# EDGAR Filing Document

**Accession Number:** 0001097077
**File Stem:** 0000940400-26-014748
**Filing Date:** 2026-4
**Character Count:** 191006
**Document Hash:** e342db9b9816a06bc6a7dd5124741ced
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014748.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000940400-26-014748

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LARGE CAP SERIES FUNDS, INC.
- **CENTRAL INDEX KEY:** 0001097077

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09637
- **FILM NUMBER:** 26893177

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH LARGE CAP SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19991018

## Series and Classes Contracts Data

### BlackRock Event Driven Equity Fund (Series ID: S000018499)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000051319 | Investor A    |  |
| C000051320 | Investor C    |  |
| C000051321 | Institutional |  |

## Nport-Ex

Schedule of Investments (unaudited)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 3.1%** | **Aerospace & Defense — 3.1%** | **Aerospace & Defense — 3.1%** |
| ATI, Inc.<sup>(a)</sup> | 176336 | $28846806 |
| Boeing Co. (The)<sup>(a)</sup> | 48367 | 11004944 |
| General Electric Co. | 90497 | 30973503 |
| Howmet Aerospace, Inc. | 135618 | 35603794 |
| RTX Corp. | 127783 | 25891391 |
| StandardAero, Inc.<sup>(a)(b)</sup> | 677553 | 20868632 |
|  |  | 153189070 |
| **Biotechnology — 12.8%** | **Biotechnology — 12.8%** | **Biotechnology — 12.8%** |
| Amicus Therapeutics, Inc.<sup>(a)</sup> | 6082557 | 87406344 |
| Arcellx, Inc.<sup>(a)</sup> | 255106 | 29028512 |
| Avidity Biosciences, Inc.<sup>(a)</sup> | 1753889 | 126280008 |
| Eikon Therapeutics, Inc.<sup>(a)(b)</sup> | 124234 | 1711945 |
| Exact Sciences Corp.<sup>(a)</sup> | 3296338 | 340775422 |
| RAPT Therapeutics, Inc.<sup>(a)</sup> | 620512 | 35977286 |
| Revolution Medicines, Inc.<sup>(a)</sup> | 74415 | 7591818 |
|  |  | 628771335 |
| **Capital Markets — 0.8%** | **Capital Markets — 0.8%** | **Capital Markets — 0.8%** |
| Janus Henderson Group PLC | 789199 | 41117268 |
| Wealthfront Corp.<sup>(a)</sup> | 43037 | 357207 |
|  |  | 41474475 |
| **Chemicals — 2.9%** | **Chemicals — 2.9%** | **Chemicals — 2.9%** |
| Air Products & Chemicals, Inc. | 160482 | 44240073 |
| Corteva, Inc. | 517701 | 41478204 |
| Dow, Inc. | 106119 | 3261037 |
| DuPont de Nemours, Inc. | 596078 | 29827743 |
| Olin Corp. | 567220 | 14390372 |
| Sensient Technologies Corp. | 70470 | 7154819 |
| Solstice Advanced Materials, Inc. | 14771 | 1159671 |
|  |  | 141511919 |
| **Commercial Services & Supplies — 1.0%** | **Commercial Services & Supplies — 1.0%** | **Commercial Services & Supplies — 1.0%** |
| GFL Environmental, Inc.<sup>(b)</sup> | 1155862 | 51077542 |
| **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** |
| Solv Energy, Inc., Class A<sup>(a)</sup> | 160530 | 5059906 |
| **Construction Materials — 1.4%** | **Construction Materials — 1.4%** | **Construction Materials — 1.4%** |
| Amrize Ltd.<sup>(a)</sup> | 259766 | 16882192 |
| CRH PLC | 414017 | 49673760 |
|  |  | 66555952 |
| **Electrical Equipment — 0.8%** | **Electrical Equipment — 0.8%** | **Electrical Equipment — 0.8%** |
| Forgent Power Solutions, Inc.<sup>(a)</sup> | 362604 | 12469952 |
| GE Vernova, Inc. | 32759 | 28618262 |
|  |  | 41088214 |
| **Electronic Equipment, Instruments & Components — 0.1%** | **Electronic Equipment, Instruments & Components — 0.1%** | **Electronic Equipment, Instruments & Components — 0.1%** |
| Keysight Technologies, Inc.<sup>(a)</sup> | 20713 | 6365726 |
| **Entertainment — 6.8%** | **Entertainment — 6.8%** | **Entertainment — 6.8%** |
| Electronic Arts, Inc. | 1114414 | 223518016 |
| Netflix, Inc.<sup>(a)</sup> | 184840 | 17789002 |
| Warner Bros Discovery, Inc., Class A<sup>(a)</sup> | 3244654 | 91401903 |
|  |  | 332708921 |
| **Financial Services — 0.1%** | **Financial Services — 0.1%** | **Financial Services — 0.1%** |
| PicS NV, Class A<sup>(a)</sup> | 232919 | 3978257 |
| **Food Products — 0.0%** | **Food Products — 0.0%** | **Food Products — 0.0%** |
| Once Upon a Farm PBC<sup>(a)</sup> | 67449 | 1565491 |
| **Health Care Equipment & Supplies — 3.8%** | **Health Care Equipment & Supplies — 3.8%** | **Health Care Equipment & Supplies — 3.8%** |
| Envista Holdings Corp.<sup>(a)</sup> | 1349714 | 39425146 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Hologic, Inc.<sup>(a)</sup> | 1767953 | $133232938 |
| Medline, Inc., Class A<sup>(a)</sup> | 292183 | 13881614 |
|  |  | 186539698 |
| **Health Care Providers & Services — 4.1%** | **Health Care Providers & Services — 4.1%** | **Health Care Providers & Services — 4.1%** |
| Brookdale Senior Living, Inc.<sup>(a)</sup> | 2320311 | 35500758 |
| Cigna Group (The) | 222451 | 64470749 |
| Elevance Health, Inc. | 1833 | 586560 |
| Humana, Inc. | 261761 | 49875941 |
| Lumexa Imaging Holdings, Inc.<sup>(a)</sup> | 41697 | 589595 |
| Tenet Healthcare Corp.<sup>(a)</sup> | 84112 | 20135572 |
| UnitedHealth Group, Inc. | 101174 | 29671299 |
|  |  | 200830474 |
| **Health Care REITs — 1.6%** | **Health Care REITs — 1.6%** | **Health Care REITs — 1.6%** |
| Ventas, Inc. | 271070 | 23355391 |
| Welltower, Inc. | 269640 | 55847837 |
|  |  | 79203228 |
| **Hotels, Restaurants & Leisure — 0.3%** | **Hotels, Restaurants & Leisure — 0.3%** | **Hotels, Restaurants & Leisure — 0.3%** |
| Caesars Entertainment, Inc.<sup>(a)</sup> | 520609 | 13041256 |
| **Industrial Conglomerates — 0.5%** | **Industrial Conglomerates — 0.5%** | **Industrial Conglomerates — 0.5%** |
| Honeywell International, Inc. | 106358 | 25907745 |
| **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** |
| Meta Platforms, Inc., Class A | 32742 | 21222710 |
| **IT Services — 0.6%** | **IT Services — 0.6%** | **IT Services — 0.6%** |
| Cloudflare, Inc., Class A<sup>(a)</sup> | 76723 | 13210933 |
| Shopify, Inc., Class A<sup>(a)</sup> | 87628 | 10579328 |
| Snowflake, Inc., Class A<sup>(a)</sup> | 29206 | 4918583 |
|  |  | 28708844 |
| **Life Sciences Tools & Services — 2.0%** | **Life Sciences Tools & Services — 2.0%** | **Life Sciences Tools & Services — 2.0%** |
| Danaher Corp. | 219061 | 46143009 |
| Thermo Fisher Scientific, Inc. | 75824 | 39512645 |
| Waters Corp.<sup>(a)</sup> | 44123 | 14092004 |
|  |  | 99747658 |
| **Machinery — 5.5%** | **Machinery — 5.5%** | **Machinery — 5.5%** |
| Chart Industries, Inc.<sup>(a)</sup> | 1298810 | 269243313 |
| **Media — 0.4%** | **Media — 0.4%** | **Media — 0.4%** |
| DoubleVerify Holdings, Inc.<sup>(a)</sup> | 1023711 | 10789914 |
| TEGNA, Inc. | 513376 | 10755227 |
|  |  | 21545141 |
| **Oil, Gas & Consumable Fuels — 0.5%** | **Oil, Gas & Consumable Fuels — 0.5%** | **Oil, Gas & Consumable Fuels — 0.5%** |
| Williams Cos., Inc. (The) | 331260 | 24751747 |
| **Personal Care Products — 0.9%** | **Personal Care Products — 0.9%** | **Personal Care Products — 0.9%** |
| Coty, Inc., Class A<sup>(a)</sup> | 9590124 | 24071211 |
| Kenvue, Inc. | 1017693 | 19458290 |
|  |  | 43529501 |
| **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| Atrium Therapeutics, Inc.<sup>(a)</sup> | 175389 | 2586986 |
| Ventyx Biosciences, Inc.<sup>(a)</sup> | 1032629 | 14425827 |
|  |  | 17012813 |
| **Professional Services — 0.2%** | **Professional Services — 0.2%** | **Professional Services — 0.2%** |
| UL Solutions, Inc., Class A | 98195 | 8245434 |
| **Semiconductors & Semiconductor Equipment — 3.2%** | **Semiconductors & Semiconductor Equipment — 3.2%** | **Semiconductors & Semiconductor Equipment — 3.2%** |
| Broadcom, Inc. | 96792 | 30929884 |
| Entegris, Inc. | 45391 | 6012038 |
| GLOBALFOUNDRIES, Inc.<sup>(a)</sup> | 258542 | 12293672 |
| Lattice Semiconductor Corp.<sup>(a)</sup> | 138594 | 13252358 |
| NXP Semiconductors NV | 48348 | 10975480 |

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Qnity Electronics, Inc. | 254217 | $32224547 |
| QUALCOMM, Inc. | 74190 | 10561688 |
| Silicon Laboratories, Inc.<sup>(a)</sup> | 207846 | 42510742 |
|  |  | 158760409 |
| **Software — 6.9%** | **Software — 6.9%** | **Software — 6.9%** |
| Clearwater Analytics Holdings, Inc., Class A<sup>(a)</sup> | 2943466 | 68847670 |
| Confluent, Inc., Class A<sup>(a)</sup> | 7304935 | 224042356 |
| Crowdstrike Holdings, Inc., Class A<sup>(a)</sup> | 42890 | 15954222 |
| Elastic NV<sup>(a)</sup> | 82418 | 4291505 |
| Five9, Inc.<sup>(a)</sup> | 64269 | 1120851 |
| Salesforce, Inc. | 35021 | 6821741 |
| ServiceNow, Inc.<sup>(a)</sup> | 67810 | 7324158 |
| Unity Software, Inc.<sup>(a)</sup> | 75173 | 1370404 |
| Workday, Inc., Class A<sup>(a)</sup> | 31891 | 4265740 |
| Zoom Communications, Inc., Class A<sup>(a)</sup> | 53709 | 3971244 |
|  |  | 338009891 |
| **Specialty Retail — 0.6%** | **Specialty Retail — 0.6%** | **Specialty Retail — 0.6%** |
| Bath & Body Works, Inc. | 141496 | 3220449 |
| Bob's Discount Furniture, Inc.<sup>(a)</sup> | 407479 | 8654854 |
| Carvana Co., Class A<sup>(a)(b)</sup> | 49945 | 16689621 |
|  |  | 28564924 |
| **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** |
| EquipmentShare.com, Inc., Class A<sup>(a)</sup> | 50832 | 1475145 |
| **Total Common Stocks — 61.7%** <br>**(Cost: $2,646,301,115)** | **Total Common Stocks — 61.7%** <br>**(Cost: $2,646,301,115)** | 3039686739 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** |
| Bombardier, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/28<sup>(c)</sup> | USD  | 1765 | 1763567 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30<sup>(c)</sup> |  | 6147 | 6585539 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/32<sup>(c)</sup> |  | 7000 | 7373744 |
| TransDigm, Inc., 4.63%, 01/15/29 |  | 3670 | 3659067 |
|  |  |  | 19381917 |
| **Biotechnology — 0.1%** | **Biotechnology — 0.1%** | **Biotechnology — 0.1%** | **Biotechnology — 0.1%** |
| Exact Sciences Corp., 2.00%, 03/01/30<sup>(c)(d)</sup> |  | 2000 | 2797200 |
| **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** |
| SoFi Technologies, Inc., 0.00%, 10/15/26<sup>(c)(d)(e)</sup> |  | 4126 | 4359119 |
| **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** | **Diversified Consumer Services — 0.4%** |
| Sotheby's, 7.38%, 10/15/27<sup>(c)</sup> |  | 20957 | 20829288 |
| **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** |
| Southern Co. (The), 3.25%, 06/15/28<sup>(c)(d)</sup> |  | 4494 | 4613091 |
| **Financial Services — 0.2%** | **Financial Services — 0.2%** | **Financial Services — 0.2%** | **Financial Services — 0.2%** |
| Coinbase Global, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/01/29<sup>(c)(d)(e)</sup> |  | 5749 | 5048197 |
| &nbsp;&nbsp;&nbsp; 0.00%, 10/01/32<sup>(c)(d)(e)</sup> |  | 5749 | 4650941 |
|  |  |  | 9699138 |
| **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc., Series 2028, 0.88%, <br> 12/01/28<sup>(d)</sup><br>|  | 3306 | 4084563 |
| **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp; Merit Medical Systems, Inc., 3.00%, <br> 02/01/29<sup>(c)(d)</sup><br>|  | 2650 | 2990525 |
| **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** |
| Brookdale Senior Living, Inc., 3.50%, 10/15/29<sup>(d)</sup> |  | 8391 | 14996395 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| LifePoint Health, Inc., 11.00%, 10/15/30<sup>(c)</sup> | USD  | 10266 | $11150128 |
| Tenet Healthcare Corp., 4.25%, 06/01/29 |  | 13767 | 13553360 |
|  |  |  | 39699883 |
| **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance <br> Corp., 8.50%, 02/15/32<sup>(c)</sup><br>|  | 1313 | 1405275 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |
| DoorDash, Inc., 0.00%, 05/15/30<sup>(c)(d)(e)</sup> |  | 1961 | 1889423 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc., 4.63%, 01/15/29<sup>(c)</sup><br>|  | 9500 | 9237521 |
|  |  |  | 11126944 |
| **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** | **Insurance — 0.2%** |
| &nbsp;&nbsp;&nbsp; Asurion LLC & Asurion Co-Issuer, Inc., 8.00%, <br> 12/31/32<sup>(c)</sup><br>|  | 9172 | 9633425 |
| **IT Services — 0.4%** | **IT Services — 0.4%** | **IT Services — 0.4%** | **IT Services — 0.4%** |
| Akamai Technologies, Inc., 0.25%, 05/15/33<sup>(c)(d)</sup> |  | 3223 | 4035518 |
| Cloudflare, Inc., 0.00%, 06/15/30<sup>(c)(d)(e)</sup> |  | 6047 | 6339675 |
| CoreWeave, Inc., 1.75%, 12/01/31<sup>(c)(d)</sup> |  | 7056 | 7275039 |
|  |  |  | 17650232 |
| **Media — 0.9%** | **Media — 0.9%** | **Media — 0.9%** | **Media — 0.9%** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 7.38%, 03/01/31<sup>(c)</sup><br>|  | 9722 | 10030897 |
| DISH Network Corp., 11.75%, 11/15/27<sup>(c)</sup> |  | 25400 | 26296011 |
| EchoStar Corp., 10.75%, 11/30/29 |  | 3600 | 3930998 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(c)</sup> |  | 3805 | 3893976 |
|  |  |  | 44151882 |
| **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |
| First Quantum Minerals Ltd., 7.25%, 02/15/34<sup>(c)</sup> |  | 1202 | 1257679 |
| **Passenger Airlines — 0.4%** | **Passenger Airlines — 0.4%** | **Passenger Airlines — 0.4%** | **Passenger Airlines — 0.4%** |
| Latam Airlines Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/30<sup>(c)</sup> |  | 7000 | 7300243 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/07/31<sup>(c)</sup> |  | 10981 | 11479903 |
|  |  |  | 18780146 |
| **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** |
| &nbsp;&nbsp;&nbsp; Coty, Inc./HFC Prestige Products, Inc./HFC <br> Prestige International U.S. LLC, 6.63%, <br> 07/15/30<sup>(c)</sup><br>|  | 4152 | 4206682 |
| **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere <br> Co-Issuer Corp., 7.00%, 04/15/30<sup>(c)</sup><br>|  | 2000 | 2021688 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy Co-<br> Issuer Corp., 9.75%, 04/15/30<sup>(c)</sup><br>|  | 7000 | 7542577 |
| Compass, Inc., 0.25%, 04/15/31<sup>(c)(d)</sup> |  | 1914 | 1825651 |
|  |  |  | 11389916 |
| **Software — 0.5%** | **Software — 0.5%** | **Software — 0.5%** | **Software — 0.5%** |
| Cloud Software Group, Inc., 6.50%, 03/31/29<sup>(c)</sup> |  | 20809 | 20406908 |
| Nebius Group NV |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/15/30<sup>(c)(d)</sup> |  | 2861 | 2921653 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/32<sup>(c)(d)</sup> |  | 2109 | 2086855 |
|  |  |  | 25415416 |
| **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** | **Specialty Retail — 0.2%** |
| Michaels Cos., Inc. (The), 03/15/33<sup>(c)(f)</sup> |  | 11467 | 11154007 |
| **Total Corporate Bonds — 5.4%** <br>**(Cost: $251,527,139)** | **Total Corporate Bonds — 5.4%** <br>**(Cost: $251,527,139)** | **Total Corporate Bonds — 5.4%** <br>**(Cost: $251,527,139)** | 264626328 |

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**(Percentages shown are based on Net Assets)**

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Floating Rate Loan Interests**<sup>(h)</sup> | **Floating Rate Loan Interests**<sup>(h)</sup> | **Floating Rate Loan Interests**<sup>(h)</sup> | **Floating Rate Loan Interests**<sup>(h)</sup> |
| **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** |
| TransDigm, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Tranche K Term Loan, (1 mo. CME Term <br> SOFR US at 0.00% Floor + 2.25%), 5.92%, <br> 03/22/30<sup>(g)</sup><br>| USD  | 19763 | $19739846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tranche N Term Loan, (1 mo. CME Term <br> SOFR US at 0.00% Floor + 2.50%), 6.16%, <br> 02/13/33<sup>(g)</sup><br>|  | 11002 | 11010362 |
|  |  |  | 30750208 |
| **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** |
| &nbsp;&nbsp;&nbsp; Kodiak BP LLC, Term B Loan, (3 mo. CME Term <br> SOFR US at 0.00% Floor + 3.75%), 7.42%, <br> 12/04/31<br>|  | 3500 | 3496605 |
| &nbsp;&nbsp;&nbsp; MI Windows & Doors LLC, Term B-3 Loan, (1 mo. <br> CME Term SOFR US at 0.00% Floor + <br> 2.75%), 6.42%, 03/28/31<br>|  | 6913 | 6855602 |
|  |  |  | 10352207 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| &nbsp;&nbsp;&nbsp; Qnity Electronics, Inc., Initial Term Loan, (6 mo. <br> CME Term SOFR US at 0.00% Floor + <br> 2.00%), 5.70%, 11/01/32<br>|  | 14134 | 14173717 |
| **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** |
| Talen Energy Supply LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024-1 Incremental Term B Loan, (3 mo. CME <br> Term SOFR US at 0.00% Floor + 2.50%), <br> 6.15%, 12/15/31<sup>(g)</sup><br>|  | 791 | 792394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Initial Term B Loan, (3 mo. CME Term SOFR <br> US at 0.50% Floor + 2.50%), 6.15%, <br> 05/17/30<br>|  | 2962 | 2968364 |
|  |  |  | 3760758 |
| **Electrical Equipment — 0.1%** | **Electrical Equipment — 0.1%** | **Electrical Equipment — 0.1%** | **Electrical Equipment — 0.1%** |
| &nbsp;&nbsp;&nbsp; Project Aurora Holdco 1 Ltd., Facility B2, (3 mo. <br> CME Term SOFR US at 0.00% Floor + <br> 2.75%), 6.49%, 12/06/32<sup>(g)</sup><br>|  | 3705 | 3707334 |
| **Health Care Equipment & Supplies — 0.2%** | **Health Care Equipment & Supplies — 0.2%** | **Health Care Equipment & Supplies — 0.2%** | **Health Care Equipment & Supplies — 0.2%** |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP, 2028 Refinancing Term <br> Loan, (1 mo. CME Term SOFR US at 0.50% <br> Floor + 1.75%), 5.42%, 10/23/28<sup>(g)</sup><br>|  | 12135 | 12148284 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC, Initial B Term Loan, <br> (1 mo. CME Term SOFR US at 0.50% Floor + <br> 3.25%), 6.92%, 01/27/29<sup>(g)</sup><br>|  | 8038 | 7985825 |
| **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Stubhub Holdco Sub LLC, Extended USD Term B <br> Loan, (1 mo. CME Term SOFR US at 0.00% <br> Floor + 4.75%), 8.42%, 03/15/30<sup>(g)</sup><br>|  | 2637 | 2546688 |
| **Machinery — 0.4%** | **Machinery — 0.4%** | **Machinery — 0.4%** | **Machinery — 0.4%** |
| TK Elevator U.S. Newco, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Facility B (USD), (6 mo. CME Term SOFR US <br> at 0.50% Floor + 2.75%), 6.38%, 04/30/30<br>|  | 4961 | 4958376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term B Loan, (1 mo. CME Term SOFR US at <br> 0.00% Floor + 2.75%), 2.75%, 04/30/30<br>|  | 17266 | 17266000 |
|  |  |  | 22224376 |
| **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| &nbsp;&nbsp;&nbsp; Arsenal AIC Parent LLC, 2025 Refinancing Term <br> B Loan, (1 mo. CME Term SOFR US at 0.00% <br> Floor + 2.75%), 6.42%, 08/18/30<sup>(g)</sup><br>|  | 11529 | 11529006 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Software — 0.7%** | **Software — 0.7%** | **Software — 0.7%** | **Software — 0.7%** |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., Tenth Amendment <br> Tranche B-1 Term Loan, (3 mo. CME Term <br> SOFR US at 0.00% Floor + 3.25%), 6.92%, <br> 08/13/32<sup>(g)</sup><br>| USD  | 39177 | $36258562 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| &nbsp;&nbsp;&nbsp; Restoration Hardware, Inc., Initial Term Loan, <br> (1 mo. CME Term SOFR US at 0.50% Floor + <br> 2.50%), 6.29%, 10/20/28<sup>(g)</sup><br>|  | 2961 | 2906556 |
| **Total Floating Rate Loan Interests — 3.2%** <br>**(Cost: $161,499,890)** | **Total Floating Rate Loan Interests — 3.2%** <br>**(Cost: $161,499,890)** | **Total Floating Rate Loan Interests — 3.2%** <br>**(Cost: $161,499,890)** | 158343521 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **Equity Funds — 0.0%** | **Equity Funds — 0.0%** | **Equity Funds — 0.0%** |
| Altaba, Inc. Escrow<sup>(a)</sup> | 445570 | 568993 |
| **Total Investment Companies — 0.0%** <br>**(Cost: $—)** | **Total Investment Companies — 0.0%** <br>**(Cost: $—)** | 568993 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Preferred Stocks — 0.5%** | **Preferred Stocks — 0.5%** | **Preferred Stocks — 0.5%** |
| **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** |
| Boeing Co. (The), 6.00%<sup>(d)</sup> | 275600 | 20099508 |
| **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** |
| &nbsp;&nbsp;&nbsp; DataRobot, Inc., Series F, (Acquired 10/27/20, <br> cost $2,186,006)<sup>(a)(g)(i)</sup><br>| 166337 | 530615 |
| **Total Preferred Securities — 0.5%** <br>**(Cost: $15,966,006)** | **Total Preferred Securities — 0.5%** <br>**(Cost: $15,966,006)** | 20630123 |
| **Rights** | **Rights** | **Rights** |
| **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** |
| Blueprint Medicines Corp., CVR<sup>(a)(g)</sup> | 214796 | 214796 |
| Gracell Biotechnologies, Inc., CVR<sup>(a)</sup> | 291020 | 14551 |
|  |  | 229347 |
| **Total Rights — 0.0%** <br>**(Cost: $—)** | **Total Rights — 0.0%** <br>**(Cost: $—)** | 229347 |
| **Total Long-Term Investments — 70.8%** <br>**(Cost: $3,075,294,150)** | **Total Long-Term Investments — 70.8%** <br>**(Cost: $3,075,294,150)** | 3484085051 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 28.6%** | **Money Market Funds — 28.6%** | **Money Market Funds — 28.6%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.84%<sup>(j)(k)(l)</sup><br>| 9410433 | 9415138 |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares, 3.56%<sup>(j)(k)</sup><br>| 1400572151 | 1400572151 |
| **Total Short-Term Securities — 28.6%** <br>**(Cost: $1,409,986,074)** | **Total Short-Term Securities — 28.6%** <br>**(Cost: $1,409,986,074)** | 1409987289 |
| **Total Investments — 99.4%** <br>**(Cost: $4,485,280,224)** | **Total Investments — 99.4%** <br>**(Cost: $4,485,280,224)** | 4894072340 |
| **Other Assets Less Liabilities — 0.6%** | **Other Assets Less Liabilities — 0.6%** | 31515076 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $4925587416 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Non-income producing security. <br> <sup>(b)</sup> All or a portion of this security is on loan.

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(c)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(d)</sup> Convertible security.

<sup>(e)</sup> Zero-coupon bond.

<sup>(f)</sup> When-issued security.

<sup>(g)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

<sup>(h)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(i)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $530,615, representing less than 0.05% of its net assets as of period end, and an original cost of $2,186,006. 

<sup>(j)</sup> Affiliate of the Fund.

<sup>(k)</sup> Annualized 7-day yield as of period end.

<sup>(l)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended February 28, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*05/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain* <br>*(Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*02/28/26*<br>| *Shares* <br>*Held at* <br>*02/28/26*<br>| *Income* | *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash <br> Funds: Institutional, <br> SL Agency <br> Shares<br>| &nbsp;&nbsp; $264652033<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(255256171 )<sup>(a)</sup><br>| &nbsp;&nbsp; $23968 | &nbsp;&nbsp; $(4692)<br>| &nbsp;&nbsp; $9415138 | &nbsp;&nbsp; 9410433 | &nbsp;&nbsp; $781637 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; BlackRock <br> Liquidity Funds, <br> T-Fund, <br> Institutional <br> Shares<br>| &nbsp;&nbsp; 1924822615<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (524250464 )<sup>(a)</sup><br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1400572151 | &nbsp;&nbsp; 1400572151 | &nbsp;&nbsp; 44869546 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield <br> Corporate Bond <br> ETF<sup>(c)</sup><br>| &nbsp;&nbsp; 208706301<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (212045861)<br>| &nbsp;&nbsp; 12276251 | &nbsp;&nbsp; (8936691)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8625789 | &nbsp;&nbsp; — |
|  |  |  |  | &nbsp;&nbsp; $12300219 | &nbsp;&nbsp; $(8941383)<br>| &nbsp;&nbsp; $1409987289 |  | &nbsp;&nbsp; $54276972 | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

<sup>(c)</sup> As of period end, the entity is no longer held.

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Fund for compliance purposes.

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | 17 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; $8502 | &nbsp;&nbsp;&nbsp;&nbsp; $138593 |
| &nbsp;&nbsp;&nbsp; Russell 2000 E-Mini Index | 615 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 81017 | &nbsp;&nbsp;&nbsp;&nbsp; (1893228)<br>|
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | 508 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 174981 | &nbsp;&nbsp;&nbsp;&nbsp; (83748)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(1838383)<br>|

---

**Equity Swap Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | *Notional Amount* | *Termination Date* | *Spread* | *Reference Rate* | *Payment* <br>*Frequency*<br>| *Value/ Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> |
| Axalta Coating Systems Ltd. | Citibank N.A. | USD  | 20720753 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; $(389465)<br>|
| Beazley PLC | SG Americas Securities LLC |  | 21822051 | &nbsp;&nbsp; 12/08/27 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 338864 |
| Caesars Entertainment, Inc. | Morgan Stanley & Co. International PLC |  | 526327 | &nbsp;&nbsp; 11/06/26 | 0.20<br> %<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 125725 |
| Confluent, Inc., Class A | UBS AG |  | 21327443 | &nbsp;&nbsp; 11/05/29 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (20841)<br>|
| Elastic NV | Citibank N.A. |  | 153886 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (3664)<br>|
| Elevance Health, Inc. | Citibank N.A. |  | 8428533 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (563573)<br>|
| Elevance Health, Inc. | Morgan Stanley & Co. International PLC |  | 7454299 | &nbsp;&nbsp; 11/06/26 | 0.20<br> %<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (352219)<br>|
| Fifth Third Bancorp | UBS AG |  | 49 | &nbsp;&nbsp; 11/05/29 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; - |
| General Electric Co. | Morgan Stanley & Co. International PLC |  | 15314890 | &nbsp;&nbsp; 11/06/26 | 0.20<br> %<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 147732 |
| iShares U.S. Real Estate ETF | Citibank N.A. |  | 30857 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 236 |
| Iveco Group NV | JPMorgan Chase Bank N.A. |  | 26294740 | &nbsp;&nbsp; 02/09/27 | 0.26<br> %<br>| 1D ESTR | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 292862 |
| JDE Peet's NV | SG Americas Securities LLC |  | 108434264 | &nbsp;&nbsp; 12/08/27 | 0.25<br> %<br>| 1D ESTR | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 232096 |
| JTC PLC | SG Americas Securities LLC |  | 72522426 | &nbsp;&nbsp; 12/08/27 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 560452 |
| Just Group PLC | HSBC Bank PLC |  | 47145489 | &nbsp;&nbsp; 02/10/28 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 83055 |
| Just Group PLC | JPMorgan Chase Bank N.A. |  | 22057658 | &nbsp;&nbsp; 02/09/27 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 38858 |
| Just Group PLC | SG Americas Securities LLC |  | 21501143 | &nbsp;&nbsp; 12/08/27 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 37878 |
| Kenvue, Inc. | JPMorgan Chase Bank N.A. |  | 224577195 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 11611802 |
| Kenvue, Inc. | UBS AG |  | 30212393 | &nbsp;&nbsp; 11/05/29 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1165171 |
| &nbsp;&nbsp;&nbsp; Liberty Broadband Corp., Class C, <br> NVS<br>| Barclays Bank PLC |  | 5974433 | &nbsp;&nbsp; 06/29/26 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 184974 |
| &nbsp;&nbsp;&nbsp; Liberty Broadband Corp., Class C, <br> NVS<br>| Citibank N.A. |  | 6331451 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 196028 |
| &nbsp;&nbsp;&nbsp; Liberty Broadband Corp., Class C, <br> NVS<br>| JPMorgan Chase Bank N.A. |  | 37756367 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (524962)<br>|
| Masimo Corp. | Barclays Bank PLC |  | 87025365 | &nbsp;&nbsp; 06/29/26 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 29948 |
| Masimo Corp. | Goldman Sachs Bank USA |  | 29263725 | &nbsp;&nbsp; 08/18/26 | 0.20<br> %<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (2370)<br>|
| Norfolk Southern Corp. | Citibank N.A. |  | 77792563 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (71612)<br>|
| Norfolk Southern Corp. | JPMorgan Chase Bank N.A. |  | 196889183 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 5809042 |
| Onestream, Inc. | JPMorgan Chase Bank N.A. |  | 28379478 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 132953 |
| Palo Alto Networks, Inc. | JPMorgan Chase Bank N.A. |  | 114213 | &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (114096)<br>|
| Palo Alto Networks, Inc. | UBS AG |  | (20770635)<br>| &nbsp;&nbsp; 11/05/29 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 20771012 |
| Peakstone Realty Trust | JPMorgan Chase Bank N.A. |  | 2985350 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 14380 |
| Penumbra, Inc. | Citibank N.A. |  | 93499706 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1427609 |
| Penumbra, Inc. | JPMorgan Chase Bank N.A. |  | 109581299 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1725893 |
| Schroders PLC | SG Americas Securities LLC |  | 28347304 | &nbsp;&nbsp; 12/08/27 | 0.25<br> %<br>| 1D SONIA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (101082)<br>|
| Sealed Air Corp. | JPMorgan Chase Bank N.A. |  | 28658810 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 27399 |
| Teck Resources Ltd., Class B | Citibank N.A. |  | 117192453 | &nbsp;&nbsp; 02/24/28 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (455925)<br>|
| Toyota Industries Corp. | UBS AG |  | 6609804 | &nbsp;&nbsp; 01/06/31 | 0.25<br> %<br>| 1D P TONA | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 8071 |
| Webster Financial Corp. | JPMorgan Chase Bank N.A. |  | 28958582 | &nbsp;&nbsp; 02/09/27 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (427199)<br>|
| Webster Financial Corp. | UBS AG |  | 58023924 | &nbsp;&nbsp; 11/05/29 | 0.20<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (40709)<br>|
| Total long positions of equity swaps | Total long positions of equity swaps | Total long positions of equity swaps | Total long positions of equity swaps | Total long positions of equity swaps |  |  |  | &nbsp;&nbsp; 41894323 |
| Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> |
| 3M Co. | Morgan Stanley & Co. International PLC |  | (2629835)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 16126 |
| Advanced Micro Devices, Inc. | Citibank N.A. |  | (1290286)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (23692)<br>|
| Advanced Micro Devices, Inc. | Morgan Stanley & Co. International PLC |  | (586458)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (10769)<br>|

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**Equity Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | *Notional Amount* | *Termination Date* | *Spread* | *Reference Rate* | *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Akamai Technologies, Inc. | JPMorgan Chase Bank N.A. | USD  | (2577136)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; $(82248)<br>|
| Akzo Nobel NV | Citibank N.A. |  | (28088971)<br>| &nbsp;&nbsp; 11/24/26 | &nbsp;&nbsp; (0.26)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 135261 |
| Albemarle Corp. | Barclays Bank PLC |  | (7054822)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (45702)<br>|
| Analog Devices, Inc. | Citibank N.A. |  | (2241352)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (4039)<br>|
| Analog Devices, Inc. | Morgan Stanley & Co. International PLC |  | (1815882)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (3272)<br>|
| Anglo American PLC | Citibank N.A. |  | (129693885)<br>| &nbsp;&nbsp; 11/24/26 | &nbsp;&nbsp; (0.25)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (1854480)<br>|
| Applied Materials, Inc. | Citibank N.A. |  | (2606639)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 21388 |
| Applied Materials, Inc. | Morgan Stanley & Co. International PLC |  | (1355239)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 4535 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV, Registered <br> Shares<br>| Citibank N.A. |  | (1688085)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 40249 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV, Registered <br> Shares<br>| Morgan Stanley & Co. International PLC |  | (980753)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 23384 |
| Avery Dennison Corp. | Barclays Bank PLC |  | (5001620)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 6868 |
| Ball Corp. | Barclays Bank PLC |  | (3138661)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 468 |
| Banco Santander SA, ADR | JPMorgan Chase Bank N.A. |  | (10403661)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.51)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 357626 |
| Banco Santander SA, ADR | UBS AG |  | (20458737)<br>| &nbsp;&nbsp; 11/05/29 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 42563 |
| Boston Scientific Corp. | Citibank N.A. |  | (19847635)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1427535 |
| Boston Scientific Corp. | JPMorgan Chase Bank N.A. |  | (20841432)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (767635)<br>|
| Caterpillar, Inc. | Morgan Stanley & Co. International PLC |  | (3006968)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 54219 |
| Celanese Corp. | Barclays Bank PLC |  | (1703929)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 78132 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Barclays Bank PLC |  | (6175193)<br>| &nbsp;&nbsp; 06/29/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (119930)<br>|
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Citibank N.A. |  | (6464964)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (125558)<br>|
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| JPMorgan Chase Bank N.A. |  | (38334425)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 582458 |
| Cloudflare, Inc., Class A | JPMorgan Chase Bank N.A. |  | (2648618)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 49582 |
| Coinbase Global, Inc., Class A | JPMorgan Chase Bank N.A. |  | (2220813)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (113068)<br>|
| Compass, Inc., Class A | JPMorgan Chase Bank N.A. |  | (954174)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 230315 |
| CoreWeave, Inc., Class A | JPMorgan Chase Bank N.A. |  | (4814819)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 857106 |
| Cummins, Inc. | Morgan Stanley & Co. International PLC |  | (2855744)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 16968 |
| Deere & Co. | Morgan Stanley & Co. International PLC |  | (2266527)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 60024 |
| DoorDash, Inc., Class A | JPMorgan Chase Bank N.A. |  | (657407)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 28998 |
| Eastman Chemical Co. | Barclays Bank PLC |  | (3416630)<br>| &nbsp;&nbsp; 12/23/26 | 0.02<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 47298 |
| Ecolab, Inc. | Barclays Bank PLC |  | (6047613)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (83310)<br>|
| Emerson Electric Co. | Morgan Stanley & Co. International PLC |  | (2922714)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (105251)<br>|
| FedEx Corp. | Morgan Stanley & Co. International PLC |  | (1943491)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (16664)<br>|
| FMC Corp. | Barclays Bank PLC |  | (465603)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (3822)<br>|
| Freeport-McMoRan, Inc. | Barclays Bank PLC |  | (3596401)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (138808)<br>|
| HCA Healthcare, Inc. | Barclays Bank PLC |  | (3296215)<br>| &nbsp;&nbsp; 03/22/27 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 38561 |
| Illinois Tool Works, Inc. | Morgan Stanley & Co. International PLC |  | (1593064)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 14071 |
| International Paper Co. | Barclays Bank PLC |  | (3636424)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 70419 |
| iShares Russell 2000 ETF | JPMorgan Chase Bank N.A. |  | (18951949)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 388441 |
| iShares Russell 2000 ETF | Morgan Stanley & Co. International PLC |  | (3516094)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.44)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (12418)<br>|
| &nbsp;&nbsp;&nbsp; iShares U.S. Home Construction <br> ETF<br>| Morgan Stanley & Co. International PLC |  | (12241860)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (1.19)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 231231 |
| iShares U.S. Real Estate ETF | Morgan Stanley & Co. International PLC |  | (5487544)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.55)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (42040)<br>|
| Kimberly-Clark Corp. | JPMorgan Chase Bank N.A. |  | (189153637)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (12176652)<br>|
| Kimberly-Clark Corp. | UBS AG |  | (25805768)<br>| &nbsp;&nbsp; 11/05/29 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (940835)<br>|
| KLA Corp. | Citibank N.A. |  | (1807507)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (44821)<br>|
| KLA Corp. | Morgan Stanley & Co. International PLC |  | (1615599)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (40063)<br>|
| Lam Research Corp. | Citibank N.A. |  | (2361890)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 81697 |
| Lam Research Corp. | Morgan Stanley & Co. International PLC |  | (1878804)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 64987 |
| Linde PLC | Barclays Bank PLC |  | (2495459)<br>| &nbsp;&nbsp; 12/23/26 | 0.10<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (58151)<br>|
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, <br> Class A<br>| Barclays Bank PLC |  | (3198174)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (48543)<br>|
| Martin Marietta Materials, Inc. | Barclays Bank PLC |  | (9768472)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 133438 |
| Martin Marietta Materials, Inc. | Morgan Stanley & Co. International PLC |  | (8339920)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 85766 |
| Merit Medical Systems, Inc. | JPMorgan Chase Bank N.A. |  | (1580264)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 72861 |
| Mettler-Toledo International, Inc. | Citibank N.A. |  | (6502815)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 123106 |

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**Equity Swap Contracts (continued)**

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | *Notional Amount* | *Termination Date* | *Spread* | *Reference Rate* | *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Mettler-Toledo International, Inc. | JPMorgan Chase Bank N.A. | USD  | (109084)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; $(252)<br>|
| Mettler-Toledo International, Inc. | Morgan Stanley & Co. International PLC |  | (706278)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 13366 |
| Microchip Technology, Inc. | Citibank N.A. |  | (501041)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 12820 |
| Microchip Technology, Inc. | Morgan Stanley & Co. International PLC |  | (761940)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 19496 |
| Micron Technology, Inc. | Citibank N.A. |  | (2733779)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 55848 |
| Micron Technology, Inc. | Morgan Stanley & Co. International PLC |  | (1518860)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 31029 |
| MKS, Inc. | Citibank N.A. |  | (249143)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 9084 |
| MKS, Inc. | Morgan Stanley & Co. International PLC |  | (875807)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 31931 |
| Monolithic Power Systems, Inc. | Citibank N.A. |  | (645012)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 25647 |
| Monolithic Power Systems, Inc. | Morgan Stanley & Co. International PLC |  | (767589)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 30521 |
| Mosaic Co. (The) | Barclays Bank PLC |  | (5851123)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 181257 |
| Nebius Group NV | JPMorgan Chase Bank N.A. |  | (2435324)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.51)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 54901 |
| Newmont Corp. | Barclays Bank PLC |  | (6448098)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (415512)<br>|
| Nucor Corp. | Barclays Bank PLC |  | (2586529)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 28490 |
| ON Semiconductor Corp. | Citibank N.A. |  | (361522)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.10)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 15560 |
| ON Semiconductor Corp. | Morgan Stanley & Co. International PLC |  | (410776)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 17680 |
| Parker-Hannifin Corp. | Morgan Stanley & Co. International PLC |  | (2613232)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (544)<br>|
| PPG Industries, Inc. | Barclays Bank PLC |  | (4450946)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 114677 |
| Qorvo, Inc. | Citibank N.A. |  | (166652)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (889)<br>|
| Qorvo, Inc. | Morgan Stanley & Co. International PLC |  | (313183)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (1671)<br>|
| Republic Services, Inc. | JPMorgan Chase Bank N.A. |  | (16282150)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (368211)<br>|
| Rockwell Automation, Inc. | Morgan Stanley & Co. International PLC |  | (1923420)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (98347)<br>|
| Sealed Air Corp. | Barclays Bank PLC |  | (3595604)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 9419 |
| Skyworks Solutions, Inc. | Citibank N.A. |  | (165710)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 554 |
| Skyworks Solutions, Inc. | Morgan Stanley & Co. International PLC |  | (368783)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1234 |
| Smurfit Westrock PLC | Barclays Bank PLC |  | (4232896)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (65839)<br>|
| SoFi Technologies, Inc. | JPMorgan Chase Bank N.A. |  | (1663358)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 257405 |
| Solventum Corp. | Morgan Stanley & Co. International PLC |  | (98949)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (2111)<br>|
| Southern Co. (The) | JPMorgan Chase Bank N.A. |  | (1376757)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (87741)<br>|
| Stanley Black & Decker, Inc. | Morgan Stanley & Co. International PLC |  | (533604)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 4890 |
| &nbsp;&nbsp;&nbsp; State Street Consumer Staples <br> Select Sector SPDR ETF<br>| JPMorgan Chase Bank N.A. |  | (28440542)<br>| &nbsp;&nbsp; 02/09/27 | 0.14<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (839261)<br>|
| &nbsp;&nbsp;&nbsp; State Street Industrial Select <br> Sector SPDR ETF<br>| JPMorgan Chase Bank N.A. |  | (56139314)<br>| &nbsp;&nbsp; 02/09/27 | 0.07<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (1101351)<br>|
| &nbsp;&nbsp;&nbsp; State Street Industrial Select <br> Sector SPDR ETF<br>| Morgan Stanley & Co. International PLC |  | (2295811)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 963 |
| &nbsp;&nbsp;&nbsp; State Street Materials Select <br> Sector SPDR ETF<br>| JPMorgan Chase Bank N.A. |  | (16595953)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (391204)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| Barclays Bank PLC |  | (9544059)<br>| &nbsp;&nbsp; 12/23/26 | 0.35<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (47453)<br>|
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| JPMorgan Chase Bank N.A. |  | (344659982)<br>| &nbsp;&nbsp; 02/09/27 | 0.15<br> %<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 3910227 |
| &nbsp;&nbsp;&nbsp; State Street SPDR S&P 500 ETF <br> Trust<br>| Morgan Stanley & Co. International PLC |  | (2305814)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (11460)<br>|
| Sylvamo Corp. | Barclays Bank PLC |  | (298880)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 1541 |
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd., ADR<br>| Citibank N.A. |  | (2642086)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (32416)<br>|
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd., ADR<br>| Morgan Stanley & Co. International PLC |  | (2004137)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (24589)<br>|
| Teradyne, Inc. | Citibank N.A. |  | (929721)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 13795 |
| Teradyne, Inc. | Morgan Stanley & Co. International PLC |  | (1584856)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (7613)<br>|
| Texas Instruments, Inc. | Citibank N.A. |  | (597446)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 20719 |
| Texas Instruments, Inc. | Morgan Stanley & Co. International PLC |  | (1262436)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 44501 |
| Uber Technologies, Inc. | JPMorgan Chase Bank N.A. |  | (2323207)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (48450)<br>|
| Union Pacific Corp. | Citibank N.A. |  | (65132103)<br>| &nbsp;&nbsp; 02/24/28 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (301263)<br>|
| Union Pacific Corp. | JPMorgan Chase Bank N.A. |  | (163799538)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (6852351)<br>|
| Union Pacific Corp. | Morgan Stanley & Co. International PLC |  | (1747674)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (8084)<br>|
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc., <br> Class B<br>| Morgan Stanley & Co. International PLC |  | (1229679)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (10050)<br>|

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**Equity Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | *Notional Amount* | *Termination Date* | *Spread* | *Reference Rate* | *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| Barclays Bank PLC | USD  | (3205424)<br>| &nbsp;&nbsp; 03/22/27 | &nbsp;&nbsp; (0.20)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; $339192 |
| VanEck Semiconductor ETF | JPMorgan Chase Bank N.A. |  | (17690495)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.02)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 12181 |
| Vulcan Materials Co. | Barclays Bank PLC |  | (7963994)<br>| &nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp; - | 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 20244 |
| Vulcan Materials Co. | Morgan Stanley & Co. International PLC |  | (8668865)<br>| &nbsp;&nbsp; 11/06/26 | &nbsp;&nbsp; (0.15)%<br>| 1D FEDL01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; 22035 |
| Waste Management, Inc. | JPMorgan Chase Bank N.A. |  | (15266496)<br>| &nbsp;&nbsp; 02/09/27 | &nbsp;&nbsp; (0.15)%<br>| 1D OBFR01 | &nbsp;&nbsp; Monthly | &nbsp;&nbsp; (681929)<br>|
| Total short positions of equity swaps | Total short positions of equity swaps | Total short positions of equity swaps | Total short positions of equity swaps | Total short positions of equity swaps |  |  |  | &nbsp;&nbsp; (17573474)<br>|
| Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps |  |  |  | &nbsp;&nbsp; 24320849 |
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  | &nbsp;&nbsp; 4543390 |
| Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees |  |  |  | &nbsp;&nbsp; $28864239 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> The Fund receives the total return on a reference entity and pays a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

<sup>(b)</sup> The Fund pays the total return on a reference entity and receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aerospace & Defense | &nbsp;&nbsp; $153189070 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $153189070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biotechnology | &nbsp;&nbsp; 502491327 | &nbsp;&nbsp; 126280008 | &nbsp;&nbsp; — | &nbsp;&nbsp; 628771335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets | &nbsp;&nbsp; 41474475 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 41474475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chemicals | &nbsp;&nbsp; 141511919 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 141511919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Services & Supplies | &nbsp;&nbsp; 51077542 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 51077542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction & Engineering | &nbsp;&nbsp; 5059906 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5059906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction Materials | &nbsp;&nbsp; 66555952 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 66555952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electrical Equipment | &nbsp;&nbsp; 41088214 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 41088214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Equipment, Instruments & Components | &nbsp;&nbsp; 6365726 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6365726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entertainment | &nbsp;&nbsp; 332708921 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 332708921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financial Services | &nbsp;&nbsp; 3978257 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3978257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Products | &nbsp;&nbsp; 1565491 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1565491 |

---

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

**Fair Value Hierarchy as of Period End (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Supplies | &nbsp;&nbsp; $186539698 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $186539698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Providers & Services | &nbsp;&nbsp; 200830474 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 200830474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care REITs | &nbsp;&nbsp; 79203228 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 79203228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure | &nbsp;&nbsp; 13041256 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 13041256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Conglomerates | &nbsp;&nbsp; 25907745 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 25907745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Media & Services | &nbsp;&nbsp; 21222710 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 21222710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services | &nbsp;&nbsp; 28708844 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 28708844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life Sciences Tools & Services | &nbsp;&nbsp; 99747658 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 99747658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Machinery | &nbsp;&nbsp; 269243313 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 269243313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media | &nbsp;&nbsp; 21545141 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 21545141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | &nbsp;&nbsp; 24751747 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 24751747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Personal Care Products | &nbsp;&nbsp; 43529501 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 43529501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pharmaceuticals | &nbsp;&nbsp; 17012813 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17012813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Professional Services | &nbsp;&nbsp; 8245434 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8245434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment | &nbsp;&nbsp; 158760409 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 158760409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp; 338009891 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 338009891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail | &nbsp;&nbsp; 28564924 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 28564924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trading Companies & Distributors | &nbsp;&nbsp; 1475145 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1475145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds  | &nbsp;&nbsp; — | &nbsp;&nbsp; 264626328 | &nbsp;&nbsp; — | &nbsp;&nbsp; 264626328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp; 49718664 | &nbsp;&nbsp; 108624857 | &nbsp;&nbsp; 158343521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies  | &nbsp;&nbsp; — | &nbsp;&nbsp; 568993 | &nbsp;&nbsp; — | &nbsp;&nbsp; 568993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities  | &nbsp;&nbsp; 20099508 | &nbsp;&nbsp; — | &nbsp;&nbsp; 530615 | &nbsp;&nbsp; 20630123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rights  | &nbsp;&nbsp; — | &nbsp;&nbsp; 14551 | &nbsp;&nbsp; 214796 | &nbsp;&nbsp; 229347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 1409987289 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1409987289 |
|  | &nbsp;&nbsp; $4343493528 | &nbsp;&nbsp; $441208544 | &nbsp;&nbsp; $109370268 | &nbsp;&nbsp; $4894072340 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; $138593 | &nbsp;&nbsp; $60192318 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $60330911 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (1976976)<br>| &nbsp;&nbsp; (31328079)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (33305055)<br>|
|  | &nbsp;&nbsp; $(1838383)<br>| &nbsp;&nbsp; $28864239 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $27025856 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are swaps and futures contracts. Swaps and futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Floating Rate* <br>*Loan Interests*<br>| &nbsp;&nbsp; *Preferred* <br>*Securities*<br>| *Rights* | *Total* |
| **Assets** |  |  |  |  |
| Opening Balance, as of May 31, 2025 | &nbsp;&nbsp; $210049 | &nbsp;&nbsp;&nbsp;&nbsp; $685309 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $895358 |
| Transfers into Level 3 | &nbsp;&nbsp; 23213780 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23213780 |
| Transfers out of Level 3 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Accrued discounts/premiums | &nbsp;&nbsp; (237589)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (237589)<br>|
| Net realized gain (loss) | &nbsp;&nbsp; (3971475)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3971475)<br>|
| Net change in unrealized appreciation (depreciation)<sup>(a)</sup> | &nbsp;&nbsp; 1014291 | &nbsp;&nbsp;&nbsp;&nbsp; (154694)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 214796 | &nbsp;&nbsp;&nbsp;&nbsp; 1074393 |
| Purchases | &nbsp;&nbsp; 140883365 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; 140883365 |
| Sales | &nbsp;&nbsp; (52487564)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (52487564)<br>|
| Closing Balance, as of February 28, 2026 | &nbsp;&nbsp; $108624857 | &nbsp;&nbsp;&nbsp;&nbsp; $530615 | &nbsp;&nbsp;&nbsp;&nbsp; $214796 | &nbsp;&nbsp;&nbsp;&nbsp; $109370268 |
| Net change in unrealized appreciation (depreciation) on investments still held at February 28, 2026<sup>(a)</sup> | &nbsp;&nbsp; $(2823510)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(154694)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $214796 | &nbsp;&nbsp;&nbsp;&nbsp; $(2763408)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;<sup>(a)</sup>

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at February 28, 2026, is generally due to investments no longer held or categorized as Level 3 at period end.

&nbsp;&nbsp;&nbsp;&nbsp;<sup>(b)</sup>

Rounds to less than $1.

------

Schedule of Investments (unaudited) (continued)

February 28, 2026

**BlackRock Event Driven Equity Fund**

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| EUR | Euro |
| GBP | British Pound |
| JPY | Japanese Yen |
| USD | United States Dollar |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| 1D ESTR | EUR - 1D Euro Short-Term Rate |
| 1D FEDL01 | USD - 1D Overnight Fed Funds Effective Rate |
| 1D OBFR01 | USD - 1D Overnight Bank Funding Rate |
| 1D P TONA | JPY - Provisional 1D Overnight Tokyo Average Rate |
| 1D SONIA | GBP - 1D Sterling Overnight Index Average |
| ADR | American Depositary Receipt |
| CME | Chicago Mercantile Exchange |
| CVR | Contingent Value Rights |
| ETF | Exchange-Traded Fund |
| LP | Limited Partnership |
| NVS | Non-Voting Shares |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| SPDR | Standard & Poor's Depository Receipt |
| TONA | Tokyo Overnight Average Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Large Cap Series Funds, Inc.

- **b. Investment Company Act file number:** 811-09637

- **c. CIK number of Registrant:** 0001097077

- **d. LEI of Registrant:** 549300UZRB9OERQW5S17

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** BlackRock Event Driven Equity Fund

- **b. EDGAR series identifier (if any):** S000018499

- **c. LEI of Series:** 549300CIW77EWO3D6C98

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-27

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5113628463.47

**Total Liabilities:** $191129435.06

**Net Assets:** $4922499028.41

**Delayed Delivery Securities:** $11467000.00

**Cash Not Reported:** $107623977.55

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051319 | 0.93%                | -0.41%               | 1.42%                |
| Class ID C000051320 | 0.97%                | -0.47%               | 1.29%                |
| Class ID C000051321 | 0.93%                | -0.29%               | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20662533.86             | $12174667.89                               |
| Month 2  | $25488457.12             | $-3643829.48                               |
| Month 3  | $22029786.50             | $44545295.95                               |

### Schedule of Portfolio Investments

| Name                                          | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.              | E-mini Russell 2000 Index Futures, Mar-2026,ETH                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -615 | NC      | $-1893227.59   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD MERIT MEDICAL SYSTEMS INC                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $81813.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD LAM RESEARCH CORP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-95886.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD TEXAS INSTRUMENTS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-102249.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD KLA CORP                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-22731.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD GENERAL ELECTRIC CO                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $2079819.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ADVANCED MICRO DEVICES INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $162339.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD LYONDELLBASELL INDUSTRIES NV                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-376796.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD PPG INDUSTRIES INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-321303.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD MICRON TECHNOLOGY INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-86468.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ASML HOLDING NV                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-59397.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD FREEPORT-MCMORAN INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-493803.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD VULCAN MATERIALS CO                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-138093.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD MARTIN MARIETTA MATERIALS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-325335.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD LINDE PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-293219.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD PARKER-HANNIFIN CORP                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-192993.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD MICROCHIP TECHNOLOGY INC                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $4271.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD CLOUDFLARE INC                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $63397.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD NORFOLK SOUTHERN CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $6376945.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                   | CFD SCHRODERS PLC                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |          1 | NC      | $-159787.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD DEERE & CO                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-408660.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD CHARTER COMMUNICATIONS INC CLASS A                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1158113.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD MONOLITHIC POWER SYSTEMS INC                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-40014.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD TEXAS INSTRUMENTS INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-48416.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ADVANCED MICRO DEVICES INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $357154.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD ECOLAB INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-514953.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD LAM RESEARCH CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-120559.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                   | CFD JUST GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |          1 | NC      | $-85966.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD DOORDASH INC                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $32738.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD KLA CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-25447.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD KIMBERLY CLARK CORP                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-2352727.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD MARTIN MARIETTA MATERIALS INC                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-265344.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD KENVUE INC                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $12977734.69   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD AKAMAI TECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-69774.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD QORVO INC                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2040.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD SYLVAMO CORP                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $28744.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD AXALTA COATING SYSTEMS LTD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-522123.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD TERADYNE INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-257930.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD STANLEY BLACK & DECKER INC                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-16829.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD UNION PACIFIC CORP                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6965234.68   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD PENUMBRA INC                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1237110.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD METTLER TOLEDO INC                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-31.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD REPUBLIC SERVICES INC                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-291316.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD CONFLUENT INC                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $13309.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ISHARES U.S. REAL ESTATE ETF                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-275562.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD SOLVENTUM CORP                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $9632.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD METTLER-TOLEDO INTERNATIONAL INC                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $21508.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ASML HOLDING NV                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-34501.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD SKYWORKS SOLUTIONS INC                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1110.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD STATE STREET SPDR S&P ETF TRUST                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $6803.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD ALBEMARLE CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $203161.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ANALOG DEVICES INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-235741.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD TOYOTA INDUSTRIES CORP                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $343875.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD KIMBERLY-CLARK CORP                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11256970.43  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD MOSAIC CO/THE                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $49912.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bobs Discount Furniture Inc.                  | Bobs Discount Furniture Inc. COM SHS                                         | CUSIP: 09681N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     407479 | NS      | $8654853.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD MICRON TECHNOLOGY INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-48028.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookdale Senior Living Inc.                  | Brookdale Senior Living Inc. COM                                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    2320311 | NS      | $35500758.30   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc.                        | RAPT Therapeutics Inc. COM NEW                                               | CUSIP: 75382E208<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |     620512 | NS      | $35977285.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                   | FMCN 7.25 02/15/34 144A                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1202000 | PA      | $1257678.68    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                     | BID 7.375 10/15/27 144A                                                      | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   20957000 | PA      | $20829287.83   | 0.42%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                 | QUALCOMM Inc. COM                                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      74190 | NS      | $10561688.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                         | NXP Semiconductors NV EUR0.20                                                | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      48348 | NS      | $10975479.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                    | Exact Sciences Corporation COM                                               | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    3296338 | NS      | $340775422.44  | 6.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                        | Qnity Electronics Inc. COMMON STOCK                                          | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |     254217 | NS      | $32224546.92   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                          | Chart Industries Inc COM                                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    1298810 | NS      | $269243313.00  | 5.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                     | RTX Corp. COM                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     127783 | NS      | $25891391.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD COINBASE GLOBAL INC                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-98148.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Therapeutics Inc.                      | Atrium Therapeutics Inc. COM                                                 | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     175389 | NS      | $2586986.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply                           | Talen Energy Supply Term Loan B (Add-on) 450 2030-05-01                      | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    2962025 | PA      | $2968364.05    | 0.06%             | 2030-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Compass Inc.                                  | COMP 0.25 04/15/31                                                           | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    1914000 | PA      | $1825651.10    | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc                                   | Arcellx Inc COMMON STOCK                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     255106 | NS      | $29028511.74   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                            | Unity Software Inc COM                                                       | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      75173 | NS      | $1370403.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                       | Dow Inc COM                                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     106119 | NS      | $3261036.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eikon Therapeutics Inc.                       | Eikon Therapeutics Inc. COM                                                  | CUSIP: 282564103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     124234 | NS      | $1711944.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Electronic Arts Inc.                          | Electronic Arts Inc. COM                                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    1114414 | NS      | $223518015.98  | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                      | Crowdstrike Holdings Inc CL A                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      42890 | NS      | $15954222.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                  | Thermo Fisher Scientific Inc COM                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      75824 | NS      | $39512644.64   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ELEVANCE HEALTH INC                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-1000158.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                | HOUS 9.75 04/15/30 144A                                                      | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7542577.00    | 0.15%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                      | Blueprint Medicines Corporation NPV                                          | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     214796 | NS      | $214796.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| StandardAero Inc.                             | StandardAero Inc. COM                                                        | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     677553 | NS      | $20868632.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix, Inc.                                 | Netflix, Inc. COM                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     184840 | NS      | $17789001.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                      | Revolution Medicines Inc COM                                                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      74415 | NS      | $7591818.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT AURORA US FINCO                       | PROJECT AURORA US FINCO INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3705000 | PA      | $3707334.15    | 0.08%             | 2032-12-06      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| The Cigna Group                               | The Cigna Group COM                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     222451 | NS      | $64470748.82   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                     | Coty Inc. COM CL A                                                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    9590124 | NS      | $24071211.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                  | MPW 8.5 02/15/32 144a                                                        | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1313000 | PA      | $1405275.01    | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                      | DISH 11.75 11/15/27 144A                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   25400000 | PA      | $26296010.40   | 0.53%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD PEAKSTONE REALTY TRUST CLASS E                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1260.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                  | Honeywell International Inc. COM                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     106358 | NS      | $25907745.22   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM Airlines Group SA                       | LTMCI 7.625 01/07/31 144A                                                    | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   10981000 | PA      | $11479903.07   | 0.23%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RH (fka Restoration Hardware)                 | RH (fka Restoration Hardware) Term Loan B 250 2028-09-27                     | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    2961340 | PA      | $2906555.41    | 0.06%             | 2028-10-20      | Floating      | 6.29%                 | No            |                  3 | On Loan: No      |
| Blackrock Funds III                           | Blackrock Funds III INSTL MMKT                                               | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    9388179 | PA      | $9392873.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc.                               | BBDBCN 6 02/15/28 144A                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1765000 | PA      | $1763566.71    | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group (Citrix/TIBCO)           | Cloud Software Group (Citrix/TIBCO) Term Loan B (Incremental) 325 2032-08-04 | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   39177269 | PA      | $36258562.19   | 0.74%             | 2032-08-16      | Floating      | 6.92%                 | No            |                  3 | On Loan: No      |
| Silicon Laboratories, Inc.                    | Silicon Laboratories, Inc. COM                                               | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     207846 | NS      | $42510742.38   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACELL BIOTECHNOLOGIES INC                   | GRACELL BIOTECHNOLOGIES INC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     291020 | NS      | $14551.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                   | Shopify Inc CL A SUB VTG SHS                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      87628 | NS      | $10579328.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                           | COIN 0 10/01/29                                                              | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    5749000 | PA      | $5048196.90    | 0.10%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD SEALED AIR CORP                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-130785.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                               | BBDBCN 8.75 11/15/30 144A                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    6147000 | PA      | $6585539.27    | 0.13%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Waters Corporation                            | Waters Corporation COM                                                       | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      44123 | NS      | $14092003.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                             | Altaba Inc Escrow                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     445570 | NS      | $568992.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                    | Carvana Co CL A                                                              | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      49945 | NS      | $16689621.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Olin Corporation                              | Olin Corporation COM PAR $1                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     567220 | NS      | $14390371.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                     | Janus Henderson Group PLC ORD USD1.50                                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     789199 | NS      | $41117267.90   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd.                                   | Amrize Ltd. USD0.01                                                          | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |     259766 | NS      | $16882192.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                       | UnitedHealth Group Inc. COM                                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     101174 | NS      | $29671298.98   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Solv Energy Inc.                              | Solv Energy Inc. COM SHS CL A                                                | CUSIP: 78475V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     160530 | NS      | $5059905.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Forgent Power Solutions Inc.                  | Forgent Power Solutions Inc. COM SHS CL A                                    | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     362604 | NS      | $12469951.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | E-mini Nasdaq-100 Futures, Mar-2026,ETH                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -17 | NC      | $138593.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD UBER TECHNOLOGIES INC                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-35062.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LATAM Airlines Group SA                       | LTMCI 7.875 04/15/30 144A                                                    | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    7000000 | PA      | $7300242.60    | 0.15%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Warner Bros. Discovery Inc.                   | Warner Bros. Discovery Inc. COM SER A                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    3244654 | NS      | $91401903.18   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                    | FRTITA 4.625 01/15/29 144A                                                   | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9237520.70    | 0.19%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR 7.375 03/01/31 144A                                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9722000 | PA      | $10030897.11   | 0.20%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc.                      | Avidity Biosciences Inc. COM                                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1753889 | NS      | $126280008.00  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp                    | Sensient Technologies Corp COM                                               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      70470 | NS      | $7154819.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                     | DoubleVerify Holdings Inc COM                                                | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1023711 | NS      | $10789913.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                  | SO 3.25 06/15/28                                                             | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4494000 | PA      | $4613091.00    | 0.09%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                          | Howmet Aerospace Inc COM                                                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     135618 | NS      | $35603793.54   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                  | BKD 3.5 10/15/29                                                             | CUSIP: 112463AF1<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |    8391000 | PA      | $14996395.20   | 0.30%             | 2029-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ROCKWELL AUTOMATION INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $106601.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply                           | Talen Energy Supply Term Loan B (Incremental) 250 2031-12-04                 | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     791010 | PA      | $792394.27     | 0.02%             | 2031-12-15      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| Bath & Body Works Inc                         | Bath & Body Works Inc COM                                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     141496 | NS      | $3220448.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                    | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD             | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     275600 | NS      | $20099508.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                     | AKAM 0.25 05/15/33                                                           | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    3223000 | PA      | $4035518.30    | 0.08%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                  | Entegris Inc COM                                                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      45391 | NS      | $6012037.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                | Cloudflare Inc CL A COM                                                      | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      76723 | NS      | $13210933.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                            | Meta Platforms Inc CL A                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      32742 | NS      | $21222709.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Michaels Companies Inc.                       | MIK 8.5 03/15/33 144A                                                        | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   11467000 | PA      | $11154006.74   | 0.23%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DATA ROBOT INC                                | DATA ROBOT INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     166337 | NS      | $530615.03     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Confluent Inc                                 | Confluent Inc CLASS A COM                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    7304935 | NS      | $224042356.45  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ON SEMICONDUCTOR CORP                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16500.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Technologies Inc                         | SOFI 0 10/15/26                                                              | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $4359119.00    | 0.09%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm                                     | TransDigm Term Loan N 250 2033-02-07                                         | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   11002000 | PA      | $11010361.52   | 0.22%             | 2033-02-07      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| Amicus Therapeutics Inc.                      | Amicus Therapeutics Inc. COM                                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    6082557 | NS      | $87406344.09   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                      | COTY 6.625 07/15/30 144A                                                     | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    4152000 | PA      | $4206681.84    | 0.09%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                         | Dupont De Nemours Inc COM                                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     596078 | NS      | $29827743.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                  | GE Aerospace COM NEW                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      90497 | NS      | $30973503.22   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                  | Tenet Healthcare Corporation COM NEW                                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      84112 | NS      | $20135571.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                | HOUS 7 04/15/30 144A                                                         | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2021688.00    | 0.04%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ventyx Biosciences Inc.                       | Ventyx Biosciences Inc. COM                                                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1032629 | NS      | $14425827.13   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                      | Zoom Communications Inc. CL A                                                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      53709 | NS      | $3971243.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD UNIVERSAL HEALTH SERVICES INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $348801.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                  | DASH 0 05/15/30                                                              | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1889423.50    | 0.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC                            | MIWD HOLDCO II LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6912632 | PA      | $6855602.37    | 0.14%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                       | CRH PLC ORD EUR 0.32                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     414017 | NS      | $49673759.66   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc             | Clearwater Analytics Holdings Inc CL A                                       | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2943466 | NS      | $68847669.74   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                               | TDG 4.625 01/15/29                                                           | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3659066.70    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                    | EXAS 2 03/01/30                                                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2797200.00    | 0.06%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC             | TIBX 6.5 03/31/29 144A                                                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   20809000 | PA      | $20406907.69   | 0.41%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                   | Kenvue Inc. COM                                                              | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    1017693 | NS      | $19458290.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc.                                | CRWV 1.75 12/01/31                                                           | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    7056000 | PA      | $7275039.55    | 0.15%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corporation             | Lattice Semiconductor Corporation COM                                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     138594 | NS      | $13252358.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD APPLIED MATERIALS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-191445.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                         | RGCARE 11 10/15/30 144A                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   10266000 | PA      | $11150128.45   | 0.23%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.              | Solstice Advanced Materials Inc. COM SHS                                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      14771 | NS      | $1159671.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                | Welltower Inc. COM                                                           | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     269640 | NS      | $55847836.80   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                   | Hologic Inc COM                                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    1767953 | NS      | $133232938.08  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                    | Boeing Co. COM                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      48367 | NS      | $11004943.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC                                   | ASUCOR 8 12/31/32 144A                                                       | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    9172000 | PA      | $9633424.98    | 0.20%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                           | COIN 0 10/01/32                                                              | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    5749000 | PA      | $4650941.00    | 0.09%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                               | Salesforce Inc. COM                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      35021 | NS      | $6821740.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                 | Williams Companies Inc. (The) COM                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     331260 | NS      | $24751747.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                          | Elevance Health Inc. COM                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       1833 | NS      | $586560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD SPDR S&P 500 ETF TRUST                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $83033.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Servicenow Inc                                | Servicenow Inc COM                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      67810 | NS      | $7324158.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                | Air Products & Chemicals, Inc. COM                                           | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     160482 | NS      | $44240072.94   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                    | Five9 Inc. COM                                                               | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      64269 | NS      | $1120851.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm                                     | TransDigm Term Loan K 225 2030-03-01                                         | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   19762969 | PA      | $19739846.08   | 0.40%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| PicS NV                                       | PicS NV COM CL A                                                             | CUSIP: 000000000<br>LEI: 2549003HUMNZFNKGCE37 | Long             | EC               | CORP              | NL        |     232919 | NS      | $3978256.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                   | Humana Inc. COM                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     261761 | NS      | $49875940.94   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                    | Caesars Entertainment Inc. COM                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     520609 | NS      | $13041255.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                      | TK ELEVATOR US NEWCO INC                                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    4960609 | PA      | $4958376.36    | 0.10%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc.                    | MMSI 3 02/01/29                                                              | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2990525.00    | 0.06%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                | SATS 10.75 11/30/29 .                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3930998.40    | 0.08%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ELASTIC NV                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-57724.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corporation                           | Danaher Corporation COM                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     219061 | NS      | $46143009.04   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                               | GE Vernova Inc. COM                                                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      32759 | NS      | $28618262.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                  | Broadcom Inc COM                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      96792 | NS      | $30929883.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                   | Workday Inc CL A                                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      31891 | NS      | $4265740.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                  | Envista Holdings Corporation COM                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    1349714 | NS      | $39425145.94   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                       | ATI Inc COM                                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     176336 | NS      | $28846806.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumexa Imaging Holdings Inc.                  | Lumexa Imaging Holdings Inc. COM                                             | CUSIP: 550249106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41697 | NS      | $589595.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Once Upon A Farm PBC                          | Once Upon A Farm PBC COM                                                     | CUSIP: 68237F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      67449 | NS      | $1565491.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Industries                            | Medline Industries Term Loan B 200 2028-10-01                                | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   12135178 | PA      | $12148284.35   | 0.25%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                     | BlackRock Liquidity Funds T FUND INSTL SHS                                   | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        | 1357200476 | PA      | $1357200476.30 | 27.57%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD VANECK SEMICONDUCTOR ETF                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $101235.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                    | Elastic NV COM EUR0.01                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | NL        |      82418 | NS      | $4291505.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics                             | Qnity Electronics Term Loan B 200 2032-08-03                                 | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   14134000 | PA      | $14173716.54   | 0.29%             | 2032-11-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                      | FERTITTA ENTERTAINMENT LLC/NV                                                | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    8038396 | PA      | $7985824.83    | 0.16%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  3 | On Loan: No      |
| Nebius Group N.V.                             | NBIS 1 09/15/30                                                              | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |    2861000 | PA      | $2921653.20    | 0.06%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                 | Snowflake Inc COM SHS                                                        | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      29206 | NS      | $4918582.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STUBHUB HOLDINGS INC                          | PUG LLC                                                                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    2636787 | PA      | $2546688.02    | 0.05%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Tegna Inc                                     | Tegna Inc COM                                                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     513376 | NS      | $10755227.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equipmentshare Com Inc.                       | Equipmentshare Com Inc. COM CL A                                             | CUSIP: 29445S100<br>LEI: 254900PWJK48CGPKPI80 | Long             | EC               | CORP              | US        |      50832 | NS      | $1475144.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                   | Ventas Inc. COM                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     271070 | NS      | $23355391.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                       | VSNT 7.25 01/30/31 144A                                                      | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3893976.12    | 0.08%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ILLINOIS TOOL WORKS INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-179104.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                  | THC 4.25 06/01/29                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   13767000 | PA      | $13553359.56   | 0.28%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                               | BBDBCN 7 06/01/32 144A                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7373744.00    | 0.15%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                        | GFL Environmental Inc. SUB VTG SHS                                           | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |    1155862 | NS      | $51077541.78   | 1.04%             |  |  |  | No            |                  1 | On Loan: —       |
| WEALTHFRONT CORP                              | Wealthfront Corp. COM                                                        | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      43037 | NS      | $357207.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                        | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                      | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |   11529006 | PA      | $11529005.80   | 0.23%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| UL Solutions Inc.                             | UL Solutions Inc. CLASS A COM SHS                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      98195 | NS      | $8245434.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                   | Corteva Inc COM                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     517701 | NS      | $41478204.12   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc.                                  | Medline Inc. COM CL A                                                        | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     292183 | NS      | $13881614.33   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                         | UBER 0.875 12/01/28 2028                                                     | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3306000 | PA      | $4084563.00    | 0.08%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                | NET 0 06/15/30                                                               | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    6047000 | PA      | $6339674.80    | 0.13%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD SOFI TECHNOLOGIES INC                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $309218.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                             | NBIS 2.75 09/15/32                                                           | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |    2109000 | PA      | $2086855.50    | 0.04%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Globalfoundries Inc                           | Globalfoundries Inc ORDINARY SHARES                                          | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | KY        |     258542 | NS      | $12293672.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc. COM                                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      20713 | NS      | $6365726.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | E-mini S&P 500 Futures, Mar-2026,ETH                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -508 | NC      | $-83748.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD MKS INC                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-72045.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD BOSTON SCIENTIFIC CORP                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-675216.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD CHARTER COMMUNICATIONS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-1104235.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD NEBIUS GROUP NV                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $67361.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD KENVUE INC                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $2762248.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD BOSTON SCIENTIFIC CORP                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1497253.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-328311.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD NORFOLK SOUTHERN CORP                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $5622473.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD EASTMAN CHEMICAL CO                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-282156.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD APPLIED MATERIAL INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-366400.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD MICROCHIP TECHNOLOGY INC                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $6502.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD NUCOR CORP                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $58595.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD 3M CO                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-85747.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD ONESTREAM INC                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24605.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ISHARES U.S. REAL ESTATE ETF                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1574.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD CAESARS ENTERTAINMENT INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $35048.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD ISHARES RUSSELL 2000 ETF                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $481958.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CFD MASIMO CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               | CORP              | US        |          1 | NC      | $-37811.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                   | CFD JTC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |          1 | NC      | $143913.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD UNION PACIFIC CORP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8425701.77   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD TECK RESOURCES LTD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $14173877.21   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD COREWEAVE INC CLASS A                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $912946.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD INDUSTRIAL SELECT SECTOR SPDR FUND                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-82676.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD BANCO SANTANDER ADR REPRESENTING                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-66773.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD CELANESE CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-93907.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD COMPASS INC                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $235257.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD CUMMINS INC                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-5166.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ANALOG DEVICES INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-290994.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD FMC CORP                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $38537.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD AKZO NOBEL NV                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $296362.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD EMERSON ELECTRIC CO                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-1341.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD QORVO INC                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-3831.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD WASTE MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-609879.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD INDUSTRIAL SELECT SECTOR SPDR FUND                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-816743.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD CONSUMER STAPLES SELECT SECTOR SPDR FUND                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-694126.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD METTLER-TOLEDO INTERNATIONAL INC                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $336606.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                   | CFD JDE PEET'S NV                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |          1 | NC      | $1121340.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD SOUTHERN CO/THE                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-91981.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD SEALED AIR CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $7680.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD SKYWORKS SOLUTIONS INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-2468.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD INTERNATIONAL PAPER CO                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-201630.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD BANCO SANTANDER ADR REPRESENTING                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $411007.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD TERADYNE INC                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-448456.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD SPDR S&P 500 ETF TRUST                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $5761056.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD MASIMO CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-161864.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ANGLO AMERICAN PLC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12209592.90  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD PENUMBRA INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1543876.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD WEBSTER FINANCIAL CORP                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $160500.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD CHARTER COMMUNICATIONS INC                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $761027.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ISHARES RUSSELL 2000 ETF                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $126111.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD SMURFIT WESTROCK PLC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-512174.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD HCA HEALTHCARE INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $5661.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD UNITED PARCEL SERVICE INC                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-91286.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD LIBERTY BROADBAND CORP                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-718738.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD NEWMONT CORP                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-519288.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-249023.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ON SEMICONDUCTOR CORP                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-18767.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD LIBERTY BROADBAND CORP                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1135904.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD AVERY DENNISON CORP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-258839.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD ELEVANCE HEALTH INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1320499.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD WEBSTER FINANCIAL CORP                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-419702.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD MKS INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20496.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                        | CFD FIFTH THIRD BANCORP                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-31306.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD UNION PACIFIC CORP                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-245294.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD VULCAN MATERIALS CO                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-175071.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD JUST GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-88373.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD FEDEX CORP                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-418832.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                   | CFD BEAZLEY PLC                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               | CORP              | US        |          1 | NC      | $223684.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD ISHARES U.S. HOME CONSTRUCTION ETF                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-4279.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD MATERIALS SELECT SECTOR SPDR FUND                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-308953.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CFD MONOLITHIC POWER SYSTEMS INC                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33629.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC        | CFD CATERPILLAR INC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-404205.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD BALL CORP                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-493348.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                 | CFD JUST GROUP PLC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-188498.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CFD IVECO GROUP NV                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $210012.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CFD LIBERTY BROADBAND CORP                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1071853.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-24

**Name of Applicant:** BLACKROCK LARGE CAP SERIES FUNDS, INC.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer