—
382,840
Italy
................................................
—
801,577
—
801,577
Japan
...............................................
—
5,519,284
—
5,519,284
Jordan
..............................................
—
6,424
—
6,424
Luxembourg
..........................................
—
19,778
—
19,778
Mexico
..............................................
148,483
—
—
148,483
Netherlands
...........................................
354,283
2,844,798
—
3,199,081
Norway
..............................................
—
95,995
—
95,995
Peru
................................................
9,982
—
—
9,982
Saudi
Arabia
..........................................
—
18,722
—
18,722
Singapore
............................................
—
163,154
—
163,154
South
Africa
...........................................
15,277
39,332
—
54,609
South
Korea
..........................................
—
675,362
—
675,362
Spain
...............................................
—
696,232
—
696,232
Sweden
.............................................
—
341,496
—
341,496
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
38
Level
1
Level
2
Level
3
Total
Switzerland
...........................................
$
—
$
1,018,214
$
—
$
1,018,214
Taiwan
..............................................
—
749,988
—
749,988
United
Arab
Emirates
....................................
—
—
—
—
United
Kingdom
........................................
197,902
2,982,535
—
3,180,437
United
States
..........................................
48,977,842
2,118,688
848,849
51,945,379
Corporate
Bonds
Australia
.............................................
—
19,190
397,999
417,189
Canada
.............................................
—
458,247
—
458,247
China
...............................................
—
186,446
—
186,446
France
..............................................
—
95,152
—
95,152
Germany
............................................
—
502,909
—
502,909
India
...............................................
—
183,262
—
183,262
Israel
...............................................
—
203,192
—
203,192
Italy
................................................
—
502,759
—
502,759
Luxembourg
..........................................
—
257,261
—
257,261
Netherlands
...........................................
—
212,619
—
212,619
Thailand
.............................................
—
188,220
—
188,220
Turkey
..............................................
—
—
58,000
58,000
United
Arab
Emirates
....................................
—
37,094
—
37,094
United
Kingdom
........................................
—
1,486,569
—
1,486,569
United
States
..........................................
—
5,269,155
921,647
6,190,802
Fixed
Rate
Loan
Interests
..................................
—
—
155,671
155,671
Floating
Rate
Loan
Interests
Belgium
.............................................
—
81,077
—
81,077
France
..............................................
—
222,254
—
222,254
Jersey,
Channel
Islands
...................................
—
—
107,036
107,036
Netherlands
...........................................
—
542,191
151,979
694,170
United
States
..........................................
—
1,042,822
813,392
1,856,214
Foreign
Government
Obligations
..............................
—
7,847,567
—
7,847,567
Investment
Companies
....................................
3,137,674
—
—
3,137,674
Non-Agency
Mortgage-Backed
Securities
........................
—
3,102,287
—
3,102,287
Other
Interests
..........................................
—
—
154,745
154,745
Preferred
Securities
Brazil
...............................................
45,481
—
164,084
209,565
China
...............................................
—
—
402,894
402,894
Germany
............................................
—
175,398
187,372
362,770
India
...............................................
—
—
24,103
24,103
Israel
...............................................
—
—
191,494
191,494
Sweden
.............................................
—
—
21,907
21,907
United
Kingdom
........................................
—
—
75,855
75,855
United
States
..........................................
200,756
22,836
2,146,156
2,369,748
U.S.
Government
Sponsored
Agency
Securities
....................
—
6,312,665
—
6,312,665
U.S.
Treasury
Obligations
...................................
—
10,970,734
—
10,970,734
Warrants
..............................................
1,181
38
30,390
31,609
Short-Term
Securities
Commercial
Paper
.......................................
—
256,424
—
256,424
Foreign
Government
Obligations
..............................
—
1,387,552
—
1,387,552
Money
Market
Funds
......................................
8,559,913
—
—
8,559,913
Options
Purchased
Credit
contracts
..........................................
—
2,327
—
2,327
Equity
contracts
..........................................
171,638
10,653
—
182,291
Foreign
currency
exchange
contracts
...........................
—
42,232
—
42,232
Interest
rate
contracts
......................................
—
92,098
—
92,098
Liabilities
Investment
Sold
Short
Common
Stocks
.........................................
(216,605)
—
—
(216,605)
$
64,211,358
$
70,246,290
$
7,092,607
$
141,550,255
Investments
Valued
at
NAV
(a)
......................................
3,967,175
$
145,517,430
Derivative
Financial
Instruments
(b)
Assets
Credit
contracts
...........................................
$
—
$
38,431
$
—
$
38,431
Fair
Value
Hierarchy
as
of
Period
End
(continued)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
39
Level
1
Level
2
Level
3
Total
Equity
contracts
...........................................
$
189,964
$
142,377
$
—
$
332,341
Foreign
currency
exchange
contracts
............................
—
83,204
—
83,204
Interest
rate
contracts
.......................................
762,751
564,358
—
1,327,109
Liabilities
Credit
contracts
...........................................
—
(13,170)
—
(13,170)
Equity
contracts
...........................................
(216,655)
(42,404)
—
(259,059)
Foreign
currency
exchange
contracts
............................
—
(270,669)
—
(270,669)
Interest
rate
contracts
.......................................
(384,773)
(1,461,006)
—
(1,845,779)
Other
contracts
...........................................
—
(2,232)
—
(2,232)
$
351,287
$
(961,111)
$
—
$
(609,824)
(a)
Certain
investments
of
the
Fund
were
fair
valued
using
NAV
as
a
practical
expedient
as
no
quoted
market
value
is
available
and
therefore
have
been
excluded
from
the
fair
value
hierarchy.
(b)
Derivative
financial
instruments
are
swaps,
futures
contracts,
forward
foreign
currency
exchange
contracts
and
options
written.
Swaps,
futures
contracts
and
forward
foreign
currency
exchange
contracts
are
valued
at
the
unrealized
appreciation
(depreciation)
on
the
instrument
and
options
written
are
shown
at
value.
A
reconciliation
of
Level
3
financial
instruments
is
presented
when
the
Fund
had
a
significant
amount
of
Level
3
investments
and
derivative
financial
instruments
at
the
beginning
and/or
end
of
the
period
in
relation
to
net
assets.
The
following
table
is
a
reconciliation
of
Level
3
investments
for
which
significant
unobservable
inputs
were
used
in
determining
fair
value:
Asset-
Backed
Securities
Common
Stocks
Corporate
Bonds
Fixed
Rate
Loan
Interest
Floating
Rate
Loan
Interests
Options
Purchased
Other
Interests
Preferred
Securities
Warrants
Total
Investments
Assets/Liabilities
Opening
balance,
as
of
December
31,
2022
........
$
—
$
893,762
$
1,227,700
$
–
$
1,367,048
$
12,408
$
216,702
$
3,228,781
$
18,896
$
6,965,297
Transfers
into
Level
3
......................
—
20,289
—
–
30,438
—
—
—
—
50,727
Transfers
out
of
Level
3
.....................
—
—
—
–
(139,887)
—
—
—
—
(139,887)
Other
(a)
................................
170,699
—
(170,699)
194,173
(194,173)
—
—
—
—
—
Accrued
discounts/premiums
..................
—
—
(13,345)
830
5,452
—
—
—
—
(7,063)
Net
realized
gain
(loss)
.....................
—
(1)
218
510
4,201
(15,063)
—
—
—
(10,135)
Net
change
in
unrealized
appreciation
(depreciation)
(b)
.
3,301
(185,455)
(231,417)
1,737
5,002
2,655
(61,957)
(86,272)
11,494
(540,912)
Purchases
..............................
—
201,931
569,278
–
263,408
—
—
232,450
—
1,267,067
Sales
.................................
—
(16,643)
(4,089)
(41,579)
(269,082)
—
—
(161,094)
—
(492,487)
Closing
balance,
as
of
September
30,
2023
........
$
174,000
$
913,883
$
1,377,646
$
155,671
$
1,072,407
$
—
$
154,745
$
3,213,865
$
30,390
$
7,092,607
Net
change
in
unrealized
appreciation
(depreciation)
on
investments
still
held
at
September
30,
2023
(b)
....
$
3,301
$
(196,780)
$
(231,417)
$
1,737
$
2,394
$
—
$
(61,957)
$
(40,141)
$
25,619
$
(497,244)
(a)
Certain
Level
3
investments
were
re-classified
between
Asset-Backed
Securities,
Corporate
Bonds,
Fixed
Rate
Loan
Interests
and
Floating
Rate
Loan
Interests.
(b)
Any
difference
between
net
change
in
unrealized
appreciation
(depreciation)
and
net
change
in
unrealized
appreciation
(depreciation)
on
investments
still
held
at
September
30,
2023
is
generally
due
to
investments
no
longer
held
or
categorized
as
Level
3
at
period
end.
Fair
Value
Hierarchy
as
of
Period
End
(continued)
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
40
The
following
table
summarizes
the
valuation
approaches
used
and
unobservable
inputs
utilized
by
the
Valuation
Committee
to
determine
the
value
of
certain
of
the
Fund’s
Level
3
financial
instruments
as
of
period
end.
The
table
does
not
include
Level
3
financial
instruments
with
values
based
upon
unadjusted
third-party
pricing
information
in
the
amount
of
$368,005.
A
significant
change
in
the
third-party
information
could
result
in
a
significantly
lower
or
higher
value
of
such
Level
3
investments.
Value
Valuation
Approach
Unobservable
Inputs
Range
of
Unobservable
Inputs
Utilized
(a)
Weighted
Average
of
Unobservable
Inputs
Based
on
Fair
Value
Assets
Asset-Backed
Securities
........................
$
174,000
Income
Discount
Rate
9%
—
Common
Stocks
.............................
902,684
Market
Revenue
Multiple
1.40x
-
20.00x
5.43x
Volatility
37%
-
80%
74%
Time
to
Exit
1.0
–
3.0
years
2.7
years
EBIDTA
Multiple
10.59x
—
Gross
Profit
Multiple
14.25x
—
Corporate
Bonds
.............................
1,377,646
Income
Discount
Rate
12%
-
48%
17%
Floating
Rate
Loan
Interests
......................
715,601
Income
Discount
Rate
10%
-
19%
13%
Market
EBIDTA
Multiple
6.25x
—
Fixed
Rate
Loan
Interests
........................
151,671
Income
Discount
Rate
14%
—
Other
Interests
..............................
154,745
Income
Discount
Rate
8%
-
10%
9%
Preferred
Stocks
.............................
3,213,865
Market
Revenue
Multiple
0.16x
-
33.75x
13.99x
EBIDTAR
Multiple
7.25x
—
Volatility
37%
-
80%
59%
Time
to
Exit
1.0
-
5.0
years
2.7
years
Market
Adjustment
Multiple
1.20x
—
Gross
Profit
Multiple
7.25x
-
30.00x
21.44x
Income
Discount
Rate
12%
—
Warrants
..................................
30,390
Market
Revenue
Multiple
3.25x
-
33.75x
13.60x
Volatility
35%
-
80%
66%
Time
to
Exit
0.3
-
8.6
years
3.9
years
$
6,724,602
(a)
A
significant
change
in
unobservable
input
would
have
resulted
in
a
correlated
(inverse)
significant
change
to
value.
Consolidated
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2023
BlackRock
Global
Allocation
Portfolio
41
Currency
Abbreviation
AUD
Australian
Dollar
BRL
Brazilian
Real
CAD
Canadian
Dollar
CHF
Swiss
Franc
CLP
Chilean
Peso
CNH
Chinese
Yuan
Offshore
CNY
Chinese
Yuan
COP
Colombian
Peso
CZK
Czech
Koruna
DKK
Danish
Krone
EUR
Euro
GBP
British
Pound
HKD
Hong
Kong
Dollar
HUF
Hungarian
Forint
IDR
Indonesian
Rupiah
INR
Indian
Rupee
JPY
Japanese
Yen
KRW
South
Korean
Won
MXN
Mexican
Peso
MYR
Malaysian
Ringgit
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
PLN
Polish
Zloty
SGD
Singapore
Dollar
THB
Thai
Baht
TWD
Taiwan
New
Dollar
USD
United
States
Dollar
ZAR
South
African
Rand
Portfolio
Abbreviation
ADR
American
Depositary
Receipts
BZDIOVER
Overnight
Brazil
CETIP
—
Interbank
Rate
CD_KSDA
Certificates
of
Deposit
by
the
Korean
Securities
Dealers
Association
CDI
Crest
Depository
Interests
CLO
Collateralized
Loan
Obligation
CVA
Certification
Van
Aandelon
(Dutch
Certificate)
DAC
Designated
Activity
Company
EM
Emerging
Markets
ESTR
Euro
Short-Term
Rate
ETF
Exchange-Traded
Fund
EURIBOR
Euro
Interbank
Offered
Rate
IBR
Colombian
Reference
Banking
Indicator
JIBAR
Johannesburg
Interbank
Average
Rate
LIBOR
London
Interbank
Offered
Rate
MSCI
Morgan
Stanley
Capital
International
MXIBTIIE
Mexico
Interbank
TIIE
28-Day
NASDAQ
National
Association
of
Securities
Dealers
Automated
OTC
Over-the-counter
PCL
Public
Company
Limited
PIK
Payment-In-Kind
SCA
Svenska
Cellulosa
Aktiebolaget
SONIA
Sterling
Overnight
Interbank
Average
Rate
SOFR
Secured
Overnight
Financing
Rate
SPDR
Standard
&
Poor’s
Depositary
Receipts
TIPS
Treasury
Inflation
Protected
Securities
WIBOR
Warsaw
Interbank
Offered
Rate