X0404 N-CEN LIVE 0001100663 XXXXXXXX 811-09729 false false false N-1A S000068729 C000219699 S000018145 C000050168 S000041444 C000128677 S000043040 C000133231 S000048623 C000153271 S000040316 C000125223 S000045103 C000140338 S000045089 C000140236 S000019898 C000055846 S000004438 C000012201 S000019124 C000052896 S000068732 C000219702 S000068731 C000219701 S000047435 C000148919 S000065015 C000210493 S000045088 C000140146 S000049025 C000154548 S000021460 C000061363 S000048624 C000153272 S000038931 C000119716 S000049024 C000154547 S000047644 C000149539 S000036830 C000112640 S000004351 C000012081 S000056604 C000179059 S000045102 C000140337 S000062201 C000201209 S000065416 C000211556 S000068730 C000219700 S000065599 C000212225 S000054723 C000171896 S000031838 C000099141 S000021461 C000061364 S000031837 C000099140 S000067234 C000216288 S000023585 C000069397 S000004437 C000012200 S000038930 C000119715 S000004364 C000012094 S000049573 C000156614 S000047504 C000149148 S000049795 C000157306 S000048622 C000153270 S000027327 C000082529 S000052533 C000164987 S000069338 C000221317 S000040204 C000124960 S000063520 C000205801 S000048311 C000152570 S000023587 C000069399 S000049792 C000157303 S000023586 C000069398 S000040205 C000124961 S000023588 C000069400 S000065014 C000210492 S000022496 C000065072 S000049572 C000156613 S000047503 C000149147 iShares Trust 811-09729 0001100663 5493000860OXIC4B5K91 400 Howard Street San Francisco 94105 US-CA US 800-474-2737 State Street Bank and Trust Company 1 Lincoln Street Boston 02111 617-786-3000 Records related to its functions as administrator, accounting agent, transfer agent and custodian BlackRock Investments, LLC 40 East 52nd St New York 10022 609-282-3046 Records related to its functions as distributor BlackRock Fund Advisors 400 Howard Street San Francisco 94105 415-670-2000 Records related to its functions as advisor N N N-1A 308 Y John E. Kerrigan N/A N Richard L. Fagnani N/A N Robert S. Kapito N/A Y Drew E. Lawton 001173631 N John E. Martinez N/A N Salim Ramji 004797124 Y Madhav V. Rajan N/A N Jane D. Carlin 001279982 N Cecilia H. Herbert N/A N Charles Park N/A 55 East 52nd Street New York 10055 XXXXXX N N N N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 Y N PricewaterhouseCoopers LLP 238 5493002GVO7EO8RNNS37 N N N 2021-05-03 Implementation of systematic fair value Other Equity-common, Equity-preferred, Derivative-equity International equities, Index futures and listed and OTC options US GAAP (ASC 820) N N iShares ESG Aware Conservative Allocation ETF S000068729 549300CKKZBB0LNYMB91 N 0 0 0 Exchange-Traded Fund Fund of Funds Y N -0.04000000 -0.10000000 0.25000000 0.25000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 13303.00000000 149.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2.35000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 117.02000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 18.03000000 137.40000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 3478929.94000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 240000.00000000 3718929.94000000 N 4767052.08307692 N N N iShares MSCI Europe Small-Cap ETF S000018145 5493005OEWCF4INIR081 N 0 0 0 Exchange-Traded Fund N N 0.05000000 -0.35000000 2.86000000 2.86000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 6781581.00000000 289470.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) 2HI3YI5320L3RW6NJ957 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 1020.66000000 Winterflood Securities US Corporation 8-70259 000299110 00000000000000000000 3584.68000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 667.42000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 477.40000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1017.14000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1247.01000000 Exane, Inc. 8-49569 000041784 6SDWK6FV8H98XAGSYS75 662.39000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 610.16000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1370.65000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 679.36000000 13850.25000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 24.64000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 140258048.62000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 34.59000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 28116045.90000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 16.34000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 37408192.56000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 48850100.11000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 14260000.00000000 271307487.53000000 N 201444364.83923076 N N N iShares MSCI USA Quality Factor ETF S000041444 5493007KMK0CQLE2O168 N 0 0 0 Exchange-Traded Fund N N -0.19000000 -0.34000000 0.08000000 0.08000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 16376122.00000000 81766.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 210128.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 216491.09000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 97740.74000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 94999.81000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 40305.04000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 74327.28000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 183161.47000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 351097.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 26964.38000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 126433.26000000 1462853.24000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 58.98000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 1342600000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 18313681307.36000000 19656281366.34000000 N 20612693507.60000000 N N N iShares Currency Hedged MSCI EAFE ETF S000043040 549300W1V5QT6T1KPB54 N 0 0 0 Exchange-Traded Fund Fund of Funds N N 0.28000000 0.25000000 8.32000000 8.32000000 N N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 666.21000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 48599.98000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6052.46000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 7711.55000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1404.68000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 46.65000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 1797.15000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 13.71000000 66292.39000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 825200000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 967299340.46000000 1792499340.46000000 N 2452776559.01000000 N N N iShares MSCI USA Multifactor ETF S000048623 549300UJ0D3L1ZD66F49 N 0 0 0 Exchange-Traded Fund N N -0.11000000 -0.31000000 0.18000000 0.18000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 3104090.00000000 7597.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2680.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 14248.08000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1871.58000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4035.88000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 5723.39000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 702.73000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5821.63000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 5445.59000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8358.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5044.39000000 54816.99000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 260501609.96000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 52350000.00000000 315183673.96000000 N 920044052.34692307 N N N iShares MSCI USA Momentum Factor ETF S000040316 5493002ZOOZ0SN3YYI81 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.18000000 0.05000000 0.05000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 226580542.00000000 549799.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 91012.84000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 98627.70000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 91572.63000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 153608.32000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 152385.72000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 213066.12000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 180219.14000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 315858.66000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 213089.77000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 170126.58000000 1732044.13000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 18137961403.30000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 413639000.00000000 18551600403.30000000 N 13415692543.29384615 N N N iShares Core MSCI Pacific ETF S000045103 549300Q9GRKBMCU6NO32 N 0 0 0 Exchange-Traded Fund N N 1.12000000 1.03000000 7.54000000 7.54000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 7134895.00000000 182664.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2326.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1956.33000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 1872.81000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1603.87000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2584.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2284.74000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 2577.41000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1989.36000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2863.41000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 4117.82000000 26957.94000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 48192398.36000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 23226.07000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 60868000.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 31157559.79000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 19598316.54000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13392091.54000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 72411.81000000 Bell Potter Securities Limited 8-69991 000289328 213800EM6BT4AHJDKX45 AU 32447.52000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 118465.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 120193.26000000 179951035.20000000 N 1078449468.74230769 N N N iShares MSCI Kokusai ETF S000019898 549300ENIYLBLVKXV984 N 0 0 0 Exchange-Traded Fund N N 0.45000000 0.20000000 0.80000000 0.80000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 1920256.00000000 6469.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) 2HI3YI5320L3RW6NJ957 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 552.23000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 163.28000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 195.37000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 357.43000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 423.18000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 307.11000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 146.85000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 121.18000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 113.61000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 131.66000000 3079.59000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 21678863.17000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 26104000.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 641.78000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 9554.98000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 10961.81000000 Berenberg Capital Markets LLC 8-68821 000156757 5493007EG0CYRKKG9L11 2.46000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 5997.01000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 269105899.16000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 34.04000000 317020360.89000000 N 193498857.86846153 N N N iShares MSCI EAFE Value ETF S000004438 549300AN74D4XJZB8Y40 N 0 0 0 Exchange-Traded Fund N N 0.23000000 -0.13000000 4.07000000 4.07000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 36673737.00000000 555724.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) 2HI3YI5320L3RW6NJ957 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BofA Securities, Inc. 549300HN4UKV1E2R3U73 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 33738.97000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 106246.86000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 24515.13000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 22911.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19016.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 34625.59000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 90462.87000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 33131.25000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 106370.65000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 127979.65000000 666740.74000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 298421180.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4109155187.66000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 804900000.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1242819740.53000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 4135828.91000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 142785559.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2456412860.97000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 126805973.87000000 9202446215.67000000 N 9801141713.50230769 N N N iShares MSCI EAFE Small-Cap ETF S000019124 549300MJV5OZGVS4LX86 N 0 0 0 Exchange-Traded Fund N N 0.52000000 0.12000000 4.01000000 4.01000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 373659892.00000000 16377854.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 84008.55000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 84139.53000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 79230.78000000 Winterflood Securities US Corporation 8-70259 000299110 00000000000000000000 134437.80000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 29452.23000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 38842.96000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 79962.54000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 43547.09000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 32305.58000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 107574.77000000 856205.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 593205522.53000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 908857.89000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 142552041.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 311147309.58000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 1693989.28000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 852741.07000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 721460000.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 830494825.34000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3177298438.26000000 Natwest Markets Securities Inc. 8-37135 000011707 ZE2ZWJ5BTIQJ8M0C6K34 8129762.34000000 5926431672.16000000 N 11665911286.38153846 N N N iShares ESG Aware Aggressive Allocation ETF S000068732 549300DZKXR4YQYT4C83 N 0 0 0 Exchange-Traded Fund Fund of Funds Y N -0.07000000 -0.09000000 0.20000000 0.20000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Cash collateral reinvestment fee Revenue sharing split Rebates paid to borrowers 62828.00000000 332.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 9.80000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 14.21000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 115.74000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1.06000000 140.81000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 460000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 17478834.33000000 17938834.33000000 N 10128059.24615384 N N N iShares ESG Aware Growth Allocation ETF S000068731 549300BCV0RZ1QMUBU92 N 0 0 0 Exchange-Traded Fund Fund of Funds Y N -0.17000000 -0.20000000 0.28000000 0.28000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 65497.00000000 240.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2.29000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 20.38000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 16.80000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 327.04000000 366.51000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 570000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 5859132.74000000 6429132.74000000 N 5407223.50692307 N N N iShares MSCI China A ETF S000047435 549300XQM5ESZIVFZK57 N 0 0 0 Exchange-Traded Fund N N 0.19000000 -0.05000000 7.52000000 7.52000000 N N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 101734.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 20944.49000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5273.17000000 Haitong International Securities (USA) Inc. 8-66566 000132201 2549006M82CC9SM1JN29 6034.51000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 64372.44000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1989.13000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 13634.70000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 92295.78000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 30631.44000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 1494.34000000 339683.79000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 18133298.25000000 18133298.25000000 N 604974408.17384615 Committed 200000000.00000000 N N N iShares Cybersecurity and Tech ETF S000065015 5493007TVD2WSTEKN665 N 0 0 0 Exchange-Traded Fund N N -0.26000000 -0.73000000 0.60000000 0.60000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 35425501.00000000 114102.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2908.04000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 747.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 12928.51000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1258.32000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 1689.97000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 5106.67000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3003.03000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2998.12000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 1999.54000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 5890.65000000 41253.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 76350314.45000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 79660000.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 266486970.64000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 66484287.88000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3247102.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 50636155.49000000 542864831.30000000 N 326114163.49153846 Committed 300000000.00000000 N N N iShares MSCI Intl Small-Cap Multifactor ETF S000049025 549300UA39EK10ZPCR02 N 0 0 0 Exchange-Traded Fund N N 0.17000000 -0.23000000 3.53000000 3.53000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 1618524.00000000 39591.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1424.94000000 Winterflood Securities US Corporation 8-70259 000299110 00000000000000000000 2490.52000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4066.18000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2151.08000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2499.61000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 1858.90000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 1849.28000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 1923.30000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2845.74000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 1856.43000000 32688.68000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 12960000.00000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 43053.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 94809.64000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 21474905.22000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 5.70000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 6912750.26000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6230969.05000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28970.12000000 49085560.98000000 N 158363673.27307692 N N N iShares MSCI ACWI ex U.S. ETF S000021460 5493000IN0VJK5DV3698 N 0 0 0 Exchange-Traded Fund N N 0.19000000 -0.12000000 3.84000000 3.83000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 55776402.00000000 452836.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) 2HI3YI5320L3RW6NJ957 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BofA Securities, Inc. 549300HN4UKV1E2R3U73 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 32035.24000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 32906.95000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 11988.21000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 16272.89000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 13709.40000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 7184.99000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 8040.07000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 66645.17000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 56574.93000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 51049.02000000 322847.33000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 16093.01000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 34598646.24000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 371010000.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 275350.70000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 11.18000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 271890956.31000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 351198069.47000000 1038922465.04000000 N 3716411366.74230769 Committed 300000000.00000000 N N iShares MSCI USA Small-Cap Multifactor ETF S000048624 549300DLCT4OPALM4X19 N 0 0 0 Exchange-Traded Fund N N -0.22000000 -0.52000000 0.15000000 0.15000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 29489706.00000000 120166.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8932.20000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3784.05000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 9443.87000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 35254.14000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 11710.44000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 22260.70000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3932.69000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 15222.37000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21138.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 6782.68000000 142342.92000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 572396144.50000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 95910000.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 154.09000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 19.37000000 672167777.36000000 N 763661326.50230769 N N N iShares Core MSCI Total International Stock ETF S000038931 5493000KJHTQW5I5L936 N 0 0 0 Exchange-Traded Fund N N 0.27000000 0.18000000 3.79000000 3.79000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 313661621.00000000 7138741.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 6c-11 (17 CFR 270.6c-11) Y N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 87599.16000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 34903.06000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 236796.66000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 480303.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 110572.99000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 103098.19000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 79307.56000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 73139.46000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 143596.61000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 109649.68000000 1670006.55000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 253473193.05000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 383674.24000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 426727.19000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 621.46000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 70530000.00000000 329437680.89000000 N 25102900234.10846153 Committed 300000000.00000000 N N iShares MSCI Intl Multifactor ETF S000049024 549300TGSNNEEUASUI58 N 0 0 0 Exchange-Traded Fund N N 0.49000000 0.19000000 3.67000000 3.67000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 3303320.00000000 10134.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6368.16000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 16344.58000000 NATIONAL BANK OF CANADA FINANCIAL INC. 8-39947 000022698 549300R6OJCZ1R8P6U58 CA 5708.17000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 10523.46000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 6380.84000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 5554.20000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 33208.64000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 5469.82000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 16752.63000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 5766.09000000 152457.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 63844343.83000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 64442812.02000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 70682.04000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 72828000.00000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 1855087.03000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 69281918.67000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 7317039.97000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2740441.27000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9945042.98000000 292325367.81000000 N 894692207.82692307 N N N iShares MSCI ACWI Low Carbon Target ETF S000047644 54930029MR4GLRAO7563 N 0 0 0 Exchange-Traded Fund N N 0.61000000 0.41000000 1.60000000 1.60000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 4279449.00000000 22140.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 846.92000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3170.28000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 1556.56000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4354.36000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2885.45000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3983.18000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3737.05000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2758.45000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 1374.82000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 13854.38000000 46410.61000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 172449487.97000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 40130458.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 41.57000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 48540000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 13156103.05000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1.41000000 275205051.40000000 N 650688441.23538461 Committed 300000000.00000000 N N iShares Morningstar Multi-Asset Income ETF S000036830 549300VZVQQ25D0BOQ74 N 0 0 0 Exchange-Traded Fund Fund of Funds N N 0.04000000 -0.20000000 0.37000000 0.37000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 66133892.00000000 515181.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 93.10000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 83.63000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3615.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 72.70000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2185.98000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 60420.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 237.10000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 4656.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 108.50000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 90.15000000 71580.26000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 60972619.05000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 39180000.00000000 100152619.05000000 N 257797232.15384615 N N N iShares MSCI EAFE ETF S000004351 549300O0XO3KDQV68404 N 0 0 0 Exchange-Traded Fund N N 0.79000000 0.42000000 3.90000000 3.90000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 182466192.00000000 2364922.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch) 2HI3YI5320L3RW6NJ957 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 73048.13000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 86256.24000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 45197.08000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 54545.05000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 262298.65000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 85014.46000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 56927.66000000 Exane, Inc. 8-49569 000041784 6SDWK6FV8H98XAGSYS75 127614.79000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 32692.24000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 44478.00000000 1028023.87000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 15118605.88000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1327383630.40000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 462406063.31000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 3061880000.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 120908010.51000000 5192346844.28000000 N 52187590170.52384615 N N N iShares Core MSCI International Developed Markets ETF S000056604 549300LRJOM3FVVFKB50 N 0 0 0 Exchange-Traded Fund N N 0.53000000 0.48000000 3.66000000 3.66000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 33032713.00000000 833130.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8078.16000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11101.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 7442.15000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 16336.74000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 8931.08000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8125.22000000 Exane, Inc. 8-49569 000041784 6SDWK6FV8H98XAGSYS75 7159.97000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9907.29000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 22269.56000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8212.08000000 157357.79000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 64569.14000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 233435.21000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 168093125.05000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 10200000.00000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 228514.08000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 32084733.30000000 223618694.49000000 N 4575240816.08384615 N N N iShares Core MSCI Europe ETF S000045102 549300XU2KDV0C5LCG21 N 0 0 0 Exchange-Traded Fund N N 0.16000000 0.07000000 2.79000000 2.79000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 28089365.00000000 907452.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8271.59000000 Winterflood Securities US Corporation 8-70259 000299110 00000000000000000000 3819.89000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7422.71000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6752.82000000 Exane, Inc. 8-49569 000041784 6SDWK6FV8H98XAGSYS75 2401.82000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 1864.42000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 8436.27000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3364.01000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 18171.75000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4239.96000000 71755.54000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1711293091.53000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 205939691.62000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 202968.79000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 77982071.74000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 100348675.29000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 24.22000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 269320000.00000000 2378395188.05000000 N 4031372559.88846153 N N N iShares Robotics and Artificial Intelligence Multisector ETF S000062201 549300VS8IGDTLP20U91 N 0 0 0 Exchange-Traded Fund N N 0.15000000 -0.32000000 2.32000000 2.32000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 25798455.00000000 742566.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 2048.42000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 2929.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 4363.05000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7453.82000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 17897.88000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 8396.02000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4212.49000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3311.29000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 1375.31000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 3478.40000000 61622.28000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 39490000.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8852159.52000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 20534395.27000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 132324375.56000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 106263365.16000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 15500349.14000000 322964644.65000000 N 319768513.86538461 Committed 300000000.00000000 N N N iShares MSCI USA Mid-Cap Multifactor ETF S000065416 549300EGGYBQPHDGP709 N 0 0 0 Exchange-Traded Fund N N 0.06000000 -0.19000000 0.28000000 0.28000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 22640.00000000 76.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 45.97000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 36.29000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 98.83000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 38.62000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 18.16000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 23.50000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 58.62000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 77.75000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 63.69000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 35.29000000 500.26000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 5471218.03000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 396.83000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 132.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2229.45000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 380000.00000000 5883936.59000000 N 3505820.86230769 N N N iShares ESG Aware Moderate Allocation ETF S000068730 549300U4XL6EWNDTWQ36 N 0 0 0 Exchange-Traded Fund Fund of Funds Y N -0.04000000 -0.09000000 0.24000000 0.24000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 18430.00000000 123.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 20.64000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2.62000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 97.49000000 120.75000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 3770965.55000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 140000.00000000 3910965.55000000 N 4898613.69307692 N N N iShares Genomics Immunology and Healthcare ETF S000065599 549300KS9JS2Z81CYC21 N 0 0 0 Exchange-Traded Fund N N 0.47000000 0.00000000 1.35000000 1.35000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 11273741.00000000 360284.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5153.51000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 2709.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 7402.05000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 13890.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3466.79000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 7538.78000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 1431.03000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 14106.42000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10678.72000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 5066.83000000 76435.73000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 272867.09000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 72296104.44000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 7342104.52000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 31038384.31000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 843180.24000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 99475510.74000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 9013061.52000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 14107033.44000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 21604000.00000000 259300208.30000000 N 240533093.03230769 Committed 300000000.00000000 N N N iShares MSCI USA Small-Cap Min Vol Factor ETF S000054723 549300NDL6ECXAL5SM49 N 0 0 0 Exchange-Traded Fund N N 0.08000000 -0.12000000 0.20000000 0.20000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 25481034.00000000 369699.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 26011.41000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 37060.57000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 45974.99000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 8001.35000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11011.79000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 16886.75000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 25567.42000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 8755.89000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 13268.05000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 17110.99000000 220868.01000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1148.80000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3393.03000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 144150000.00000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 343.49000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 507211255.83000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3195.51000000 673613917.71000000 N 862327358.50538461 N N N iShares MSCI USA Min Vol Factor ETF S000031838 54930006KUZN6GLGL496 N 0 0 0 Exchange-Traded Fund N N -0.05000000 -0.20000000 0.09000000 0.09000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 257784127.00000000 623221.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 111450.77000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 43123.84000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 110067.93000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 241245.51000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 59222.41000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 50526.50000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 139489.23000000 Cantor Fitzgerald & Co. 8-201 000000134 5493004J7H4GCPG6OB62 48825.78000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 29558.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 254619.00000000 1134026.81000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 2006990000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 15012926420.63000000 17019916420.63000000 N 30879908919.16000000 N N N iShares MSCI ACWI ETF S000021461 549300KZ2WFTI4GQ7M77 N 0 0 0 Exchange-Traded Fund N N 0.27000000 -0.04000000 1.60000000 1.60000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 171263183.00000000 1097383.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17e-1 (17 CFR 270.17e-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N N Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 45302.64000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 101348.38000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 19867.96000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 20015.05000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 38232.02000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 35170.01000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 94862.12000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 25009.03000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 19193.38000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 48759.69000000 510302.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 398.57000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 245188916.21000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 649518199.17000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 99431644.15000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1618363018.27000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 192337863.84000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 1065220000.00000000 3888870937.22000000 N 14678012653.54000000 Committed 300000000.00000000 N N iShares MSCI EAFE Min Vol Factor ETF S000031837 549300N5K4JSWEZ74544 N 0 0 0 Exchange-Traded Fund N N 0.30000000 0.10000000 3.12000000 3.12000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 63798875.00000000 462909.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BofA Securities, Inc. 549300HN4UKV1E2R3U73 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 37148.24000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 29611.07000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 133376.38000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 37626.81000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 165940.42000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 55459.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 56454.34000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 156673.29000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 40942.51000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 60557.70000000 864496.41000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 606690000.00000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 215267.20000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 917505934.31000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1379741808.34000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 27389904.25000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 20482155.65000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 87355104.48000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 952121900.11000000 4078020886.90000000 N 9823038162.75615384 N N N iShares U.S. Tech Breakthrough Multisector ETF S000067234 549300WK7RCZ8KBIB253 N 0 0 0 Exchange-Traded Fund N N -0.13000000 -0.43000000 0.21000000 0.21000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 5913168.00000000 44147.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 64.90000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 760.94000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 75.16000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 170.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1299.73000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 927.05000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 213.88000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 293.66000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 101.73000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 62.55000000 4085.33000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 182058799.81000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 8890000.00000000 191483748.81000000 N 360834872.53769230 N N N iShares Core Conservative Allocation ETF S000023585 5493006RWQOSWQVI0659 N 0 0 0 Exchange-Traded Fund Fund of Funds N N -0.10000000 -0.29000000 0.16000000 0.16000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 15480863.00000000 31775.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 7352.58000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 669.51000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 426.86000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 6.87000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 413.41000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 79.94000000 8949.17000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1654239.20000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 10986788.46000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 601664409.42000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 39620000.00000000 653925437.08000000 N 835364880.01384615 N N N iShares MSCI EAFE Growth ETF S000004437 549300TM3QJ7458P4314 N 0 0 0 Exchange-Traded Fund N N 0.28000000 -0.08000000 3.80000000 3.80000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 32957142.00000000 228925.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BofA Securities, Inc. 549300HN4UKV1E2R3U73 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 38170.14000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 72642.02000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 19349.32000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 125217.15000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 79392.01000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 20722.92000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 77912.58000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 15028.75000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 18527.72000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 49714.56000000 575522.85000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 201388639.60000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 331634328.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 86750883.61000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 393240000.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1316431919.27000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1936772949.41000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 2641403.16000000 4299616855.69000000 N 9743547878.73076923 N N N iShares Core MSCI EAFE ETF S000038930 5493009FT582MI7Y3I36 N 0 0 0 Exchange-Traded Fund N N 0.52000000 0.44000000 3.92000000 3.92000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 662453322.00000000 18113895.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N N BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 61081.45000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 104364.58000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 71314.49000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 65726.58000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 68278.39000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 336666.03000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 60240.60000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 173863.13000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 49337.10000000 Winterflood Securities US Corporation 8-70259 000299110 00000000000000000000 136662.18000000 1363626.63000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 506751577.12000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11258335.31000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 7.09000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 1850100000.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1958519610.26000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 579278815.19000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 627110448.85000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 3517960686.11000000 Jane Street Capital, LLC 8-52275 000103782 549300ZM16HMPEPNV857 2632394.97000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 2531841.76000000 9450866918.20000000 N 83139181502.90846153 N N N iShares China Large-Cap ETF S000004364 5493001YVWPO25CNKN94 N 0 0 0 Exchange-Traded Fund N N -0.40000000 -1.14000000 9.11000000 9.11000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 42863094.00000000 471255.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32722.98000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 53519.53000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 105466.59000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 290692.89000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 352802.37000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 168712.99000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 166428.71000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 160907.62000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 85974.74000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 282506.21000000 1729519.26000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 26414793.29000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 73299805.74000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 935500000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 244962062.53000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 438143532.23000000 1718320193.79000000 N 4051745139.26307692 N N N iShares MSCI Intl Value Factor ETF S000049573 549300HD4TSTWEGNNR73 N 0 0 0 Exchange-Traded Fund N N 0.12000000 -0.18000000 4.72000000 4.72000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 1350856.00000000 25106.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 7279.14000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4784.78000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2429.32000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 2466.49000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6002.86000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 3709.77000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9092.21000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 4178.62000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 4769.48000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 2448.42000000 59570.82000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 7628176.68000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 325832215.40000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 5968518.17000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 200573349.37000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 81282000.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 377338269.94000000 CGS-CIMB Securities (USA), Inc. 8-67414 000141892 549300H78CKL2ZTQTD26 127387.31000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 98338962.30000000 1098076826.98000000 N 716867885.80923076 N N N iShares MSCI Intl Quality Factor ETF S000047504 549300NCBUPWCYENVS18 N 0 0 0 Exchange-Traded Fund N N 0.42000000 0.12000000 3.22000000 3.22000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 1600111.00000000 19824.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 51991.36000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 39704.16000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 16139.57000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 51456.82000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 64181.12000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 17383.76000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 23541.85000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 16902.37000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 13222.04000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 23147.82000000 400192.03000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 383521529.15000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 70754125.19000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 382013000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 775174568.26000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 224120070.50000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12551901.90000000 1856640136.93000000 N 2694747325.56230769 N N N iShares Currency Hedged MSCI EAFE Small-Cap ETF S000049795 5493007Q2WE714GUTO05 N 0 0 0 Exchange-Traded Fund Fund of Funds N N 0.14000000 0.11000000 8.73000000 8.73000000 N N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 3.85000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 6.29000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 63.34000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1046.93000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 177.36000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 49.60000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 46.50000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 17.67000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 266.41000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 165.92000000 1843.87000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 15360000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 34823506.79000000 50183506.79000000 N 68093337.24307692 N N N iShares MSCI Global Multifactor ETF S000048622 549300H3ZR8M6WBK8720 N 0 0 0 Exchange-Traded Fund N N 0.09000000 -0.26000000 1.63000000 1.63000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Cash collateral reinvestment fee Revenue sharing split Rebates paid to borrowers 660746.00000000 3365.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4102.40000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 411.05000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1339.41000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1179.75000000 Financial Brokerage Group S.A.E. N/A N/A 558600U9YMGSR4KAHP73 EG 368.37000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1639.06000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1095.12000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 1028.84000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1844.30000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2645.70000000 18309.57000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10458357.15000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 46599261.10000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 3276055.33000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 12150000.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.53000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 39564.00000000 72665702.11000000 N 101906821.59000000 Committed 300000000.00000000 N N iShares MSCI Europe Financials ETF S000027327 549300TJBWJWP3BXSM63 N 0 0 0 Exchange-Traded Fund N N -0.02000000 -0.50000000 3.63000000 3.63000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 786913.00000000 43922.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17e-1 (17 CFR 270.17e-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1018.71000000 Exane, Inc. 8-49569 000041784 6SDWK6FV8H98XAGSYS75 1533.87000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1984.93000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1247.39000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1515.11000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 2366.87000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2008.31000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 5470.39000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 3386.28000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 1448.35000000 24536.77000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 543157720.31000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 3449876.03000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 107230000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 317807601.41000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 124262070.96000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 259460388.55000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 1894733.39000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 13938606.26000000 1371200996.91000000 N 1114267136.06923076 N N N iShares Adaptive Currency Hedged MSCI EAFE ETF S000052533 54930013F0ZGQ25OZO57 N 0 0 0 Exchange-Traded Fund Fund of Funds N N 0.70000000 0.67000000 9.65000000 9.65000000 N N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N N Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 0.05000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 2.16000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 44.37000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 1.37000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 0.03000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 0.13000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 0.80000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19.17000000 68.08000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 740000.00000000 740000.00000000 N 5974651.01769230 N N N iShares Virtual Work and Life Multisector ETF S000069338 549300BNJ15LJLD6G391 Y 0 0 0 Exchange-Traded Fund N N 0.08000000 -0.38000000 1.80000000 1.80000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Cash collateral reinvestment fee Other Rebates paid to borrowers 196434.00000000 758.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 83.66000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 43.45000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 77.12000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 72.33000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 40.51000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 40.42000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 113.79000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 60.70000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 45.08000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 38.60000000 722.54000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 480000.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 2913589.31000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 8369108.76000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2517724.09000000 14292002.16000000 N 7204076.20700000 Committed 300000000.00000000 N N N iShares MSCI USA Size Factor ETF S000040204 5493007FX38U4LSCPO86 N 0 0 0 Exchange-Traded Fund N N -0.11000000 -0.26000000 0.06000000 0.06000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 18310166.00000000 57152.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 5284.63000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 1169.28000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 4056.08000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1947.19000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 3329.05000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4956.59000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 2229.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1964.48000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2519.92000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4259.94000000 33429.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1108.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9504.12000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 2377625983.83000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 61430000.00000000 2440953908.03000000 N 841777276.86230769 N N N iShares Self-Driving EV and Tech ETF S000063520 5493003XH8PP9MQB5369 N 0 0 0 Exchange-Traded Fund N N 0.32000000 -0.16000000 2.22000000 2.22000000 Y N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Other Revenue sharing split Rebates paid to borrowers 1830370.00000000 26632.00000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2594.92000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 11987.94000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 787.93000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 712.42000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 2439.61000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4250.35000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 2283.09000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 720.90000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 1396.57000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 754.86000000 29535.82000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 18100000.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 209404096.84000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 47449402.68000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 52746015.67000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23644846.77000000 351383873.76000000 N 220307380.16923076 Committed 300000000.00000000 N N N iShares Exponential Technologies ETF S000048311 5493001QZSH136RMZK19 N 0 0 0 Exchange-Traded Fund N N -0.08000000 -0.54000000 1.78000000 1.78000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 51550254.00000000 275386.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 21727.72000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 9393.50000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 7120.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 8896.38000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 18780.23000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 15475.46000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 52668.25000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 26794.17000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14905.10000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 21071.67000000 240193.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 401718013.74000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 15139777.00000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 296410000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 88611997.16000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 14085490.77000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1212201338.02000000 2028166616.69000000 N 3179553673.55769230 Committed 300000000.00000000 N N iShares Core Growth Allocation ETF S000023587 549300ZG5FYWPWUAQ063 N 0 0 0 Exchange-Traded Fund Fund of Funds N N -0.09000000 -0.30000000 0.15000000 0.15000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 6506277.00000000 66008.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 59.35000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1795.55000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 3.34000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 18048.76000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 311.64000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1247.28000000 21465.92000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 38829874.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6449230.00000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 63370000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 676974588.83000000 785623692.91000000 N 1628463913.29461538 N N N iShares Currency Hedged MSCI ACWI ex U.S. ETF S000049792 549300GIU2ICLREM0K76 N 0 0 0 Exchange-Traded Fund Fund of Funds N N 0.25000000 0.22000000 7.63000000 7.63000000 N N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers N/A N/A Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4.02000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 613.16000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 2.65000000 BMO Capital Markets Corp. 8-34344 000016686 RUC0QBLBRPRCU4W1NE59 88.21000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 139.02000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 365.93000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 66.99000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 22.92000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1581.35000000 2884.25000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 13950000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 35856158.93000000 49806158.93000000 N 94665081.31307692 N N N iShares Core Moderate Allocation ETF S000023586 5493003SBBO7QJXQ6O89 N 0 0 0 Exchange-Traded Fund Fund of Funds N N -0.13000000 -0.32000000 0.15000000 0.15000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 11302588.00000000 29032.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 14949.47000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 1233.75000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1554.62000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1288.87000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 206.11000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 2.46000000 19235.28000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 71220000.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4265546.53000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 26868770.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 823230843.43000000 925585159.96000000 N 1475921735.40153846 N N N iShares MSCI USA Value Factor ETF S000040205 549300QCMVXVCAPD3O82 N 0 0 0 Exchange-Traded Fund N N -0.10000000 -0.25000000 0.08000000 0.08000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Cash collateral reinvestment fee Revenue sharing split Rebates paid to borrowers 47139675.00000000 131908.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 38630.12000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 54723.97000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 64719.73000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 117622.27000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 110696.14000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 36233.12000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 85735.78000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 54396.20000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 66174.26000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 140095.72000000 805891.42000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 913280000.00000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 12247900558.04000000 13169513694.04000000 N 11073178819.70230769 N N N iShares Core Aggressive Allocation ETF S000023588 549300E2532X6GS7V091 N 0 0 0 Exchange-Traded Fund Fund of Funds N N -0.06000000 -0.26000000 0.11000000 0.11000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 6622461.00000000 14558.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y Y N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1116.38000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10169.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 197.16000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 895.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 923.54000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 49.32000000 13350.68000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 50470000.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 4080164.27000000 National Securities Clearing Corporation 8-164 000007569 549300RYC9NELN2ICA34 349210116.86000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 24142437.46000000 427902718.59000000 N 1220731576.31846153 N N N iShares Cloud 5G and Tech ETF S000065014 549300RONARYKOU84X40 Y 0 0 0 Exchange-Traded Fund N N 2.42000000 1.30000000 1.18000000 1.18000000 Y N Y N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N N State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb S.A. 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Cairo, Cairo, EG, Branch) E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Saudi Arabia 558600MV09XWUB38H245 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco de Chile 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch) 549300F99IL9YJDWH369 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 105.23000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 102.87000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 257.15000000 465.25000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 3494968.58000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1748800.03000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 10000.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1747484.26000000 7001252.87000000 N 8310566.44000000 Committed 300000000.00000000 N N N iShares MSCI All Country Asia ex Japan ETF S000022496 549300EQSX1KKO1KLL54 N 0 0 0 Exchange-Traded Fund N N -0.49000000 -1.18000000 5.41000000 5.41000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Other Revenue sharing split Cash collateral reinvestment fee Rebates paid to borrowers 112552015.00000000 1385332.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Y N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Services, Inc. 13-3668779 Tax ID N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N N Citibank, National Association (Mumbai, Maharashtra, IN, Branch) E57ODZWZ7FF32TWEFA76 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Malaysia Berhad 549300JTJBG2QBI8KD48 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Makati City, Metro Manila, PH, Branch) RILFO74KP1CM8P6PCT96 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB banka 549300YW95G1VBBGGV07 LV N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch) 2HI3YI5320L3RW6NJ957 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 55707.48000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 38093.09000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 631033.46000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 112943.36000000 Macquarie Capital (USA) Inc. 8-47198 000036368 549300670K07JRB5UQ40 15070.42000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 97679.74000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 66067.41000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 116712.06000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 16923.71000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 24922.02000000 1209258.16000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 106253613.61000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 380642708.91000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 104557115.68000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 83036834.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 17042029.66000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 786830000.00000000 1478362302.70000000 N 5651530042.77153846 Committed 300000000.00000000 N N iShares MSCI Intl Size Factor ETF S000049572 549300VZXW6L50HMRY89 N 0 0 0 Exchange-Traded Fund N N -0.03000000 -0.33000000 4.12000000 4.12000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Revenue sharing split Other Cash collateral reinvestment fee Rebates paid to borrowers 92644.00000000 1983.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N ICE Data Services, Inc. 13-3668779 Tax ID N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N N Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 212.98000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 172.65000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 222.99000000 NATIONAL BANK OF CANADA FINANCIAL INC. 8-39947 000022698 549300R6OJCZ1R8P6U58 CA 133.07000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 194.62000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 241.22000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 246.68000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 132.19000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 208.60000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 323.04000000 2928.73000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 6.63000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 1280000.00000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 39.77000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 11392817.02000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 22.71000000 Berenberg Capital Markets LLC 8-68821 000156757 5493007EG0CYRKKG9L11 3.27000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 19603.83000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 12364648.19000000 25165216.66000000 N 25462346.45769230 N N N iShares MSCI Intl Momentum Factor ETF S000047503 549300O0CUUN2T6OVF98 N 0 0 0 Exchange-Traded Fund N N 0.27000000 -0.03000000 3.85000000 3.85000000 N N Y N N BlackRock Institutional Trust Company, National Association 549300RK1FB0VMTPD087 Y N Cash collateral reinvestment fee Revenue sharing split Other Rebates paid to borrowers 617147.00000000 4897.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N BlackRock Fund Advisors 801-22609 000105247 549300YOOGP0Y1M95C20 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Credit Suisse (Schweiz) AG 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SG Americas Securities, LLC 549300F35UE0BOM1WJ55 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) BNP Paribas Securities Services (Paris, Paris, FR, Branch) 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank, Sociedad Anonima Espanola 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Public Limited Company (Lisbon, Lisboa, PT, Branch) N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N BlackRock Execution Services 8-48719 000039438 549300HFCRQ0NT5KY652 0.00000000 BlackRock Investments, LLC 8-48436 000038642 54930061FBHCKXL2G714 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9847.50000000 Raymond James & Associates, Inc. 8-10999 000000705 U4ONQX15J3RO8XCKE979 10691.34000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 32398.64000000 Scotia Capital (USA) Inc. 8-3716 000002739 549300BLWPABP1VNME36 12848.41000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 34733.23000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 25764.16000000 CIBC World Markets Corp. 8-18333 000000630 549300445CON3DBMU275 20640.64000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 9822.72000000 TD Securities (USA) LLC 8-36747 000018476 SUVUFHICNZMP2WKHG940 12162.55000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 16458.33000000 254628.50000000 BNP Paribas Securities Corp. 8-32682 000015794 RCNB6OTYUAMMP879YW96 2511915.60000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 168961765.77000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 146968321.00000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 10344309.25000000 BlackRock Funds III - BlackRock Cash Funds: Treasury N/A N/A 5493005PQV5UQG4OSI49 46431000.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3196480.17000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 52152131.31000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 10501511.65000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 9544064.42000000 455631839.89000000 N 676946284.16000000 N N N iShares ESG Aware Conservative Allocation ETF S000068729 N 50000.00000000 0.19500000 0.00707106 99.80500000 0.00707106 45.68000000 0.00000000 54.32000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI Europe Small-Cap ETF S000018145 Y 50000.00000000 1.94947368 0.45742605 98.05052631 0.45742605 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3300.00000000 0.00000000 0.00000000 3300.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI USA Quality Factor ETF S000041444 Y 50000.00000000 0.47918478 0.11133020 99.52081521 0.11133020 0.40593457 0.22492526 99.59406542 0.22492526 0.00000000 401.10497237 0.00000000 0.00000000 401.10497237 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 400.00000000 0.00000000 Y iShares Currency Hedged MSCI EAFE ETF S000043040 N 50000.00000000 0.11137500 1.10868578 99.88862500 1.10868578 0.00014285 0.95185173 99.99985714 0.95185173 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 Y iShares MSCI USA Multifactor ETF S000048623 N 50000.00000000 0.63700000 0.25527461 99.36300000 0.25527461 0.69640000 0.31028051 99.30360000 0.31028051 0.00000000 400.00000000 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 400.00000000 0.00000000 N iShares MSCI USA Momentum Factor ETF S000040316 N 50000.00000000 0.20227678 0.09808340 99.79772321 0.09808340 0.21235807 0.15757380 99.78764192 0.15757380 0.00000000 379.50450450 0.00000000 0.00000000 379.56621004 0.00000000 0.00000000 375.00000000 0.00000000 0.00000000 375.00000000 0.00000000 Y iShares Core MSCI Pacific ETF S000045103 Y 100000.00000000 4.88666666 3.66914613 95.11333333 3.66914613 5.19666666 3.67109429 94.80333333 3.67109429 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15000.52667000 0.00000000 0.00000000 15000.52667000 0.00000000 N iShares MSCI Kokusai ETF S000019898 Y 50000.00000000 3.49500000 0.53033008 96.50500000 0.53033008 3.99000000 0.05656854 96.01000000 0.05656854 0.00000000 15613.83507000 0.00000000 0.00000000 15613.83507000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 N iShares MSCI EAFE Value ETF S000004438 Y 400000.00000000 9.17101265 28.50333487 90.82898734 28.50333487 0.20888888 0.69239519 99.79111111 0.69239519 0.00000000 13588.88888888 0.00000000 0.00000000 13588.88888888 0.00000000 0.00000000 13200.00000000 0.00000000 0.00000000 13200.00000000 0.00000000 N iShares MSCI EAFE Small-Cap ETF S000019124 Y 200000.00000000 15.26634615 33.84965931 84.73365384 33.84965931 1.80517241 1.00523849 98.19482758 1.00523849 0.00000000 10255.81395348 0.00000000 0.00000000 10255.81395348 0.00000000 0.00000000 10007.26172000 0.00000000 0.00000000 10007.26172000 0.00000000 N iShares ESG Aware Aggressive Allocation ETF S000068732 N 50000.00000000 0.20250000 0.02362907 99.79750000 0.02362907 1.18000000 0.00000000 98.82000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares ESG Aware Growth Allocation ETF S000068731 N 50000.00000000 0.27000000 0.07000000 99.73000000 0.07000000 0.34000000 0.00000000 99.66000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 N iShares MSCI China A ETF S000047435 Y 50000.00000000 4.88388888 1.03648806 95.11611111 1.03648806 5.15500000 1.18560412 94.84500000 1.18560412 0.00000000 7150.00000000 0.00000000 0.00000000 7150.00000000 0.00000000 0.00000000 7150.00000000 0.00000000 0.00000000 7150.00000000 0.00000000 N iShares Cybersecurity and Tech ETF S000065015 Y 50000.00000000 0.82940594 0.57426791 99.17059405 0.57426791 0.45000000 0.82504545 99.55000000 0.82504545 0.00000000 215.00000000 0.00000000 0.00000000 215.00000000 0.00000000 0.00000000 215.00000000 0.00000000 0.00000000 215.00000000 0.00000000 N iShares MSCI Intl Small-Cap Multifactor ETF S000049025 Y 100000.00000000 4.22571428 1.36716077 95.77428571 1.36716077 11.07000000 0.00000000 88.93000000 0.00000000 0.00000000 11766.66666666 0.00000000 0.00000000 11766.66666666 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI ACWI ex U.S. ETF S000021460 Y 200000.00000000 25.42000000 42.30381395 74.58000000 42.30381395 5.19000000 0.09899494 94.81000000 0.09899494 0.00000000 12057.14285714 0.00000000 0.00000000 12057.14285714 0.00000000 0.00000000 11700.00000000 0.00000000 0.00000000 11700.00000000 0.00000000 N iShares MSCI USA Small-Cap Multifactor ETF S000048624 Y 50000.00000000 3.02701754 0.32998357 96.97298245 0.32998357 2.66500000 0.43325512 97.33500000 0.43325512 0.00000000 1501.78571428 0.00000000 0.00000000 1501.78571428 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 N iShares Core MSCI Total International Stock ETF S000038931 Y 100000.00000000 33.22382978 44.12441957 66.77617021 44.12441957 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15227.27272727 0.00000000 0.00000000 15227.27272727 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y iShares MSCI Intl Multifactor ETF S000049024 Y 100000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.84384615 0.37140585 99.15615384 0.37140585 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3500.00000000 0.00000000 0.00000000 3500.00000000 0.00000000 N iShares MSCI ACWI Low Carbon Target ETF S000047644 Y 50000.00000000 3.19578947 0.56332658 96.80421052 0.56332658 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5740.96158400 0.00000000 0.00000000 5740.96158400 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Morningstar Multi-Asset Income ETF S000036830 N 50000.00000000 0.17250000 0.18571932 99.82750000 0.18571932 0.11897435 0.14810726 99.88102564 0.14810726 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y iShares MSCI EAFE ETF S000004351 Y 600000.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.63900000 0.20420305 99.36100000 0.20420305 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 Y iShares Core MSCI International Developed Markets ETF S000056604 Y 150000.00000000 10.05301886 25.95483300 89.94698113 25.95483300 2.48000000 1.14551298 97.52000000 1.14551298 0.00000000 17859.30663000 0.00000000 0.00000000 17859.30663000 0.00000000 0.00000000 17500.00000000 0.00000000 0.00000000 17500.00000000 0.00000000 N iShares Core MSCI Europe ETF S000045102 Y 100000.00000000 34.70909090 46.88384398 65.29090909 46.88384398 2.18600000 0.36184250 97.81400000 0.36184250 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 N iShares Robotics and Artificial Intelligence Multisector ETF S000062201 Y 200000.00000000 1.79520000 1.63381741 98.20480000 1.63381741 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 3287.50000000 0.00000000 0.00000000 3284.78260869 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI USA Mid-Cap Multifactor ETF S000065416 N 50000.00000000 2.38500000 1.23743686 97.61500000 1.23743686 0.16000000 0.00000000 99.84000000 0.00000000 0.00000000 275.00000000 0.00000000 0.00000000 275.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares ESG Aware Moderate Allocation ETF S000068730 N 50000.00000000 0.22000000 0.02828427 99.78000000 0.02828427 32.85000000 0.00000000 67.15000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Genomics Immunology and Healthcare ETF S000065599 Y 50000.00000000 3.93424242 17.31686660 96.06575757 17.31686660 0.58750000 0.47401652 99.41250000 0.47401652 0.00000000 896.87500000 0.00000000 0.00000000 896.87500000 0.00000000 0.00000000 850.00000000 0.00000000 0.00000000 850.00000000 0.00000000 N iShares MSCI USA Small-Cap Min Vol Factor ETF S000054723 Y 50000.00000000 1.95133333 0.67983051 98.04866666 0.67983051 2.18785714 0.65773645 97.81214285 0.65773645 0.00000000 1100.00000000 0.00000000 0.00000000 1100.00000000 0.00000000 0.00000000 1100.00000000 0.00000000 0.00000000 1100.00000000 0.00000000 N iShares MSCI USA Min Vol Factor ETF S000031838 Y 100000.00000000 0.33782608 0.12706956 99.66217391 0.12706956 0.35350253 0.15500597 99.64649746 0.15500597 0.00000000 307.24637681 0.00000000 0.00000000 307.24637681 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 300.00000000 0.00000000 Y iShares MSCI ACWI ETF S000021461 Y 200000.00000000 2.66923076 0.76758779 97.33076923 0.76758779 2.37285714 0.74854780 97.62714285 0.74854780 0.00000000 7953.84615384 0.00000000 0.00000000 7953.84615384 0.00000000 0.00000000 7871.42857142 0.00000000 0.00000000 7871.42857142 0.00000000 N iShares MSCI EAFE Min Vol Factor ETF S000031837 Y 100000.00000000 0.75000000 0.00000000 99.25000000 0.00000000 1.68901960 0.75783107 98.31098039 0.75783107 0.00000000 2600.00000000 0.00000000 0.00000000 2600.00000000 0.00000000 0.00000000 2638.71382400 0.00000000 0.00000000 2638.71382400 0.00000000 Y iShares U.S. Tech Breakthrough Multisector ETF S000067234 Y 50000.00000000 0.31500000 0.35500503 99.68500000 0.35500503 0.70652173 0.47726120 99.29347826 0.47726120 0.00000000 450.00000000 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 450.00000000 0.00000000 N iShares Core Conservative Allocation ETF S000023585 N 50000.00000000 0.29535087 0.34838230 99.70464912 0.34838230 0.37131578 0.59615511 99.62868421 0.59615511 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y iShares MSCI EAFE Growth ETF S000004437 Y 400000.00000000 3.15285714 16.85283700 96.84714285 16.85283700 0.51666666 0.23576824 99.48333333 0.23576824 0.00000000 13241.17647058 0.00000000 0.00000000 13241.17647058 0.00000000 0.00000000 12800.00000000 0.00000000 0.00000000 12800.00000000 0.00000000 N iShares Core MSCI EAFE ETF S000038930 Y 200000.00000000 32.27792452 46.98306615 67.72207547 46.98306615 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15277.77777777 0.00000000 0.00000000 15277.77777777 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 Y iShares China Large-Cap ETF S000004364 Y 150000.00000000 8.86797101 22.79922448 91.13202898 22.79922448 1.63703703 0.63340845 98.36296296 0.63340845 0.00000000 1792.30769230 0.00000000 0.00000000 1792.30769230 0.00000000 0.00000000 1300.00000000 0.00000000 0.00000000 1300.00000000 0.00000000 N iShares MSCI Intl Value Factor ETF S000049573 Y 100000.00000000 12.66395348 28.44984803 87.33604651 28.44984803 2.26181818 2.39172664 97.73818181 2.39172664 0.00000000 5243.58974358 0.00000000 0.00000000 5243.58974358 0.00000000 0.00000000 5172.32818200 0.00000000 0.00000000 5172.32818200 0.00000000 N iShares MSCI Intl Quality Factor ETF S000047504 Y 100000.00000000 11.48662337 30.34492919 88.51337662 30.34492919 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 5234.78260869 0.00000000 0.00000000 5234.78260869 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Currency Hedged MSCI EAFE Small-Cap ETF S000049795 N 10000.00000000 0.00289473 1.20129863 99.99710526 1.20129863 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI Global Multifactor ETF S000048622 Y 50000.00000000 5.27833333 0.27665261 94.72166666 0.27665261 3.35000000 0.00000000 96.65000000 0.00000000 0.00000000 7416.66666666 0.00000000 0.00000000 7416.66666666 0.00000000 0.00000000 7500.00000000 0.00000000 0.00000000 7500.00000000 0.00000000 N iShares MSCI Europe Financials ETF S000027327 Y 50000.00000000 18.15820000 36.10450775 81.84180000 36.10450775 2.76550000 1.66624530 97.23450000 1.66624530 0.00000000 1700.00000000 0.00000000 0.00000000 1700.00000000 0.00000000 0.00000000 1721.30600000 0.00000000 0.00000000 1721.30600000 0.00000000 Y iShares Adaptive Currency Hedged MSCI EAFE ETF S000052533 N 50000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Virtual Work and Life Multisector ETF S000069338 Y 100000.00000000 0.41000000 0.41601282 99.59000000 0.41601282 3.48000000 0.00000000 96.52000000 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI USA Size Factor ETF S000040204 Y 50000.00000000 0.49558823 0.13441661 99.50441176 0.13441661 0.54457627 0.14620866 99.45542372 0.14620866 0.00000000 1705.88235294 0.00000000 0.00000000 1705.88235294 0.00000000 0.00000000 1700.00000000 0.00000000 0.00000000 1700.00000000 0.00000000 N iShares Self-Driving EV and Tech ETF S000063520 Y 100000.00000000 0.50037037 0.32606842 99.49962962 0.32606842 0.35000000 0.00000000 99.65000000 0.00000000 0.00000000 3488.20754716 0.00000000 0.00000000 3488.20754716 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares Exponential Technologies ETF S000048311 Y 50000.00000000 15.77000000 30.20349412 84.23000000 30.20349412 3.85666666 2.57068603 96.14333333 2.57068603 0.00000000 1906.45161290 0.00000000 0.00000000 1906.45161290 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 1600.00000000 0.00000000 N iShares Core Growth Allocation ETF S000023587 N 50000.00000000 0.18675675 0.15800215 99.81324324 0.15800215 0.30130434 0.37110773 99.69869565 0.37110773 0.00000000 253.42465753 0.00000000 0.00000000 253.42465753 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y iShares Currency Hedged MSCI ACWI ex U.S. ETF S000049792 N 10000.00000000 0.27411764 0.95267126 99.72588235 0.95267126 0.88000000 0.00000000 99.12000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 N iShares Core Moderate Allocation ETF S000023586 N 50000.00000000 0.27476923 0.40883880 99.72523076 0.40883880 0.38400000 0.83807674 99.61600000 0.83807674 0.00000000 250.77519379 0.00000000 0.00000000 250.77519379 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y iShares MSCI USA Value Factor ETF S000040205 Y 50000.00000000 0.35003846 0.11828732 99.64996153 0.11828732 0.45795180 0.48341205 99.54204819 0.48341205 0.00000000 1701.73745173 0.00000000 0.00000000 1701.73745173 0.00000000 0.00000000 1700.00000000 0.00000000 0.00000000 1700.00000000 0.00000000 Y iShares Core Aggressive Allocation ETF S000023588 N 50000.00000000 0.15267857 0.16555681 99.84732142 0.16555681 0.52000000 1.02568269 99.48000000 1.02568269 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y iShares Cloud 5G and Tech ETF S000065014 Y 80000.00000000 0.07333333 0.00577350 99.92666666 0.00577350 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 950.00000000 0.00000000 0.00000000 950.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N iShares MSCI All Country Asia ex Japan ETF S000022496 Y 200000.00000000 3.62843750 0.32696166 96.37156250 0.32696166 6.11166666 4.44242937 93.88833333 4.44242937 0.00000000 5000.00000000 0.00000000 0.00000000 5000.00000000 0.00000000 0.00000000 9868.56583700 0.00000000 0.00000000 9868.56583700 0.00000000 N iShares MSCI Intl Size Factor ETF S000049572 Y 200000.00000000 2.20500000 0.61518289 97.79500000 0.61518289 4.11000000 1.30107647 95.89000000 1.30107647 0.00000000 15000.00000000 0.00000000 0.00000000 15000.00000000 0.00000000 0.00000000 15022.55000000 0.00000000 0.00000000 15022.55000000 0.00000000 N iShares MSCI Intl Momentum Factor ETF S000047503 Y 100000.00000000 10.41515151 23.16460043 89.58484848 23.16460043 2.36000000 0.00000000 97.64000000 0.00000000 0.00000000 4561.29032258 0.00000000 0.00000000 4561.29032258 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true