# EDGAR Filing Document

**Accession Number:** 0001097077
**File Stem:** 0001752724-23-009981
**Filing Date:** 2023-1
**Character Count:** 65577
**Document Hash:** 2e977691b340997b8f2f1a5796e75f13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009981.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LARGE CAP SERIES FUNDS, INC.
- **CENTRAL INDEX KEY:** 0001097077
- **IRS NUMBER:** 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:** 23548946

**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 |  |

## 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:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $15533419981.59

**Total Liabilities:** $7270244882.00

**Net Assets:** $8263175099.59

**Cash Not Reported:** $25955000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000051321 | -1.22%               | 1.54%                | 0.10%                |
| Class ID C000051319 | -1.27%               | 1.51%                | 0.00%                |
| Class ID C000051320 | -1.32%               | 1.46%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $51343.50                | $-184269402.40                             |
| Month 2  | $-186759.14              | $117119448.12                              |
| Month 3  | $13973058.00             | $80062392.05                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Lyell Immunopharma Inc                      | Lyell Immunopharma Inc                                             | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27036 | NS      | $113821.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WILLIAMS COS INC/THE                        | WILLIAMS COS INC                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     760439 | NS      | $26387233.30   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Definitive Healthcare Corp                  | Definitive Healthcare Corp                                         | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     290541 | NS      | $3303451.17    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Unity Software Inc                          | Unity Software Inc                                                 | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     101064 | NS      | $3993038.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sovos Brands Inc                            | Sovos Brands Inc                                                   | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     178253 | NS      | $2565060.67    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp                  | Lattice Semiconductor Corp                                         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     186323 | NS      | $13569904.09   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Axalta Coating Systems Ltd                  | Axalta Coating Systems Ltd                                         | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     672225 | NS      | $18042519.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| TIBCO SOFTWARE INC                          | TIBCO Software Inc                                                 | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   33674000 | PA      | $30523123.82   | 0.37%             | 2029-03-30      | Floating      | 8.09%                 | No            | 2                  | On Loan: No      |
| Five9 Inc                                   | Five9 Inc                                                          | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      86401 | NS      | $5539168.11    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $5804322.64    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Riskified Ltd                               | Riskified Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      14117 | NS      | $72843.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15417450.00   | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| PFIZER INC                                  | PFIZER INC                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     100725 | NS      | $5049344.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoom Video Communications Inc               | Zoom Video Communications Inc                                      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      72207 | NS      | $5446574.01    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SPOTIFY USA INC                             | Spotify USA Inc                                                    | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5784000 | PA      | $4624308.00    | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                     | SolarEdge Technologies Inc                                         | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |    3037000 | PA      | $3907100.50    | 0.05%             | 2025-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOFI TECHNOLOGIES INC                       | SoFi Technologies Inc                                              | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $2836625.00    | 0.03%             | 2026-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      44019 | NS      | $5198643.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Talis Biomedical Corp                       | Talis Biomedical Corp                                              | CUSIP: 87424L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12842 | NS      | $7046.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                 | Viatris Inc                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      12498 | NS      | $137852.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                   | Keysight Technologies Inc                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     111208 | NS      | $20116415.12   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTHPOLE NEWCO SARL                        | NorthPole Newco Sarl                                               | CUSIP: 000000000<br>LEI: 213800OGDGIJPTK23H63 | Long             | LON              | CORP              | LU        |    4200984 | PA      | $325576.29     | 0.00%             | 2025-03-18      | Floating      | 11.78%                | No            | 3                  | On Loan: No      |
| Cigna Corp                                  | Cigna Corp                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     129213 | NS      | $42496863.57   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR Acquisition Holdings I Cor              | KKR Acquisition Holdings I Corp                                    | CUSIP: 48253T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     450000 | NS      | $4522500.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME E-Mini NASDAQ 100 Index                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        -72 | NC      | $439629.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                        | Howmet Aerospace Inc                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    5253148 | NS      | $197886085.16  | 2.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                    | Elanco Animal Health Inc                                           | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |     155400 | NS      | $3222996.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8387550.00    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HERTZ GLOBAL HOLDINGS INC                   | HERTZ GLOBAL HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     225000 | NS      | $4133250.00    | 0.05%             |  |  |  | No            | 2                  | On Loan: —       |
| BOMBARDIER INC                              | Bombardier Inc                                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2503750.00    | 0.03%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Tuya Inc                                    | Tuya Inc                                                           | CUSIP: 90114C107<br>LEI: 254900XKWS2MIZHXCO08 | Long             | EC               | CORP              | CN        |      81639 | NS      | $97150.41      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| BOMBARDIER INC                              | Bombardier Inc                                                     | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    5291000 | PA      | $4961317.79    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc                       | GFL Environmental Inc                                              | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |    2047809 | NS      | $59325026.73   | 0.72%             |  |  |  | No            | 1                  | On Loan: —       |
| Netflix Inc                                 | Netflix Inc                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      24853 | NS      | $7593337.09    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $69242526.46   | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| Workday Inc                                 | Workday Inc                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      42873 | NS      | $7198376.70    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                        | GrubHub Holdings Inc                                               | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1503746.64    | 0.02%             | 2027-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GLOBALFOUNDRIES Inc                         | GLOBALFOUNDRIES Inc                                                | CUSIP: 000000000<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |     680389 | NS      | $43783032.15   | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| ForgeRock Inc                               | ForgeRock Inc                                                      | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     165432 | NS      | $3598146.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   20669000 | PA      | $20307085.81   | 0.25%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                         | Shift4 Payments Inc                                                | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2244510.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-488683.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Coty Inc                                    | Coty Inc                                                           | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    9579229 | NS      | $75388532.23   | 0.91%             |  |  |  | No            | 1                  | On Loan: —       |
| LATAM AIRLINES GROUP SA                     | Latam Airlines Group SA                                            | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | LON              | CORP              | CL        |   25000000 | PA      | $24020750.00   | 0.29%             | 2027-11-03      | Floating      | 13.63%                | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     190229 | NS      | $8084732.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-552931.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WESCO INTERNATIONAL INC                     | WESCO International Inc                                            | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     741828 | NS      | $20326087.20   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| COOPER COS INC/THE                          | COOPER COS INC/THE                                                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      10193 | NS      | $3224555.55    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Rogers Corp                                 | Rogers Corp                                                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     326800 | NS      | $35634272.00   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Innovage Holding Corp                       | Innovage Holding Corp                                              | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      59571 | NS      | $386020.08     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY HARBOR CORP ESCROW                   | ENERGY HARBOR CORP ESCROW                                          | CUSIP: 116ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $0.50          | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DataRobot, Inc., SERIES F                   | DataRobot, Inc., SERIES F                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     166337 | NS      | $1112794.53    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WAYFAIR INC                                 | Wayfair Inc                                                        | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    8595000 | PA      | $5479312.50    | 0.07%             | 2025-10-01      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| TORRID LLC                                  | Torrid LLC                                                         | CUSIP: 89142DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9500000 | PA      | $8324375.00    | 0.10%             | 2028-06-14      | Floating      | 9.39%                 | No            | 2                  | On Loan: No      |
| Root Inc/OH                                 | Root Inc/OH                                                        | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1650 | NS      | $11995.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REDFIN CORP                                 | Redfin Corp                                                        | CUSIP: 75737FAC2<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $2385950.00    | 0.03%             | 2025-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RLX Technology Inc                          | RLX Technology Inc                                                 | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Long             | EC               | CORP              | CN        |     493913 | NS      | $1135999.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                              | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   13767000 | PA      | $11945350.56   | 0.14%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| IRIS HOLDING INC                            | Iris Holding Inc                                                   | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4358681.60    | 0.05%             | 2028-12-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Sterling Check Corp                         | Sterling Check Corp                                                | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     412694 | NS      | $6000570.76    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                              | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1467742.50    | 0.02%             | 2024-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    7497000 | PA      | $6363378.63    | 0.08%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Altice USA Inc                              | Altice USA Inc                                                     | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     305000 | NS      | $1390800.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| BROOKDALE SENIOR LIVING                     | Brookdale Senior Living Inc                                        | CUSIP: 112463302<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EP               | CORP              | US        |     167000 | NS      | $8183000.00    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| STAPLES INC                                 | Staples Inc                                                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   23899000 | PA      | $21321134.37   | 0.26%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dow Inc                                     | Dow Inc                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       6115 | NS      | $311681.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $851094.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION   | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4360390.91   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| UPWORK INC                                  | Upwork Inc                                                         | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $2615686.00    | 0.03%             | 2026-08-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION              | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-58871175.78  | -0.71%            |  |  |  | No            | 2                  | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      47078 | NS      | $7544249.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               | CORP              | US        |          1 | NC      | $428337.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gitlab Inc                                  | Gitlab Inc                                                         | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42399 | NS      | $1676880.45    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Akzo Nobel NV                               | Akzo Nobel NV                                                      | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      33254 | NS      | $2392613.35    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                   | Caesars Entertainment Inc                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    1306556 | NS      | $66386110.36   | 0.80%             |  |  |  | No            | 1                  | On Loan: —       |
| ENVISTA HOLDINGS CORP                       | Envista Holdings Corp                                              | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   12333000 | PA      | $21009265.50   | 0.25%             | 2025-06-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                                 | Staples Inc                                                        | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   12152000 | PA      | $8884448.72    | 0.11%             | 2027-04-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| PELOTON INTERACTIVE INC                     | Peloton Interactive Inc                                            | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $1478382.12    | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BILL.COM HOLDINGS INC                       | Bill.com Holdings Inc                                              | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    6091000 | PA      | $6471687.50    | 0.08%             | 2025-12-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COTY INC                                    | Coty Inc                                                           | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   16418000 | PA      | $15740593.32   | 0.19%             | 2026-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                          | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   32838000 | PA      | $32453876.84   | 0.39%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| REPAY HOLDINGS                              | Repay Holdings Corp                                                | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3198000 | PA      | $2368438.80    | 0.03%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp                          | Realty Income Corp                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      24344 | NS      | $1535376.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshworks Inc                              | Freshworks Inc                                                     | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |      91871 | NS      | $1357853.38    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MIDDLEBY CORP                               | Middleby Corp/The                                                  | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $2461387.50    | 0.03%             | 2025-09-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| COTY INC                                    | Coty Inc                                                           | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |   30588128 | PA      | $30134811.65   | 0.36%             | 2025-04-07      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Orion Acquisition Corp                      | Orion Acquisition Corp                                             | CUSIP: 68626A207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1835000 | NS      | $18405050.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living Inc                 | Brookdale Senior Living Inc                                        | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    7734643 | NS      | $24364125.45   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ENDO LUX FIN CO I SARL                      | Endo Luxembourg Finance Co I Sarl / Endo US Inc                    | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3219000 | PA      | $2410483.77    | 0.03%             | 2029-04-01      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Carvana Co                                  | Carvana Co                                                         | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      67144 | NS      | $517680.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Lufax Holding Ltd                           | Lufax Holding Ltd                                                  | CUSIP: 54975P102<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     878812 | NS      | $1634590.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTHEM INC                                  | ANTHEM INC                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       2711 | NS      | $1444746.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CENGAGE LEARNING INC                        | Cengage Learning Inc                                               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4269375.00    | 0.05%             | 2024-06-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Orion Office REIT Inc                       | Orion Office REIT Inc                                              | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2434 | NS      | $22611.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS BANK PLC                           | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $660025.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Robinhood Markets Inc                       | Robinhood Markets Inc                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      76711 | NS      | $735658.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                    | Cloud Software Group Holdings Inc                                  | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20809000 | PA      | $18174396.86   | 0.22%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3229122.90    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      18233 | NS      | $7590397.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BROOKDALE SENIOR LIVING                     | Brookdale Senior Living Inc                                        | CUSIP: 112463AC8<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |    7904000 | PA      | $6081140.00    | 0.07%             | 2026-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DoubleVerify Holdings Inc                   | DoubleVerify Holdings Inc                                          | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2726116 | NS      | $71424239.20   | 0.86%             |  |  |  | No            | 1                  | On Loan: —       |
| ATRenew Inc                                 | ATRenew Inc                                                        | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     352891 | NS      | $606972.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toast Inc                                   | Toast Inc                                                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      60004 | NS      | $1101673.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Arconic Corp                                | Arconic Corp                                                       | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    1201530 | NS      | $28632459.90   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Remitly Global Inc                          | Remitly Global Inc                                                 | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      84942 | NS      | $888493.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ACV Auctions Inc                            | ACV Auctions Inc                                                   | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60714 | NS      | $536711.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                    | Elanco Animal Health Inc                                           | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    2227666 | NS      | $28670061.42   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| ROBLOX Corp                                 | ROBLOX Corp                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      40658 | NS      | $1291704.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      57662 | NS      | $6783934.30    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| EngageSmart Inc                             | EngageSmart Inc                                                    | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     133798 | NS      | $2270552.06    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| ON24 Inc                                    | ON24 Inc                                                           | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58646 | NS      | $448641.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elastic NV                                  | Elastic NV                                                         | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     114682 | NS      | $7017391.58    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Duolingo Inc                                | Duolingo Inc                                                       | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8956 | NS      | $623964.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Cloudflare Inc                              | Cloudflare Inc                                                     | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |     103147 | NS      | $5068643.58    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                   | QIAGEN NV                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |    1625823 | NS      | $81169613.26   | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC      | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-5456431.18   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                            | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               | CORP              | FR        |          1 | NC      | $3347187.44    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO  | BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO                         | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 6268975463 | NS      | $6268975462.60 | 75.87%            |  |  |  | No            | 1                  | On Loan: No      |
| Dutch Bros Inc                              | Dutch Bros Inc                                                     | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4493 | NS      | $169565.82     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Welltower Inc                               | Welltower Inc                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     327494 | NS      | $23261898.82   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Thoughtworks Holding Inc                    | Thoughtworks Holding Inc                                           | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |     150586 | NS      | $1373344.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corp                       | Envista Holdings Corp                                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    1629163 | NS      | $55587041.56   | 0.67%             |  |  |  | No            | 1                  | On Loan: —       |
| TRANSDIGM INC                               | TransDigm Inc                                                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2761495.00    | 0.03%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Sotera Health Co                            | Sotera Health Co                                                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     585318 | NS      | $4881552.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTERCOM MEDIA CORP                         | Audacy Capital Corp                                                | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    6808000 | PA      | $1536565.60    | 0.02%             | 2029-03-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BENTLEY SYSTEMS INC                         | Bentley Systems Inc                                                | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3341184.00    | 0.04%             | 2026-01-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Shopify Inc                                 | Shopify Inc                                                        | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     117810 | NS      | $4816072.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| 2020 CASH EXCH TRUST                        | 2020 Cash Mandatory Exchangeable Trust                             | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      12256 | NS      | $15055515.52   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                 | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               | CORP              | GB        |          1 | NC      | $2246085.57    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Snowflake Inc                               | Snowflake Inc                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      39266 | NS      | $5611111.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| T-Mobile US Inc                             | T-Mobile US Inc                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     143453 | NS      | $21727391.38   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                          | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   11135000 | PA      | $11177313.00   | 0.14%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Olin Corp                                   | Olin Corp                                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    1403103 | NS      | $79948808.94   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Azelis Group NV                             | Azelis Group NV                                                    | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |     165292 | NS      | $4416273.24    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SOTHEBY'S                                   | Sotheby's                                                          | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   22457000 | PA      | $21873005.72   | 0.26%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MONEY MARKET SERIES LLC                     | MONEY MARKET SERIES LLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   82440718 | NS      | $82407741.62   | 1.00%             |  |  |  | No            | N/A                | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20320000 | PA      | $18635543.12   | 0.23%             | 2026-04-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| IFF                                         | International Flavors & Fragrances Inc                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     237110 | NS      | $25090980.20   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                 | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |          1 | NC      | $2676571.63    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Enfusion Inc                                | Enfusion Inc                                                       | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48035 | NS      | $458734.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ContextLogic Inc                            | ContextLogic Inc                                                   | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |      79718 | NS      | $58489.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                  | Charter Communications Inc                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      51548 | NS      | $20170216.92   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                             | Informatica Inc                                                    | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     668104 | NS      | $11478026.72   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| On Holding AG                               | On Holding AG                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     150642 | NS      | $2925467.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| ATI INC                                     | ATI Inc                                                            | CUSIP: 01741RAK8<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $8685640.00    | 0.11%             | 2025-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Rivian Automotive Inc                       | Rivian Automotive Inc                                              | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     115023 | NS      | $3685336.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.            | CME E-Mini Standard & Poor's 500 Index                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -764 | NC      | $-2406789.39   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     264904 | NS      | $72427402.64   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| RINGCENTRAL INC                             | RingCentral Inc                                                    | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   10016000 | PA      | $7747376.00    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours Inc                       | DuPont de Nemours Inc                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     275456 | NS      | $19422402.56   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DANAHER CORP                                | Danaher Corp                                                       | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      16721 | NS      | $23431973.35   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| ENDO LUXEMBOURG FINANCE                     | Endo Luxembourg Finance Co I Sarl                                  | CUSIP: 000000000<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | LU        |    4949875 | PA      | $3922775.69    | 0.05%             | 2028-03-25      | Floating      | 9.05%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                           | TRS CFD EQUITY BASKET                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-61132.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Global Holdings Inc                   | Hertz Global Holdings Inc                                          | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      25000 | NS      | $430000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Valley National Bancorp                     | Valley National Bancorp                                            | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     154748 | NS      | $1959109.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   53133000 | PA      | $50402495.13   | 0.61%             | 2028-10-21      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| Altaba Inc Escrow                           | Altaba Inc Escrow                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     445570 | NS      | $1667768.51    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BOX INC                                     | Box Inc                                                            | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2863206.50    | 0.03%             | 2026-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sweetgreen Inc                              | Sweetgreen Inc                                                     | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     131277 | NS      | $1881199.41    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BLOCK INC                                   | Block Inc                                                          | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    6053000 | PA      | $4570015.00    | 0.06%             | 2027-11-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Gracell Biotechnologies Inc                 | Gracell Biotechnologies Inc                                        | CUSIP: 38406L103<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      80087 | NS      | $260282.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares iBoxx High Yield Corporate Bond ETF | iShares iBoxx High Yield Corporate Bond ETF                        | CUSIP: 464288513<br>LEI: N/A                  | Long             | EC               | RF                | US        |     440927 | NS      | $33360536.82   | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| Legalzoom.com Inc                           | Legalzoom.com Inc                                                  | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     241380 | NS      | $2136213.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      89134 | NS      | $22210410.12   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer