0001752724-20-206192.txt : 20201014
0001752724-20-206192.hdr.sgml : 20201014
20201014101639
ACCESSION NUMBER: 0001752724-20-206192
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20201014
DATE AS OF CHANGE: 20201014
EFFECTIVENESS DATE: 20201014
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iSHARES TRUST
CENTRAL INDEX KEY: 0001100663
IRS NUMBER: 943351276
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09729
FILM NUMBER: 201238387
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: ISHARES TRUST
DATE OF NAME CHANGE: 19991213
0001100663
S000004351
iShares MSCI EAFE ETF
C000012081
iShares MSCI EAFE ETF
EFA
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S000004364
iShares China Large-Cap ETF
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iShares China Large-Cap ETF
FXI
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S000004437
iShares MSCI EAFE Growth ETF
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iShares MSCI EAFE Growth ETF
EFG
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S000004438
iShares MSCI EAFE Value ETF
C000012201
iShares MSCI EAFE Value ETF
EFV
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S000018145
iShares MSCI Europe Small-Cap ETF
C000050168
iShares MSCI Europe Small-Cap ETF
IEUS
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S000019124
iShares MSCI EAFE Small-Cap ETF
C000052896
iShares MSCI EAFE Small-Cap ETF
SCZ
0001100663
S000019898
iShares MSCI Kokusai ETF
C000055846
iShares MSCI Kokusai ETF
TOK
0001100663
S000021460
iShares MSCI ACWI ex U.S. ETF
C000061363
iShares MSCI ACWI ex U.S. ETF
ACWX
0001100663
S000021461
iShares MSCI ACWI ETF
C000061364
iShares MSCI ACWI ETF
ACWI
0001100663
S000022496
iShares MSCI All Country Asia ex Japan ETF
C000065072
iShares MSCI All Country Asia ex Japan ETF
AAXJ
0001100663
S000023585
iShares Core Conservative Allocation ETF
C000069397
iShares Core Conservative Allocation ETF
AOK
0001100663
S000023586
iShares Core Moderate Allocation ETF
C000069398
iShares Core Moderate Allocation ETF
AOM
0001100663
S000023587
iShares Core Growth Allocation ETF
C000069399
iShares Core Growth Allocation ETF
AOR
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S000023588
iShares Core Aggressive Allocation ETF
C000069400
iShares Core Aggressive Allocation ETF
AOA
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S000027327
iShares MSCI Europe Financials ETF
C000082529
iShares MSCI Europe Financials ETF
EUFN
0001100663
S000031837
iShares MSCI EAFE Min Vol Factor ETF
C000099140
iShares MSCI EAFE Min Vol Factor ETF
EFAV
0001100663
S000031838
iShares MSCI USA Min Vol Factor ETF
C000099141
iShares MSCI USA Min Vol Factor ETF
USMV
0001100663
S000036830
iShares Morningstar Multi-Asset Income ETF
C000112640
iShares Morningstar Multi-Asset Income ETF
IYLD
0001100663
S000038930
iShares Core MSCI EAFE ETF
C000119715
iShares Core MSCI EAFE ETF
IEFA
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S000038931
iShares Core MSCI Total International Stock ETF
C000119716
iShares Core MSCI Total International Stock ETF
IXUS
0001100663
S000040204
iShares MSCI USA Size Factor ETF
C000124960
iShares MSCI USA Size Factor ETF
SIZE
0001100663
S000040205
iShares MSCI USA Value Factor ETF
C000124961
iShares MSCI USA Value Factor ETF
VLUE
0001100663
S000040316
iShares MSCI USA Momentum Factor ETF
C000125223
iShares MSCI USA Momentum Factor ETF
MTUM
0001100663
S000041444
iShares MSCI USA Quality Factor ETF
C000128677
iShares MSCI USA Quality Factor ETF
QUAL
0001100663
S000043040
iShares Currency Hedged MSCI EAFE ETF
C000133231
iShares Currency Hedged MSCI EAFE ETF
HEFA
0001100663
S000045088
iShares Edge MSCI Min Vol Europe ETF
C000140146
iShares Edge MSCI Min Vol Europe ETF
EUMV
0001100663
S000045089
iShares Edge MSCI Min Vol Japan ETF
C000140236
iShares Edge MSCI Min Vol Japan ETF
JPMV
0001100663
S000045102
iShares Core MSCI Europe ETF
C000140337
iShares Core MSCI Europe ETF
IEUR
0001100663
S000045103
iShares Core MSCI Pacific ETF
C000140338
iShares Core MSCI Pacific ETF
IPAC
0001100663
S000047435
iShares MSCI China A ETF
C000148919
iShares MSCI China A ETF
CNYA
0001100663
S000047503
iShares MSCI Intl Momentum Factor ETF
C000149147
iShares MSCI Intl Momentum Factor ETF
IMTM
0001100663
S000047504
iShares MSCI Intl Quality Factor ETF
C000149148
iShares MSCI Intl Quality Factor ETF
IQLT
0001100663
S000047644
iShares MSCI ACWI Low Carbon Target ETF
C000149539
iShares MSCI ACWI Low Carbon Target ETF
CRBN
0001100663
S000048311
iShares Exponential Technologies ETF
C000152570
iShares Exponential Technologies ETF
XT
0001100663
S000048622
iShares MSCI Global Multifactor ETF
C000153270
iShares MSCI Global Multifactor ETF
ACWF
0001100663
S000048623
iShares MSCI USA Multifactor ETF
C000153271
iShares MSCI USA Multifactor ETF
LRGF
0001100663
S000048624
iShares MSCI USA Small-Cap Multifactor ETF
C000153272
iShares MSCI USA Small-Cap Multifactor ETF
SMLF
0001100663
S000049024
iShares MSCI Intl Multifactor ETF
C000154547
iShares MSCI Intl Multifactor ETF
INTF
0001100663
S000049025
iShares MSCI Intl Small-Cap Multifactor ETF
C000154548
iShares MSCI Intl Small-Cap Multifactor ETF
ISCF
0001100663
S000049572
iShares MSCI Intl Size Factor ETF
C000156613
iShares MSCI Intl Size Factor ETF
ISZE
0001100663
S000049573
iShares MSCI Intl Value Factor ETF
C000156614
iShares MSCI Intl Value Factor ETF
IVLU
0001100663
S000049792
iShares Currency Hedged MSCI ACWI ex U.S. ETF
C000157303
iShares Currency Hedged MSCI ACWI ex U.S. ETF
HAWX
0001100663
S000049795
iShares Currency Hedged MSCI EAFE Small-Cap ETF
C000157306
iShares Currency Hedged MSCI EAFE Small-Cap ETF
HSCZ
0001100663
S000052533
iShares Adaptive Currency Hedged MSCI EAFE ETF
C000164987
iShares Adaptive Currency Hedged MSCI EAFE ETF
DEFA
0001100663
S000054723
iShares MSCI USA Small-Cap Min Vol Factor ETF
C000171896
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
0001100663
S000056604
iShares Core MSCI International Developed Markets ETF
C000179059
iShares Core MSCI International Developed Markets ETF
IDEV
0001100663
S000062201
iShares Robotics and Artificial Intelligence Multisector ETF
C000201209
iShares Robotics and Artificial Intelligence Multisector ETF
IRBO
0001100663
S000063520
iShares Self-Driving EV and Tech ETF
C000205801
iShares Self-Driving EV and Tech ETF
IDRV
0001100663
S000065015
iShares Cybersecurity and Tech ETF
C000210493
iShares Cybersecurity and Tech ETF
IHAK
0001100663
S000065416
iShares MSCI USA Mid-Cap Multifactor ETF
C000211556
iShares MSCI USA Mid-Cap Multifactor ETF
MIDF
0001100663
S000065599
iShares Genomics Immunology and Healthcare ETF
C000212225
iShares Genomics Immunology and Healthcare ETF
IDNA
0001100663
S000067234
iShares U.S. Tech Breakthrough Multisector ETF
C000216288
iShares U.S. Tech Breakthrough Multisector ETF
TECB
0001100663
S000068729
iShares ESG Aware Conservative Allocation ETF
C000219699
iShares ESG Aware Conservative Allocation ETF
EAOK
0001100663
S000068730
iShares ESG Aware Moderate Allocation ETF
C000219700
iShares ESG Aware Moderate Allocation ETF
EAOM
0001100663
S000068731
iShares ESG Aware Growth Allocation ETF
C000219701
iShares ESG Aware Growth Allocation ETF
EAOR
0001100663
S000068732
iShares ESG Aware Aggressive Allocation ETF
C000219702
iShares ESG Aware Aggressive Allocation ETF
EAOA
N-CEN
1
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0001100663
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811-09729
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S000023585
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C000154548
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C000061363
S000047504
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C000125223
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C000055846
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C000124960
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C000069398
iShares Trust
811-09729
0001100663
5493000860OXIC4B5K91
400 Howard Street
San Francisco
94105
US-CA
US
800-474-2737
BlackRock Fund Advisors
400 Howard Street
San Francisco
94105
415-670-2000
Records related to its functions as advisor
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Records related to its functions as administrator, accounting agent, transfer agent and custodian
BlackRock Investments, LLC
40 East 52nd St
New York
10022
609-282-3046
Records related to its functions as distributor
N
N
N-1A
302
Y
Cecilia H. Herbert
000000000
N
Richard L. Fagnani
000000000
N
Salim Ramji
004797124
Y
Jane D. Carlin
001279982
N
Robert S. Kapito
000000000
Y
John E. Martinez
000000000
N
Drew E. Lawton
001173631
N
Madhav V. Rajan
000000000
N
John E. Kerrigan
000000000
N
Charles Park
000000000
55 East 52nd Street
New York
10055
XXXXXX
N
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
iShares MSCI EAFE Growth ETF
S000004437
549300TM3QJ7458P4314
N
0
0
0
Exchange-Traded Fund
N
N
0.08000000
-0.31000000
1.05000000
1.05000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
36834839.00000000
760386.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bofa Securities, Inc.
549300HN4UKV1E2R3U73
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
22398.99000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
19355.74000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
19454.46000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
22016.46000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
66132.70000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
43195.27000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
14243.89000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
49010.69000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
73625.76000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
15037.84000000
397736.36000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
26.24000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1498470065.21000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1551290326.20000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
59027920.06000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
409981595.12000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
64882141.55000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
62786023.40000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
141917.68000000
3648046340.34000000
N
5141991753.15000000
N
N
N
iShares Edge MSCI Intl Momentum Factor ETF
S000047503
549300O0CUUN2T6OVF98
N
0
0
0
Exchange-Traded Fund
N
N
0.04000000
-0.26000000
0.96000000
0.97000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
237171.00000000
22446.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
6488.30000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
7144.65000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5330.46000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
16526.19000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7160.81000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
4974.59000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
23490.91000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
5815.31000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5677.01000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
12532.78000000
127867.99000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21012351.05000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9419263.87000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
44076331.34000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
17561199.55000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
57145659.26000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
122896896.38000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
9.68000000
272111711.13000000
N
243168651.98000000
N
N
N
iShares Edge MSCI USA Size Factor ETF
S000040204
5493007FX38U4LSCPO86
N
0
0
0
Exchange-Traded Fund
N
N
0.04000000
-0.11000000
0.07000000
0.07000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
34804179.00000000
249571.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
11521.27000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2948.68000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3402.18000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
768.17000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
147.66000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
247.95000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
32579.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
226.83000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
6276.64000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
140.74000000
58356.17000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
88001000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
151.63000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
2795975957.63000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
234.32000000
2883977343.58000000
N
807955233.57000000
N
N
N
iShares China Large-Cap ETF
S000004364
5493001YVWPO25CNKN94
N
0
0
0
Exchange-Traded Fund
N
N
-0.11000000
-0.85000000
6.39000000
6.39000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
96303503.00000000
1457479.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
61663.41000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
45805.92000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
62024.88000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
50626.11000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
30725.59000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9651.99000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
46292.90000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
9058.58000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
104060.38000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
27407.43000000
453380.64000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
711915177.30000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
358594030.96000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
905829460.87000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
445352619.70000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
162149958.68000000
2583841247.51000000
N
4107690695.15000000
N
N
N
iShares Edge MSCI Intl Size Factor ETF
S000049572
549300VZXW6L50HMRY89
N
0
0
0
Exchange-Traded Fund
N
N
0.44000000
0.14000000
1.15000000
1.15000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
100659.00000000
7783.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
164.55000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
373.31000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
91.12000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
187.30000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
101.88000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
347.94000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
109.84000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
145.98000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
122.81000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
99.57000000
2280.94000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
10764837.65000000
Redburn (USA) LLC
8-67320
000140564
213800TYRTQILMQQLV79
45.28000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
36.56000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
14116297.80000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
934157.98000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
0.92000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
25.11000000
25862548.05000000
N
12024716.26000000
N
N
N
iShares Core MSCI Total International Stock ETF
S000038931
5493000KJHTQW5I5L936
N
0
0
0
Exchange-Traded Fund
N
N
0.14000000
0.05000000
1.91000000
1.91000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
238266214.00000000
8500713.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
87420.57000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
100328.29000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
391836.54000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
131650.22000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
84157.02000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
47392.31000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
177657.22000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
29099.51000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
62616.96000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
184472.73000000
1454814.45000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
45.94000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
358633998.48000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
180282.90000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
2778412275.20000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2432661056.49000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
9.37000000
TPCG Financial Services Agente de Valores S.A.
N/A
000000000
254900NWUJKO9QOWUU48
UY
664823.57000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
475757.90000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
803858227.82000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
14.47000000
6401002618.52000000
N
17252061098.56000000
Committed
300000000.00000000
N
N
N
iShares Edge MSCI Min Vol EAFE ETF
S000031837
549300N5K4JSWEZ74544
N
0
0
0
Exchange-Traded Fund
N
N
0.20000000
0.00000000
1.22000000
1.22000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
59777160.00000000
533459.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bofa Securities, Inc.
549300HN4UKV1E2R3U73
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
120595.50000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
269491.35000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
41213.33000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
101828.87000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
70507.59000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
50888.19000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
64710.95000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
71581.44000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
63378.02000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
36184.52000000
1000014.29000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
18583034.19000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
16.85000000
Jane Street Capital, LLC
8-52275
000103782
549300ZM16HMPEPNV857
133965.16000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
1293561588.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
40.64000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
16399630.18000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
921865946.60000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
713980872.38000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
325485109.42000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
544895805.00000000
3858969753.60000000
N
11617744616.38000000
N
N
N
iShares MSCI ACWI ETF
S000021461
549300KZ2WFTI4GQ7M77
N
0
0
0
Exchange-Traded Fund
N
N
0.40000000
0.09000000
0.93000000
0.94000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
174060533.00000000
1885974.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
98453.74000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
174660.25000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
115745.34000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
30529.57000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
57981.99000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
32595.07000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
38157.52000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
57310.56000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
29787.19000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
165152.24000000
936279.04000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
390716062.77000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2842816939.78000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
292432688.69000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
1084619505.34000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
36800.96000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7.95000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
26.30000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
5.84000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
321152565.98000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1866277049.36000000
6799510673.61000000
N
10802679313.22000000
Committed
300000000.00000000
N
N
N
iShares Core Moderate Allocation ETF
S000023586
5493003SBBO7QJXQ6O89
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.17000000
-0.36000000
0.27000000
0.27000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
16225374.00000000
125259.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
537.25000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
6633.78000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4742.31000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
449.84000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
496.32000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2244.65000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
30.65000000
15134.80000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
641979911.67000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
12017342.85000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
83372000.00000000
737369254.52000000
N
1183697782.93000000
N
N
N
iShares ESG Aware Conservative Allocation ETF
S000068729
549300CKKZBB0LNYMB91
Y
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.01000000
-0.07000000
0.07000000
0.07000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
0.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
1277601.12000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2509332.46000000
3786933.58000000
N
3214972.03000000
N
N
N
iShares Exponential Technologies ETF
S000048311
5493001QZSH136RMZK19
N
0
0
0
Exchange-Traded Fund
N
N
0.15000000
-0.32000000
0.76000000
0.76000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
74499503.00000000
721051.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
7282.87000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
63974.44000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
7054.49000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
8004.13000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
20937.59000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
81992.44000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
7680.63000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
18725.15000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
18007.01000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
23653.31000000
272133.47000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
261010832.57000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
189849000.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
84749551.92000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
180375565.60000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
408454136.72000000
1124439086.81000000
N
2465350126.15000000
Committed
300000000.00000000
N
N
iShares ESG Aware Growth Allocation ETF
S000068731
549300BCV0RZ1QMUBU92
Y
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.21000000
-0.24000000
0.10000000
0.10000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2.34000000
2.34000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2519866.48000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
1283922.85000000
3803789.33000000
N
3261477.51000000
N
N
N
iShares Edge MSCI Multifactor Intl ETF
S000049024
549300TGSNNEEUASUI58
N
0
0
0
Exchange-Traded Fund
N
N
0.07000000
-0.23000000
1.23000000
1.23000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
2104939.00000000
40233.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
8331.25000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
31612.48000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
8014.24000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
5729.58000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
9358.86000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
10971.90000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
12884.12000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
6708.17000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
12708.94000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
7160.42000000
140694.10000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
12179762.14000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
321140839.04000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
67519547.49000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
106768118.92000000
Redburn (USA) LLC
8-67320
000140564
213800TYRTQILMQQLV79
18.11000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
10766883.60000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
85037878.81000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
16150325.39000000
619563373.50000000
N
1004867189.25000000
N
N
N
iShares Edge MSCI Min Vol USA Small-Cap ETF
S000054723
549300NDL6ECXAL5SM49
N
0
0
0
Exchange-Traded Fund
N
N
0.00000000
-0.20000000
0.26000000
0.26000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
11992624.00000000
116572.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
10801.51000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
9667.74000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1597.75000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2687.83000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
22124.91000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
50499.54000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
31418.13000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
426.31000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
3728.03000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1859.01000000
135793.45000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
52845286.09000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
962764803.16000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
63797000.00000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
3067.80000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
853.93000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
318.80000000
1080615994.78000000
N
487351252.55000000
N
N
N
iShares Edge MSCI USA Momentum Factor ETF
S000040316
5493002ZOOZ0SN3YYI81
N
0
0
0
Exchange-Traded Fund
N
N
-0.02000000
-0.17000000
0.09000000
0.09000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
154939430.00000000
1081561.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
803190.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
142292.31000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
3093.13000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2270.40000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
485465.40000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
33293.45000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
460847.15000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
6657.60000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
432360.28000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
161124.23000000
2532357.29000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
898443700.20000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
11029364083.67000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
911113971.41000000
12838921755.28000000
N
9648230806.80000000
N
N
N
iShares MSCI Kokusai ETF
S000019898
549300ENIYLBLVKXV984
N
0
0
0
Exchange-Traded Fund
N
N
0.46000000
0.21000000
0.39000000
0.39000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
2045880.00000000
22607.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch)
00000000000000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
103.49000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
174.13000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
125.98000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
204.08000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
297.30000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
57.79000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
91.80000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
91.03000000
TD Securities (USA) LLC
8-36747
000018476
SUVUFHICNZMP2WKHG940
46.45000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
181.94000000
1672.23000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
34.43000000
Redburn (USA) LLC
8-67320
000140564
213800TYRTQILMQQLV79
82.09000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
25.90000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
12678414.40000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
14016000.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
7993743.57000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3180571.29000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
23848672.47000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
26.83000000
61717570.98000000
N
143915218.28000000
N
N
N
iShares Edge MSCI USA Value Factor ETF
S000040205
549300QCMVXVCAPD3O82
N
0
0
0
Exchange-Traded Fund
N
N
0.06000000
-0.09000000
0.10000000
0.10000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
53529557.00000000
767328.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
20937.28000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
1727.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2618.02000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
62248.17000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
6590.95000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
333296.17000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
14911.97000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
1649.63000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
5770.03000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
35305.07000000
487899.34000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
4937098875.23000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
652915292.80000000
5590014168.03000000
N
4256714043.25000000
N
N
N
iShares Edge MSCI Multifactor USA Mid-Cap ETF
S000065416
549300EGGYBQPHDGP709
N
0
0
0
Exchange-Traded Fund
N
N
0.17000000
-0.08000000
0.29000000
0.29000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
56196.00000000
839.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
72.78000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
6.90000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
12.34000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
40.97000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
3.62000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1.54000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2.04000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
93.69000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
30.78000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
142.35000000
408.71000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1159.30000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1667.30000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
157434.36000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
616.07000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1622.13000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
977.17000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2033.87000000
165510.20000000
N
2593464.55000000
N
N
N
iShares Adaptive Currency Hedged MSCI EAFE ETF
S000052533
54930013F0ZGQ25OZO57
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
0.30000000
0.27000000
18.44000000
18.44000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
N/A
354.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
0.67000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
13.29000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
22.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
6.20000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2.11000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
0.22000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
6.66000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
23.27000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
23.72000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
0.72000000
98.86000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
404000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
5030981.31000000
5434981.31000000
N
7525634.61000000
N
N
N
iShares ESG Aware Moderate Allocation ETF
S000068730
549300U4XL6EWNDTWQ36
Y
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.19000000
-0.23000000
0.08000000
0.08000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
0.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
1274788.20000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2512884.62000000
3787672.82000000
N
3230751.85000000
N
N
N
iShares Core MSCI Europe ETF
S000045102
549300XU2KDV0C5LCG21
N
0
0
0
Exchange-Traded Fund
N
N
0.17000000
0.08000000
1.34000000
1.34000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
35047003.00000000
1046943.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
2075.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
7277.73000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
4452.09000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
7498.65000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2294.09000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2754.94000000
Winterflood Securities Limited
N/A
000000000
8BRUP6V1DX3PIG2R0745
GB
1335.83000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
6846.61000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
2060.75000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
11477.11000000
53456.96000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
211628928.95000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
133434890.80000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
761854567.79000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
291908500.12000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
0.04000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
218503723.92000000
1622506084.19000000
N
3479373364.26000000
N
N
N
iShares Core MSCI International Developed Markets ETF
S000056604
549300LRJOM3FVVFKB50
N
0
0
0
Exchange-Traded Fund
N
N
0.25000000
0.20000000
1.04000000
1.04000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
17640628.00000000
650945.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
8806.00000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
10304.85000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
16642.64000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
9936.50000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
37692.45000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7442.03000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
11756.97000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
16865.27000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
13886.59000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
6710.83000000
170251.55000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
155600179.11000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
50867.32000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
422071.99000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
272209917.72000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
150545470.26000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
152421167.19000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1139432274.41000000
1873739661.89000000
N
2066193474.12000000
N
N
N
iShares Robotics and Artificial Intelligence Multisector ETF
S000062201
549300VS8IGDTLP20U91
N
0
0
0
Exchange-Traded Fund
N
N
-0.03000000
-0.50000000
3.61000000
3.62000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
7686546.00000000
77811.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
4719.24000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
397.16000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
3423.81000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
456.67000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1700.91000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
312.82000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
363.69000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
728.26000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1249.21000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1172.36000000
15150.50000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
5064342.56000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
31339030.55000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
10980367.44000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
14734101.48000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
57707377.33000000
119825219.36000000
N
80342301.25000000
Committed
300000000.00000000
N
N
N
iShares Edge MSCI Min Vol USA ETF
S000031838
54930006KUZN6GLGL496
N
0
0
0
Exchange-Traded Fund
N
N
-0.01000000
-0.16000000
0.11000000
0.11000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
226230436.00000000
1803832.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
25039.14000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
4244.10000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
517624.26000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
28805.35000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
31936.92000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
368762.99000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
138891.40000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
198654.36000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
56616.18000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
518246.98000000
1893878.48000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
18890055148.24000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
2935182923.40000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1941401581.68000000
23766639653.32000000
N
34631829656.10000000
N
N
N
iShares Core Growth Allocation ETF
S000023587
549300ZG5FYWPWUAQ063
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.09000000
-0.28000000
0.20000000
0.20000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
21350201.00000000
231451.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2112.22000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3299.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
161.31000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
6251.48000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
435.20000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
203.62000000
12462.83000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
68877194.97000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
631030781.79000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
79784000.00000000
779691976.76000000
N
1379149239.98000000
N
N
N
iShares MSCI ACWI ex U.S. ETF
S000021460
5493000IN0VJK5DV3698
N
0
0
0
Exchange-Traded Fund
N
N
-0.07000000
-0.37000000
2.22000000
2.22000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
44742114.00000000
992528.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch)
00000000000000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bofa Securities, Inc.
549300HN4UKV1E2R3U73
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
43055.23000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
128476.78000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
24296.47000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
41405.94000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
27811.87000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
31544.95000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
9965.82000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
16989.63000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
10595.87000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
91743.08000000
481434.94000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
96729869.08000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
17.34000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
41559.87000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
506890250.64000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
57569928.59000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7.95000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
42.76000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
255883985.98000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
900319915.87000000
1819206269.83000000
N
3528544602.14000000
Committed
300000000.00000000
N
N
N
iShares Edge MSCI Intl Quality Factor ETF
S000047504
549300NCBUPWCYENVS18
N
0
0
0
Exchange-Traded Fund
N
N
0.11000000
-0.19000000
1.17000000
1.17000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
3154067.00000000
166507.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
6363.78000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
17924.29000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
6025.98000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
8104.74000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
11624.23000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
4617.81000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
28690.83000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
4525.99000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
5785.57000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8789.43000000
125911.54000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
342435143.24000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
62647630.01000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
136356322.65000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
162853475.02000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
154201555.11000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
108065212.38000000
967584553.99000000
N
1143659399.03000000
N
N
N
iShares Core MSCI EAFE ETF
S000038930
5493009FT582MI7Y3I36
N
0
0
0
Exchange-Traded Fund
N
N
0.14000000
0.07000000
1.05000000
1.05000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
698347863.00000000
19726209.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
43919.93000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
50086.08000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
45513.23000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
169457.42000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
42564.58000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
50550.17000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
101963.50000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
60351.94000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
67790.91000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
33952.93000000
902953.68000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
3349277.90000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
0.76000000
First Equity Limited
N/A
000000000
213800JR7T2ZUXPX8G49
GB
445574.48000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
7570526705.53000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2244874465.10000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
20.32000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2596271414.65000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1070922.88000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
4166575822.40000000
16696018950.42000000
N
66609470187.42000000
N
N
N
iShares Morningstar Multi-Asset Income ETF
S000036830
549300VZVQQ25D0BOQ74
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.03000000
-0.25000000
5.33000000
5.33000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
106660363.00000000
705820.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
385.11000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
671.89000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
2231.41000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
62561.01000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
4738.52000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
827.10000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
642.40000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
449.33000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
812.00000000
Citadel Securities LLC
8-53574
000116797
12UUJYTN7D3SW8KCSG25
327.52000000
73987.56000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
74421000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
256382086.02000000
330803086.02000000
N
348763535.40000000
N
N
N
iShares U.S. Tech Breakthrough Multisector ETF
S000067234
549300WK7RCZ8KBIB253
Y
0
0
0
Exchange-Traded Fund
N
N
-0.15000000
-0.41000000
0.20000000
0.20000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
426600.00000000
3915.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
6.35000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
26.04000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
1.13000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
121.84000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
505.76000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1.21000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
67.90000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
193.49000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
206.06000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
248.34000000
1378.33000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
117.26000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
3128000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
336696068.73000000
339830185.99000000
N
107899695.16000000
N
N
N
iShares Edge MSCI Multifactor USA ETF
S000048623
549300UJ0D3L1ZD66F49
N
0
0
0
Exchange-Traded Fund
N
N
0.03000000
-0.17000000
0.22000000
0.22000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
8438517.00000000
43423.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1697.41000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
21187.07000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4647.16000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
5200.05000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
13761.63000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
28600.58000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4606.64000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
425.60000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
417.33000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
144.58000000
80846.31000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
68745000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
485614963.75000000
554359963.75000000
N
880485816.17000000
N
N
N
iShares Currency Hedged MSCI EAFE ETF
S000043040
549300W1V5QT6T1KPB54
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
0.05000000
0.02000000
19.13000000
19.13000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
N/A
N/A
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
716.18000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
286.10000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
12205.54000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1557.71000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5347.77000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
30232.41000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
8814.50000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10027.21000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
4052.08000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
300.19000000
73585.23000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
482573000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
1236115130.26000000
1718688130.26000000
N
2711194443.77000000
N
N
N
iShares MSCI China A ETF
S000047435
549300XQM5ESZIVFZK57
N
0
0
0
Exchange-Traded Fund
N
N
-0.26000000
-0.50000000
6.84000000
6.84000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1924.86000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
16772.46000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
45193.51000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
58528.91000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
14793.92000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
337.31000000
Haitong International Securities (USA) Inc.
8-66566
000132201
2549006M82CC9SM1JN29
2618.40000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
38022.24000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
261.72000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
108296.30000000
286749.63000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
18563.61000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7.72000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
75578851.14000000
75597422.47000000
N
275692586.53000000
Committed
200000000.00000000
N
N
N
iShares MSCI EAFE ETF
S000004351
549300O0XO3KDQV68404
N
0
0
0
Exchange-Traded Fund
N
N
0.19000000
-0.13000000
1.07000000
1.08000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Other
Revenue sharing split
Rebates paid to borrowers
316580338.00000000
6368236.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch)
00000000000000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
58784.85000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
43116.49000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
72943.39000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
43232.56000000
Exane, Inc.
8-49569
000041784
6SDWK6FV8H98XAGSYS75
82394.78000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
42768.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
101350.46000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
85356.90000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
48712.61000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
47619.93000000
784100.74000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
893237024.14000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
77625011.54000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
940766.95000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
4781351976.61000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
3462912460.18000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
790632465.38000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1389045624.20000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
151609.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4088219393.00000000
15514655578.93000000
N
55017314028.03000000
N
N
N
iShares Currency Hedged MSCI ACWI ex U.S. ETF
S000049792
549300GIU2ICLREM0K76
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.40000000
-0.43000000
17.38000000
17.38000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
4158281.00000000
38745.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
5.34000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
135.81000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
465.60000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
58.30000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
371.09000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
61.70000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
926.77000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
11.53000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
339.81000000
2375.95000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
19688000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
18317362.86000000
38005362.86000000
N
73955180.07000000
N
N
N
iShares MSCI EAFE Small-Cap ETF
S000019124
549300MJV5OZGVS4LX86
N
0
0
0
Exchange-Traded Fund
N
N
-0.19000000
-0.59000000
0.84000000
0.84000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
409390427.00000000
16628490.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Winterflood Securities Limited
N/A
000000000
8BRUP6V1DX3PIG2R0745
GB
31163.89000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
69984.53000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
30335.66000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
67512.62000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
37015.99000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
58536.72000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
83699.87000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
62829.20000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
41235.46000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
43192.10000000
647568.38000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
698659253.82000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
48029792.75000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
149.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
829939035.71000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
868509353.80000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
484850415.77000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
577832025.40000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
847.71000000
First Equity Limited
N/A
000000000
213800JR7T2ZUXPX8G49
GB
805083.69000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2767263.04000000
3602176281.03000000
N
9311429756.22000000
N
N
N
iShares Edge MSCI Min Vol Japan ETF
S000045089
549300QZPV76OA0OL372
N
0
0
0
Exchange-Traded Fund
N
N
0.27000000
-0.03000000
0.22000000
0.22000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
22054.00000000
73.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
156.41000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
101.00000000
Haitong International Securities (USA) Inc.
8-66566
000132201
2549006M82CC9SM1JN29
168.49000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
115.93000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
414.22000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
186.03000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
467.30000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
477.76000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
43.38000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
394.79000000
2561.18000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
10778362.52000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
3003000.86000000
13832260.62000000
N
28333641.01000000
N
N
N
iShares Edge MSCI Multifactor USA Small-Cap ETF
S000048624
549300DLCT4OPALM4X19
N
0
0
0
Exchange-Traded Fund
N
N
-0.05000000
-0.35000000
0.23000000
0.23000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
16342194.00000000
137559.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3522.45000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
922.61000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
31026.20000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2837.98000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
16494.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
9957.42000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
32641.59000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
862.42000000
BNY Mellon Capital Markets, LLC
8-35255
000017454
VJW2DOOHGDT6PR0ZRO63
525.32000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4849.69000000
105433.18000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
355372060.40000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1420.27000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
57193938.78000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
655.76000000
413305225.46000000
N
328441754.45000000
N
N
N
iShares MSCI Europe Financials ETF
S000027327
549300TJBWJWP3BXSM63
N
0
0
0
Exchange-Traded Fund
N
N
0.40000000
-0.08000000
1.56000000
1.56000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
938006.00000000
11648.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
975.59000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1138.21000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1473.92000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1892.41000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
818.23000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
886.89000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
602.22000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
968.56000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1390.84000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
364.17000000
12416.46000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
121490429.45000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
4169439.25000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
84948364.52000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
601595469.73000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
282036739.52000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
8188491.92000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
193772510.72000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
47315706.28000000
1343517151.39000000
N
655639459.29000000
N
N
N
iShares Genomics Immunology and Healthcare ETF
S000065599
549300KS9JS2Z81CYC21
N
0
0
0
Exchange-Traded Fund
N
N
0.54000000
0.07000000
2.86000000
2.86000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
3718047.00000000
199826.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
59.41000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
2794.87000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
98.40000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
308.41000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1164.06000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
144.57000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
85.59000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
940.03000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
496.92000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
3074.34000000
9340.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1761034.25000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
4856000.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
93419690.86000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
39881976.17000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
7122792.11000000
147041493.39000000
N
47664566.90000000
Committed
300000000.00000000
N
N
N
iShares Self-Driving EV and Tech ETF
S000063520
5493003XH8PP9MQB5369
N
0
0
0
Exchange-Traded Fund
N
N
0.30000000
-0.17000000
1.02000000
1.03000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
283270.00000000
4826.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
20.68000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
361.68000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
329.05000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
28.21000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
383.32000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
21.48000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
35.63000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
123.32000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
480.37000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
78.11000000
1902.17000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10251960.19000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
1436871.40000000
11688831.59000000
N
28032840.93000000
N
N
N
iShares MSCI EAFE Value ETF
S000004438
549300AN74D4XJZB8Y40
N
0
0
0
Exchange-Traded Fund
N
N
0.25000000
-0.14000000
1.08000000
1.09000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
23986836.00000000
665272.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch)
00000000000000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Bofa Securities, Inc.
549300HN4UKV1E2R3U73
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
21330.74000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
179677.72000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
56362.52000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
40270.74000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
17269.48000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
14766.63000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
19088.34000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
19818.32000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
25166.59000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
13377.30000000
459658.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
562989884.51000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
66313068.01000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
69166755.66000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
179137750.23000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1380217390.27000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
175766969.93000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
547485356.80000000
2986311461.27000000
N
5317219264.71000000
N
N
N
iShares Edge MSCI Multifactor Intl Small-Cap ETF
S000049025
549300UA39EK10ZPCR02
N
0
0
0
Exchange-Traded Fund
N
N
-0.07000000
-0.47000000
0.91000000
0.91000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
1386943.00000000
39473.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1274.68000000
Winterflood Securities Limited
N/A
000000000
8BRUP6V1DX3PIG2R0745
GB
919.95000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
1624.05000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
928.37000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
962.24000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1130.41000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2559.15000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2199.15000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
898.75000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1016.97000000
19573.69000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
20002329.51000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21162022.84000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
23.15000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
2229776.57000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
65289.49000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
11171031.64000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
42.52000000
54845511.16000000
N
100508590.92000000
N
N
N
iShares Cybersecurity and Tech ETF
S000065015
5493007TVD2WSTEKN665
N
0
0
0
Exchange-Traded Fund
N
N
0.09000000
-0.38000000
4.81000000
4.81000000
Y
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
1997992.00000000
9182.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
38.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
326.85000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1211.57000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
191.19000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
87.10000000
Berenberg Capital Markets LLC
8-68821
000156757
5493007EG0CYRKKG9L11
255.24000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
76.71000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
49.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
95.88000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
50.49000000
2448.59000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
8990370.68000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2975004.63000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
2816342.14000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
7624339.91000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
75420492.07000000
97869371.43000000
N
26412252.89000000
Committed
300000000.00000000
N
N
N
iShares MSCI All Country Asia ex Japan ETF
S000022496
549300EQSX1KKO1KLL54
N
0
0
0
Exchange-Traded Fund
N
N
-0.09000000
-0.79000000
5.09000000
5.09000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
86909352.00000000
1851219.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Y
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
22021.70000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
532772.73000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21497.82000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
32646.78000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
14119.03000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
5690.96000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
59937.99000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
50129.68000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
16033.17000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
29645.99000000
794922.02000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
720212507.31000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
69429856.80000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
7.95000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
539221000.00000000
1331312023.85000000
N
3749921164.08000000
Committed
300000000.00000000
N
N
iShares Edge MSCI Intl Value Factor ETF
S000049573
549300HD4TSTWEGNNR73
N
0
0
0
Exchange-Traded Fund
N
N
0.10000000
-0.20000000
1.01000000
1.01000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
1508316.00000000
65598.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
828.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2656.87000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2132.18000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
1702.70000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4268.40000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2009.46000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1243.92000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
894.74000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1080.58000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1574.57000000
23656.69000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
39202392.35000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
123938092.52000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
24723357.17000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
25.30000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
42908761.96000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
98368682.07000000
329391127.24000000
N
380796631.31000000
N
N
N
iShares Core Aggressive Allocation ETF
S000023588
549300E2532X6GS7V091
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.03000000
-0.22000000
0.16000000
0.15000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
11054233.00000000
89578.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1031.92000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1500.86000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
92.10000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3527.15000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
544.30000000
6696.33000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
233121048.40000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
54889000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
50082793.12000000
338092841.52000000
N
978991069.67000000
N
N
N
iShares MSCI Europe Small-Cap ETF
S000018145
5493005OEWCF4INIR081
N
0
0
0
Exchange-Traded Fund
N
N
0.29000000
-0.11000000
1.12000000
1.13000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
6629518.00000000
257813.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (London, GB, Branch)
00000000000000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
297.89000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
345.95000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
374.36000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1025.93000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
375.20000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1234.25000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
976.66000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
555.92000000
Winterflood Securities Limited
N/A
000000000
8BRUP6V1DX3PIG2R0745
GB
680.21000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1154.12000000
8446.50000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
21769532.63000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
22165247.52000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
7502880.34000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
56.08000000
Peel Hunt LLP
8-68845
000157321
5493007DWN0R4YBM4C84
GB
12.66000000
Redburn (USA) LLC
8-67320
000140564
213800TYRTQILMQQLV79
14.13000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10284282.38000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
24.85000000
First Equity Limited
N/A
000000000
213800JR7T2ZUXPX8G49
GB
40756.77000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
9066964.34000000
72436011.84000000
N
127777008.28000000
N
N
N
iShares Core Conservative Allocation ETF
S000023585
5493006RWQOSWQVI0659
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.21000000
-0.40000000
0.29000000
0.29000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Other
Cash collateral reinvestment fee
Rebates paid to borrowers
8099500.00000000
93464.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
251.60000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
293.31000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
971.12000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
228.23000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1986.34000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3013.85000000
6744.45000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
434436829.37000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
40230000.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4351921.90000000
479018751.27000000
N
614510972.45000000
N
N
N
iShares Currency Hedged MSCI EAFE Small-Cap ETF
S000049795
5493007Q2WE714GUTO05
N
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.49000000
-0.52000000
18.85000000
18.85000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
2450299.00000000
3898.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
153.13000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
270.83000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
9.46000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
21.73000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
219.01000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
219.95000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
31.57000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
43.70000000
BMO Capital Markets Corp.
8-34344
000016686
RUC0QBLBRPRCU4W1NE59
88.17000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
12.46000000
1077.73000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
10139000.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
46306471.49000000
56445471.49000000
N
38152086.04000000
N
N
N
iShares ESG Aware Aggressive Allocation ETF
S000068732
549300DZKXR4YQYT4C83
Y
0
0
0
Exchange-Traded Fund
Fund of Funds
N
N
-0.22000000
-0.24000000
0.09000000
0.09000000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1.02000000
1.02000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2526792.56000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
1292837.33000000
3819629.89000000
N
3291194.13000000
N
N
N
iShares Edge MSCI Multifactor Global ETF
S000048622
549300H3ZR8M6WBK8720
N
0
0
0
Exchange-Traded Fund
N
N
0.01000000
-0.34000000
1.18000000
1.18000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Revenue sharing split
Cash collateral reinvestment fee
Other
Rebates paid to borrowers
847551.00000000
6704.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3483.81000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2130.17000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1321.14000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1238.23000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1298.89000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1688.70000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1004.62000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
1201.79000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1291.37000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
777.41000000
17795.98000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
89737.56000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
923674.63000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
11968571.26000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
13.77000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1.21000000
13044793.12000000
N
110682320.79000000
Committed
300000000.00000000
N
N
iShares Core MSCI Pacific ETF
S000045103
549300Q9GRKBMCU6NO32
N
0
0
0
Exchange-Traded Fund
N
N
0.15000000
0.06000000
0.78000000
0.78000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
3300990.00000000
152511.00000000
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
1145.10000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1164.06000000
Haitong International Securities (USA) Inc.
8-66566
000132201
2549006M82CC9SM1JN29
912.84000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2616.79000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2204.27000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1489.05000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
2819.94000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1748.59000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1290.65000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
2081.82000000
18669.20000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
59445415.52000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
57256.58000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
92080.81000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
79694371.70000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
26316147.45000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
12296950.47000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
21129505.96000000
200598758.56000000
N
1001141450.49000000
N
N
N
iShares MSCI ACWI Low Carbon Target ETF
S000047644
54930029MR4GLRAO7563
N
0
0
0
Exchange-Traded Fund
N
N
0.08000000
-0.12000000
0.88000000
0.88000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Cash collateral reinvestment fee
Revenue sharing split
Rebates paid to borrowers
3970101.00000000
58778.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Maghreb S.A
5493003FVWLMBFTISI11
MA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Hungary Zrt.
Y28RT6GGYJ696PMW8T44
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
7LTWFZYICNSX8D621K86
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Saudi Arabia
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Cairo, Cairo, EG, Branch)
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia, a.s.
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Joint Stock Company Commercial Bank Citibank
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited (Kuwait City, Al Asimah, KW, Branch)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, Anonim Sirketi
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1434.87000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
10180.72000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2406.24000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
1868.47000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
4531.57000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
4165.46000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2427.29000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4639.15000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1671.71000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3833.69000000
42411.42000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
25.71000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1.75000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
33660336.64000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
54074000.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
153806541.88000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
45215666.49000000
287081296.60000000
N
463520989.49000000
Committed
300000000.00000000
N
N
iShares Edge MSCI Min Vol Europe ETF
S000045088
549300NB5KC6EJLGWZ87
N
0
0
0
Exchange-Traded Fund
N
N
0.21000000
-0.04000000
1.35000000
1.35000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
40529.00000000
1972.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SG Americas Securities, LLC
549300F35UE0BOM1WJ55
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
163.97000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
132.86000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
897.53000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
101.06000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
296.85000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
66.35000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
177.34000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
123.08000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
234.60000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
80.42000000
2419.59000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1231866.59000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
2355117.36000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
11689367.90000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
6432818.68000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
25.11000000
21709195.64000000
N
27651189.27000000
N
N
N
iShares Edge MSCI USA Quality Factor ETF
S000041444
5493007KMK0CQLE2O168
N
0
0
0
Exchange-Traded Fund
N
N
-0.03000000
-0.18000000
0.08000000
0.08000000
N
N
Y
N
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Other
Revenue sharing split
Cash collateral reinvestment fee
Rebates paid to borrowers
121730577.00000000
788799.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
54930061FBHCKXL2G714
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
5715.62000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
85377.67000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
924720.92000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
734.54000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
138882.53000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
38204.68000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3984.33000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
6050.32000000
Cowen and Company, LLC
8-22522
000007616
549300WR155U7DVMIW58
222.72000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
31807.54000000
1235923.02000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2828322238.15000000
BlackRock Funds III - BlackRock Cash Funds: Treasury
N/A
000000000
5493005PQV5UQG4OSI49
1206285862.00000000
National Securities Clearing Corporation
8-164
000007569
549300RYC9NELN2ICA34
12696982488.53000000
16731590588.68000000
N
15295625488.45000000
N
N
N
iShares Edge MSCI USA Momentum Factor ETF
S000040316
N
50000.00000000
0.84519685
4.26432398
99.15480314
4.26432398
0.63880136
4.09432281
99.36119863
4.09432281
0.00000000
425.00000000
0.00000000
0.00000000
425.00000000
0.00000000
0.00000000
375.00000000
0.00000000
0.00000000
375.00000000
0.00000000
Y
iShares ESG Aware Conservative Allocation ETF
S000068729
Y
50000.00000000
0.20000000
0.00000000
99.80000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares ESG Aware Growth Allocation ETF
S000068731
Y
50000.00000000
0.20500000
0.00707106
99.79500000
0.00707106
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI Multifactor Global ETF
S000048622
Y
50000.00000000
2.44000000
0.00000000
97.56000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
0.00000000
8000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Core Aggressive Allocation ETF
S000023588
N
50000.00000000
0.26500000
0.24831050
99.73500000
0.24831050
0.33100000
0.48485374
99.66900000
0.48485374
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
iShares Edge MSCI Multifactor Intl ETF
S000049024
Y
100000.00000000
33.92400000
48.36886938
66.07600000
48.36886938
2.73400000
2.30142152
97.26600000
2.30142152
0.00000000
4000.00000000
0.00000000
0.00000000
4000.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
0.00000000
3500.00000000
0.00000000
N
iShares ESG Aware Moderate Allocation ETF
S000068730
Y
50000.00000000
0.20000000
0.00000000
99.80000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares China Large-Cap ETF
S000004364
Y
150000.00000000
2.11058823
1.09374054
97.88941176
1.09374054
0.97842105
0.24014719
99.02157894
0.24014719
0.00000000
1800.00000000
0.00000000
0.00000000
1800.00000000
0.00000000
0.00000000
1300.00000000
0.00000000
0.00000000
1300.00000000
0.00000000
N
iShares Core Conservative Allocation ETF
S000023585
N
50000.00000000
0.24148514
0.30949438
99.75851485
0.30949438
0.70288888
2.83405718
99.29711111
2.83405718
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
iShares Currency Hedged MSCI EAFE ETF
S000043040
N
50000.00000000
-0.13240000
1.08900877
100.13240000
1.08900877
-0.43472222
1.70491334
100.43472222
1.70491334
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
Y
iShares Edge MSCI Multifactor USA Mid-Cap ETF
S000065416
N
100000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares MSCI ACWI ex U.S. ETF
S000021460
Y
200000.00000000
35.49800000
44.55031632
64.50200000
44.55031632
7.54733333
2.26393294
92.45266666
2.26393294
0.00000000
12700.00000000
0.00000000
0.00000000
12700.00000000
0.00000000
0.00000000
12908.11666666
0.00000000
0.00000000
12908.11666666
0.00000000
N
iShares Edge MSCI Min Vol Europe ETF
S000045088
Y
50000.00000000
3.28666666
0.50856005
96.71333333
0.50856005
3.27250000
0.68119380
96.72750000
0.68119380
0.00000000
2200.00000000
0.00000000
0.00000000
2200.00000000
0.00000000
0.00000000
2200.00000000
0.00000000
0.00000000
2200.00000000
0.00000000
N
iShares MSCI EAFE ETF
S000004351
Y
600000.00000000
55.74333333
52.48220245
44.25666666
52.48220245
0.69925925
0.26993256
99.30074074
0.26993256
0.00000000
15500.00000000
0.00000000
0.00000000
15500.00000000
0.00000000
0.00000000
15193.87703703
0.00000000
0.00000000
15193.87703703
0.00000000
Y
iShares Edge MSCI Intl Value Factor ETF
S000049573
Y
100000.00000000
4.46807692
1.29467530
95.53192307
1.29467530
4.66400000
0.73693961
95.33600000
0.73693961
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
0.00000000
5000.00000000
0.00000000
N
iShares MSCI Europe Small-Cap ETF
S000018145
Y
50000.00000000
1.99166666
0.45945257
98.00833333
0.45945257
2.06000000
0.43098723
97.94000000
0.43098723
0.00000000
3300.00000000
0.00000000
0.00000000
3300.00000000
0.00000000
0.00000000
3300.00000000
0.00000000
0.00000000
3300.00000000
0.00000000
N
iShares Edge MSCI Multifactor USA ETF
S000048623
N
50000.00000000
0.59970588
0.24326672
99.40029411
0.24326672
0.40935064
0.16376602
99.59064935
0.16376602
0.00000000
450.00000000
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
400.00000000
0.00000000
0.00000000
400.00000000
0.00000000
N
iShares MSCI EAFE Value ETF
S000004438
Y
400000.00000000
24.38717948
41.96849306
75.61282051
41.96849306
2.55625000
0.96758031
97.44375000
0.96758031
0.00000000
13701.99282051
0.00000000
0.00000000
13701.99282051
0.00000000
0.00000000
13201.99687500
0.00000000
0.00000000
13201.99687500
0.00000000
N
iShares MSCI China A ETF
S000047435
Y
50000.00000000
10.34032258
24.20636575
89.65967741
24.20636575
2.70500000
1.87383297
97.29500000
1.87383297
0.00000000
7150.00000000
0.00000000
0.00000000
7150.00000000
0.00000000
0.00000000
7150.00000000
0.00000000
0.00000000
7150.00000000
0.00000000
N
iShares Core MSCI Total International Stock ETF
S000038931
Y
100000.00000000
34.39220000
37.37943117
65.60780000
37.37943117
12.04500000
1.23024794
87.95500000
1.23024794
0.00000000
16002.30480000
0.01280000
0.00000000
16002.30480000
0.03069203
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
Y
iShares U.S. Tech Breakthrough Multisector ETF
S000067234
N
50000.00000000
0.69818181
0.26014681
99.30181818
0.26014681
0.90750000
0.01707825
99.09250000
0.01707825
0.00000000
450.00000000
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
450.00000000
0.00000000
N
iShares Core Moderate Allocation ETF
S000023586
N
50000.00000000
0.36576576
0.40211610
99.63423423
0.40211610
0.49870967
1.63700594
99.50129032
1.63700594
0.00000000
300.00000000
0.00000000
0.00000000
300.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
iShares Core Growth Allocation ETF
S000023587
N
50000.00000000
0.27625000
0.21260581
99.72375000
0.21260581
0.39673469
1.19158575
99.60326530
1.19158575
0.00000000
300.00000000
0.00000000
0.00000000
300.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
iShares Edge MSCI Intl Quality Factor ETF
S000047504
Y
100000.00000000
9.47766666
24.46243244
90.52233333
24.46243244
3.52000000
3.52139177
96.48000000
3.52139177
0.00000000
5300.49333333
0.00000000
0.00000000
5300.49333333
0.00000000
0.00000000
4800.00000000
0.00000000
0.00000000
4800.00000000
0.00000000
N
iShares Currency Hedged MSCI EAFE Small-Cap ETF
S000049795
N
50000.00000000
0.16904761
1.11944139
99.83095238
1.11944139
-0.22500000
1.79042825
100.22500000
1.79042825
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
N
iShares Currency Hedged MSCI ACWI ex U.S. ETF
S000049792
N
50000.00000000
-0.02857142
0.85438922
100.02857142
0.85438922
-0.46000000
1.47078210
100.46000000
1.47078210
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
N
iShares MSCI All Country Asia ex Japan ETF
S000022496
Y
200000.00000000
3.96357142
0.34435239
96.03642857
0.34435239
3.90769230
0.20257319
96.09230769
0.20257319
0.00000000
5102.47500000
0.00000000
0.00000000
5102.47500000
0.00000000
0.00000000
4524.88307692
0.00000000
0.00000000
4524.88307692
0.00000000
N
iShares Edge MSCI Min Vol USA ETF
S000031838
N
100000.00000000
0.84834567
0.71540819
99.15165432
0.71540819
0.57500000
0.46249196
99.42500000
0.46249196
0.00000000
350.00000000
0.00000000
0.00000000
350.00000000
0.00000000
0.00000000
300.00000000
0.00000000
0.00000000
300.00000000
0.00000000
Y
iShares MSCI EAFE Growth ETF
S000004437
Y
400000.00000000
2.75066666
1.46895443
97.24933333
1.46895443
-0.12000000
0.00000000
100.12000000
0.00000000
0.00000000
13304.54700000
0.00000000
0.00000000
13304.54700000
0.00000000
0.00000000
12800.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI Min Vol USA Small-Cap ETF
S000054723
N
50000.00000000
1.46468531
0.82080500
98.53531468
0.82080500
1.09200000
0.60861904
98.90800000
0.60861904
0.00000000
1150.00000000
0.00000000
0.00000000
1150.00000000
0.00000000
0.00000000
1100.00000000
0.00000000
0.00000000
1100.00000000
0.00000000
N
iShares Core MSCI EAFE ETF
S000038930
Y
200000.00000000
29.15822222
45.66357028
70.84177777
45.66357028
0.71000000
0.19560556
99.29000000
0.19560556
0.00000000
15502.54377777
0.00000000
0.00000000
15502.54377777
0.00000000
0.00000000
15022.07357142
0.00000000
0.00000000
15022.07357142
0.00000000
Y
iShares Robotics and Artificial Intelligence Multisector ETF
S000062201
Y
200000.00000000
1.19111111
0.52947131
98.80888888
0.52947131
1.83500000
0.72831998
98.16500000
0.72831998
0.00000000
3350.00000000
0.00000000
0.00000000
3350.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI USA Size Factor ETF
S000040204
N
50000.00000000
0.51878787
0.31445442
99.48121212
0.31445442
0.38615384
0.11391629
99.61384615
0.11391629
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1700.00000000
0.00000000
0.00000000
1700.00000000
0.00000000
N
iShares ESG Aware Aggressive Allocation ETF
S000068732
Y
50000.00000000
0.20000000
0.00000000
99.80000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Cybersecurity and Tech ETF
S000065015
Y
50000.00000000
0.55741935
0.27926054
99.44258064
0.27926054
6.80000000
0.00000000
93.20000000
0.00000000
0.00000000
215.00000000
0.00000000
0.00000000
215.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares MSCI ACWI ETF
S000021461
Y
200000.00000000
2.10277777
0.88015243
97.89722222
0.88015243
2.39941176
1.27633004
97.60058823
1.27633004
0.00000000
8841.26222222
0.00000000
0.00000000
8841.26222222
0.00000000
0.00000000
8655.36000000
0.00000000
0.00000000
8655.36000000
0.00000000
N
iShares Self-Driving EV and Tech ETF
S000063520
Y
100000.00000000
0.54000000
0.08485281
99.46000000
0.08485281
4.50500000
5.16895057
95.49500000
5.16895057
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI Multifactor Intl Small-Cap ETF
S000049025
Y
100000.00000000
1.78571428
0.50345000
98.21428571
0.50345000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
11600.00000000
0.00000000
0.00000000
11600.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI USA Quality Factor ETF
S000041444
N
50000.00000000
0.43888888
1.04547499
99.56111111
1.04547499
0.38833333
0.55110173
99.61166666
0.55110173
0.00000000
450.00000000
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
400.00000000
0.00000000
0.00000000
400.00000000
0.00000000
Y
iShares Core MSCI Pacific ETF
S000045103
Y
100000.00000000
4.89000000
0.12727922
95.11000000
0.12727922
5.67200000
0.33789051
94.32800000
0.33789051
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
N
iShares Edge MSCI USA Value Factor ETF
S000040205
N
50000.00000000
0.49204225
0.75636545
99.50795774
0.75636545
0.54451612
0.87510688
99.45548387
0.87510688
0.00000000
1750.00000000
0.00000000
0.00000000
1750.00000000
0.00000000
0.00000000
1700.00000000
0.00000000
0.00000000
1700.00000000
0.00000000
Y
iShares Morningstar Multi-Asset Income ETF
S000036830
N
50000.00000000
0.49500000
0.38278332
99.50500000
0.38278332
0.14714285
0.44697656
99.85285714
0.44697656
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
250.00000000
0.00000000
Y
iShares MSCI Kokusai ETF
S000019898
Y
50000.00000000
4.28200000
0.63049187
95.71800000
0.63049187
3.27500000
0.16263455
96.72500000
0.16263455
0.00000000
15000.57000000
0.00000000
0.00000000
15000.57000000
0.00000000
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
N
iShares Core MSCI International Developed Markets ETF
S000056604
Y
150000.00000000
14.68222222
30.64254578
85.31777777
30.64254578
3.62333333
0.57178084
96.37666666
0.57178084
0.00000000
18000.54500000
0.00472222
0.00000000
18000.54500000
0.00693349
0.00000000
17500.00000000
0.00000000
0.00000000
17500.00000000
0.00000000
N
iShares Genomics Immunology and Healthcare ETF
S000065599
Y
50000.00000000
0.37076923
0.11902682
99.62923076
0.11902682
0.40000000
2.14960461
99.60000000
2.14960461
0.00000000
850.00000000
0.00000000
0.00000000
850.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
iShares Edge MSCI Intl Size Factor ETF
S000049572
Y
200000.00000000
2.11500000
0.94045201
97.88500000
0.94045201
1.75000000
0.00000000
98.25000000
0.00000000
0.00000000
15159.84000000
0.00000000
0.00000000
15159.84000000
0.00000000
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
N
iShares Edge MSCI Min Vol EAFE ETF
S000031837
Y
100000.00000000
9.09800000
28.24314303
90.90200000
28.24314303
0.68300000
0.39659577
99.31700000
0.39659577
0.00000000
3100.00000000
0.00000000
0.00000000
3100.00000000
0.00000000
0.00000000
2600.00000000
0.00000000
0.00000000
2600.00000000
0.00000000
Y
iShares Adaptive Currency Hedged MSCI EAFE ETF
S000052533
N
50000.00000000
-0.06000000
0.00000000
100.06000000
0.00000000
0.07000000
0.00000000
99.93000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
N
iShares MSCI EAFE Small-Cap ETF
S000019124
Y
200000.00000000
33.88296296
47.64261972
66.11703703
47.64261972
1.70055555
1.53864865
98.29944444
1.53864865
0.00000000
10000.00000000
0.00000000
0.00000000
10000.00000000
0.00000000
0.00000000
10000.00000000
0.00000000
0.00000000
10000.00000000
0.00000000
N
iShares Edge MSCI Min Vol Japan ETF
S000045089
Y
100000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4.73000000
1.11722871
95.27000000
1.11722871
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2300.00000000
0.00000000
0.00000000
2300.00000000
0.00000000
N
iShares MSCI Europe Financials ETF
S000027327
Y
50000.00000000
12.97945945
30.74435855
87.02054054
30.74435855
3.17851063
1.12166409
96.82148936
1.12166409
0.00000000
1700.00000000
0.00000000
0.00000000
1700.00000000
0.00000000
0.00000000
1768.73978723
0.00000000
0.00000000
1768.73978723
0.00000000
Y
iShares Edge MSCI Multifactor USA Small-Cap ETF
S000048624
N
50000.00000000
2.64855263
0.60863279
97.35144736
0.60863279
2.20375000
0.33264899
97.79625000
0.33264899
0.00000000
1550.00000000
0.00000000
0.00000000
1550.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
0.00000000
1500.00000000
0.00000000
N
iShares Core MSCI Europe ETF
S000045102
Y
100000.00000000
50.97388888
50.44788249
49.02611111
50.44788249
2.43571428
0.27336527
97.56428571
0.27336527
0.00000000
15000.00000000
0.00000000
0.00000000
15000.00000000
0.00000000
0.00000000
15136.04285714
0.00000000
0.00000000
15136.04285714
0.00000000
N
iShares Exponential Technologies ETF
S000048311
Y
50000.00000000
30.79272727
44.44919146
69.20727272
44.44919146
4.61416666
1.04460067
95.38583333
1.04460067
0.00000000
2100.00000000
0.00000000
0.00000000
2100.00000000
0.00000000
0.00000000
1600.00000000
0.00000000
0.00000000
1600.00000000
0.00000000
N
iShares MSCI ACWI Low Carbon Target ETF
S000047644
Y
50000.00000000
2.71818181
0.86303902
97.28181818
0.86303902
2.05333333
0.35921210
97.94666666
0.35921210
0.00000000
6000.90000000
0.00000000
0.00000000
6000.90000000
0.00000000
0.00000000
5522.48666666
0.00000000
0.00000000
5522.48666666
0.00000000
N
iShares Edge MSCI Intl Momentum Factor ETF
S000047503
Y
100000.00000000
3.84560000
1.79537387
96.15440000
1.79537387
5.08000000
3.88908729
94.92000000
3.88908729
0.00000000
4409.54440000
0.00000000
0.00000000
4409.54440000
0.00000000
0.00000000
4400.00000000
0.00000000
0.00000000
4400.00000000
0.00000000
N
true
INTERNAL CONTROL RPT
2
NCEN_1330574303028923.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of iShares Trust and
Shareholders of iShares Cybersecurity and Tech ETF,
iShares Exponential Technologies ETF, iShares
Genomics Immunology and Healthcare ETF, iShares
Robotics and Artificial Intelligence Multisector ETF,
iShares Self-Driving EV and Tech ETF, iShares U.S. Tech
Breakthrough Multisector ETF, iShares MSCI ACWI ETF,
iShares MSCI ACWI Low Carbon Target ETF, iShares
MSCI All Country Asia ex Japan ETF, iShares MSCI
Europe Financials ETF, iShares MSCI Europe Small-Cap
ETF, iShares MSCI Kokusai ETF, iShares Adaptive
Currency Hedged MSCI EAFE ETF , iShares Currency
Hedged MSCI ACWI ex U.S. ETF, iShares Currency
Hedged MSCI EAFE ETF, iShares Currency Hedged
MSCI EAFE Small-Cap ETF, iShares MSCI ACWI ex U.S.
ETF, iShares MSCI EAFE ETF, iShares MSCI EAFE
Small-Cap ETF, iShares MSCI EAFE Growth ETF,
iShares MSCI EAFE Value ETF, iShares China Large-Cap
ETF, iShares MSCI China A ETF, iShares Core Aggressive
Allocation ETF, iShares Core Conservative Allocation
ETF, iShares Core Moderate Allocation ETF, iShares
Core Growth Allocation ETF, iShares Morningstar Multi-
Asset Income ETF, iShares MSCI EAFE Min Vol Factor
ETF, iShares MSCI Europe Min Vol Factor ETF, iShares
MSCI Japan Min Vol Factor ETF, iShares MSCI USA Min
Vol Factor ETF, iShares MSCI USA Small-Cap Min Vol
Factor ETF, iShares Core MSCI EAFE ETF, iShares Core
MSCI Europe ETF, iShares Core MSCI International
Developed Markets ETF, iShares Core MSCI Pacific ETF,
iShares Core MSCI Total International Stock ETF,
iShares MSCI Intl Momentum Factor ETF, iShares MSCI
Intl Quality Factor ETF, iShares MSCI Intl Size Factor
ETF, iShares MSCI Intl Value Factor ETF, iShares MSCI
USA Momentum Factor ETF, iShares MSCI USA Quality
Factor ETF, iShares MSCI USA Size Factor ETF, iShares
MSCI USA Value Factor ETF, iShares MSCI Global
Multifactor ETF, iShares MSCI Intl Multifactor ETF,
iShares MSCI Intl Small-Cap Multifactor ETF, iShares
MSCI USA Multifactor ETF, iShares MSCI USA Mid-Cap
Multifactor ETF, iShares MSCI USA Small-Cap
Multifactor ETF, iShares ESG Aware Aggressive
Allocation ETF, iShares ESG Aware Conservative
Allocation ETF, iShares ESG Aware Growth Allocation
ETF, iShares ESG Aware Moderate Allocation ETF
In planning and performing our audits of the financial
statements of the funds listed in Appendix A, (hereafter
referred to as the "Funds") as of and for the periods
ended July 31, 2020, in accordance with the standards of
the Public Company Accounting Oversight Board (United
States) (PCAOB), we considered the Funds' internal
control over financial reporting, including controls over
safeguarding securities, as a basis for designing our
auditing procedures for the purpose of expressing our
opinion on the financial statements and to comply with
the requirements of Form N-CEN, but not for the
purpose of expressing an opinion on the effectiveness of
the Funds' internal control over financial reporting.
Accordingly, we do not express an opinion on the
effectiveness of the Funds' internal control over financial
reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control
over financial reporting. In fulfilling this responsibility,
estimates and judgments by management are required to
assess the expected benefits and related costs of controls.
A company's internal control over financial reporting is a
process designed to provide reasonable assurance
regarding the reliability of financial reporting and the
preparation of financial statements for external purposes
in accordance with generally accepted accounting
principles. A company's internal control over financial
reporting includes those policies and procedures that (1)
pertain to the maintenance of records that, in reasonable
detail, accurately and fairly reflect the transactions and
dispositions of the assets of the company; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements
in accordance with generally accepted accounting
principles, and that receipts and expenditures of the
company are being made only in accordance with
authorizations of management and directors of the
company; and (3) provide reasonable assurance
regarding prevention or timely detection of unauthorized
acquisition, use or disposition of a company's assets that
could have a material effect on the financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect
misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that
controls may become inadequate because of changes in
conditions, or that the degree of compliance with the
policies or procedures may deteriorate.
A deficiency in internal control over financial reporting
exists when the design or operation of a control does not
allow management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is
a deficiency, or a combination of deficiencies, in internal
control over financial reporting, such that there is a
reasonable possibility that a material misstatement of the
company's annual or interim financial statements will
not be prevented or detected on a timely basis.
Our consideration of the Funds' internal control over
financial reporting was for the limited purpose described
in the first paragraph and would not necessarily disclose
all deficiencies in internal control over financial reporting
that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Funds' internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be material
weaknesses as defined above as of July 31, 2020.
This report is intended solely for the information and use
of the Board of Trustees of iShares Trust and the
Securities and Exchange Commission and is not intended
to be and should not be used by anyone other than these
specified parties.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
September 21, 2020
Appendix A
iShares Trust
iShares Cybersecurity and Tech ETF
iShares Exponential Technologies ETF
iShares Genomics Immunology and Healthcare ETF
iShares Robotics and Artificial Intelligence Multisector
ETF
iShares Self-Driving EV and Tech ETF
iShares U.S. Tech Breakthrough Multisector ETF*
iShares MSCI ACWI ETF
iShares MSCI ACWI Low Carbon Target ETF
iShares MSCI All Country Asia ex Japan ETF
iShares MSCI Europe Financials ETF
iShares MSCI Europe Small-Cap ETF
iShares MSCI Kokusai ETF
iShares Adaptive Currency Hedged MSCI EAFE ETF
iShares Currency Hedged MSCI ACWI ex U.S. ETF
iShares Currency Hedged MSCI EAFE ETF
iShares Currency Hedged MSCI EAFE Small-Cap ETF
iShares MSCI ACWI ex U.S. ETF
iShares MSCI EAFE ETF
iShares MSCI EAFE Small-Cap ETF
iShares MSCI EAFE Growth ETF
iShares MSCI EAFE Value ETF
iShares China Large-Cap ETF
iShares MSCI China A ETF
iShares Core Aggressive Allocation ETF
iShares Core Conservative Allocation ETF
iShares Core Moderate Allocation ETF
iShares Core Growth Allocation ETF
iShares Morningstar Multi-Asset Income ETF
iShares Edge MSCI EAFE Min Vol Factor ETF
iShares Edge MSCI Europe Min Vol Factor ETF
iShares Edge MSCI Japan Min Vol Factor ETF
iShares Edge MSCI USA Min Vol Factor ETF
iShares Edge MSCI USA Small-Cap Min Vol Factor ETF
iShares Core MSCI EAFE ETF
iShares Core MSCI Europe ETF
iShares Core MSCI International Developed Markets ETF
iShares Core MSCI Pacific ETF
iShares Core MSCI Total International Stock ETF
iShares Edge MSCI Intl Momentum Factor ETF
iShares Edge MSCI Intl Quality Factor ETF
iShares Edge MSCI Intl Size Factor ETF
iShares Edge MSCI Intl Value Factor ETF
iShares Edge MSCI USA Momentum Factor ETF
iShares Edge MSCI USA Quality Factor ETF
iShares Edge MSCI USA Size Factor ETF
iShares Edge MSCI USA Value Factor ETF
iShares Edge MSCI Global Multifactor ETF
iShares Edge MSCI Intl Multifactor ETF
iShares Edge MSCI Intl Small-Cap Multifactor ETF
iShares Edge MSCI USA Multifactor ETF
iShares Edge MSCI USA Mid-Cap Multifactor ETF
iShares Edge MSCI USA Small-Cap Multifactor ETF
iShares ESG Aware Aggressive Allocation ETF**
iShares ESG Aware Conservative Allocation ETF**
iShares ESG Aware Growth Allocation ETF**
iShares ESG Aware Moderate Allocation ETF**
* January 8, 2020 (commencement of operations)
through July 31, 2020
** June 12, 2020 (commencement of operations) through
July 31, 2020