Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
22 December 2012 - 8:07AM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-22061
Name of Fund: BlackRock Funds II
BlackRock Global Dividend Income Portfolio
BlackRock Multi-Asset
Income Portfolio
Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809
Name and address of agent for service: John M. Perlowski, Chief Executive Officer, BlackRock Funds II, 55 East 52
nd
Street,
New York, NY 10055
Registrants telephone number, including area code: (800) 441-7762
Date of fiscal year end: 07/31/2013
Date of reporting period: 10/31/2012
Item 1 Schedule of Investments
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Schedule of Investments
October 31, 2012 (Unaudited)
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BlackRock Global Dividend Income
Portfolio
(Percentages shown are based on Net Assets)
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Common Stocks
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Shares
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Value
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Belgium 1.6%
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Anheuser-Busch InBev NV
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223,923
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$
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18,726,834
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Brazil 0.9%
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Souza Cruz SA
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836,215
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10,910,464
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Canada 3.3%
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National Bank of Canada
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153,835
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11,887,845
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Rogers Communications, Inc., Class B
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608,060
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26,690,714
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38,578,559
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Finland 1.0%
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Kone Oyj, Class B
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167,342
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11,999,886
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France 6.5%
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Eutelsat Communications SA
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576,854
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18,471,266
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Legrand SA
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386,644
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14,916,233
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Sanofi SA
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354,067
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31,096,635
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Total SA
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244,277
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12,304,219
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76,788,353
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Hong Kong 1.8%
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Power Assets Holdings Ltd.
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2,435,500
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20,695,767
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Italy 1.0%
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ENI SpA
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529,405
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12,182,031
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Japan 2.1%
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Canon, Inc.
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375,000
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12,187,379
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NTT DoCoMo, Inc.
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8,382
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12,145,747
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24,333,126
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Netherlands 2.4%
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Royal Dutch Shell Plc, B Shares
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806,377
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28,523,734
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Singapore 2.5%
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DBS Group Holdings Ltd.
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1,613,000
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18,317,921
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Singapore Telecommunications Ltd.
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4,374,000
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11,521,180
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29,839,101
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Sweden 3.9%
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Hennes & Mauritz AB, B Shares
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827,710
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28,064,737
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Svenska Handelsbanken AB, A Shares
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514,099
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17,642,438
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45,707,175
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Switzerland 8.1%
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Nestle SA
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430,304
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27,319,240
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Novartis AG
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539,725
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32,545,727
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Roche Holding AG
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180,238
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34,718,383
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94,583,350
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Taiwan 4.1%
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Chunghwa Telecom Co. Ltd. - ADR
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439,980
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13,674,578
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Far EasTone Telecommunications Co. Ltd.
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5,176,500
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11,949,185
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Taiwan Mobile Co. Ltd.
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3,577,000
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12,478,740
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Taiwan Semiconductor Manufacturing Co. Ltd. - ADR
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644,017
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10,239,870
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48,342,373
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Common Stocks
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Shares
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Value
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United Kingdom 21.9%
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BHP Billiton Plc
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626,233
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$
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20,071,704
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British American Tobacco Plc
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502,637
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24,930,785
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Diageo Plc
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1,013,247
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28,967,459
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GlaxoSmithKline Plc
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1,385,067
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31,036,072
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HSBC Holdings Plc
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2,067,200
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20,370,418
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Imperial Tobacco Group Plc
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970,377
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36,699,380
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Reckitt Benckiser Group Plc
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314,075
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19,028,134
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TESCO Plc
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4,518,098
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23,378,776
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Unilever Plc
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673,576
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25,126,720
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Vodafone Group Plc
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9,996,156
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27,146,125
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256,755,573
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United States 37.2%
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Altria Group, Inc.
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445,907
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14,179,843
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AT&T, Inc.
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717,601
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24,821,819
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Chevron Corp.
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236,549
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26,070,065
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The Coca-Cola Co.
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786,299
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29,234,597
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Emerson Electric Co.
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364,652
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17,660,096
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Genuine Parts Co.
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359,351
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22,488,186
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Johnson & Johnson
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474,528
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33,606,073
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Kraft Foods Group, Inc.
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503,685
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22,907,609
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Lorillard, Inc.
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204,883
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23,768,477
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McDonalds Corp.
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284,738
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24,715,258
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Merck & Co., Inc.
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359,063
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16,384,045
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Microsoft Corp.
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767,467
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21,899,671
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PepsiCo, Inc.
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230,559
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15,963,905
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Pfizer, Inc.
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1,515,328
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37,686,207
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Philip Morris International, Inc.
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221,266
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19,595,317
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Reynolds American, Inc.
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364,292
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15,169,119
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U.S. Bancorp
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527,769
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17,527,208
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United Parcel Service, Inc., Class B
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158,166
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11,585,660
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United Technologies Corp.
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322,987
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25,244,664
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Verizon Communications, Inc.
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375,595
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16,766,561
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437,274,380
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Total Long-Term Investments
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(Cost $1,061,039,384) 98.3%
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1,155,240,706
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Short-Term Securities
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BlackRock Liquidity Funds, TempFund, Institutional Class, 0.17% (a)(b)
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22,161,947
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22,161,947
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Total Short-Term Securities
(Cost $22,161,947) 1.9%
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22,161,947
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Total Investments
(Cost $1,083,201,331*) 100.2%
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1,177,402,653
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Liabilities in Excess of Other Assets (0.2)%
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(2,916,706
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)
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Net Assets 100.0%
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$
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1,174,485,947
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To simplify the listings of portfolio holdings in the Schedules of Investments, the names and descriptions of many of the securities have been abbreviated according to the
following list:
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ADR
AKA
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American Depositary Receipts
Also
Known As
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GBP
JPY
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British Pound
Japanese
Yen
|
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DIP
|
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Debtor In Possession
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MLP
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Master Limited Partnership
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EUR
|
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Euro
|
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SEK
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|
Swedish Krona
|
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FKA
|
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Formerly Known As
|
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USD
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US Dollar
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BLACKROCK FUNDS II
|
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OCTOBER 31, 2012
|
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1
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|
|
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Schedule of Investments (concluded)
|
|
BlackRock Global Dividend Income
Portfolio
|
*
|
As of October 31, 2012, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes were as follows:
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|
|
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Tax cost
|
|
$
|
1,085,587,058
|
|
|
|
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|
|
Gross unrealized appreciation
|
|
$
|
108,518,633
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|
Gross unrealized depreciation
|
|
|
(16,703,038
|
)
|
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Net unrealized appreciation
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$
|
91,815,595
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(a)
|
Investments in issuers considered to be an affiliate of the Fund during the period ended October 31, 2012, for purposes of Section 2(a)(3) of the Investment Company Act
of 1940, as amended, were as follows:
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Affiliate
|
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Shares
Held at
July 31,
2012
|
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|
Net
Activity
|
|
|
Shares
Held at
October 31,
2012
|
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Income
|
|
|
|
BlackRock Liquidity Funds, TempFund, Institutional Class
|
|
|
28,550,221
|
|
|
|
(6,388,274
|
)
|
|
|
22,161,947
|
|
|
$
|
11,020
|
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(b)
|
Represents the current yield as of report date.
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Foreign currency exchange contracts as of October 31, 2012 were as follows:
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Currency
Purchased
|
|
Currency
Sold
|
|
Counterparty
|
|
Settle-
ment
Date
|
|
Unrea-
lized-
App-
reciation
(Depre-
ciation)
|
|
GBP
|
|
38,554,000
|
|
USD
|
|
61,778,698
|
|
UBS AG
|
|
11/01/12
|
|
$
|
438,054
|
|
USD
|
|
60,510,696
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|
GBP
|
|
38,554,000
|
|
State Street Corp.
|
|
11/01/12
|
|
|
(1,706,057)
|
|
USD
|
|
16,589,000
|
|
SEK
|
|
112,420,000
|
|
UBS AG
|
|
11/15/12
|
|
|
(352,184)
|
|
JPY
|
|
3,840,818,000
|
|
GBP
|
|
48,996,275
|
|
JPMorgan Chase & Co.
|
|
12/06/12
|
|
|
(1,732,049)
|
|
USD
|
|
61,759,267
|
|
GBP
|
|
38,554,000
|
|
UBS AG
|
|
2/07/13
|
|
|
(436,809)
|
|
|
|
|
|
|
|
Total
|
|
|
|
|
|
|
|
|
|
$
|
(3,789,045)
|
|
|
|
|
|
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Fair Value Measurements Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to
valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes as follows:
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Level 1 - unadjusted price quotations in active markets/exchanges for identical assets and liabilities that the Fund has the ability to access
|
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|
|
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 marketcorroborated inputs)
|
|
|
|
Level 3 - unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the
Funds own assumptions used in determining the fair value of investments and derivative 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 level in the fair value
hierarchy within which the fair value measurement falls in its entirety is determined
based on the lowest level input that is significant to the fair value measurement in its entirety.
Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Funds policy,
transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based
on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing in those securities. For information about the Funds policy regarding valuation of
investments and derivative financial instruments and other significant accounting policies, please refer to the Funds most recent financial statements as contained in its annual report.
The following tables summarize the Funds investments and derivative financial instruments categorized in the disclosure hierarchy as of October 31, 2012:
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common
Stocks:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Belgium
|
|
|
|
|
|
$
|
18,726,834
|
|
|
|
|
|
|
$
|
18,726,834
|
|
Brazil
|
|
$
|
10,910,464
|
|
|
|
|
|
|
|
|
|
|
|
10,910,464
|
|
Canada
|
|
|
38,578,559
|
|
|
|
|
|
|
|
|
|
|
|
38,578,559
|
|
Finland
|
|
|
|
|
|
|
11,999,886
|
|
|
|
|
|
|
|
11,999,886
|
|
France
|
|
|
|
|
|
|
76,788,353
|
|
|
|
|
|
|
|
76,788,353
|
|
Hong Kong
|
|
|
|
|
|
|
20,695,767
|
|
|
|
|
|
|
|
20,695,767
|
|
Italy
|
|
|
|
|
|
|
12,182,031
|
|
|
|
|
|
|
|
12,182,031
|
|
Japan
|
|
|
|
|
|
|
24,333,126
|
|
|
|
|
|
|
|
24,333,126
|
|
Netherlands
|
|
|
|
|
|
|
28,523,734
|
|
|
|
|
|
|
|
28,523,734
|
|
Singapore
|
|
|
|
|
|
|
29,839,101
|
|
|
|
|
|
|
|
29,839,101
|
|
Sweden
|
|
|
|
|
|
|
45,707,175
|
|
|
|
|
|
|
|
45,707,175
|
|
Switzerland
|
|
|
|
|
|
|
94,583,350
|
|
|
|
|
|
|
|
94,583,350
|
|
Taiwan
|
|
|
23,914,448
|
|
|
|
24,427,925
|
|
|
|
|
|
|
|
48,342,373
|
|
United Kingdom
|
|
|
|
|
|
|
256,755,573
|
|
|
|
|
|
|
|
256,755,573
|
|
United States
|
|
|
437,274,380
|
|
|
|
|
|
|
|
|
|
|
|
437,274,380
|
|
Short-Term Securities
|
|
|
22,161,947
|
|
|
|
|
|
|
|
|
|
|
|
22,161,947
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
|
|
$
|
532,839,798
|
|
|
$
|
644,562,855
|
|
|
|
|
|
|
$
|
1,177,402,653
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
Derivative Financial Instruments
1
|
|
|
|
|
|
|
|
|
|
Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign currency exchange contracts
|
|
|
|
|
|
$
|
438,054
|
|
|
|
|
|
|
$
|
438,054
|
|
Liabilities:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign currency exchange contracts
|
|
|
|
|
|
|
(4,227,099
|
)
|
|
|
|
|
|
|
(4,227,099
|
)
|
|
|
Total
|
|
|
|
|
|
$
|
(3,789,045
|
)
|
|
|
|
|
|
$
|
(3,789,045
|
)
|
|
|
|
|
|
1
|
Derivative financial instruments are foreign currency exchange contracts which are valued at the unrealized appreciation/depreciation on the instrument.
|
Certain of the Funds assets are held at carrying amount, which approximates fair value for financial reporting purposes. As of
October 31, 2012, foreign currency at value of $180 is categorized as Level 1 within the disclosure hierarchy.
There were no transfers between
levels during the period ended October 31, 2012.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments
October 31, 2012 (Unaudited)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities
|
|
Par
(000)
|
|
|
Value
|
|
Alm Loan Funding, Series 2012-7A, Class C, 4.86%, 10/19/24 (a)(b)
|
|
|
USD 1,000
|
|
|
$
|
953,538
|
|
Conseco Financial Corp., Series
1995-5, Class M1, 7.65%,
9/15/26 (b)
|
|
|
100
|
|
|
|
101,891
|
|
GSAA Trust, Series 2006-18, Class AF6, 5.68%, 11/25/36 (c)
|
|
|
6,231
|
|
|
|
3,604,035
|
|
Morgan Stanley Mortgage Loan Trust, Series 2007-IXS, Class 2A3, 5.92%, 9/25/46 (c)
|
|
|
1,087
|
|
|
|
587,000
|
|
Oakwood Mortgage Investors, Inc., Series 2002-B, Class A4, 7.09%, 6/15/32 (b)
|
|
|
231
|
|
|
|
240,555
|
|
Total Asset-Backed Securities 0.5%
|
|
|
|
5,487,019
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
Shares
|
|
|
|
|
Aerospace & Defense 0.3%
|
|
|
|
|
|
|
|
|
United Technologies Corp.
|
|
|
45,701
|
|
|
|
3,571,990
|
|
Air Freight & Logistics 0.1%
|
|
|
|
|
|
|
|
|
United Parcel Service, Inc., Class B
|
|
|
21,191
|
|
|
|
1,552,241
|
|
Automobiles 0.1%
|
|
|
|
|
|
|
|
|
Tata Motors Ltd. - ADR
|
|
|
26,100
|
|
|
|
630,315
|
|
Tofas Turk Otomobil Fabrikasi AS
|
|
|
93,354
|
|
|
|
521,163
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,151,478
|
|
Beverages 1.5%
|
|
|
|
|
|
Anheuser-Busch InBev NV
|
|
|
36,181
|
|
|
|
3,025,842
|
|
Cia de Bebidas das Americas - ADR
|
|
|
11,401
|
|
|
|
465,047
|
|
The Coca-Cola Co.
|
|
|
122,819
|
|
|
|
4,566,410
|
|
Diageo Plc
|
|
|
144,660
|
|
|
|
4,135,648
|
|
Fomento Economico Mexicano SAB de CV - ADR
|
|
|
4,662
|
|
|
|
422,424
|
|
PepsiCo, Inc.
|
|
|
36,107
|
|
|
|
2,500,049
|
|
Thai Beverage Pcl
|
|
|
2,368,000
|
|
|
|
842,597
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,958,017
|
|
Capital Markets 0.0%
|
|
|
|
|
|
|
|
|
CETIP SA - Mercados Organizados
|
|
|
28,283
|
|
|
|
325,852
|
|
Chemicals 0.1%
|
|
|
|
|
|
|
|
|
Uralkali OJSC - GDR
|
|
|
15,941
|
|
|
|
628,815
|
|
Commercial Banks 1.5%
|
|
|
|
|
|
Banco de Chile
|
|
|
3,207,016
|
|
|
|
478,770
|
|
Banco do Brasil SA
|
|
|
69,072
|
|
|
|
736,954
|
|
Bank Mandiri Persero Tbk PT
|
|
|
439,500
|
|
|
|
375,456
|
|
Bank of China Ltd., H Shares
|
|
|
1,774,000
|
|
|
|
726,776
|
|
Credicorp Ltd.
|
|
|
5,771
|
|
|
|
746,421
|
|
DBS Group Holdings Ltd.
|
|
|
50,000
|
|
|
|
567,821
|
|
Grupo Financiero Santander Mexico SAB de CV - ADR, Class B
|
|
|
28,761
|
|
|
|
393,163
|
|
HSBC Holdings Plc
|
|
|
290,000
|
|
|
|
2,857,692
|
|
Komercni Banka AS
|
|
|
2,012
|
|
|
|
411,717
|
|
National Bank of Canada
|
|
|
22,792
|
|
|
|
1,761,288
|
|
Sberbank of Russia - ADR
|
|
|
54,208
|
|
|
|
631,523
|
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
Shares
|
|
|
Value
|
|
Commercial Banks (concluded)
|
|
|
|
|
|
Siam Commercial Bank Pcl
|
|
|
84,800
|
|
|
$
|
443,317
|
|
Standard Bank Group Ltd.
|
|
|
40,503
|
|
|
|
500,140
|
|
Svenska Handelsbanken AB, A Shares
|
|
|
75,830
|
|
|
|
2,602,273
|
|
U.S. Bancorp
|
|
|
77,400
|
|
|
|
2,570,454
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,803,765
|
|
Commercial Services & Supplies 0.0%
|
|
|
|
|
|
Multiplus SA
|
|
|
10,844
|
|
|
|
251,953
|
|
Distributors 0.3%
|
|
|
|
|
|
Genuine Parts Co.
|
|
|
53,418
|
|
|
|
3,342,898
|
|
Diversified Financial Services 0.2%
|
|
|
|
|
|
African Bank Investments Ltd.
|
|
|
48,270
|
|
|
|
163,328
|
|
BM&FBovespa SA
|
|
|
196,920
|
|
|
|
1,260,412
|
|
Bolsa Mexicana de Valores SAB de CV
|
|
|
429,980
|
|
|
|
952,300
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,376,040
|
|
Diversified Telecommunication Services 1.1%
|
|
|
|
|
|
AT&T, Inc.
|
|
|
102,860
|
|
|
|
3,557,927
|
|
Chunghwa Telecom Co. Ltd. - ADR
|
|
|
52,839
|
|
|
|
1,642,236
|
|
Singapore Telecommunications Ltd.
|
|
|
670,000
|
|
|
|
1,764,790
|
|
Telefonica Brasil SA - ADR
|
|
|
23,178
|
|
|
|
510,380
|
|
Telekomunikasi Indonesia Persero
Tbk PT
|
|
|
824,000
|
|
|
|
836,903
|
|
Verizon Communications, Inc.
|
|
|
65,482
|
|
|
|
2,923,116
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,235,352
|
|
Electric Utilities 0.2%
|
|
|
|
|
|
|
|
|
Power Assets Holdings Ltd.
|
|
|
270,370
|
|
|
|
2,297,481
|
|
Electrical Equipment 0.5%
|
|
|
|
|
|
|
|
|
Emerson Electric Co.
|
|
|
61,147
|
|
|
|
2,961,349
|
|
Legrand SA
|
|
|
58,150
|
|
|
|
2,243,353
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,204,702
|
|
Electronic Equipment, Instruments & Components 0.1%
|
|
Delta Electronics, Inc.
|
|
|
152,000
|
|
|
|
518,487
|
|
Energy Equipment & Services 0.3%
|
|
|
|
|
|
|
|
|
Seadrill Partners LLC
|
|
|
109,400
|
|
|
|
2,631,070
|
|
Tenaris SA - ADR
|
|
|
13,466
|
|
|
|
506,591
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,137,661
|
|
Food & Staples Retailing 0.4%
|
|
|
|
|
|
CP ALL Pcl
|
|
|
349,600
|
|
|
|
452,031
|
|
The Spar Group Ltd.
|
|
|
45,232
|
|
|
|
634,019
|
|
TESCO Plc
|
|
|
621,146
|
|
|
|
3,214,103
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,300,153
|
|
Food Products 1.1%
|
|
|
|
|
|
Kraft Foods Group, Inc.
|
|
|
73,333
|
|
|
|
3,335,200
|
|
Nestle SA
|
|
|
66,980
|
|
|
|
4,252,442
|
|
Unilever Plc
|
|
|
89,455
|
|
|
|
3,336,982
|
|
Want Want China Holdings Ltd.
|
|
|
350,000
|
|
|
|
476,497
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,401,121
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
3
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
Shares
|
|
|
Value
|
|
Gas Utilities 0.1%
|
|
|
|
|
|
|
|
|
Cia de Gas de Sao Paulo
|
|
|
18,485
|
|
|
$
|
486,459
|
|
Perusahaan Gas Negara Persero Tbk PT
|
|
|
1,520,500
|
|
|
|
733,346
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,219,805
|
|
Hotels, Restaurants & Leisure 0.4%
|
|
|
|
|
|
|
|
|
McDonalds Corp.
|
|
|
40,779
|
|
|
|
3,539,617
|
|
Sands China Ltd.
|
|
|
134,400
|
|
|
|
502,402
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,042,019
|
|
Household Durables 0.1%
|
|
|
|
|
|
|
|
|
Woongjin Coway Co. Ltd.
|
|
|
18,630
|
|
|
|
678,169
|
|
Household Products 0.3%
|
|
|
|
|
|
|
|
|
Kimberly-Clark de Mexico SAB de CV, A Shares
|
|
|
270,550
|
|
|
|
655,816
|
|
Reckitt Benckiser Group Plc
|
|
|
48,396
|
|
|
|
2,932,056
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,587,872
|
|
Industrial Conglomerates 0.0%
|
|
|
|
|
|
|
|
|
Alliance Global Group, Inc.
|
|
|
723,300
|
|
|
|
260,834
|
|
Bidvest Group Ltd.
|
|
|
6,872
|
|
|
|
164,027
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
424,861
|
|
Insurance 0.1%
|
|
|
|
|
|
|
|
|
Hyundai Marine & Fire Insurance Co. Ltd.
|
|
|
16,680
|
|
|
|
538,321
|
|
Powszechny Zaklad Ubezpieczen SA
|
|
|
8,314
|
|
|
|
972,542
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,510,863
|
|
Machinery 0.2%
|
|
|
|
|
|
|
|
|
Kone Oyj, Class B
|
|
|
24,609
|
|
|
|
1,764,681
|
|
Turk Traktor ve Ziraat Makineleri AS
|
|
|
12,346
|
|
|
|
270,068
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,034,749
|
|
Media 0.4%
|
|
|
|
|
|
|
|
|
BEC World Pcl
|
|
|
456,000
|
|
|
|
874,083
|
|
Eutelsat Communications SA
|
|
|
86,197
|
|
|
|
2,760,088
|
|
Media Nusantara Citra Tbk PT
|
|
|
764,692
|
|
|
|
224,256
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,858,427
|
|
Metals & Mining 0.9%
|
|
|
|
|
|
|
|
|
BHP Billiton Ltd.
|
|
|
74,031
|
|
|
|
2,621,113
|
|
China Hongqiao Group Ltd.
|
|
|
986,000
|
|
|
|
455,547
|
|
Hi-Crush Partners LP
|
|
|
208,510
|
|
|
|
4,274,455
|
|
Koza Altin Isletmeleri AS
|
|
|
28,138
|
|
|
|
613,094
|
|
Kumba Iron Ore Ltd.
|
|
|
3,262
|
|
|
|
204,020
|
|
Vale SA - ADR
|
|
|
62,951
|
|
|
|
1,130,609
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,298,838
|
|
Multiline Retail 0.1%
|
|
|
|
|
|
|
|
|
Intime Department Store Group Co. Ltd.
|
|
|
209,000
|
|
|
|
246,266
|
|
Woolworths Holdings Ltd.
|
|
|
60,435
|
|
|
|
456,283
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
702,549
|
|
Office Electronics 0.2%
|
|
|
|
|
|
|
|
|
Canon, Inc.
|
|
|
63,300
|
|
|
|
2,057,230
|
|
Oil, Gas & Consumable Fuels 7.3%
|
|
|
|
|
|
|
|
|
Access Midstream Partners LP - MLP
|
|
|
189,411
|
|
|
|
6,665,373
|
|
Bangchak Petroleum Pcl
|
|
|
213,600
|
|
|
|
182,230
|
|
Chevron Corp.
|
|
|
39,447
|
|
|
|
4,347,454
|
|
China Petroleum & Chemical Corp., H Shares
|
|
|
840,000
|
|
|
|
885,257
|
|
China Shenhua Energy Co. Ltd., H Shares
|
|
|
164,000
|
|
|
|
694,901
|
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
Shares
|
|
|
Value
|
|
Oil, Gas & Consumable Fuels (concluded)
|
|
|
|
|
|
DCP Midstream Partners LP - MLP
|
|
|
81,536
|
|
|
$
|
3,633,244
|
|
Dragon Oil Plc
|
|
|
36,185
|
|
|
|
324,870
|
|
Enbridge Energy Partners LP - MLP
|
|
|
81,033
|
|
|
|
2,430,990
|
|
Energy Transfer Partners LP - MLP
|
|
|
83,778
|
|
|
|
3,585,698
|
|
ENI SpA
|
|
|
79,831
|
|
|
|
1,836,975
|
|
Enterprise Products Partners LP - MLP
|
|
|
75,164
|
|
|
|
3,961,894
|
|
Kinder Morgan Energy Partners LP- MLP
|
|
|
29,192
|
|
|
|
2,442,203
|
|
Lukoil OAO - ADR
|
|
|
27,511
|
|
|
|
1,656,162
|
|
MarkWest Energy Partners LP - MLP
|
|
|
153,783
|
|
|
|
8,339,652
|
|
ONEOK Partners LP - MLP
|
|
|
121,066
|
|
|
|
7,378,973
|
|
Plains All American Pipeline LP - MLP
|
|
|
182,842
|
|
|
|
8,297,370
|
|
Royal Dutch Shell Plc, A Shares
|
|
|
122,619
|
|
|
|
4,207,426
|
|
S-Oil Corp.
|
|
|
5,617
|
|
|
|
513,627
|
|
Targa Resources Partners LP - MLP
|
|
|
130,839
|
|
|
|
5,479,537
|
|
Total SA
|
|
|
36,835
|
|
|
|
1,855,377
|
|
Tupras Turkiye Petrol Rafinerileri AS
|
|
|
20,022
|
|
|
|
489,700
|
|
Western Gas Partners LP - MLP
|
|
|
66,915
|
|
|
|
3,411,327
|
|
Williams Partners LP - MLP
|
|
|
82,418
|
|
|
|
4,366,506
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
76,986,746
|
|
Personal Products 0.1%
|
|
|
|
|
|
|
|
|
Natura Cosmeticos SA
|
|
|
38,040
|
|
|
|
1,014,188
|
|
Pharmaceuticals 3.1%
|
|
|
|
|
|
|
|
|
GlaxoSmithKline Plc
|
|
|
204,713
|
|
|
|
4,587,134
|
|
Johnson & Johnson
|
|
|
74,918
|
|
|
|
5,305,693
|
|
Merck & Co., Inc.
|
|
|
50,116
|
|
|
|
2,286,793
|
|
Novartis AG
|
|
|
82,302
|
|
|
|
4,962,858
|
|
Pfizer, Inc.
|
|
|
246,274
|
|
|
|
6,124,834
|
|
Roche Holding AG
|
|
|
26,231
|
|
|
|
5,052,752
|
|
Sanofi SA
|
|
|
51,511
|
|
|
|
4,524,056
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,844,120
|
|
Real Estate Management & Development 0.0%
|
|
|
|
|
|
SOHO China Ltd.
|
|
|
316,500
|
|
|
|
214,158
|
|
Semiconductors & Semiconductor Equipment 0.3%
|
|
Taiwan Semiconductor Manufacturing
Co. Ltd.
|
|
|
54,000
|
|
|
|
164,541
|
|
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR
|
|
|
171,358
|
|
|
|
2,724,592
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,889,133
|
|
Software 0.3%
|
|
|
|
|
|
|
|
|
Microsoft Corp.
|
|
|
105,535
|
|
|
|
3,011,441
|
|
Specialty Retail 0.5%
|
|
|
|
|
|
|
|
|
The Foschini Group Ltd.
|
|
|
53,407
|
|
|
|
775,407
|
|
Hennes & Mauritz AB, B Shares
|
|
|
121,185
|
|
|
|
4,108,957
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,884,364
|
|
Textiles, Apparel & Luxury Goods 0.1%
|
|
|
|
|
|
Bosideng International Holdings Ltd.
|
|
|
1,994,000
|
|
|
|
630,305
|
|
Tobacco 2.1%
|
|
|
|
|
|
|
|
|
Altria Group, Inc.
|
|
|
70,479
|
|
|
|
2,241,232
|
|
British American Tobacco Plc
|
|
|
77,023
|
|
|
|
3,820,339
|
|
Gudang Garam Tbk PT
|
|
|
84,500
|
|
|
|
430,896
|
|
Imperial Tobacco Group Plc
|
|
|
141,036
|
|
|
|
5,333,941
|
|
Lorillard, Inc.
|
|
|
29,784
|
|
|
|
3,455,242
|
|
Philip Morris International, Inc.
|
|
|
39,601
|
|
|
|
3,507,065
|
|
Reynolds American, Inc.
|
|
|
49,231
|
|
|
|
2,049,979
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Common Stocks
|
|
Shares
|
|
|
Value
|
|
Tobacco (concluded)
|
|
|
|
|
|
|
|
|
Souza Cruz SA
|
|
|
119,005
|
|
|
$
|
1,552,710
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,391,404
|
|
Transportation Infrastructure 0.4%
|
|
|
|
|
|
CCR SA
|
|
|
148,147
|
|
|
|
1,302,728
|
|
China Merchants Holdings International Co. Ltd.
|
|
|
172,000
|
|
|
|
567,386
|
|
Copa Holdings SA, Class A
|
|
|
7,493
|
|
|
|
695,500
|
|
Grupo Aeroportuario del Sureste SAB de CV - ADR
|
|
|
7,645
|
|
|
|
738,278
|
|
Jasa Marga Persero Tbk PT
|
|
|
658,000
|
|
|
|
396,254
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,700,146
|
|
Wireless Telecommunication Services 1.7%
|
|
|
|
|
|
Advanced Info Service Pcl
|
|
|
64,800
|
|
|
|
416,299
|
|
America Movil SAB de CV,
Series L - ADR
|
|
|
24,138
|
|
|
|
610,450
|
|
China Mobile Ltd.
|
|
|
62,500
|
|
|
|
693,234
|
|
ENTEL Chile SA
|
|
|
17,769
|
|
|
|
363,560
|
|
Far EasTone Telecommunications
Co. Ltd.
|
|
|
878,750
|
|
|
|
2,028,464
|
|
Mobile Telesystems OJSC - ADR
|
|
|
30,183
|
|
|
|
517,337
|
|
NTT DoCoMo, Inc.
|
|
|
1,113
|
|
|
|
1,612,767
|
|
Philippine Long Distance Telephone
Co. - ADR
|
|
|
18,847
|
|
|
|
1,197,350
|
|
Rogers Communications, Inc.,
Class B
|
|
|
91,814
|
|
|
|
4,030,163
|
|
Taiwan Mobile Co. Ltd.
|
|
|
514,000
|
|
|
|
1,793,143
|
|
Turkcell Iletisim Hizmetleri AS
|
|
|
97,756
|
|
|
|
597,247
|
|
Vodacom Group Ltd.
|
|
|
36,861
|
|
|
|
464,350
|
|
Vodafone Group Plc
|
|
|
1,415,063
|
|
|
|
3,842,825
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,167,189
|
|
Total Common Stocks 26.5%
|
|
|
|
|
|
|
279,206,582
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Advertising 0.0%
|
|
|
|
|
|
|
|
|
Affinion Group, Inc.,
7.88%, 12/15/18
|
|
USD
|
650
|
|
|
|
531,375
|
|
Aerospace & Defense 0.1%
|
|
|
|
|
|
Huntington Ingalls Industries, Inc., 7.13%, 3/15/21
|
|
|
500
|
|
|
|
537,500
|
|
Kratos Defense & Security
Solutions, Inc., 10.00%, 6/01/17
|
|
|
320
|
|
|
|
345,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
883,100
|
|
Airlines 0.1%
|
|
|
|
|
|
|
|
|
American Airlines Pass-Through Trust, Series 2011-2, Class A,
8.63%, 10/15/21
|
|
|
480
|
|
|
|
501,348
|
|
Continental Airlines, Inc.,
6.75%, 9/15/15 (a)
|
|
|
850
|
|
|
|
889,313
|
|
U.S. Airways Pass-Through Trust,
Series 2012-1, Class C,
9.13%, 10/01/15
|
|
|
140
|
|
|
|
142,800
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,533,461
|
|
Auto Components 0.2%
|
|
|
|
|
|
|
|
|
GT 2005 Bonds BV,
8.00%, 7/21/14 (c)
|
|
|
2,000
|
|
|
|
2,005,200
|
|
IDQ Holdings, Inc.,
11.50%, 4/01/17 (a)
|
|
|
100
|
|
|
|
106,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,111,700
|
|
Beverages 0.0%
|
|
|
|
|
|
|
|
|
Constellation Brands, Inc., 6.00%, 5/01/22
|
|
|
280
|
|
|
|
317,800
|
|
Biotechnology 0.1%
|
|
|
|
|
|
|
|
|
Fufeng Group Co. Ltd., 7.63%, 4/13/16
|
|
|
1,500
|
|
|
|
1,462,500
|
|
Building Products 0.6%
|
|
|
|
|
|
|
|
|
Building Materials Corp. of America,
6.75%, 5/01/21 (a)
|
|
|
250
|
|
|
|
272,500
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Building Products (concluded)
|
|
|
|
|
|
|
|
|
Cemex Finance LLC, 9.38%,
10/12/22 (a)
|
|
USD
|
630
|
|
|
$
|
658,350
|
|
HD Supply, Inc.:
|
|
|
|
|
|
8.13%, 4/15/19 (a)
|
|
|
588
|
|
|
|
646,800
|
|
11.00%, 4/15/20 (a)
|
|
|
720
|
|
|
|
819,000
|
|
11.50%, 7/15/20 (a)
|
|
|
1,885
|
|
|
|
1,983,963
|
|
Shea Homes LP/Shea Homes Funding Corp., 8.63%, 5/15/19
|
|
|
1,050
|
|
|
|
1,168,125
|
|
USG Corp., 9.75%, 1/15/18
|
|
|
290
|
|
|
|
316,825
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,865,563
|
|
Capital Markets 0.6%
|
|
|
|
|
|
|
|
|
E*TRADE Financial Corp.,
12.50%, 11/30/17
|
|
|
1,972
|
|
|
|
2,233,290
|
|
Sun Hung Kai & Co. BVI Ltd.,
6.38%, 9/26/17
|
|
|
1,500
|
|
|
|
1,493,475
|
|
UBS AG, 7.63%, 8/17/22
|
|
|
2,000
|
|
|
|
2,156,814
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,883,579
|
|
Chemicals 1.0%
|
|
|
|
|
|
|
|
|
Ashland, Inc., 4.75%, 8/15/22 (a)
|
|
|
150
|
|
|
|
153,000
|
|
Celanese U.S. Holdings LLC,
5.88%, 6/15/21
|
|
|
400
|
|
|
|
445,500
|
|
Hexion U.S. Finance Corp.,
6.63%, 4/15/20
|
|
|
155
|
|
|
|
154,613
|
|
Hexion U.S. Finance Corp./Hexion Nova Scotia Finance ULC,
9.00%, 11/15/20
|
|
|
500
|
|
|
|
448,750
|
|
Huntsman International LLC,
8.63%, 3/15/21
|
|
|
555
|
|
|
|
631,313
|
|
Ineos Finance Plc:
|
|
|
|
|
|
|
|
|
8.38%, 2/15/19 (a)
|
|
|
1,000
|
|
|
|
1,050,000
|
|
7.50%, 5/01/20 (a)
|
|
|
125
|
|
|
|
126,563
|
|
INEOS Group Holdings SA,
8.50%, 2/15/16 (a)
|
|
|
75
|
|
|
|
72,375
|
|
LyondellBasell Industries NV:
|
|
|
|
|
|
|
|
|
6.00%, 11/15/21
|
|
|
200
|
|
|
|
231,250
|
|
5.75%, 4/15/24
|
|
|
2,635
|
|
|
|
3,050,013
|
|
Nufarm Australia Ltd.,
6.38%, 10/15/19 (a)
|
|
|
220
|
|
|
|
225,500
|
|
Rockwood Specialties Group, Inc.,
4.63%, 10/15/20
|
|
|
955
|
|
|
|
983,650
|
|
Tronox Finance LLC, 6.38%,
8/15/20 (a)
|
|
|
3,085
|
|
|
|
3,077,287
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,649,814
|
|
Commercial Banks 0.8%
|
|
|
|
|
|
Bank of India, 6.25%, 2/16/21
|
|
|
3,000
|
|
|
|
3,276,150
|
|
BOE Merger Corp.,
9.50%, 11/01/17 (a)(d)
|
|
|
190
|
|
|
|
190,000
|
|
CIT Group, Inc.:
|
|
|
|
|
|
|
|
|
5.00%, 5/15/17
|
|
|
110
|
|
|
|
115,918
|
|
5.25%, 3/15/18
|
|
|
410
|
|
|
|
435,625
|
|
5.50%, 2/15/19 (a)
|
|
|
340
|
|
|
|
362,525
|
|
5.00%, 8/15/22
|
|
|
250
|
|
|
|
259,057
|
|
MPM Escrow LLC/MPM Finance
Escrow Corp.,
8.88%, 10/15/20 (a)
|
|
|
390
|
|
|
|
382,200
|
|
Oversea-Chinese Banking Corp. Ltd., 3.15%, 3/11/23 (b)
|
|
|
3,000
|
|
|
|
3,019,797
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,041,272
|
|
Commercial Services & Supplies 1.6%
|
|
|
|
|
|
ADS Waste Holdings, Inc.,
8.25%, 10/01/20 (a)
|
|
|
3,211
|
|
|
|
3,323,385
|
|
ARAMARK Holdings Corp.,
8.63%, 5/01/16 (a)(d)
|
|
|
600
|
|
|
|
613,506
|
|
Aviation Capital Group Corp.,
7.13%, 10/15/20 (a)
|
|
|
3,750
|
|
|
|
3,940,875
|
|
Ceridian Corp.,
8.88%, 7/15/19 (a)
|
|
|
1,385
|
|
|
|
1,468,100
|
|
Clean Harbors, Inc.,
5.25%, 8/01/20 (a)
|
|
|
252
|
|
|
|
258,300
|
|
Covanta Holding Corp.,
6.38%, 10/01/22
|
|
|
325
|
|
|
|
353,689
|
|
Laureate Education, Inc.,
9.25%, 9/01/19 (a)
|
|
|
1,330
|
|
|
|
1,310,050
|
|
Mead Products LLC/ACCO Brands Corp., 6.75%, 4/30/20 (a)
|
|
|
22
|
|
|
|
22,468
|
|
Mobile Mini, Inc., 7.88%, 12/01/20
|
|
|
2,861
|
|
|
|
3,093,456
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
5
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Commercial Services & Supplies (concluded)
|
|
|
|
|
|
ServiceMaster Co., 8.00%, 2/15/20
|
|
USD
|
2,290
|
|
|
$
|
2,404,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,788,329
|
|
Computer Software & Services 0.2%
|
|
|
|
|
|
Infor US, Inc., 9.38%, 4/01/19
|
|
|
2,320
|
|
|
|
2,563,600
|
|
Computers & Peripherals 0.0%
|
|
|
|
|
|
|
|
|
NCR Corp., 5.00%, 7/15/22 (a)
|
|
|
220
|
|
|
|
224,675
|
|
Consumer Finance 0.1%
|
|
|
|
|
|
|
|
|
Credit Acceptance Corp.,
9.13%, 2/01/17
|
|
|
500
|
|
|
|
548,750
|
|
Containers & Packaging 0.8%
|
|
|
|
|
|
|
|
|
Ardagh Packaging Finance Plc:
|
|
|
|
|
|
|
|
|
7.38%, 10/15/17 (a)
|
|
|
425
|
|
|
|
456,875
|
|
9.13%, 10/15/20 (a)
|
|
|
525
|
|
|
|
548,625
|
|
Berry Plastics Corp., 9.75%, 1/15/21
|
|
|
1,970
|
|
|
|
2,235,950
|
|
Reynolds Group Issuer, Inc./Reynolds Group
Issuer LLC/Reynolds Group
Issuer Luxembourg SA:
|
|
|
|
|
|
9.00%, 4/15/19
|
|
|
100
|
|
|
|
101,250
|
|
7.88%, 8/15/19
|
|
|
190
|
|
|
|
206,150
|
|
9.88%, 8/15/19
|
|
|
910
|
|
|
|
953,225
|
|
5.75%, 10/15/20 (a)
|
|
|
2,930
|
|
|
|
2,959,300
|
|
6.88%, 2/15/21
|
|
|
400
|
|
|
|
425,000
|
|
Sealed Air Corp., 8.38%, 9/15/21 (a)
|
|
|
220
|
|
|
|
242,000
|
|
Tekni-Plex, Inc., 9.75%, 6/01/19 (a)
|
|
|
40
|
|
|
|
42,800
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,171,175
|
|
Diversified Financial Services 1.4%
|
|
|
|
|
|
Ally Financial, Inc., 8.00%, 11/01/31
|
|
|
1,945
|
|
|
|
2,314,550
|
|
Axis Bank Ltd., 5.13%, 9/05/17
|
|
|
3,000
|
|
|
|
3,144,813
|
|
Big Will Investments Ltd.,
10.88%, 4/29/16
|
|
|
1,500
|
|
|
|
1,571,400
|
|
CNG Holdings, Inc., 9.38%,
5/15/20 (a)
|
|
|
920
|
|
|
|
947,600
|
|
Doric Nimrod Air Finance Alpha Ltd.
Pass-Through Trust, Series 2012-1:
Class A, 6.50%, 5/30/21 (a)
|
|
|
255
|
|
|
|
259,164
|
|
Class B, 5.13%, 11/30/24 (a)
|
|
|
270
|
|
|
|
280,800
|
|
Dufry Finance SCA, 5.50%,
10/15/20 (a)
|
|
|
403
|
|
|
|
410,053
|
|
Enel Finance International NV,
6.00%, 10/07/39 (a)
|
|
|
1,000
|
|
|
|
968,678
|
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 8.00%, 1/15/18
|
|
|
1,590
|
|
|
|
1,709,250
|
|
Nuveen Investments, Inc.,
9.13%, 10/15/17 (a)
|
|
|
273
|
|
|
|
272,659
|
|
SSG Resources Ltd., 4.25%,
10/04/22
|
|
|
3,000
|
|
|
|
3,122,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,001,367
|
|
Diversified Telecommunication Services 1.1%
|
|
|
|
|
|
Bakrie Telecom Pte Ltd.,
11.50%, 5/07/15
|
|
|
1,000
|
|
|
|
475,000
|
|
Consolidated Communications Finance Co., 10.88%,
6/01/20 (a)
|
|
|
155
|
|
|
|
164,494
|
|
Intelsat Jackson Holdings SA:
|
|
|
|
|
|
|
|
|
7.25%, 10/15/20 (a)
|
|
|
2,670
|
|
|
|
2,830,200
|
|
6.63%, 12/15/22 (a)
|
|
|
189
|
|
|
|
187,583
|
|
Intelsat Luxembourg SA:
|
|
|
|
|
|
|
|
|
11.25%, 2/04/17
|
|
|
720
|
|
|
|
756,000
|
|
11.50%, 2/04/17 (d)
|
|
|
1,490
|
|
|
|
1,568,225
|
|
Level 3 Communications, Inc.,
8.88%, 6/01/19 (a)
|
|
|
160
|
|
|
|
168,000
|
|
Level 3 Financing, Inc.:
|
|
|
|
|
|
|
|
|
8.13%, 7/01/19
|
|
|
2,210
|
|
|
|
2,359,175
|
|
7.00%, 6/01/20 (a)
|
|
|
221
|
|
|
|
224,867
|
|
PCCW Capital No 4 Ltd.,
5.75%, 4/17/22
|
|
|
2,000
|
|
|
|
2,191,600
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Diversified Telecommunication Services (concluded)
|
|
TW Telecom Holdings, Inc.,
5.38%, 10/01/22 (a)
|
|
USD
|
285
|
|
|
$
|
292,837
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,217,981
|
|
Electric Utilities 0.9%
|
|
|
|
|
|
|
|
|
Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.:
|
|
|
|
|
|
|
|
|
6.88%, 8/15/17 (a)
|
|
|
675
|
|
|
|
683,437
|
|
10.00%, 12/01/20
|
|
|
7,819
|
|
|
|
8,542,257
|
|
11.75%, 3/01/22 (a)
|
|
|
141
|
|
|
|
137,827
|
|
The Tokyo Electric Power Co., Inc., 4.50%, 3/24/14
|
|
EUR
|
350
|
|
|
|
458,218
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,821,739
|
|
Electrical Equipment 0.1%
|
|
|
|
|
|
|
|
|
Belden, Inc., 5.50%, 9/01/22 (a)
|
|
USD
|
627
|
|
|
|
637,973
|
|
General Cable Corp., 5.75%,
10/01/22 (a)
|
|
|
590
|
|
|
|
600,325
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,238,298
|
|
Energy Equipment & Services 0.5%
|
|
|
|
|
|
Gulfmark Offshore, Inc., 6.38%,
3/15/22 (a)
|
|
|
170
|
|
|
|
177,225
|
|
Hornbeck Offshore Services, Inc., 5.88%, 4/01/20
|
|
|
230
|
|
|
|
234,025
|
|
Key Energy Services, Inc.,
6.75%, 3/01/21 (a)
|
|
|
360
|
|
|
|
356,400
|
|
Perusahaan Listrik Negara PT,
5.25%, 10/24/42
|
|
|
1,500
|
|
|
|
1,531,800
|
|
Seadrill Ltd., 5.63%, 9/15/17 (a)
|
|
|
2,795
|
|
|
|
2,795,000
|
|
SESI LLC, 7.13%, 12/15/21
|
|
|
485
|
|
|
|
540,775
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,635,225
|
|
Food & Staples Retailing 0.3%
|
|
|
|
|
|
FPC Finance Ltd., 6.00%, 6/28/19
|
|
|
1,000
|
|
|
|
1,102,800
|
|
Olam International Ltd.,
7.50%, 8/12/20
|
|
|
1,000
|
|
|
|
1,036,250
|
|
Rite Aid Corp., 9.25%, 3/15/20
|
|
|
780
|
|
|
|
797,550
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,936,600
|
|
Food Products 0.1%
|
|
|
|
|
|
|
|
|
Del Monte Corp., 7.63%, 2/15/19
|
|
|
151
|
|
|
|
155,153
|
|
Post Holdings, Inc., 7.38%,
2/15/22 (a)
|
|
|
715
|
|
|
|
758,794
|
|
Smithfield Foods, Inc., 6.63%, 8/15/22
|
|
|
431
|
|
|
|
451,473
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,365,420
|
|
Health Care Equipment & Supplies 0.9%
|
|
Alere, Inc., 7.88%, 2/01/16
|
|
|
558
|
|
|
|
581,715
|
|
Biomet, Inc.:
|
|
|
|
|
|
|
|
|
6.50%, 8/01/20 (a)
|
|
|
2,463
|
|
|
|
2,543,047
|
|
6.50%, 10/01/20 (a)
|
|
|
2,425
|
|
|
|
2,358,313
|
|
DJO Finance LLC/DJO Finance Corp.:
|
|
|
|
|
|
|
|
|
8.75%, 3/15/18 (a)
|
|
|
1,020
|
|
|
|
1,088,850
|
|
9.88%, 4/15/18 (a)
|
|
|
360
|
|
|
|
352,800
|
|
Hologic, Inc., 6.25%, 8/01/20 (a)
|
|
|
1,942
|
|
|
|
2,058,520
|
|
Kinetic Concepts, Inc./KCI USA, Inc., 12.50%, 11/01/19 (a)
|
|
|
670
|
|
|
|
639,850
|
|
VWR Funding, Inc.,
7.25%, 9/15/17 (a)
|
|
|
35
|
|
|
|
35,613
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,658,708
|
|
Health Care Providers & Services 2.3%
|
|
Aviv Healthcare Properties LP/Aviv Healthcare Capital Corp.,
7.75%, 2/15/19
|
|
|
835
|
|
|
|
879,881
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments
(continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Health Care Providers & Services (concluded)
|
|
|
|
|
|
CHS/Community Health Systems, Inc.:
|
|
|
|
|
|
|
|
|
5.13%, 8/15/18
|
|
|
USD 295
|
|
|
$
|
306,063
|
|
7.13%, 7/15/20
|
|
|
1,991
|
|
|
|
2,105,483
|
|
DaVita HealthCare Partners, Inc., 5.75%, 8/15/22
|
|
|
2,541
|
|
|
|
2,655,345
|
|
Fresenius Medical Care US Finance II, Inc., 5.63%, 7/31/19 (a)
|
|
|
500
|
|
|
|
526,250
|
|
Fresenius Medical Care US Finance, Inc., 5.75%, 2/15/21 (a)
|
|
|
917
|
|
|
|
969,727
|
|
Fresenius US Finance II, Inc., 9.00%, 7/15/15 (a)
|
|
|
700
|
|
|
|
803,250
|
|
Hanger, Inc., 7.13%, 11/15/18
|
|
|
770
|
|
|
|
804,650
|
|
HCA, Inc.:
|
|
|
|
|
|
|
|
|
6.50%, 2/15/20
|
|
|
2,015
|
|
|
|
2,226,575
|
|
5.88%, 3/15/22
|
|
|
2,208
|
|
|
|
2,368,080
|
|
4.75%, 5/01/23
|
|
|
810
|
|
|
|
810,000
|
|
IASIS Healthcare LLC/IASIS Capital Corp.,
|
|
|
|
|
|
|
|
|
8.38%, 5/15/19
|
|
|
1,895
|
|
|
|
1,743,400
|
|
INC Research LLC, 11.50%,
7/15/19 (a)
|
|
|
850
|
|
|
|
854,250
|
|
Omnicare, Inc., 7.75%, 6/01/20
|
|
|
1,010
|
|
|
|
1,111,000
|
|
PSS World Medical, Inc., 6.38%, 3/01/22
|
|
|
549
|
|
|
|
655,369
|
|
Tenet Healthcare Corp.:
|
|
|
|
|
|
|
|
|
10.00%, 5/01/18
|
|
|
750
|
|
|
|
855,000
|
|
6.25%, 11/01/18
|
|
|
1,250
|
|
|
|
1,353,125
|
|
8.88%, 7/01/19
|
|
|
1,090
|
|
|
|
1,218,075
|
|
6.75%, 2/01/20 (a)
|
|
|
310
|
|
|
|
308,063
|
|
4.75%, 6/01/20 (a)
|
|
|
477
|
|
|
|
472,826
|
|
Vanguard Health Holding Co. II LLC/Vanguard Holding Co. II, Inc.,
7.75%, 2/01/19 (a)
|
|
|
1,005
|
|
|
|
1,042,687
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,069,099
|
|
Health Care Technology 0.1%
|
|
|
|
|
|
IMS Health, Inc.:
|
|
|
|
|
|
|
|
|
12.50%, 3/01/18 (a)
|
|
|
300
|
|
|
|
357,000
|
|
6.00%, 11/01/20 (a)
|
|
|
376
|
|
|
|
382,580
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
739,580
|
|
Hotels, Restaurants & Leisure 1.2%
|
|
|
|
|
|
Affinity Gaming LLC/Affinity Gaming Finance Corp., 9.00%,
5/15/18 (a)
|
|
|
489
|
|
|
|
507,337
|
|
Caesars Entertainment Operating Co., Inc.:
|
|
|
|
|
|
|
|
|
11.25%, 6/01/17
|
|
|
2,375
|
|
|
|
2,570,937
|
|
10.00%, 12/15/18
|
|
|
666
|
|
|
|
416,250
|
|
8.50%, 2/15/20 (a)
|
|
|
540
|
|
|
|
530,550
|
|
9.00%, 2/15/20 (a)
|
|
|
1,709
|
|
|
|
1,713,273
|
|
Carlson Wagonlit BV, 6.88%,
6/15/19 (a)
|
|
|
230
|
|
|
|
240,350
|
|
Choice Hotels International, Inc., 5.75%, 7/01/22
|
|
|
1,270
|
|
|
|
1,390,650
|
|
Diamond Resorts Corp., 12.00%, 8/15/18
|
|
|
700
|
|
|
|
750,750
|
|
MGM Resorts International:
|
|
|
|
|
|
|
|
|
4.25%, 4/15/15
|
|
|
1,235
|
|
|
|
1,265,875
|
|
11.13%, 11/15/17
|
|
|
750
|
|
|
|
826,875
|
|
8.63%, 2/01/19 (a)
|
|
|
238
|
|
|
|
257,337
|
|
MTR Gaming Group, Inc., 11.50%, 8/01/19
|
|
|
848
|
|
|
|
885,873
|
|
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.38%, 3/15/22 (a)
|
|
|
1,046
|
|
|
|
1,078,687
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,434,744
|
|
Household Durables 0.5%
|
|
|
|
|
|
Beazer Homes USA, Inc., 6.63%, 4/15/18 (a)
|
|
|
370
|
|
|
|
395,900
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Household Durables (concluded)
|
|
|
|
|
|
|
|
|
DR Horton, Inc., 4.38%, 9/15/22
|
|
|
USD 320
|
|
|
$
|
320,800
|
|
K Hovnanian Enterprises Inc, 7.25%,
|
|
|
|
|
|
|
|
|
10/15/20 (a)
|
|
|
975
|
|
|
|
1,028,625
|
|
Libbey Glass, Inc., 6.88%, 5/15/20 (a)
|
|
|
1,507
|
|
|
|
1,604,955
|
|
PulteGroup, Inc., 6.38%, 5/15/33
|
|
|
85
|
|
|
|
82,450
|
|
Standard Pacific Corp.:
|
|
|
|
|
|
|
|
|
10.75%, 9/15/16
|
|
|
295
|
|
|
|
365,800
|
|
8.38%, 1/15/21
|
|
|
1,225
|
|
|
|
1,421,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,219,530
|
|
Household Products 0.1%
|
|
|
|
|
|
Spectrum Brands, Inc., 6.75%,
3/15/20 (a)
|
|
|
890
|
|
|
|
908,913
|
|
Independent Power Producers & Energy Traders 0.4%
|
|
Calpine Corp., 7.88%, 1/15/23 (a)
|
|
|
900
|
|
|
|
994,500
|
|
DPL, Inc., 7.25%, 10/15/21
|
|
|
510
|
|
|
|
575,025
|
|
GenOn REMA LLC:
|
|
|
|
|
|
|
|
|
9.24%, 7/02/17
|
|
|
315
|
|
|
|
344,208
|
|
9.68%, 7/02/26
|
|
|
575
|
|
|
|
615,250
|
|
Halcon Resources Corp., 8.88%,
5/15/21 (a)
|
|
|
260
|
|
|
|
263,575
|
|
Mirant Mid-Atlantic LLC Pass-Through Trust, Class B, 9.13%, 6/30/17
|
|
|
147
|
|
|
|
160,705
|
|
NRG Energy, Inc.:
|
|
|
|
|
|
|
|
|
7.63%, 1/15/18
|
|
|
60
|
|
|
|
65,550
|
|
7.88%, 5/15/21
|
|
|
500
|
|
|
|
547,500
|
|
6.63%, 3/15/23 (a)
|
|
|
1,120
|
|
|
|
1,153,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,719,913
|
|
Industrial Conglomerates 0.3%
|
|
|
|
|
|
Hutchison Whampoa International Ltd., 6.00%, 12/31/49 (b)
|
|
|
3,000
|
|
|
|
3,139,500
|
|
Insurance 0.6%
|
|
|
|
|
|
|
|
|
CNO Financial Group, Inc., 6.38%, 10/01/20 (a)
|
|
|
175
|
|
|
|
181,125
|
|
Genworth Financial, Inc., 7.63%, 9/24/21
|
|
|
700
|
|
|
|
736,254
|
|
Nippon Life Insurance Co., 5.00%, 10/18/42 (a)(b)
|
|
|
5,025
|
|
|
|
5,179,069
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,096,448
|
|
Internet Software & Services 0.3%
|
|
|
|
|
|
|
|
|
Pacnet Ltd., 9.25%, 11/09/15
|
|
|
1,200
|
|
|
|
1,205,340
|
|
Zayo Group LLC/Zayo Capital, Inc.:
|
|
|
|
|
|
|
|
|
8.13%, 1/01/20
|
|
|
1,560
|
|
|
|
1,708,200
|
|
10.13%, 7/01/20
|
|
|
490
|
|
|
|
547,575
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,461,115
|
|
Machinery 0.0%
|
|
|
|
|
|
The Manitowoc Co., Inc., 5.88%, 10/15/22
|
|
|
480
|
|
|
|
478,200
|
|
Media 1.9%
|
|
|
|
|
|
|
|
|
Aerospace Satellite Corp. Holding BV, 12.75%, 11/16/15
|
|
|
1,800
|
|
|
|
1,975,500
|
|
AMC Networks, Inc., 7.75%, 7/15/21
|
|
|
1,565
|
|
|
|
1,772,363
|
|
Cablevision Systems Corp., 5.88%, 9/15/22
|
|
|
480
|
|
|
|
476,400
|
|
CCO Holdings LLC/CCO Holdings Capital Corp.:
|
|
|
|
|
|
|
|
|
6.50%, 4/30/21
|
|
|
1,290
|
|
|
|
1,370,625
|
|
5.25%, 9/30/22
|
|
|
800
|
|
|
|
804,000
|
|
Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)
|
|
|
1,520
|
|
|
|
1,630,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
7
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Media (concluded)
|
|
|
|
|
|
Cequel Communications Escrow 1 LLC/Cequel Communications Escrow Capital Corp., 6.38%, 9/15/20 (a)
|
|
USD
|
525
|
|
|
$
|
531,563
|
|
Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)
|
|
|
276
|
|
|
|
248,400
|
|
Clear Channel Worldwide Holdings, Inc.:
|
|
9.25%, 12/15/17
|
|
|
1,810
|
|
|
|
1,941,225
|
|
7.63%, 3/15/20
|
|
|
1,885
|
|
|
|
1,795,463
|
|
DISH DBS Corp., 5.88%, 7/15/22
|
|
|
1,801
|
|
|
|
1,891,050
|
|
Harron Communications LP/Harron Finance Corp., 9.13%, 4/01/20 (a)
|
|
|
80
|
|
|
|
86,400
|
|
Nielsen Finance LLC/Nielsen Finance Co., 7.75%, 10/15/18
|
|
|
1,147
|
|
|
|
1,290,375
|
|
ProQuest LLC/ProQuest Notes Co., 9.00%, 10/15/18 (a)
|
|
|
900
|
|
|
|
837,000
|
|
Truven Health Analytics, Inc., 10.63%, 6/01/20 (a)
|
|
|
1,520
|
|
|
|
1,630,200
|
|
Univision Communications, Inc., 6.75%, 9/15/22 (a)
|
|
|
135
|
|
|
|
135,000
|
|
Virgin Media Finance Plc, 4.88%, 2/15/22
|
|
|
535
|
|
|
|
540,350
|
|
WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.13%, 9/01/20 (a)
|
|
|
170
|
|
|
|
175,100
|
|
WMG Acquisition Corp.:
|
|
|
|
|
|
|
|
|
11.50%, 10/01/18
|
|
|
342
|
|
|
|
385,605
|
|
6.00%, 1/15/21 (a)
|
|
|
288
|
|
|
|
288,720
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,805,539
|
|
Metals & Mining 0.9%
|
|
|
|
|
|
ArcelorMittal:
|
|
|
|
|
|
|
|
|
9.25%, 2/15/15
|
|
|
150
|
|
|
|
166,500
|
|
4.25%, 8/05/15
|
|
|
360
|
|
|
|
361,940
|
|
4.25%, 3/01/16
|
|
|
125
|
|
|
|
124,161
|
|
Citic Pacific Ltd., 6.80%, 1/17/23
|
|
|
800
|
|
|
|
830,800
|
|
FMG Resources August 2006 Pty Ltd.:
|
|
|
|
|
|
|
|
|
7.00%, 11/01/15 (a)
|
|
|
470
|
|
|
|
474,700
|
|
6.38%, 2/01/16 (a)
|
|
|
575
|
|
|
|
574,800
|
|
6.88%, 4/01/22 (a)
|
|
|
65
|
|
|
|
61,100
|
|
Global Brass and Copper, Inc., 9.50%, 6/01/19 (a)
|
|
|
110
|
|
|
|
119,350
|
|
Hidili Industry International Development Ltd., 8.63%, 11/04/15
|
|
|
1,500
|
|
|
|
1,114,725
|
|
Kaiser Aluminum Corp., 8.25%, 6/01/20
|
|
|
80
|
|
|
|
86,600
|
|
New Gold, Inc., 7.00%, 4/15/20 (a)
|
|
|
40
|
|
|
|
42,400
|
|
Novelis, Inc., 8.75%, 12/15/20
|
|
|
2,940
|
|
|
|
3,241,350
|
|
Steel Dynamics, Inc., 6.38%, 8/15/22 (a)
|
|
|
500
|
|
|
|
522,500
|
|
Vedanta Resources Plc, 9.50%, 7/18/18
|
|
|
1,500
|
|
|
|
1,638,900
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,359,826
|
|
Multiline Retail 0.2%
|
|
|
|
|
|
Dollar General Corp., 4.13%, 7/15/17
|
|
|
1,683
|
|
|
|
1,758,735
|
|
Oil, Gas & Consumable Fuels 3.4%
|
|
|
|
|
|
Access Midstream Partners LP/ACMP Finance Corp:
|
|
|
|
|
|
|
|
|
5.88%, 4/15/21
|
|
|
205
|
|
|
|
213,200
|
|
6.13%, 7/15/22
|
|
|
335
|
|
|
|
354,263
|
|
Alpha Appalachia Holdings, Inc., 3.25%, 8/01/15
|
|
|
316
|
|
|
|
298,817
|
|
Aurora USA Oil & Gas, Inc., 9.88%, 2/15/17 (a)
|
|
|
110
|
|
|
|
116,600
|
|
Berry Petroleum Co., 6.38%, 9/15/22
|
|
|
575
|
|
|
|
599,437
|
|
Bharat Petroleum Corp Ltd., 4.63%, 10/25/22
|
|
|
1,600
|
|
|
|
1,616,960
|
|
Calfrac Holdings LP, 7.50%, 12/01/20 (a)
|
|
|
195
|
|
|
|
193,050
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Oil, Gas & Consumable Fuels (concluded)
|
|
|
|
|
|
Carrizo Oil & Gas, Inc.:
|
|
|
|
|
|
|
|
|
8.63%, 10/15/18
|
|
USD
|
130
|
|
|
$
|
140,075
|
|
7.50%, 9/15/20
|
|
|
321
|
|
|
|
327,420
|
|
CCS, Inc., 11.00%, 11/15/15 (a)
|
|
|
155
|
|
|
|
158,487
|
|
Chaparral Energy, Inc., 7.63%, 11/15/22 (a)
|
|
|
60
|
|
|
|
63,450
|
|
Chesapeake Energy Corp.:
|
|
|
|
|
|
|
|
|
9.50%, 2/15/15
|
|
|
350
|
|
|
|
392,000
|
|
7.25%, 12/15/18
|
|
|
30
|
|
|
|
31,950
|
|
6.63%, 8/15/20
|
|
|
370
|
|
|
|
388,500
|
|
6.88%, 11/15/20
|
|
|
50
|
|
|
|
53,000
|
|
6.13%, 2/15/21
|
|
|
120
|
|
|
|
121,500
|
|
Cie Generale de Geophysique - Veritas, 6.50%, 6/01/21
|
|
|
650
|
|
|
|
685,750
|
|
Concho Resources, Inc., 5.50%, 10/01/22
|
|
|
70
|
|
|
|
73,325
|
|
CONSOL Energy, Inc.:
|
|
|
|
|
|
|
|
|
8.25%, 4/01/20
|
|
|
300
|
|
|
|
318,000
|
|
6.38%, 3/01/21
|
|
|
500
|
|
|
|
497,500
|
|
Crosstex Energy LP/Crosstex Energy Finance Corp., 7.13%,
6/01/22 (a)
|
|
|
50
|
|
|
|
50,250
|
|
CVR Refining LLC/Coffeyville Finance, Inc., 6.50%,
11/01/22 (a)
|
|
|
425
|
|
|
|
416,500
|
|
Denbury Resources, Inc., 8.25%, 2/15/20
|
|
|
1,085
|
|
|
|
1,228,763
|
|
Energy XXI Gulf Coast, Inc., 7.75%, 6/15/19
|
|
|
500
|
|
|
|
542,500
|
|
EP Energy LLC/EP Energy Finance, Inc., 6.88%, 5/01/19 (a)
|
|
|
285
|
|
|
|
307,800
|
|
EP Energy LLC/Everest Acquisition Finance, Inc., 7.75%, 9/01/22 (a)
|
|
|
115
|
|
|
|
119,025
|
|
FTS International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)
|
|
|
720
|
|
|
|
752,400
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 7.63%, 4/15/21 (a)
|
|
|
975
|
|
|
|
1,062,750
|
|
Kodiak Oil & Gas Corp., 8.13%, 12/01/19 (a)
|
|
|
30
|
|
|
|
32,700
|
|
Laredo Petroleum, Inc.:
|
|
|
|
|
|
|
|
|
9.50%, 2/15/19
|
|
|
725
|
|
|
|
822,875
|
|
7.38%, 5/01/22
|
|
|
110
|
|
|
|
119,900
|
|
Linn Energy LLC/Linn Energy Finance Corp.:
|
|
|
|
|
|
|
|
|
6.25%, 11/01/19 (a)
|
|
|
3,583
|
|
|
|
3,583,000
|
|
7.75%, 2/01/21
|
|
|
750
|
|
|
|
800,625
|
|
MarkWest Energy Partners LP/MarkWest Energy Finance Corp.:
|
|
|
|
|
|
|
|
|
6.25%, 6/15/22
|
|
|
500
|
|
|
|
541,250
|
|
5.50%, 2/15/23
|
|
|
145
|
|
|
|
152,250
|
|
MEG Energy Corp.:
|
|
|
|
|
|
|
|
|
6.50%, 3/15/21 (a)
|
|
|
600
|
|
|
|
643,500
|
|
6.38%, 1/30/23 (a)
|
|
|
430
|
|
|
|
460,100
|
|
MIE Holdings Corp., 9.75%, 5/12/16
|
|
|
2,000
|
|
|
|
2,120,600
|
|
Newfield Exploration Co.:
|
|
|
|
|
|
|
|
|
5.75%, 1/30/22
|
|
|
125
|
|
|
|
135,000
|
|
5.63%, 7/01/24
|
|
|
1,005
|
|
|
|
1,072,837
|
|
Northern Oil and Gas, Inc., 8.00%, 6/01/20
|
|
|
100
|
|
|
|
103,500
|
|
Oasis Petroleum, Inc., 6.88%, 1/15/23
|
|
|
100
|
|
|
|
106,000
|
|
Offshore Group Investment Ltd., 11.50%, 8/01/15
|
|
|
676
|
|
|
|
742,755
|
|
OGX Austria GmbH:
|
|
|
|
|
|
|
|
|
8.50%, 6/01/18 (a)
|
|
|
800
|
|
|
|
698,000
|
|
8.38%, 4/01/22 (a)
|
|
|
200
|
|
|
|
168,000
|
|
PDC Energy, Inc., 7.75%,
10/15/22 (a)
|
|
|
300
|
|
|
|
305,250
|
|
Peabody Energy Corp.:
|
|
|
|
|
|
|
|
|
6.25%, 11/15/21
|
|
|
640
|
|
|
|
660,800
|
|
7.88%, 11/01/26
|
|
|
125
|
|
|
|
133,750
|
|
PetroBakken Energy Ltd., 8.63%, 2/01/20 (a)
|
|
|
1,230
|
|
|
|
1,254,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Oil, Gas & Consumable Fuels (concluded)
|
|
|
|
|
|
Pioneer Natural Resources Co., 7.20%, 1/15/28
|
|
USD
|
400
|
|
|
$
|
515,122
|
|
Plains Exploration & Production Co., 6.88%, 2/15/23
|
|
|
1,280
|
|
|
|
1,278,400
|
|
Precision Drilling Corp.:
|
|
|
|
|
|
|
|
|
6.63%, 11/15/20
|
|
|
25
|
|
|
|
26,750
|
|
6.50%, 12/15/21
|
|
|
10
|
|
|
|
10,575
|
|
QEP Resources, Inc.:
|
|
|
|
|
|
|
|
|
6.88%, 3/01/21
|
|
|
485
|
|
|
|
552,900
|
|
5.38%, 10/01/22
|
|
|
1,010
|
|
|
|
1,060,500
|
|
5.25%, 5/01/23
|
|
|
220
|
|
|
|
229,350
|
|
Range Resources Corp., 5.00%, 8/15/22
|
|
|
779
|
|
|
|
814,055
|
|
Regency Energy Partners LP/Regency Energy Finance Corp., 5.50%, 4/15/23
|
|
|
365
|
|
|
|
379,600
|
|
Sabine Pass LNG LP:
|
|
|
|
|
|
|
|
|
7.50%, 11/30/16
|
|
|
1,630
|
|
|
|
1,780,775
|
|
6.50%, 11/01/20 (a)
|
|
|
400
|
|
|
|
408,000
|
|
SandRidge Energy, Inc.:
|
|
|
|
|
|
|
|
|
7.50%, 3/15/21
|
|
|
150
|
|
|
|
156,000
|
|
7.50%, 3/15/21
|
|
|
570
|
|
|
|
592,800
|
|
8.13%, 10/15/22 (a)
|
|
|
400
|
|
|
|
430,000
|
|
7.50%, 2/15/23
|
|
|
675
|
|
|
|
698,625
|
|
SM Energy Co.:
|
|
|
|
|
|
|
|
|
6.50%, 11/15/21
|
|
|
760
|
|
|
|
799,900
|
|
6.50%, 1/01/23
|
|
|
55
|
|
|
|
57,475
|
|
Tesoro Corp., 5.38%, 10/01/22
|
|
|
345
|
|
|
|
359,663
|
|
Tesoro Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (a)
|
|
|
88
|
|
|
|
91,080
|
|
Vanguard Natural Resources LLC/VNR Finance Corp., 7.88%, 4/01/20
|
|
|
70
|
|
|
|
71,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,093,534
|
|
Paper & Forest Products 0.0%
|
|
|
|
|
|
PH Glatfelter Co., 5.38%,
10/15/20 (a)
|
|
|
260
|
|
|
|
263,575
|
|
Sappi Papier Holding GmbH, 8.38%, 6/15/19 (a)
|
|
|
200
|
|
|
|
211,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
474,575
|
|
Pharmaceuticals 0.7%
|
|
|
|
|
|
Catalent Pharma Solutions, Inc., 7.88%, 10/15/18 (a)
|
|
|
1,477
|
|
|
|
1,491,770
|
|
inVentiv Health, Inc., 10.00%, 8/15/18 (a)
|
|
|
800
|
|
|
|
724,000
|
|
Jaguar Holding Co. II/Jaguar Merger Sub, Inc., 9.50%, 12/01/19 (a)
|
|
|
750
|
|
|
|
838,125
|
|
Sky Growth Acquisition Corp., 7.38%, 10/15/20 (a)
|
|
|
2,147
|
|
|
|
2,136,265
|
|
Valeant Pharmaceuticals International:
|
|
|
|
|
|
|
|
|
6.50%, 7/15/16 (a)
|
|
|
316
|
|
|
|
332,590
|
|
6.38%, 10/15/20 (a)
|
|
|
395
|
|
|
|
415,737
|
|
6.75%, 8/15/21 (a)
|
|
|
305
|
|
|
|
324,063
|
|
7.25%, 7/15/22 (a)
|
|
|
700
|
|
|
|
757,750
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,020,300
|
|
Real Estate Investment Trusts (REITs) 0.1%
|
|
|
|
|
|
Felcor Lodging LP, 6.75%, 6/01/19
|
|
|
627
|
|
|
|
669,323
|
|
Real Estate Management & Development 1.7%
|
|
|
|
|
|
Agile Property Holdings Ltd., 9.88%, 3/20/17
|
|
|
1,500
|
|
|
|
1,631,250
|
|
Country Garden Holdings Co. Ltd., 11.13%, 2/23/18
|
|
|
1,500
|
|
|
|
1,690,500
|
|
Fantasia Holdings Group Co Ltd., 13.75%, 9/17/17
|
|
|
1,000
|
|
|
|
979,000
|
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Real Estate Management & Development (concluded)
|
|
Franshion Investment Ltd., 4.70%, 10/26/17
|
|
|
USD 1,600
|
|
|
$
|
1,582,160
|
|
Kaisa Group Holdings Ltd., 12.88%, 9/18/17
|
|
|
1,000
|
|
|
|
1,021,750
|
|
KWG Property Holding Ltd., 13.25%, 3/22/17
|
|
|
1,000
|
|
|
|
1,128,850
|
|
Longfor Properties Co. Ltd., 6.88%, 10/18/19
|
|
|
900
|
|
|
|
912,375
|
|
Realogy Corp.:
|
|
|
|
|
|
|
|
|
7.88%, 2/15/19 (a)
|
|
|
410
|
|
|
|
440,750
|
|
7.63%, 1/15/20 (a)
|
|
|
3,378
|
|
|
|
3,791,805
|
|
Sunac China Holdings Ltd., 12.50%, 10/16/17
|
|
|
1,550
|
|
|
|
1,632,460
|
|
Theta Capital Pte. Ltd., 7.00%, 5/16/19
|
|
|
2,000
|
|
|
|
2,080,096
|
|
Yuzhou Properties Co., 11.75%, 10/25/17
|
|
|
700
|
|
|
|
714,700
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,605,696
|
|
Road & Rail 0.2%
|
|
|
|
|
|
HDTFS, Inc.:
|
|
|
|
|
|
|
|
|
5.88%, 10/15/20 (a)
|
|
|
205
|
|
|
|
207,050
|
|
6.25%, 10/15/22 (a)
|
|
|
260
|
|
|
|
263,575
|
|
The Hertz Corp., 6.75%, 4/15/19 (a)
|
|
|
1,075
|
|
|
|
1,140,844
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,611,469
|
|
Semiconductors & Semiconductor Equipment 0.1%
|
|
Micron Technology, Inc., 2.38%,
5/01/32 (a)
|
|
|
133
|
|
|
|
117,456
|
|
Spansion LLC, 7.88%, 11/15/17
|
|
|
500
|
|
|
|
497,500
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
614,956
|
|
Software 0.8%
|
|
|
|
|
|
First Data Corp.:
|
|
|
|
|
|
|
|
|
7.38%, 6/15/19 (a)
|
|
|
3,050
|
|
|
|
3,156,750
|
|
6.75%, 11/01/20 (a)
|
|
|
2,205
|
|
|
|
2,205,000
|
|
8.25%, 1/15/21 (a)
|
|
|
1,160
|
|
|
|
1,160,000
|
|
12.63%, 1/15/21
|
|
|
425
|
|
|
|
438,813
|
|
Interactive Data Corp., 10.25%, 8/01/18
|
|
|
208
|
|
|
|
232,960
|
|
Nuance Communications, Inc., 5.38%, 8/15/20 (a)
|
|
|
590
|
|
|
|
601,800
|
|
SunGard Data Systems, Inc.:
|
|
|
|
|
|
|
|
|
7.38%, 11/15/18
|
|
|
40
|
|
|
|
43,050
|
|
6.63%, 11/01/19 (a)
|
|
|
890
|
|
|
|
897,787
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,736,160
|
|
Specialty Retail 1.0%
|
|
|
|
|
|
Claires Stores, Inc., 9.00%, 3/15/19 (a)
|
|
|
720
|
|
|
|
751,500
|
|
J Crew Group, Inc., 8.13%, 3/01/19
|
|
|
215
|
|
|
|
223,331
|
|
LS Finance 2022 Ltd., 4.25%, 10/16/22
|
|
|
900
|
|
|
|
899,820
|
|
Ltd Brands, Inc., 5.63%, 2/15/22
|
|
|
1,000
|
|
|
|
1,078,750
|
|
Michaels Stores, Inc., 7.75%,
11/01/18 (a)
|
|
|
181
|
|
|
|
194,349
|
|
PC Merger Sub, Inc., 8.88%, 8/01/20 (a)
|
|
|
1,193
|
|
|
|
1,267,563
|
|
Penske Automotive Group, Inc., 5.75%, 10/01/22 (a)
|
|
|
1,520
|
|
|
|
1,548,500
|
|
QVC, Inc.:
|
|
|
|
|
|
|
|
|
7.38%, 10/15/20 (a)
|
|
|
400
|
|
|
|
443,294
|
|
5.13%, 7/02/22 (a)
|
|
|
897
|
|
|
|
937,894
|
|
Sally Holdings LLC/Sally Capital, Inc.:
|
|
|
|
|
|
|
|
|
6.88%, 11/15/19
|
|
|
490
|
|
|
|
543,287
|
|
5.75%, 6/01/22
|
|
|
145
|
|
|
|
154,969
|
|
Serta Simmons Holdings LLC, 8.13%, 10/01/20 (a)
|
|
|
320
|
|
|
|
322,800
|
|
SM Investments Corp., 4.25%, 10/17/19
|
|
|
1,700
|
|
|
|
1,726,605
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,092,662
|
|
Textiles, Apparel & Luxury Goods 0.2%
|
|
|
|
|
|
Levi Strauss & Co., 6.88%, 5/01/22
|
|
|
540
|
|
|
|
560,925
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
9
|
|
|
|
|
|
|
Schedule of Investments
(continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
|
Value
|
|
Textiles, Apparel & Luxury Goods (concluded)
|
|
Texhong Textile Group Ltd., 7.63%, 1/19/16
|
|
USD
|
1,000
|
|
|
$
|
999,450
|
|
Wolverine World Wide, Inc., 6.13%, 10/15/20 (a)
|
|
|
500
|
|
|
|
520,625
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,081,000
|
|
Trading Companies & Distributors 1.1%
|
|
Air Lease Corp., 4.50%,
1/15/16 (a)
|
|
|
580
|
|
|
|
580,000
|
|
Aircastle Ltd., 6.75%, 4/15/17
|
|
|
110
|
|
|
|
117,700
|
|
Ashtead Capital, Inc., 6.50%,
7/15/22 (a)
|
|
|
250
|
|
|
|
263,750
|
|
H&E Equipment Services, Inc., 7.00%, 9/01/22 (a)
|
|
|
175
|
|
|
|
182,000
|
|
Neptune Orient Lines Ltd., 0.00%, 11/05/19
|
|
|
6,000
|
|
|
|
6,000,000
|
|
RSC Equipment Rental, Inc./RSC Holdings III
|
|
|
|
|
|
|
|
|
LLC, 8.25%, 2/01/21
|
|
|
780
|
|
|
|
861,900
|
|
United Rentals North America, Inc.:
|
|
|
|
|
|
|
|
|
5.75%, 7/15/18 (a)
|
|
|
125
|
|
|
|
134,375
|
|
7.38%, 5/15/20 (a)
|
|
|
20
|
|
|
|
21,650
|
|
7.63%, 4/15/22 (a)
|
|
|
2,665
|
|
|
|
2,918,175
|
|
6.13%, 6/15/23
|
|
|
210
|
|
|
|
212,625
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,292,175
|
|
Wireless Telecommunication Services 0.7%
|
|
Cricket Communications, Inc.:
|
|
|
|
|
|
|
|
|
7.75%, 5/15/16
|
|
|
400
|
|
|
|
423,000
|
|
7.75%, 10/15/20
|
|
|
120
|
|
|
|
123,750
|
|
Crown Castle International Corp., 5.25%, 1/15/23 (a)
|
|
|
935
|
|
|
|
967,725
|
|
Digicel Group Ltd., 8.25%,
9/30/20 (a)
|
|
|
880
|
|
|
|
948,200
|
|
MetroPCS Wireless, Inc., 6.63%, 11/15/20
|
|
|
260
|
|
|
|
279,500
|
|
Sprint Capital Corp., 6.88%, 11/15/28
|
|
|
1,018
|
|
|
|
1,040,905
|
|
Sprint Nextel Corp.:
|
|
|
|
|
|
|
|
|
9.00%, 11/15/18 (a)
|
|
|
2,872
|
|
|
|
3,546,920
|
|
7.00%, 3/01/20 (a)
|
|
|
330
|
|
|
|
382,800
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,712,800
|
|
Total Corporate Bonds 30.3%
|
|
|
|
|
|
|
318,647,823
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Advertising 0.0%
|
|
|
|
|
|
|
|
|
Affinion Group, Inc., Tranche B Term Loan, 5.00%, 10/09/16
|
|
|
217
|
|
|
|
204,458
|
|
Aerospace & Defense 0.1%
|
|
|
|
|
|
|
|
|
Booz Allen Hamilton, Inc, Initial Tranche B Term Loan, 4.50%, 7/23/19
|
|
|
255
|
|
|
|
256,594
|
|
Sequa Corp., Term Loan, 3.69%, 12/03/14
|
|
|
350
|
|
|
|
348,863
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
605,457
|
|
Airlines 0.1%
|
|
|
|
|
|
|
|
|
AWAS Finance Luxembourg S.a.r.l, Term Loan, 5.25%, 6/10/16
|
|
|
711
|
|
|
|
717,388
|
|
Auto Components 0.2%
|
|
|
|
|
|
|
|
|
Federal-Mogul Corp., Tranche B Term Loan, 2.15%, 12/29/14
|
|
|
795
|
|
|
|
744,028
|
|
The Goodyear Tire & Rubber Co., Loan, (Second Lien), 4.75%, 3/30/19
|
|
|
1,200
|
|
|
|
1,206,900
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,950,928
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Building Products 0.2%
|
|
|
|
|
|
|
|
|
Goodman Global, Inc., Initial Term Loan (First Lien), 5.75%, 10/28/16
|
|
USD
|
750
|
|
|
$
|
749,827
|
|
HD Supply, Inc., Term Loan, 7.25%, 10/12/17
|
|
|
1,486
|
|
|
|
1,530,403
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,280,230
|
|
Capital Markets 0.1%
|
|
|
|
|
|
|
|
|
American Capital Ltd. (FKA American Capital Strategies Ltd.), Senior Secured Term Loan, 5.50%,
8/22/16
|
|
|
1,283
|
|
|
|
1,291,019
|
|
Chemicals 0.3%
|
|
|
|
|
|
|
|
|
Ascend Performance Materials Operations LLC, Term B Loan, 6.75%, 4/10/18
|
|
|
772
|
|
|
|
774,303
|
|
INEOS U.S. Finance LLC, Cash Dollar Term Loan, 6.50%, 5/04/18
|
|
|
911
|
|
|
|
923,342
|
|
PQ Corp. (FKA Niagara Acquisition, Inc.), Original Term Loan (First Lien), 3.96%, 7/30/14
|
|
|
795
|
|
|
|
792,217
|
|
Tronox Pigments (Netherlands) BV: Closing Date Term Loan, 4.25%, 2/08/18
|
|
|
784
|
|
|
|
787,778
|
|
Delayed Draw Term Loan, 1.00%, 2/08/18
|
|
|
214
|
|
|
|
214,849
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,492,489
|
|
Commercial Services & Supplies 0.5%
|
|
ACCO Brands Corp., Term B Loan, 4.25%, 5/01/19
|
|
|
600
|
|
|
|
604,752
|
|
ADS Waste Holdings, Inc., Term Loan, 5.25%, 10/09/19
|
|
|
875
|
|
|
|
882,875
|
|
Altegrity, Inc. (FKA US Investigations Services, Inc.), Tranche D Term Loan, 7.75%, 2/21/15
|
|
|
250
|
|
|
|
249,583
|
|
Ceridian Corp., Extended US Term Loan, 6.11%, 5/09/17
|
|
|
430
|
|
|
|
428,387
|
|
Getty Images, Inc., Tranche B Term Loan, 5.50%, 9/17/19
|
|
|
640
|
|
|
|
641,331
|
|
KAR Auction Services, Inc., Term B-1 Loan, 5.00%, 5/19/17
|
|
|
745
|
|
|
|
748,827
|
|
Laureate Education, Inc., Extended Term Loan, 5.25%, 6/15/18
|
|
|
149
|
|
|
|
147,704
|
|
Tervita Corp. (FKA CCS Corp.), Term Loan, 3.21%, 11/14/14
|
|
|
1,245
|
|
|
|
1,219,409
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,922,868
|
|
Computer Software & Services 0.1%
|
|
Infor (US), Inc. (FKA Lawson Software, Inc.), Tranche B-2 Term Loan, 5.25%, 4/05/18
|
|
|
1,453
|
|
|
|
1,468,221
|
|
Computers & Peripherals 0.1%
|
|
CDW LLC (FKA CDW Corp.), Extended Term Loan, 4.00%, 7/15/17
|
|
|
750
|
|
|
|
741,877
|
|
Consumer Finance 0.0%
|
|
|
|
|
|
|
|
|
Trans Union LLC, Replacement Term Loan, 5.50%, 2/10/18
|
|
|
352
|
|
|
|
355,863
|
|
Containers & Packaging 0.0%
|
|
|
|
|
|
|
|
|
Reynolds Group Holdings Inc., U.S. Term Loan, 4.75%, 9/28/18
|
|
|
445
|
|
|
|
446,277
|
|
Diversified Financial Services 0.4%
|
|
GMACM Borrower LLC (RFC Borrower LLC):
|
|
|
|
|
|
|
|
|
Term A-1 Loan, 5.00%, 11/18/13
|
|
|
1,615
|
|
|
|
1,618,036
|
|
Term A-2 Loan, 6.75%, 11/18/13
|
|
|
70
|
|
|
|
70,758
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Diversified Financial Services (concluded)
|
|
|
|
|
|
Nuveen Investments, Inc.:
|
|
|
|
|
|
|
|
|
Additional Extended First-Lien
Term Loan, 5.86%, 5/13/17
|
|
USD
|
1,065
|
|
|
$
|
1,061,006
|
|
Extended First-Lien Term Loan,
5.86%, 5/13/17
|
|
|
425
|
|
|
|
424,337
|
|
New Second-Lien Term Loan,
7.36%, 2/28/19
|
|
|
750
|
|
|
|
761,250
|
|
Springleaf Financial Funding Co. (FKA American General Finance Corp.),
Initial Loan, 5.50%, 5/10/17
|
|
|
750
|
|
|
|
739,313
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,674,700
|
|
Diversified Telecommunication Services 0.6%
|
|
|
|
|
|
Avaya, Inc., Term B-1 Loan, 3.18%, 10/24/14
|
|
|
857
|
|
|
|
831,196
|
|
Hawaiian Telcom Communications, Inc., Term Loan, 7.00%, 2/28/17
|
|
|
500
|
|
|
|
509,065
|
|
Intelsat Jackson Holdings S.A. (FKA Intelsat Jackson Holdings Ltd.), Term B-1 Loan, 4.50%, 4/02/18
|
|
|
1,657
|
|
|
|
1,667,079
|
|
Level 3 Financing, Inc., Tranche B-II 2019 Term Loan, 4.75%, 8/01/19
|
|
|
2,495
|
|
|
|
2,505,254
|
|
West Corp., Term B-6 Loan, 5.75%, 6/30/18
|
|
|
399
|
|
|
|
404,486
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,917,080
|
|
Electrical Equipment 0.1%
|
|
|
|
|
|
|
|
|
Schaeffler AG:
|
|
|
725
|
|
|
|
704,613
|
|
Term B Loan, 4.70%, 1/27/15
|
|
|
|
|
|
|
|
|
Term C-2 Loan, 6.00%, 1/27/17
|
|
|
750
|
|
|
|
757,380
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,461,993
|
|
Food & Staples Retailing 0.2%
|
|
|
|
|
|
|
|
|
BJs Wholesale Club, Inc., New Replacement Loan (First Lien),
5.75%, 9/26/19
|
|
|
230
|
|
|
|
232,171
|
|
Dunkin Brands, Inc., Term B-2 Loan, 4.00%, 11/23/17
|
|
|
813
|
|
|
|
814,382
|
|
US Foods, Inc. (AKA U.S. Foodservice, Inc.), Extended Term Loan,
5.75%, 3/31/17
|
|
|
499
|
|
|
|
489,748
|
|
Wendys International, Inc, Term Loan, 4.75%, 5/15/19
|
|
|
900
|
|
|
|
907,623
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,443,924
|
|
Food Products 0.2%
|
|
|
|
|
|
|
|
|
Advance Pierre Foods, Inc., Term B Loan, 5.75%, 7/10/17
|
|
|
210
|
|
|
|
211,260
|
|
Del Monte Foods Co., Initial Term Loan, 4.50%, 3/08/18
|
|
|
900
|
|
|
|
898,596
|
|
Dole Food Co., Inc., Tranche B-2 Term Loan, 5.04%, 7/08/18
|
|
|
179
|
|
|
|
179,218
|
|
Solvest Ltd. (Dole), Tranche C-2 Term Loan, 5.02%, 7/08/18
|
|
|
320
|
|
|
|
320,706
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,609,780
|
|
Health Care Equipment & Supplies 0.3%
|
|
|
|
|
|
Bausch & Lomb, Inc., Parent Term
Loan, 5.25%, 5/17/19
|
|
|
1,731
|
|
|
|
1,748,592
|
|
ConvaTec, Inc., Dollar Term Loan,
5.00%, 12/22/16
|
|
|
750
|
|
|
|
752,813
|
|
DJO Finance LLC (ReAble
Therapeutics Finance LLC),
Tranche B-3 Term Loan,
6.25%, 9/15/17
|
|
|
299
|
|
|
|
299,372
|
|
Hologic, Inc., Tranche B Term Loan, 4.50%, 8/01/19
|
|
|
748
|
|
|
|
756,025
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,556,802
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Health Care Providers & Services 0.4%
|
|
|
|
|
|
DaVita, Inc., Tranche B-2 Term Loan, 4.00%, 8/01/19
|
|
USD
|
860
|
|
|
$
|
860,000
|
|
Emergency Medical Services Corp., Term B Loan, 5.25%, 5/25/18
|
|
|
997
|
|
|
|
1,004,410
|
|
HCA, Inc., Tranche B-3 Term Loan, 3.46%, 5/01/18
|
|
|
290
|
|
|
|
290,131
|
|
Iasis Healthcare LLC, Term B Loan, 5.00%, 5/03/18
|
|
|
997
|
|
|
|
998,715
|
|
LHP Operations Co. LLC, Term B Loan, 9.00%, 7/03/18
|
|
|
125
|
|
|
|
125,623
|
|
Sheridan Holdings, Inc., Initial Term Loan (First Lien), 6.00%, 6/29/18
|
|
|
898
|
|
|
|
902,804
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,181,683
|
|
Hotels, Restaurants & Leisure 0.4%
|
|
|
|
|
|
Alpha Topco Ltd. (Formula One), Facility B, 5.75%, 4/28/17
|
|
|
1,244
|
|
|
|
1,249,661
|
|
Caesars Entertainment Operating Co.,
Inc. (FKA
|
|
|
|
|
|
|
|
|
Harrahs Operating Co., Inc.):
|
|
|
|
|
|
|
|
|
Term B Loan, 3.21%, 1/28/15
|
|
|
170
|
|
|
|
164,829
|
|
Term B-2 Loan, 3.25%, 1/28/15
|
|
|
240
|
|
|
|
232,699
|
|
Term B-6 Loan, 5.46%, 1/28/18
|
|
|
500
|
|
|
|
484,790
|
|
Harrahs Las Vegas Propco LLC, Term Loan, 0.00%, 2/13/13
|
|
|
295
|
|
|
|
240,425
|
|
NP Opco LLC (Station GVR Acquisition LLC), B Term Loan, 5.50%, 9/15/19
|
|
|
1,005
|
|
|
|
1,006,799
|
|
Six Flags Theme Parks, Inc., Tranche B Term Loan, 4.25%, 12/20/18
|
|
|
945
|
|
|
|
949,895
|
|
Stackbridge/SBE Holdings, Tranche B Loan, 13.00%, 5/02/17
|
|
|
170
|
|
|
|
169,150
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,498,248
|
|
Independent Power Producers & Energy Traders 0.1%
|
|
Calpine Corp., Term B Loan, 4.50%, 4/01/18
|
|
|
997
|
|
|
|
998,815
|
|
The AES Corp., Initial Term Loan,
4.25%, 6/01/18
|
|
|
499
|
|
|
|
501,103
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,499,918
|
|
Insurance 0.1%
|
|
|
|
|
|
|
|
|
Asurion LLC (FKA Asurion Corp.), First Lien Term Loan, 5.50%, 5/24/18
|
|
|
619
|
|
|
|
622,389
|
|
Internet Software & Services 0.1%
|
|
|
|
|
|
|
|
|
Zayo Group LLC/Zayo Capital, Inc., Term Loan, 5.25%, 6/30/19
|
|
|
1,496
|
|
|
|
1,501,487
|
|
IT Services 0.0%
|
|
|
|
|
|
|
|
|
Genpact Ltd., Term Loan, 4.25%, 8/30/19
|
|
|
480
|
|
|
|
480,302
|
|
Machinery 0.1%
|
|
|
|
|
|
|
|
|
Wabash National, Initial Term Loan, 6.00%, 5/08/19
|
|
|
911
|
|
|
|
922,222
|
|
Media 0.4%
|
|
|
|
|
|
|
|
|
Bresnan Broadband Holdings, LLC, Term B Loan, 4.50%, 12/14/17
|
|
|
973
|
|
|
|
975,482
|
|
Eastman Kodak Co., Term Loan (DIP), 8.50%, 7/20/13
|
|
|
35
|
|
|
|
34,362
|
|
EMI Group North America Holdings, Inc. (MTL Publishing LLC), Term B Loan, 5.50%, 2/07/18
|
|
|
748
|
|
|
|
757,290
|
|
Kabel Deutschland GmbH, Facility F, 4.25%, 2/01/19
|
|
|
1,000
|
|
|
|
1,004,170
|
|
Univision Communications, Inc., Extended First-Lien Term Loan, 4.46%, 3/31/17
|
|
|
600
|
|
|
|
585,728
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
11
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Media (concluded)
|
|
|
|
|
|
|
|
|
WideOpenWest Finance LLC, Term B Loan, 6.25%, 7/17/18
|
|
|
USD 155
|
|
|
$
|
155,869
|
|
Wolverine Healthcare Analytics, Inc., Term B Loan, 6.75%, 6/06/19
|
|
|
140
|
|
|
|
139,545
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,652,446
|
|
Metals & Mining 0.6%
|
|
|
|
|
|
|
|
|
Constellium Holdco BV, Initial Term Loan, 9.25%, 5/25/18
|
|
|
748
|
|
|
|
744,384
|
|
Dynegy Midwest Generation LLC, Term Loan, 9.25%, 8/05/16
|
|
|
645
|
|
|
|
670,595
|
|
FMG Resources August 2006 Pty Ltd., Term Loan, 0.00%, 10/12/17
|
|
|
2,655
|
|
|
|
2,640,397
|
|
Novelis, Inc., Term B Loan, 4.00%, 3/10/17
|
|
|
746
|
|
|
|
745,501
|
|
Rexnord LLC/RBS Global, Inc., Term B Loan, 4.50%, 4/01/18
|
|
|
645
|
|
|
|
647,544
|
|
Walter Energy, Inc. (FKA Walter Industries, Inc.), Term B Loan, 4.00%, 4/02/18
|
|
|
978
|
|
|
|
960,040
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,408,461
|
|
Multiline Retail 0.1%
|
|
|
|
|
|
|
|
|
Party City Holdings, Inc., Term Loan, 5.75%, 7/15/19
|
|
|
830
|
|
|
|
837,055
|
|
Oil, Gas & Consumable Fuels 0.4%
|
|
|
|
|
|
Chesapeake Energy Corp., Term Loan, 8.50%, 12/02/17
|
|
|
407
|
|
|
|
407,342
|
|
EP Energy LLC (FKA Everest Acquisition LLC), Tranche
B-1 Loan, 5.00%, 5/24/18
|
|
|
1,370
|
|
|
|
1,377,193
|
|
Gibson Energy ULC, Tranche B Term Loan, 4.75%, 6/15/18
|
|
|
498
|
|
|
|
502,475
|
|
MEG Energy Corp., Term B Loan,
4.00%, 3/18/18
|
|
|
499
|
|
|
|
500,127
|
|
Samson Investment Co., Initial Term Loan (Second Lien), 6.00%, 9/25/18
|
|
|
225
|
|
|
|
226,874
|
|
Vantage Drilling Co., Tranche B Term Loan, 6.25%, 10/17/17
|
|
|
1,095
|
|
|
|
1,058,635
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,072,646
|
|
Pharmaceuticals 0.4%
|
|
|
|
|
|
|
|
|
Aptalis Pharma, Inc. (FKA Axcan Intermediate Holdings, Inc.), Term B-1 Loan, 5.50%, 2/10/17
|
|
|
997
|
|
|
|
997,881
|
|
Capsugel Holdings US, Inc., Initial Term Loan (New), 4.52%, 8/01/18
|
|
|
975
|
|
|
|
980,775
|
|
inVentiv Health, Inc. (FKA Ventive Health, Inc.), Term B-3 Loan, 6.75%, 5/15/18
|
|
|
249
|
|
|
|
242,937
|
|
Par Pharmaceutical Companies, Inc. (Par Pharmaceutical, Inc.), Term B Loan, 5.00%, 9/30/19
|
|
|
1,025
|
|
|
|
1,021,587
|
|
Pharmaceutical Product Development, Inc. (Jaguar Holdings, LLC), Term Loan, 6.25%, 12/05/18
|
|
|
644
|
|
|
|
652,095
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,895,275
|
|
Real Estate Investment Trusts (REITs) 0.1%
|
|
|
|
|
|
iStar Financial, Inc., Term Loan, 5.75%, 10/15/17
|
|
|
572
|
|
|
|
570,592
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan Interests (b)
|
|
Par
(000)
|
|
|
Value
|
|
Real Estate Management & Development 0.1%
|
|
|
|
|
|
Realogy Corp.:
|
|
|
|
|
|
|
|
|
Extended First-Lien Term Loan, 4.46%, 10/10/16
|
|
|
USD 1,159
|
|
|
$
|
1,156,181
|
|
Extended Synthetic Commitment, 0.06%, 10/10/16
|
|
|
90
|
|
|
|
90,241
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,246,422
|
|
Semiconductors & Semiconductor Equipment 0.1%
|
|
Freescale Semiconductor, Inc., Tranche B-1 Term Loan, 4.47%, 12/01/16
|
|
|
500
|
|
|
|
483,625
|
|
Software 0.1%
|
|
|
|
|
|
|
|
|
First Data Corp., 2018 Dollar Term Loan, 4.21%, 3/23/18
|
|
|
750
|
|
|
|
714,375
|
|
Kronos, Inc., Term C Loan, 9.75%, 4/25/20
|
|
|
575
|
|
|
|
577,875
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,292,250
|
|
Specialty Retail 0.3%
|
|
|
|
|
|
|
|
|
Davids Bridal, Inc., Initial Term Loan, 5.00%, 10/11/19
|
|
|
275
|
|
|
|
274,313
|
|
Evergreen Acquisition Co. 1 LP, New Term Loan, 0.40%, 7/09/19
|
|
|
1,067
|
|
|
|
1,068,638
|
|
Hupah Finance, Inc., Initial Term Loan, 6.25%, 1/19/19
|
|
|
746
|
|
|
|
749,981
|
|
Michaels Stores, Inc., Term B-2 Loan, 4.94%, 7/31/16
|
|
|
310
|
|
|
|
312,325
|
|
The Yankee Candle Company, Inc., Initial Term Loan, 5.25%, 4/02/19
|
|
|
199
|
|
|
|
200,272
|
|
Wilsonart LLC, Term B Loan, 0.00%, 10/31/19
|
|
|
470
|
|
|
|
471,321
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,076,850
|
|
Total Floating Rate Loan Interests 7.3%
|
|
|
|
77,383,225
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Companies
|
|
Shares
|
|
|
|
|
Eaton Vance Tax-Advantaged Global Dividend Income Fund
|
|
|
229,244
|
|
|
|
3,211,708
|
|
iShares Barclays 1-3 Year Credit Bond Fund
|
|
|
619,956
|
|
|
|
65,591,345
|
|
iShares Barclays Intermediate Credit Bond Fund
|
|
|
438,579
|
|
|
|
49,098,919
|
|
iShares iBoxx $ High Yield Corporate Bond Fund (e)
|
|
|
509,019
|
|
|
|
47,150,430
|
|
iShares iBoxx $ Investment Grade Corporate Bond Fund
|
|
|
571,649
|
|
|
|
70,324,260
|
|
Total Investment Companies 22.4%
|
|
|
|
235,376,662
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed
Securities
|
|
Par
(000)
|
|
|
Value
|
|
Collateralized Mortgage Obligations 5.5%
|
|
|
|
|
|
American Home Mortgage Assets LLC, Series 2007-3, Class 22A1, 6.25%, 6/25/37 (c)
|
|
|
USD 3,708
|
|
|
|
2,215,190
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Securities
|
|
Par
(000)
|
|
|
Value
|
|
Collateralized Mortgage Obligations (concluded)
|
|
|
|
|
|
Banc of America Funding Corp.:
|
|
|
|
|
|
|
|
|
Series 2006-7, Class T2A3, 5.69%, 10/25/36 (b)
|
|
USD
|
2,552
|
|
|
$
|
1,806,711
|
|
Series 2006-D, Class 6A1, 5.07%, 5/20/36 (b)
|
|
|
1,454
|
|
|
|
1,114,297
|
|
Banc of America Mortgage Securities, Inc., Series 2004-L, Class 4A1, 5.12%, 1/25/35 (b)
|
|
|
125
|
|
|
|
126,354
|
|
Bear Stearns Adjustable Rate Mortgage Trust,
Series 2004-8, Class 14A1, 5.26%, 11/25/34 (b)
|
|
|
1,150
|
|
|
|
1,075,949
|
|
Citimortgage Alternative Loan Trust,
Series 2007-A1, Class 1A5, 6.00%, 1/25/37
|
|
|
355
|
|
|
|
280,085
|
|
Countrywide Alternative Loan Trust:
|
|
|
|
|
|
|
|
|
Series 2005-46CB, Class A20, 5.50%, 10/25/35
|
|
|
664
|
|
|
|
579,638
|
|
Series 2005-64CB, Class 1A1, 5.50%, 12/25/35
|
|
|
338
|
|
|
|
287,663
|
|
Series 2005-86CB, Class A8, 5.50%, 2/25/36
|
|
|
541
|
|
|
|
483,599
|
|
Series 2006-11CB, Class 1A5, 6.00%, 5/25/36
|
|
|
2,814
|
|
|
|
1,992,928
|
|
Series 2006-15CB, Class A1, 6.50%, 6/25/36
|
|
|
2,916
|
|
|
|
1,938,319
|
|
Series 2006-2CB, Class A6, 5.50%, 3/25/36
|
|
|
2,820
|
|
|
|
1,885,454
|
|
Series 2006-2CB, Class A8, 6.00%, 3/25/36
|
|
|
2,996
|
|
|
|
2,086,002
|
|
Series 2006-7CB, Class 1A6, 6.00%, 5/25/36
|
|
|
2,770
|
|
|
|
1,886,124
|
|
Series 2006-20CB, Class A9, 6.00%, 7/25/36
|
|
|
1,630
|
|
|
|
1,051,881
|
|
Series 2006-25CB, Class A2, 6.00%, 10/25/36
|
|
|
1,963
|
|
|
|
1,485,465
|
|
Series 2006-43CB, Class 1A4, 6.00%, 2/25/37
|
|
|
4,886
|
|
|
|
3,765,708
|
|
Series 2006-5T2, Class A3, 6.00%, 4/25/36
|
|
|
1,151
|
|
|
|
852,997
|
|
Series 2006-9T1, Class A7, 6.00%, 5/25/36
|
|
|
1,551
|
|
|
|
1,194,597
|
|
Series 2007-9T1, Class 2A1, 6.00%, 5/25/37
|
|
|
729
|
|
|
|
553,439
|
|
Series 2007-9T1, Class 2A2, 6.00%, 5/25/37
|
|
|
1,661
|
|
|
|
1,260,515
|
|
Series 2007-12T1, Class A5, 6.00%, 6/25/37
|
|
|
1,373
|
|
|
|
1,062,205
|
|
Series 2007-15CB, Class A7, 6.00%, 7/25/37
|
|
|
1,047
|
|
|
|
853,360
|
|
Series 2007-16CB, Class 1A7, 6.00%, 8/25/37
|
|
|
530
|
|
|
|
468,138
|
|
Series 2007-18CB, Class 2A25, 6.00%, 8/25/37
|
|
|
1,181
|
|
|
|
964,696
|
|
Series 2007-19, Class 1A8, 6.00%, 8/01/37
|
|
|
2,070
|
|
|
|
1,613,531
|
|
Series 2007-6, Class A4, 5.75%, 4/25/47
|
|
|
4,947
|
|
|
|
3,517,161
|
|
Series 2007-J1, Class 2A5, 6.00%, 3/25/37
|
|
|
4,044
|
|
|
|
2,566,122
|
|
Series 2008-2R, Class 2A1, 6.00%, 8/25/37
|
|
|
550
|
|
|
|
386,521
|
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Securities
|
|
Par
(000)
|
|
|
Value
|
|
Collateralized Mortgage Obligations (concluded)
|
|
|
|
|
|
Countrywide Home Loan Mortgage Pass-Through Trust:
|
|
Series 2005-15, Class A1, 5.50%, 8/25/35
|
|
USD
|
90
|
|
|
$
|
89,515
|
|
Series 2006-OA5, Class 2A1, 0.41%, 4/25/46 (b)
|
|
|
150
|
|
|
|
96,123
|
|
Series 2007-15, Class 1A29, 6.25%, 9/25/37
|
|
|
1,822
|
|
|
|
1,678,024
|
|
Series 2007-16, Class A1, 6.50%, 10/25/37
|
|
|
285
|
|
|
|
266,465
|
|
Series 2007-21, Class 1A1, 6.25%, 2/25/38
|
|
|
985
|
|
|
|
882,145
|
|
Series 2007-J2, Class 2A6, 6.00%, 7/25/37
|
|
|
2,794
|
|
|
|
2,053,532
|
|
Credit Suisse Mortgage Capital Certificates, Series 2006-8, Class 1A1, 4.50%, 10/25/21
|
|
|
1,580
|
|
|
|
1,470,457
|
|
GMAC Mortgage Corp Loan Trust, Series 2005-AR2, Class 4A, 5.10%, 5/25/35 (b)
|
|
|
287
|
|
|
|
284,046
|
|
GSR Mortgage Loan Trust, Series 2006-4F, Class 1A1, 5.00%, 5/25/36
|
|
|
285
|
|
|
|
258,948
|
|
Indymac IMSC Mortgage Loan Trust:
|
|
|
|
|
|
|
|
|
Series 2007-F2, Class 1A4, 6.00%, 7/25/37
|
|
|
2,699
|
|
|
|
2,175,027
|
|
Series 2007-F2, Class 2A1, 6.50%, 7/25/37
|
|
|
3,274
|
|
|
|
2,000,204
|
|
Indymac Index Mortgage Loan Trust:
|
|
|
|
|
|
|
|
|
Series 2006-AR3, Class 3A1A, 4.83%, 4/25/36 (b)
|
|
|
730
|
|
|
|
463,316
|
|
Series 2007-AR15, Class 1A1, 5.09%, 8/25/37 (b)
|
|
|
400
|
|
|
|
292,295
|
|
Series 2007-AR15, Class 2A1, 4.74%, 8/25/37 (b)
|
|
|
661
|
|
|
|
503,595
|
|
Prime Mortgage Trust:
|
|
|
|
|
|
|
|
|
Series 2006-DR1, Class 1A2, 6.00%, 5/25/35 (a)
|
|
|
673
|
|
|
|
660,499
|
|
Series 2006-DR1, Class 2A1, 5.50%, 5/25/35 (a)
|
|
|
1,094
|
|
|
|
1,063,978
|
|
Residential Accredit Loans, Inc.:
|
|
|
|
|
|
|
|
|
Series 2005-QS1, Class A5, 5.50%, 1/25/35
|
|
|
250
|
|
|
|
246,790
|
|
Series 2006-QS12, Class 2A4, 6.00%, 9/25/36
|
|
|
380
|
|
|
|
276,714
|
|
Series 2007-QS4, Class 3A2, 6.00%, 3/25/37
|
|
|
734
|
|
|
|
550,732
|
|
Residential Asset Securitization Trust,
|
|
|
|
|
|
|
|
|
Series 2006-A15, Class A12, 6.25%, 1/25/37
|
|
|
741
|
|
|
|
529,244
|
|
Residential Funding Mortgage Securities I, Series 2007-S7, Class A20, 6.00%, 7/25/37
|
|
|
275
|
|
|
|
255,572
|
|
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1, 5.19%, 4/25/47 (b)
|
|
|
1,164
|
|
|
|
902,903
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
13
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed
Securities
|
|
Par
(000)
|
|
|
Value
|
|
Collateralized Mortgage Obligations (concluded)
|
|
|
|
|
|
Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2006-8, Class A5, 6.13%,
10/25/36 (c)
|
|
USD
|
2,333
|
|
|
$
|
1,570,317
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57,925,090
|
|
Total Non-Agency Mortgage-Backed Securities 5.5%
|
|
|
|
57,925,090
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Participation Notes (g)
|
|
Shares
|
|
|
|
|
Multi-Utilities 0.0%
|
|
|
|
|
|
Deutsche Bank AG (Qatar Electricity & Water Co.),
due 4/14/17
|
|
|
5,717
|
|
|
|
209,135
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Securities
|
|
Par
(000)
|
|
|
Value
|
|
Capital Trusts
|
|
|
|
|
|
|
Capital Markets 0.6%
|
|
|
|
|
|
Credit Suisse Group Guernsey I Ltd., 7.88%, 2/24/41 (b)
|
|
USD
|
2,000
|
|
|
|
2,080,000
|
|
Goldman Sachs Capital I, 6.35%, 2/15/34
|
|
|
4,000
|
|
|
|
4,123,192
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,203,192
|
|
Commercial Banks 1.7%
|
|
|
|
|
|
BNP Paribas SA:
|
|
|
|
|
|
|
|
|
5.19% (a)(b)(f)
|
|
|
1,000
|
|
|
|
930,000
|
|
7.20% (a)(b)(f)
|
|
|
2,000
|
|
|
|
1,970,000
|
|
Citigroup, Inc., 5.95% (b)(f)
|
|
|
1,900
|
|
|
|
1,958,187
|
|
Deutsche Bank Capital Funding Trust VII, 5.63% (a)(b)(f)
|
|
|
2,400
|
|
|
|
2,292,000
|
|
Lloyds Banking Group Plc,
6.66% (a)(b)(f)
|
|
|
3,000
|
|
|
|
2,520,000
|
|
RBS Capital Trust II, 6.43% (b)(f)
|
|
|
1,000
|
|
|
|
840,000
|
|
Wachovia Capital Trust III,
5.57% (b)(f)
|
|
|
5,550
|
|
|
|
5,508,375
|
|
Wells Fargo & Co., 7.98% (b)(f)
|
|
|
1,450
|
|
|
|
1,714,625
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
17,733,187
|
|
Consumer Finance 0.4%
|
|
|
|
|
|
American Express Co., 6.80%, 9/01/66 (b)
|
|
|
2,600
|
|
|
|
2,824,250
|
|
Capital One Capital V, 10.25%, 8/15/39
|
|
|
200
|
|
|
|
206,000
|
|
Capital One Capital VI, 8.88%, 5/15/40
|
|
|
1,050
|
|
|
|
1,077,123
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,107,373
|
|
Diversified Financial Services 1.4%
|
|
|
|
|
|
AON Corp., 8.21%, 1/01/27
|
|
|
1,500
|
|
|
|
1,880,796
|
|
Bank of America Corp.,
8.00% (b)(f)
|
|
|
3,200
|
|
|
|
3,563,904
|
|
General Electric Capital Corp.:
|
|
|
|
|
|
|
|
|
6.25% (b)(f)
|
|
|
2,000
|
|
|
|
2,180,060
|
|
7.13% (b)(f)
|
|
|
3,000
|
|
|
|
3,432,270
|
|
6.38%, 11/15/67 (b)
|
|
|
750
|
|
|
|
802,500
|
|
JPMorgan Chase & Co.,
7.90% (b)(f)
|
|
|
1,550
|
|
|
|
1,785,181
|
|
ZFS Finance USA Trust II, 6.45%, 12/15/65 (a)(b)
|
|
|
1,200
|
|
|
|
1,290,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,934,711
|
|
|
|
|
|
|
|
|
|
|
Preferred Securities
|
|
Par
(000)
|
|
|
Value
|
|
Insurance 3.5%
|
|
|
|
|
|
ACE Capital Trust II, 9.70%, 4/01/30
|
|
USD
|
3,000
|
|
|
$
|
4,384,803
|
|
The Allstate Corp.:
|
|
|
|
|
|
|
|
|
6.13%, 5/15/67 (b)
|
|
|
500
|
|
|
|
518,125
|
|
6.50%, 5/15/67 (b)
|
|
|
1,300
|
|
|
|
1,397,500
|
|
American International Group, Inc.:
|
|
|
|
|
|
8.18%, 5/15/68 (b)
|
|
|
3,000
|
|
|
|
3,742,500
|
|
6.25%, 3/15/87
|
|
|
2,046
|
|
|
|
2,112,495
|
|
Chubb Corp., 6.38%, 3/29/67 (b)
|
|
|
1,575
|
|
|
|
1,708,875
|
|
Genworth Financial, Inc., 6.15%, 11/15/66 (b)
|
|
|
1,100
|
|
|
|
753,500
|
|
Hartford Financial Services Group, Inc., 8.13%,
6/15/68 (b)
|
|
|
1,250
|
|
|
|
1,462,500
|
|
Liberty Mutual Group, Inc.:
|
|
|
|
|
|
|
|
|
7.00%, 3/15/67 (a)(b)
|
|
|
2,150
|
|
|
|
2,128,500
|
|
10.75%, 6/15/88 (a)(b)
|
|
|
1,480
|
|
|
|
2,205,200
|
|
Lincoln National Corp.:
|
|
|
|
|
|
|
|
|
7.00%, 5/17/66 (b)
|
|
|
350
|
|
|
|
358,750
|
|
6.05%, 4/20/67 (b)
|
|
|
2,860
|
|
|
|
2,860,000
|
|
MetLife Capital Trust IV, 7.88%, 12/15/67 (a)
|
|
|
550
|
|
|
|
664,074
|
|
MetLife Capital Trust X, 9.25%, 4/08/68 (a)
|
|
|
200
|
|
|
|
278,000
|
|
MetLife, Inc., 6.40%, 12/15/66
|
|
|
500
|
|
|
|
543,513
|
|
Nationwide Financial Services, Inc., 6.75%, 5/15/67
|
|
|
900
|
|
|
|
940,500
|
|
The Progressive Corp., 6.70%, 6/15/67 (b)
|
|
|
1,250
|
|
|
|
1,360,937
|
|
Prudential Financial, Inc.:
|
|
|
|
|
|
|
|
|
5.88%, 9/15/42 (b)
|
|
|
1,000
|
|
|
|
1,052,500
|
|
8.88%, 6/15/68 (b)
|
|
|
3,000
|
|
|
|
3,705,000
|
|
Swiss Re Capital I LP,
6.85% (a)(b)(f)
|
|
|
2,100
|
|
|
|
2,190,777
|
|
XL Group Plc, 6.50% (b)(f)
|
|
|
2,500
|
|
|
|
2,318,750
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
36,686,799
|
|
Multi-Utilities 0.0%
|
|
|
|
|
|
Dominion Resources, Inc., 7.50%, 6/30/66 (b)
|
|
|
250
|
|
|
|
275,000
|
|
Oil, Gas & Consumable Fuels 0.4%
|
|
|
|
|
|
Enterprise Products Operating LLC, 7.03%, 1/15/68 (b)
|
|
|
3,250
|
|
|
|
3,713,125
|
|
Total Capital Trusts 8.0%
|
|
|
|
|
|
|
83,653,387
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Stocks
|
|
Shares
|
|
|
Value
|
|
Commercial Banks 0.1%
|
|
|
|
|
|
Ally Financial, Inc., 7.00% (a)
|
|
|
880
|
|
|
|
847,990
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Trust Preferreds
|
|
|
|
|
|
|
Aerospace & Defense 0.5%
|
|
|
|
|
|
United Technologies Corp., 7.50%, 8/01/15
|
|
|
90,000
|
|
|
|
4,894,200
|
|
Commercial Banks 1.3%
|
|
|
|
|
|
First Republic Bank, 6.70% (f)
|
|
|
200,000
|
|
|
|
5,436,000
|
|
RBS Capital Funding Trust V, 5.90% (f)
|
|
|
10,000
|
|
|
|
183,900
|
|
U.S. Bancorp, 6.00% (f)
|
|
|
272,000
|
|
|
|
7,806,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,426,300
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
(Percentages shown are based on Net Assets)
|
|
|
|
|
|
|
|
|
|
Trust Preferreds
|
|
Shares
|
|
|
Value
|
|
Diversified Financial Services 0.5%
|
|
|
|
|
|
Citigroup Capital XIII, 7.88%,
10/30/40 (b)
|
|
|
178,000
|
|
|
$
|
4,950,180
|
|
GMAC Capital Trust I, 8.13%, 2/15/40
|
|
|
14,180
|
|
|
|
370,665
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,320,845
|
|
Total Trust Preferreds 2.3%
|
|
|
|
|
|
|
23,641,345
|
|
Total Preferred Securities 10.3%
|
|
|
|
|
|
|
108,142,722
|
|
Total Long-Term Investments
(Cost $1,056,142,983) 102.8%
|
|
|
|
|
|
|
1,082,378,258
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term Securities
|
|
|
|
|
|
|
|
|
BlackRock Liquidity Funds, TempFund, Institutional Class, 0.17% (e)(h)
|
|
|
6,744,398
|
|
|
|
6,744,398
|
|
Total Short-Term Securities
(Cost $6,744,398) 0.6%
|
|
|
|
|
|
|
6,744,398
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Options Purchased
|
|
Contracts
|
|
|
|
|
Exchange-Traded Put Options 0.1%
|
|
|
|
|
|
S&P 500 Index, Strike Price USD 1,375, Expires 12/22/12
|
|
|
426
|
|
|
|
1,037,310
|
|
Total Options Purchased
(Cost $823,470) 0.1%
|
|
|
|
|
|
|
1,037,310
|
|
Total Investments
(Cost $1,063,710,851*) 103.5%
|
|
|
|
1,090,159,966
|
|
Liabilities in Excess of Other Assets (3.5)%
|
|
|
|
(36,940,455
|
)
|
|
|
|
|
|
|
|
|
|
Net Assets 100.0%
|
|
|
|
|
|
$
|
1,053,219,511
|
|
|
|
|
|
|
|
|
|
|
*
|
As of October 31, 2012, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes were as follows:
|
|
|
|
|
|
Tax cost
|
|
$
|
1,064,319,763
|
|
|
|
|
|
|
Gross unrealized appreciation
|
|
$
|
30,890,472
|
|
Gross unrealized depreciation
|
|
|
(5,050,269
|
)
|
|
|
|
|
|
Net unrealized appreciation
|
|
$
|
25,840,203
|
|
|
|
|
|
|
(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. Rate shown is as of report date.
|
(c)
|
Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate shown is as of report date.
|
(d)
|
Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.
|
(e)
|
Investments in issuers considered to be an affiliate of the Fund during the period ended October 31, 2012, for purposes of Section 2(a)(3) of the Investment Company Act
of 1940, as amended, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Affiliate
|
|
Shares
Held at
July 31,
2012
|
|
|
Shares
Purchased
|
|
|
Shares
Sold
|
|
|
Shares
Held at
October 31,
2012
|
|
|
Value
at
October 31,
2012
|
|
|
Income
|
|
|
Realized
Gain
(Loss)
|
|
BlackRock Floating Rate Income, Institutional Class
|
|
|
2,692,272
|
|
|
|
10,513
|
|
|
|
2,702,785
|
|
|
|
|
|
|
|
|
|
|
$
|
125,091
|
|
|
$
|
204,539
|
|
BlackRock GNMA Portfolio, BlackRock Class
|
|
|
3,097,413
|
|
|
|
8,949
|
|
|
|
3,106,362
|
|
|
|
|
|
|
|
|
|
|
$
|
155,163
|
|
|
$
|
171,836
|
|
BlackRock High Yield Bond Portfolio, BlackRock Class
|
|
|
1,679,113
|
|
|
|
3,232
|
|
|
|
1,682,345
|
|
|
|
|
|
|
|
|
|
|
$
|
25,772
|
|
|
$
|
855,137
|
|
BlackRock Low Duration Bond Portfolio, BlackRock Class
|
|
|
6,594,444
|
|
|
|
9,656
|
|
|
|
6,604,100
|
|
|
|
|
|
|
|
|
|
|
$
|
139,599
|
|
|
$
|
572,994
|
|
BlackRock Liquidity Funds, TempFund, Institutional Class
|
|
|
25,430,547
|
|
|
|
|
|
|
|
18,686,149
|
1
|
|
|
6,744,398
|
|
|
$
|
6,744,398
|
|
|
$
|
6,571
|
|
|
|
|
|
iShares Barclays 1-3 Year Credit Bond Fund
|
|
|
|
|
|
|
619,956
|
|
|
|
|
|
|
|
619,956
|
|
|
$
|
65,591,345
|
|
|
|
|
|
|
|
|
|
iShares Barclays Intermediate Credit Bond Fund
|
|
|
|
|
|
|
438,579
|
|
|
|
|
|
|
|
438,579
|
|
|
$
|
49,098,919
|
|
|
|
|
|
|
|
|
|
iShares Barclays MBS Bond Fund
|
|
|
55,305
|
|
|
|
151,071
|
|
|
|
206,376
|
|
|
|
|
|
|
|
|
|
|
$
|
41,552
|
|
|
$
|
(69,836
|
)
|
iShares iBoxx $ High Yield Corporate Bond Fund
|
|
|
340,630
|
|
|
|
1,162,258
|
|
|
|
993,869
|
|
|
|
509,019
|
|
|
$
|
47,150,430
|
|
|
$
|
1,131,010
|
|
|
$
|
(192,320
|
)
|
iShares iBoxx $ Investment Grade Corporate Bond Fund
|
|
|
|
|
|
|
571,649
|
|
|
|
|
|
|
|
571,649
|
|
|
$
|
70,324,260
|
|
|
$
|
162,952
|
|
|
|
|
|
iShares MSCI Emerging Markets Index Fund
|
|
|
|
|
|
|
13,644
|
|
|
|
13,644
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
(1,674
|
)
|
1
Represents net shares sold.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
15
|
|
|
|
|
|
|
Schedule of Investments (continued)
|
|
BlackRock Multi-Asset Income
Portfolio
|
(f)
|
Security is perpetual in nature and has no stated maturity date.
|
(g)
|
Non-income producing security.
|
(h)
|
Represents the current yield as of report date.
|
|
|
Foreign currency exchange contracts as of October 31, 2012 were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency
Purchased
|
|
Currency
Sold
|
|
|
Counterparty
|
|
Settlement
Date
|
|
|
Unrealized
Appreciation
(Depreciation)
|
|
|
|
|
|
|
GBP 3,897,000
|
|
USD
|
6,244,529
|
|
|
UBS AG
|
|
|
11/01/12
|
|
|
$
|
44,278
|
|
|
|
|
|
|
USD 6,116,361
|
|
GBP
|
3,897,000
|
|
|
State Street Corp.
|
|
|
11/01/12
|
|
|
|
(172,447
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Bank of New York
|
|
|
|
|
|
|
|
|
USD 54,659
|
|
GBP
|
33,939
|
|
|
Mellon Corp.
|
|
|
11/02/12
|
|
|
|
(111
|
)
|
USD 1,684,576
|
|
SEK
|
11,416,000
|
|
|
UBS AG
|
|
|
11/15/12
|
|
|
|
(35,763
|
)
|
JPY 387,360,000
|
|
GBP
|
3,116,482
|
|
|
JPMorgan Chase & Co.
|
|
|
12/06/12
|
|
|
|
(174,683
|
)
|
USD 1,354,678
|
|
EUR
|
1,033,000
|
|
|
UBS AG
|
|
|
1/23/13
|
|
|
|
14,582
|
|
USD 6,242,565
|
|
GBP
|
3,897,000
|
|
|
UBS AG
|
|
|
2/07/13
|
|
|
|
(44,152
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
|
|
|
|
|
|
|
|
|
|
|
|
$
|
(368,296
|
)
|
|
|
For Fund compliance purposes, the Funds industry classifications refer to any one or more of the industry sub-classifications used by one or more widely
recognized market indexes or ratings group indexes, and/or as defined by Fund management. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.
|
|
|
Fair Value Measurements Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to
valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes as follows:
|
|
|
|
Level 1 unadjusted price quotations in active markets/exchanges for identical assets and 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 marketcorroborated inputs)
|
|
|
|
Level 3 unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the
Funds own assumptions used in determining the fair value of investments and derivative 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 level in the fair value
hierarchy within which the fair value measurement falls in its entirety is determined based on the lowest level input that is significant to the fair value measurement in its entirety.
Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Funds policy, transfers between different levels of the fair
value disclosure hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value
determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of
the risks associated with investing in those securities. For information about the Funds policy regarding valuation of investments and derivative financial instruments and other significant accounting policies, please refer to the Funds
most recent financial statements as contained in its annual report.
The following tables summarize the Funds investments and derivative financial
instruments categorized in the disclosure hierarchy as of October 31, 2012:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
|
Level 3
|
|
|
|
Total
|
|
Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long-Term Investments:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Asset-Backed Securities
|
|
|
|
$
|
5,487,019
|
|
|
|
|
|
|
$
|
5,487,019
|
|
Common Stocks
|
|
$165,347,791
|
|
|
113,858,791
|
|
|
|
|
|
|
|
279,206,582
|
|
Corporate Bonds
|
|
|
|
|
318,647,823
|
|
|
|
|
|
|
|
318,647,823
|
|
Floating Rate Loan Interests
|
|
|
|
|
72,647,032
|
|
|
$
|
4,736,193
|
|
|
|
77,383,225
|
|
Investment Companies
|
|
235,376,662
|
|
|
|
|
|
|
|
|
|
|
235,376,662
|
|
Non-Agency Mortgage-Backed Securities
|
|
|
|
|
57,925,090
|
|
|
|
|
|
|
|
57,925,090
|
|
Participation Notes .
|
|
209,135
|
|
|
|
|
|
|
|
|
|
|
209,135
|
|
Preferred Securities
|
|
24,489,335
|
|
|
83,653,387
|
|
|
|
|
|
|
|
108,142,722
|
|
Short-Term Securities
|
|
6,744,398
|
|
|
|
|
|
|
|
|
|
|
6,744,398
|
|
Total
|
|
$432,167,321
|
|
$
|
652,219,142
|
|
|
$
|
4,736,193
|
|
|
$
|
1,089,122,656
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
Total
|
|
Derivative Financial Instruments
1
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity contracts.
|
|
$
|
1,037,310
|
|
|
|
|
|
|
|
|
$
|
1,037,310
|
|
Foreign currency exchange contracts
|
|
|
|
|
|
$
|
58,860
|
|
|
|
|
|
58,860
|
|
Liabilities:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign currency exchange contracts
|
|
|
|
|
|
|
(427,156
|
)
|
|
|
|
|
(427,156
|
)
|
Total
|
|
$
|
1,037,310
|
|
|
$
|
(368,296
|
)
|
|
|
|
$
|
669,014
|
|
1
|
Derivative financial instruments are foreign currency exchange contracts and options. Foreign currency exchange contracts are valued at the unrealized
appreciation/depreciation on the instrument and options are shown at value.
|
Certain of the Funds assets are held at carrying
amount, which approximates fair value for financial reporting purposes. As of October 31, 2012, foreign currency at value of $991,136 is categorized as Level 1 within the disclosure hierarchy.
There were no transfers between Level 1 and Level 2 during the period ended October 31, 2012.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
|
|
|
|
|
|
|
Schedule of Investments (concluded)
|
|
BlackRock Multi-Asset Income
Portfolio
|
Certain of the Funds investments are categorized as Level 3 and were valued utilizing transaction prices or
third party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in the unobservable inputs could result in a significantly lower or higher value in such Level 3 investments.
A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments 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:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity
Linked
Notes
|
|
|
Floating Rate
Loan Interests
|
|
|
Total
|
|
Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
Opening Balance, as of July 31, 2012
|
|
$
|
5,591,196
|
|
|
$
|
2,573,517
|
|
|
$
|
8,164,713
|
|
Transfers into Level 3
2
|
|
|
|
|
|
|
2,644,822
|
|
|
|
2,644,822
|
|
Transfers out of Level 3
2
|
|
|
|
|
|
|
(396,569
|
)
|
|
|
(396,569
|
)
|
Accrued discounts/premiums
|
|
|
|
|
|
|
1,254
|
|
|
|
1,254
|
|
Net realized gain (loss) .
|
|
|
(564,126
|
)
|
|
|
7,243
|
|
|
|
(556,883
|
)
|
Net change in unrealized appreciation/depreciation
3
|
|
|
917,115
|
|
|
|
32,013
|
|
|
|
949,128
|
|
Purchases
|
|
|
|
|
|
|
252,801
|
|
|
|
252,801
|
|
Sales
|
|
|
(5,944,185
|
)
|
|
|
(378,888
|
)
|
|
|
(6,323,073
|
)
|
|
|
|
|
Closing Balance,as of October 31, 2012
|
|
|
|
|
|
$
|
4,736,193
|
|
|
$
|
4,736,193
|
|
2
|
Transfers into and transfers out of Level 3 represent the values as of the beginning of the reporting period.
|
3
|
The change in unrealized appreciation/depreciation on investments still held as of October 31, 2012 was $39,245.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BLACKROCK FUNDS II
|
|
OCTOBER 31, 2012
|
|
17
|
Item 2 Controls and Procedures
|
|
|
2(a)
|
|
The registrants principal executive and principal financial officers, or persons performing similar functions, have concluded
that the registrants disclosure
controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of
1940, as amended (the 1940 Act)) are effective as of a date within 90 days of the filing of this report based on the
evaluation of these
controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 15d-15(b) under the
Securities Exchange Act of 1934, as amended.
|
|
|
2(b)
|
|
There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the
registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting.
|
Item 3 Exhibits
Certifications Attached hereto
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940,
the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
|
|
|
BlackRock Funds II
|
|
|
By:
|
|
/s/ John M. Perlowski
|
|
|
John M. Perlowski
|
|
|
Chief Executive Officer (principal executive officer) of
|
|
|
BlackRock Funds II
|
Date: December 21, 2012
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has
been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
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By:
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/s/ John M. Perlowski
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John M. Perlowski
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Chief Executive Officer (principal executive officer) of
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BlackRock Funds II
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Date: December 21, 2012
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By:
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/s/ Neal J. Andrews
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Neal J. Andrews
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Chief Financial Officer (principal financial officer) of
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BlackRock Funds II
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Date: December 21, 2012
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