NPORT-EX 2 NPORT_11146468113892137.htm BlackRock GA Disciplined Volatility Equity Fund

Schedule of Investments (unaudited) 

January 31, 2021

   

BlackRock GA Disciplined Volatility Equity Fund

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Common Stocks

    
Australia — 0.2%            

Newcrest Mining Ltd.

     257     $ 4,885  

Woolworths Group Ltd.

     265       8,242  
   

 

 

  
      13,127  
Belgium — 0.2%            

Etablissements Franz Colruyt NV

     19       1,172  

Proximus SADP

     570       12,012  
   

 

 

  
      13,184  
Canada — 4.0%            

Agnico Eagle Mines Ltd.

     352       24,573  

Barrick Gold Corp.

     2,358       52,664  

Empire Co. Ltd., Class A

     579       15,997  

Franco-Nevada Corp.

     272       32,402  

Intact Financial Corp.

     291       32,087  

Loblaw Cos. Ltd.

     734       35,444  

Thomson Reuters Corp.

     497       40,526  

Wheaton Precious Metals Corp.

     608       24,971  
   

 

 

  
      258,664  
China — 2.5%            

Agricultural Bank of China Ltd., Class H

     30,000       10,817  

Alibaba Group Holding Ltd., ADR(a)

     89       22,591  

Bank of Communications Co. Ltd., Class H

     24,000       12,977  

China Construction Bank Corp., Class H

     24,000       18,178  

Hansoh Pharmaceutical Group Co. Ltd.(a)(b)

     2,000       10,893  

Industrial & Commercial Bank of China Ltd.,
Class H

     25,000       15,947  

Lenovo Group Ltd.

     14,000       16,295  

NetEase, Inc., ADR

     120       13,799  

Postal Savings Bank of China Co. Ltd.,
Class H(b)

         13,000       9,275  

TAL Education Group, ADR(a)

     37       2,845  

Tencent Holdings Ltd.

     200       17,821  

ZTO Express Cayman, Inc., ADR

     287       9,494  
   

 

 

  
      160,932  
Denmark — 1.7%            

Coloplast A/S, Class B

     170       25,375  

DSV Panalpina A/S

     156       24,340  

Genmab A/S(a)

     46       18,315  

Novo Nordisk A/S, Class B

     317       22,085  

Pandora A/S(a)

     202       19,438  
   

 

 

  
      109,553  
Finland — 0.0%            

Elisa OYJ

     18       1,072  
   

 

 

  
France — 2.5%            

BNP Paribas SA(a)

     844       40,474  

EssilorLuxottica SA

     138       19,521  

Hermes International

     15       15,305  

Kering SA

     25       16,408  

Orange SA

     2,350       27,581  

Safran SA(a)

     65       8,171  

Sanofi

     204       19,186  

Societe Generale SA(a)

     549       10,235  

Worldline SA(a)(b)

     83       7,016  
   

 

 

  
          163,897  
Germany — 1.4%            

Deutsche Telekom AG, Registered Shares

     822       14,617  

Rational AG

     15       14,444  

RWE AG

     538       23,112  
Security   Shares     Value  
Germany (continued)            

Telefonica Deutschland Holding AG

     1,876     $ 5,141  

Vonovia SE

     458       30,581  
   

 

 

  
      87,895  
Hong Kong — 1.2%            

CLP Holdings Ltd.

     2,500       23,461  

Guangdong Investment Ltd.

     8,000           14,012  

HKT Trust & HKT Ltd., Class SS(c)

     10,000       13,162  

Jardine Strategic Holdings Ltd.

     200       5,198  

Power Assets Holdings Ltd.

     3,500       18,573  
   

 

 

  
      74,406  
Ireland — 0.7%            

Medtronic PLC

     429       47,761  
   

 

 

  
Italy — 0.1%            

DiaSorin SpA

     18       3,936  
   

 

 

  
Japan — 8.8%            

Ajinomoto Co., Inc.

     1,300       30,740  

Astellas Pharma, Inc.

     800       12,986  

Canon, Inc.

     1,200       26,546  

Daiwa House REIT Investment Corp.

     2       5,388  

FUJIFILM Holdings Corp.

     200       11,456  

GMO Payment Gateway, Inc.

     100       14,247  

Japan Post Holdings Co. Ltd.

     1,200       9,543  

KDDI Corp.

     1,500       44,089  

Kirin Holdings Co. Ltd.

     900       19,345  

Kose Corp.

     100       16,072  

Kyushu Railway Co.

     600       12,601  

Lawson, Inc.

     100       4,857  

McDonald’s Holdings Co. Japan Ltd.

     200       9,753  

MEIJI Holdings Co. Ltd.

     200       13,652  

Mitsubishi Estate Co. Ltd.

     1,100       17,402  

Mizuho Financial Group, Inc.

     910       11,996  

NEC Corp.

     500       27,204  

Nippon Telegraph & Telephone Corp.

     2,600       64,984  

Nissan Motor Co. Ltd.(a)

         3,800       19,592  

Nitori Holdings Co. Ltd.

     100       19,846  

NTT Data Corp.

     1,000       14,361  

Ono Pharmaceutical Co. Ltd.

     100       2,985  

Pan Pacific International Holdings Corp.

     600       13,473  

Recruit Holdings Co. Ltd.

     500       21,749  

Shimamura Co. Ltd.

     100       11,106  

Softbank Corp.

     1,600       21,018  

Sony Corp.

     100       9,571  

Suntory Beverage & Food Ltd.

     800       27,946  

Toyo Suisan Kaisha Ltd.

     100       4,921  

Yamada Holdings Co. Ltd.

     5,100       25,999  

Yamazaki Baking Co. Ltd.

     1,200       22,093  
   

 

 

  
      567,521  
Luxembourg — 0.2%            

ArcelorMittal SA(a)

     683       14,957  
   

 

 

  
Netherlands — 0.4%            

Koninklijke Ahold Delhaize NV

     857       24,600  
   

 

 

  
Norway — 0.3%            

Telenor ASA

     1,237       20,406  
   

 

 

  
Singapore — 0.3%            

Singapore Telecommunications Ltd.

     9,100       16,121  
   

 

 

  
South Korea — 0.8%            

Kakao Corp.(a)

     73       28,678  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   1

Schedule of Investments (unaudited) (continued)

January 31, 2021

   

BlackRock GA Disciplined Volatility Equity Fund

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
South Korea (continued)            

LG Chem Ltd.

     9     $ 7,341  

SK Telecom Co. Ltd.

     76       16,574  
   

 

 

  
      52,593  
Sweden — 1.3%            

Hexagon AB, B Shares

     378       32,941  

Swedbank AB, A Shares(a)

     1,014       19,079  

Telefonaktiebolaget LM Ericsson, B Shares

     512       6,447  

Volvo AB, B Shares(a)

     1,004       24,737  
   

 

 

  
      83,204  
Switzerland — 4.5%            

EMS-Chemie Holding AG, Registered Shares

     5       4,716  

Givaudan SA, Registered Shares

     1       4,029  

Kuehne + Nagel International AG, Registered Shares

     135       30,720  

Nestle SA, Registered Shares

     628       70,397  

Novartis AG, Registered Shares

     217       19,648  

Roche Holding AG

     220       75,925  

Sika AG, Registered Shares

     103       28,027  

Sonova Holding AG, Registered Shares(a)

     71       17,128  

STMicroelectronics NV

     210       8,418  

Straumann Holding AG, Registered Shares

     25       27,711  
   

 

 

  
      286,719  
Taiwan — 3.3%            

Asustek Computer, Inc.

     3,000       30,656  

AU Optronics Corp.(a)

     37,000       19,456  

Chang Hwa Commercial Bank Ltd.

     5,449       3,217  

Chicony Electronics Co. Ltd.

     4,000       12,335  

China Development Financial Holding Corp.

         52,000       16,542  

China Steel Corp.

     3,000       2,456  

Chunghwa Telecom Co. Ltd.

     4,000       15,439  

CTBC Financial Holding Co. Ltd.

     3,000       2,032  

Lite-On Technology Corp.

     20,000       39,171  

Mega Financial Holding Co. Ltd.

     5,000       5,022  

Quanta Computer, Inc.

     3,000       8,631  

Synnex Technology International Corp.

     16,000       25,785  

Taiwan Cooperative Financial Holding Co. Ltd.

     49,481       33,831  
   

 

 

  
      214,573  
United Kingdom — 1.9%            

AstraZeneca PLC

     269       27,441  

Berkeley Group Holdings PLC

     433       24,763  

Farfetch Ltd., Class A(a)

     35       2,143  

Ferguson PLC

     243       28,215  

GlaxoSmithKline PLC

     1,806       33,540  

RELX PLC

     248       6,140  
   

 

 

  
          122,242  
United States — 59.3%            

Abbott Laboratories

     245       30,280  

Activision Blizzard, Inc.

     69       6,279  

Adaptive Biotechnologies Corp.(a)

     298       16,530  

Adobe, Inc.(a)

     17       7,799  

Air Products & Chemicals, Inc.

     118       31,478  

Alnylam Pharmaceuticals, Inc.(a)

     28       4,213  

Alphabet, Inc., Class C(a)

     14       25,700  

Altair Engineering, Inc., Class A(a)

     685       38,312  

Amazon.com, Inc.(a)

     7       22,443  

American Electric Power Co., Inc.

     201       16,263  

American Tower Corp.

     175       39,788  

American Water Works Co., Inc.

     201       31,963  

Amgen, Inc.

     65       15,693  

Aon PLC, Class A

     55       11,171  
Security   Shares     Value  
United States (continued)            

Applied Materials, Inc.

     539     $ 52,111  

AT&T, Inc.

     16       458  

Automatic Data Processing, Inc.

     52       8,586  

AutoZone, Inc.(a)

     8       8,947  

Baxter International, Inc.

     504       38,722  

Berkshire Hathaway, Inc., Class B(a)

     264       60,158  

BigCommerce Holdings, Inc., Series-1(a)

     157       12,551  

Black Knight, Inc.(a)

     114       9,313  

Booz Allen Hamilton Holding Corp.

     152       12,946  

Boston Scientific Corp.(a)

     621       22,008  

Brown & Brown, Inc.

     301       12,970  

C.H. Robinson Worldwide, Inc.

     441       37,732  

Cadence Design Systems, Inc.(a)

     82       10,692  

Campbell Soup Co.

     221       10,632  

Cboe Global Markets, Inc.

     299       27,427  

Charter Communications, Inc., Class A(a)

     78       47,390  

Cigna Corp.

     22       4,775  

Cisco Systems, Inc.

     940       41,905  

Citrix Systems, Inc.

     297       39,593  

Clorox Co.

     132       27,649  

Colgate-Palmolive Co.

     662       51,636  

Comcast Corp., Class A

     826       40,945  

Consolidated Edison, Inc.

     435       30,789  

Costco Wholesale Corp.

     97       34,186  

Crowdstrike Holdings, Inc., Class A(a)

     314       67,761  

Crown Castle International Corp.

     132       21,022  

Danaher Corp.

     118       28,065  

DocuSign, Inc.(a)

     103       23,988  

Dollar General Corp.

     51       9,925  

Dominion Energy, Inc.

     326       23,762  

Domino’s Pizza, Inc.

     46       17,055  

Duke Realty Corp.

     586       23,182  

Dynatrace, Inc.(a)

     512       21,253  

Ecolab, Inc.

     62       12,680  

Edwards Lifesciences Corp.(a)

     57       4,707  

Electronic Arts, Inc.

     209       29,929  

Eli Lilly & Co.

     72       14,974  

Evergy, Inc.

     315       16,925  

Expedia Group, Inc.(a)

     145       17,995  

Extra Space Storage, Inc.

     104       11,834  

F5 Networks, Inc.(a)

     34       6,662  

Facebook, Inc., Class A(a)

     24       6,200  

Fair Isaac Corp.(a)

     17       7,652  

Fortune Brands Home & Security, Inc.

     258       22,253  

General Mills, Inc.

     350       20,335  

Genuine Parts Co.

     213       19,996  

Gilead Sciences, Inc.

     516       33,850  

Global Payments, Inc.

     316       55,780  

Henry Schein, Inc.(a)

     71       4,675  

Hilton Worldwide Holdings, Inc.(a)

     243       24,638  

Home Depot, Inc.

     163       44,144  

Humana, Inc.

     23       8,812  

Intel Corp.

     179       9,936  

Intuit, Inc.

     105       37,929  

Jack Henry & Associates, Inc.

     160       23,166  

Johnson & Johnson

     134       21,859  

JPMorgan Chase & Co.

     285       36,671  

Kellogg Co.

     199       11,729  

Keysight Technologies, Inc.(a)

     205       29,026  

Kimberly-Clark Corp.

     147       19,419  

Kroger Co.

         582           20,079  

L3Harris Technologies, Inc.

     12       2,058  
 

 

 

2  

Schedule of Investments (unaudited) (continued)

January 31, 2021

   

BlackRock GA Disciplined Volatility Equity Fund

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
United States (continued)            

Lam Research Corp.

     7     $ 3,388  

Liberty Broadband Corp., Class C(a)

     49       7,156  

Lockheed Martin Corp.

     84       27,033  

Lowe’s Cos., Inc.

     285       47,552  

Marsh & McLennan Cos., Inc.

     363       39,897  

Masco Corp.

     667       36,225  

Mastercard, Inc., Class A

     165       52,188  

McDonald’s Corp.

     5       1,039  

Merck & Co., Inc.

     958       73,833  

Micron Technology, Inc.(a)

     937       73,339  

Microsoft Corp.

     338       78,402  

Mondelez International, Inc., Class A

     417       23,118  

Motorola Solutions, Inc.

     17       2,848  

Netflix, Inc.(a)

     76       40,462  

New Relic, Inc.(a)

     367       27,591  

Newmont Corp.

     1,213       72,295  

NextEra Energy, Inc.

     864       69,872  

Oracle Corp.

     155       9,367  

Paychex, Inc.

     39       3,405  

Paycom Software, Inc.(a)

     73       27,721  

PayPal Holdings, Inc.(a)

     104       24,368  

PepsiCo, Inc.

     534       72,928  

Pfizer, Inc.

     669       24,017  

Procter & Gamble Co.

     271       34,745  

Progressive Corp.

     118       10,288  

Qualcomm, Inc.

     483       75,483  

Regeneron Pharmaceuticals, Inc.(a)

     90       45,346  

Republic Services, Inc., Class A

     252       22,811  

salesforce.com, Inc.(a)

     265       59,773  

Seagen, Inc.(a)

     159       26,119  

Silk Road Medical, Inc.(a)

     303       16,523  

Southern Co.

     437       25,748  

Square, Inc., Class A(a)

     80       17,277  

Starbucks Corp.

     98       9,487  

Stryker Corp.

     172       38,014  

Take-Two Interactive Software, Inc.(a)

     159       31,872  

Target Corp.

     162       29,350  

Teladoc Health, Inc.(a)

     29       7,651  

Thermo Fisher Scientific, Inc.

     45       22,936  

TJX Cos., Inc.

     542       34,710  

TransDigm Group, Inc.(a)

     119       65,840  

TransUnion

     89       7,747  

Travelers Cos., Inc.

     183       24,943  

Tyler Technologies, Inc.(a)

     2       846  

U.S. Bancorp

     688       29,481  

UnitedHealth Group, Inc.

     177       59,044  

VeriSign, Inc.(a)

     67       13,003  

Verizon Communications, Inc.

         1,458           79,825  

Vertex Pharmaceuticals, Inc.(a)

     31       7,101  

Viatris, Inc.(a)

     19       323  

Visa, Inc., Class A

     276       53,337  

Vistra Corp.

     743       14,838  

Walmart, Inc.

     326       45,800  
Security   Shares     Value  
United States (continued)            

Walt Disney Co.(a)

     430     $ 72,313  

Waste Connections, Inc.

     226       22,263  

Waste Management, Inc.

     163       18,145  

WEC Energy Group, Inc.

     131       11,646  

Western Union Co.

     847       18,863  

Weyerhaeuser Co.

     642       20,024  

Workday, Inc., Class A(a)

     147       33,447  

Xilinx, Inc.

     314       40,999  

Zentalis Pharmaceuticals, Inc.(a)

     204       7,827  

Zillow Group, Inc., Class C(a)

     231       30,136  

Zoetis, Inc.

     92       14,191  

Zoom Video Communications, Inc., Class A(a)

     51       18,976  
   

 

 

  
          3,811,094  
   

 

 

  

Total Common Stocks — 95.6%
(Cost: $5,308,816)

       6,148,457  
   

 

 

  

Investment Companies

    
United States — 0.9%
iShares Gold Trust(a)(d)		   3,328     58,406  
   

 

 

  

Total Investment Companies — 0.9%
(Cost: $50,898)

       58,406  
   

 

 

  

Total Long-Term Investments — 96.5%
(Cost: $5,359,714)

       6,206,863  
   

 

 

  

Short-Term Securities

    
Money Market Funds — 4.3%               

BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%(d)(e)

         272,304       272,304  
   

 

 

  

Total Short-Term Securities — 4.3%
(Cost: $272,304)

 

     272,304  
   

 

 

  
Options Purchased — 0.0%
(Cost: $1,550)		     1,666  
   

 

 

  

Total Investments Before Options Written — 100.8%
(Cost: $5,633,568)

 

     6,480,833  
   

 

 

  

Options Written — (0.0)%
(Premiums Received: $(449))

 

     (268 ) 
   

 

 

  

Total Investments, Net of Options Written — 100.8%
(Cost: $5,633,119)

 

     6,480,565  

Liabilities in Excess of Other Assets — (0.8)%

 

     (50,603 ) 
   

 

 

  

Net Assets — 100.0%

     $ 6,429,962  
   

 

 

  

 

  (a) 

Non-income producing security.

  (b) 

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.

  (c) 

A security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately.

  (d) 

Affiliate of the Fund.

  (e) 

Annualized 7-day yield as of period end.

 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   3

Schedule of Investments (unaudited) (continued)

January 31, 2021

    BlackRock GA Disciplined Volatility Equity Fund

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

 

  
Affiliated Issuer    Value at
10/31/20		      Purchases
at Cost		      Proceeds
from Sales		      Net
Realized
Gain (Loss)		      Change in
Unrealized
Appreciation
(Depreciation)		      Value at
01/31/21		      Shares
Held at
01/31/21		      Income      Capital Gain
Distributions
from
Underlying
Funds		  

 

  

BlackRock Liquidity Funds, T-Fund, Institutional Class

    $ 330,505      $ —      $ (58,201 )(a)     $ —      $ —      $ 272,304        272,304      $ 19      $ —  

iShares Gold Trust

      102,062        —        (41,391 )       3,261        (5,526 )       58,406        3,328        —        —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  
            $ 3,261      $ (5,526 )     $ 330,710         $ 19      $ —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  

 

  (a) 

Represents net amount purchased (sold).

 

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

                  

SGX Nifty 50 Index

      7          02/25/21        $ 192        $ (6,664 ) 
                 

 

 

  

Forward Foreign Currency Exchange Contracts

 

  
Currency Purchased        Currency Sold      Counterparty      Settlement Date        Unrealized
Appreciation
(Depreciation)		  

 

  
INR     7,812,000        USD     104,929      Citibank N.A.        03/12/21        $ 1,632  
                     

 

 

  
CHF     109,000        USD     123,399      JPMorgan Chase Bank N.A.        03/19/21          (870 ) 
JPY     11,650,000        USD     112,504      Bank of America N.A.        03/19/21          (1,231 ) 
                     

 

 

  
                        (2,101 ) 
                     

 

 

  
                      $ (469 ) 
                     

 

 

  

Exchange-Traded Options Purchased

 

  
Description    Number of
Contracts		      Expiration
Date		      Exercise Price   

Notional

Amount (000)

    Value  

 

  
Call                                           

Microsoft Corp

      1        03/19/21      USD    230.00      USD      23    $ 1,193  
                    

 

 

  

OTC Options Purchased

 

  
Description    Counterparty    Expiration
Date		      Exercise Price      Notional
Amount (000)		      Value  

 

  

Put

               

USD Currency

    Morgan Stanley & Co. International PLC      04/12/21      JPY  103.00      USD  100      $ 473  
              

 

 

  

OTC Options Written

 

  
Description    Counterparty    Expiration
Date		        Exercise Price        Notional
Amount (000)		        Value  

 

  

Call

                           

USD Currency

    Morgan Stanley & Co. International PLC      04/12/21          JPY        108.00          USD        100        $ (152 ) 
                          

 

 

  

Put

                           

USD Currency

    Morgan Stanley & Co. International PLC      04/12/21          JPY        100.00          USD        100          (116 ) 
                          

 

 

  
                           $ (268 ) 
                          

 

 

  

 

 

4  

Schedule of Investments (unaudited) (continued)

January 31, 2021

    BlackRock GA Disciplined Volatility Equity Fund

 

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 BlackRock Global Valuation Methodologies Committee’s (the “Global 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 Global 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.

The following table summarizes the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Fund’s investments into major categories is disclosed in the Schedule of Investments above.

 

                                                                                   

 

  
     Level 1        Level 2        Level 3        Total  

 

  

Assets

                  

Investments

                  

Long-Term Investments

                  

Common Stocks

                  

Australia

    $ —        $ 13,127        $ —        $ 13,127  

Belgium

      —          13,184          —          13,184  

Canada

      258,664          —          —          258,664  

China

      48,729          112,203          —          160,932  

Denmark

      —          109,553          —          109,553  

Finland

      —          1,072          —          1,072  

France

      —          163,897          —          163,897  

Germany

      14,444          73,451          —          87,895  

Hong Kong

      5,198          69,208          —          74,406  

Ireland

      47,761          —          —          47,761  

Italy

      —          3,936          —          3,936  

Japan

      —          567,521          —          567,521  

Luxembourg

      —          14,957          —          14,957  

Netherlands

      —          24,600          —          24,600  

Norway

      —          20,406          —          20,406  

Singapore

      —          16,121          —          16,121  

South Korea

      —          52,593          —          52,593  

Sweden

      —          83,204          —          83,204  

Switzerland

      —          286,719          —          286,719  

Taiwan

      —          214,573          —          214,573  

United Kingdom

      2,143          120,099          —          122,242  

United States

      3,811,094          —          —          3,811,094  

Investment Companies

      58,406          —          —          58,406  

Short-Term Securities

                  

Money Market Funds

      272,304          —          —          272,304  

Options Purchased

                  

Equity Contracts

      1,193          —          —          1,193  

Foreign Currency Exchange Contracts

      —          473          —          473  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 4,519,936        $ 1,960,897        $ —        $ 6,480,833  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative Financial Instruments(a)

                  

Assets

                  

Foreign Currency Exchange Contracts

    $ —        $ 1,632        $ —        $ 1,632  

 

 

S C H E D U L E   O F   I N V E S T M E N T S   5

Schedule of Investments (unaudited) (continued)

January 31, 2021

    BlackRock GA Disciplined Volatility Equity Fund

 

Fair Value Hierarchy as of Period End (continued)

                                                                                   

 

  
     Level 1        Level 2        Level 3        Total  

 

  

Derivative Financial Instruments(a)

                  

Liabilities

                  

Equity Contracts

    $ (6,664 )       $ —        $ —        $ (6,664 ) 

Foreign Currency Exchange Contracts

      —          (2,369 )         —          (2,369 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ (6,664 )       $ (737 )       $ —        $ (7,401 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

Derivative financial instruments are futures contracts, forward foreign currency exchange contracts and options written. 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.

 

 

Currency Abbreviation
CHF    Swiss Franc
INR    Indian Rupee
JPY    Japanese Yen
USD    United States Dollar
Portfolio Abbreviation
ADR    American Depositary Receipt
REIT    Real Estate Investment Trust

 

 

6