Schedule of Investments (unaudited) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities |
| |||||||||||
AIMCO CLO, Series 2017-AA, Class CR, (3 mo. LIBOR US + 2.10%), 2.23%, 04/20/34(a)(b) | USD | 1,000 | $ | 1,001,538 | ||||||||
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 3.13%, | 1,000 | 997,762 | ||||||||||
Anchorage Capital CLO Ltd.(a)(b) | ||||||||||||
Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 5.63%, 01/28/31 | 850 | 823,391 | ||||||||||
Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 2.73%, 01/28/31 | 250 | 246,750 | ||||||||||
Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 3.63%, 01/28/31 | 1,000 | 1,000,467 | ||||||||||
Series 2016-8A, Class ER, (3 mo. LIBOR US + 5.75%), 5.88%, 07/28/28 | 1,000 | 995,104 | ||||||||||
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 0.39%, 06/25/36(a) | 4,824 | 3,842,541 | ||||||||||
Assurant CLO Ltd., Series 2019-5A, Class E, (3 mo. LIBOR US + 7.34%), 7.46%, 01/15/33(a)(b) | 250 | 250,247 | ||||||||||
Bain Capital Credit CLO Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 3.43%, | 300 | 300,262 | ||||||||||
Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class CR, (3 mo. LIBOR US + 2.05%), 2.19%, 07/15/34(a)(b) | 250 | 250,008 | ||||||||||
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class E, (3 mo. LIBOR US + 7.70%), 7.83%, | 250 | 251,075 | ||||||||||
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 2.13%, 04/20/32(a)(b) | 250 | 248,863 | ||||||||||
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.57%, 07/20/32(a)(b) | 500 | 493,778 | ||||||||||
CarVal CLO Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 5.90%, 07/16/31(a)(b) | 500 | 486,445 | ||||||||||
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36(c) | 384 | 327,324 | ||||||||||
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 3.08%, 10/20/30(a)(b) | 250 | 249,311 | ||||||||||
Countrywide Asset-Backed Certificates, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 0.23%, 06/25/37(a) | 650 | 618,304 | ||||||||||
Credit Suisse ABS Repackaging Trust, | 293 | 294,059 | ||||||||||
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.78%, | 250 | 245,550 | ||||||||||
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 7.13%, | 950 | 950,000 | ||||||||||
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.12%, | 436 | 434,255 | ||||||||||
Litigation Fee Residual Funding, 4.00%, 10/30/27(d) | 189 | 188,577 | ||||||||||
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 6.53%, 01/20/29(a)(b) | 500 | 497,647 | ||||||||||
Neuberger Berman CLO Ltd., Series 2015-20A, (3 mo. LIBOR US + 6.50%), 6.64%, 07/15/34(a)(b) | 790 | 789,961 | ||||||||||
Oaktree CLO Ltd., Series 2015-1A, Class DR, (3 mo. LIBOR US + 5.20%), 5.33%, 10/20/27(a)(b) | 500 | 487,980 | ||||||||||
Octagon Investment Partners 31 LLC, Series 2017-1A, Class E, (3 mo. LIBOR US + 6.30%), 6.43%, 07/20/30(a)(b) | 500 | 494,410 |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities (continued) |
| |||||||||||
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.28%, 10/17/29(a)(b) | USD | 250 | $ | 248,755 | ||||||||
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 5.67%, 01/20/31(a)(b) | 250 | 233,863 | ||||||||||
Palmer Square Loan Funding Ltd., Series 2018-5A, Class B, (3 mo. LIBOR US + 1.90%), 2.03%, 01/20/27(a)(b) | 1,000 | 1,000,104 | ||||||||||
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 2.98%, 10/15/29(a)(b) | 500 | 500,001 | ||||||||||
Sterling Coofs Trust(d) | ||||||||||||
Series 2004-1, Class A, 2.36%, 04/15/29 | 1,024 | 10,239 | ||||||||||
Series 2004-2, Class Note, 2.08%, 03/30/30(b) | 1,512 | 15,120 | ||||||||||
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 7.17%, 04/15/33(a)(b) | 250 | 250,728 | ||||||||||
Unique Pub Finance Co. PLC, | GBP | 50 | 80,828 | |||||||||
Voya CLO Ltd.(a)(b) | ||||||||||||
Series 2014-3A, Class CR, (3 mo. LIBOR US + 2.65%), 2.78%, 07/25/26 | USD | 250 | 249,984 | |||||||||
Series 2019-3A, Class C, (3 mo. LIBOR US + 2.60%), 2.73%, 10/17/32 | 1,000 | 1,000,427 | ||||||||||
York CLO Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 6.88%, 04/20/32(a)(b) | 1,000 | 1,001,893 | ||||||||||
York Clo-3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.73%, 10/20/29(a)(b) | 250 | 250,099 | ||||||||||
|
| |||||||||||
Total Asset-Backed Securities — 3.6% (Cost: $20,991,765) | 21,607,650 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Common Stocks |
| |||||||||||
Construction & Engineering — 0.0% | ||||||||||||
McDermott International Ltd.(f) | 47,837 | 23,918 | ||||||||||
|
| |||||||||||
Diversified Financial Services — 0.0% | ||||||||||||
Kcad Holdings I Ltd.(d) | 546,753,936 | 5,468 | ||||||||||
|
| |||||||||||
Diversified Telecommunication Services — 0.0% | ||||||||||||
Liberty Global PLC, Class A(f) | 193 | 5,751 | ||||||||||
|
| |||||||||||
Energy Equipment & Services — 0.0% | ||||||||||||
Pioneer Energy Services Corp | 273 | 4,248 | ||||||||||
|
| |||||||||||
Household Durables — 0.0% | ||||||||||||
Berkline Benchcraft Equity LLC(d) | 3,155 | — | ||||||||||
|
| |||||||||||
Media — 0.0% | ||||||||||||
Clear Channel Outdoor Holdings, | 38,911 | 105,449 | ||||||||||
|
| |||||||||||
Metals & Mining — 0.0% | ||||||||||||
Ameriforge Group, Inc | 801 | 1,202 | ||||||||||
Preferred Proppants LLC(d) | 5,738 | 373 | ||||||||||
|
| |||||||||||
1,575 | ||||||||||||
Oil, Gas & Consumable Fuels — 0.1% | ||||||||||||
California Resources Corp.(f) | 700 | 28,700 | ||||||||||
Extraction Oil & Gas, Inc., (Acquired 03/04/21, Cost: $54,877)(g) | 4,410 | 248,945 | ||||||||||
SM Energy Co. | 4,961 | 130,871 | ||||||||||
|
| |||||||||||
408,516 |
1
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security |
Shares | Value | ||||||||||
Software — 0.0% | ||||||||||||
Avaya Holdings Corp.(f) | 19 | $ | 376 | |||||||||
|
| |||||||||||
Specialty Retail — 0.0% | ||||||||||||
NMG Parent LLC | 1,330 | 171,792 | ||||||||||
|
| |||||||||||
Total Common Stocks — 0.1% |
| 727,093 | ||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Corporate Bonds |
| |||||||||||
Advertising Agencies — 0.0% | ||||||||||||
Interpublic Group of Cos., Inc., 5.40%, 10/01/48(h) | USD | 200 | 269,243 | |||||||||
|
| |||||||||||
Aerospace & Defense — 2.1% | ||||||||||||
Amsted Industries, Inc., 5.63%, 07/01/27(b) | 156 | 162,789 | ||||||||||
Bombardier, Inc.(b) | 199 | 206,960 | ||||||||||
7.50%, 03/15/25 | 33 | 33,700 | ||||||||||
7.13%, 06/15/26 | 640 | 672,000 | ||||||||||
7.88%, 04/15/27(h) | 369 | 382,552 | ||||||||||
6.00%, 02/15/28 | 351 | 354,949 | ||||||||||
7.45%, 05/01/34 | 100 | 116,875 | ||||||||||
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26(b) | 423 | 435,690 | ||||||||||
Howmet Aerospace, Inc., 5.13%, 10/01/24 | 5 | 5,514 | ||||||||||
Kratos Defense & Security Solutions, Inc., 6.50%, | 378 | 391,702 | ||||||||||
Rolls-Royce PLC, 5.75%, 10/15/27(b) | 618 | 682,890 | ||||||||||
Spirit AeroSystems, Inc., 5.50%, 01/15/25(b) | 181 | 191,407 | ||||||||||
TransDigm, Inc. | 815 | 868,994 | ||||||||||
6.25%, 03/15/26(b)(h) | 6,032 | 6,288,360 | ||||||||||
6.38%, 06/15/26 | 89 | 91,818 | ||||||||||
7.50%, 03/15/27 | 105 | 109,988 | ||||||||||
4.63%, 01/15/29 | 272 | 271,525 | ||||||||||
4.88%, 05/01/29 | 300 | 300,558 | ||||||||||
Triumph Group, Inc., 8.88%, | 714 | 785,400 | ||||||||||
|
| |||||||||||
12,353,671 | ||||||||||||
Airlines — 1.7% | ||||||||||||
Air Canada, 3.88%, 08/15/26(b) | 419 | 422,792 | ||||||||||
Air France-KLM, 3.88%, 07/01/26(e) | EUR | 100 | 114,985 | |||||||||
American Airlines Pass-Through Trust, | USD | 704 | 719,962 | |||||||||
American Airlines, Inc., 11.75%, 07/15/25(b)(h) | 414 | 512,325 | ||||||||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b)(h) | ||||||||||||
5.50%, 04/20/26 | 827 | 870,025 | ||||||||||
5.75%, 04/20/29 | 950 | 1,023,563 | ||||||||||
Avianca Holdings SA, Series IAI, (9.00% PIK), 9.00%, 03/31/22(b)(i) | 147 | 146,152 | ||||||||||
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28(b)(h) | 138 | 153,870 | ||||||||||
Deutsche Lufthansa AG, 3.50%, 07/14/29(e) | EUR | 100 | 119,607 | |||||||||
Finnair OYJ, 4.25%, 05/19/25(e) | 100 | 119,744 | ||||||||||
Gol Finance SA(b) | USD | 200 | 189,475 | |||||||||
8.00%, 06/30/26 | 200 | 201,000 |
Security | Par (000) | Value | ||||||||||
Airlines (continued) | ||||||||||||
Hawaiian Brand Intellectual Property | ||||||||||||
Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b) | USD | 249 | $ | 260,516 | ||||||||
International Consolidated Airlines Group SA, 2.75%, 03/25/25(e) | EUR | 100 | 116,849 | |||||||||
Latam Finance Ltd., 6.88%, | USD | 203 | 182,992 | |||||||||
Mileage Plus Holdings LLC/Mileage Plus Intellectual | ||||||||||||
Property Assets Ltd., 6.50%, 06/20/27(b)(h) | 673 | 731,834 | ||||||||||
United Airlines Pass-Through Trust(h) | ||||||||||||
Series 2015-1, Class A, 3.70%, 06/01/24 | 2,430 | 2,493,880 | ||||||||||
Series 2020-1, Class A, 5.88%, 10/15/27 | 839 | 939,285 | ||||||||||
Series 2020-1, Class B, 4.88%, 07/15/27 | 47 | 49,466 | ||||||||||
United Airlines, Inc.(b) | 459 | 471,049 | ||||||||||
4.63%, 04/15/29 | 416 | 429,915 | ||||||||||
|
| |||||||||||
10,269,286 | ||||||||||||
Auto Components — 1.1% | ||||||||||||
Aptiv PLC, 4.40%, 10/01/46(h) | 240 | 285,290 | ||||||||||
Clarios Global LP, 6.75%, 05/15/25(b) | 486 | 512,730 | ||||||||||
Clarios Global LP/Clarios US Finance Co. | EUR | 100 | 119,746 | |||||||||
6.25%, 05/15/26(b)(h) | USD | 1,373 | 1,442,542 | |||||||||
8.50%, 05/15/27(b)(h) | 2,340 | 2,489,175 | ||||||||||
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b) | 334 | 349,670 | ||||||||||
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29(b)(k) | 111 | 111,000 | ||||||||||
Faurecia SE, 3.75%, 06/15/28(e) | EUR | 100 | 120,469 | |||||||||
Goodyear Tire & Rubber Co. | USD | 131 | 139,024 | |||||||||
5.25%, 07/15/31(b) | 320 | 340,800 | ||||||||||
5.63%, 04/30/33 | 320 | 348,800 | ||||||||||
ZF Finance GmbH(e) | EUR | 100 | 121,916 | |||||||||
2.00%, 05/06/27 | 100 | 116,414 | ||||||||||
|
| |||||||||||
6,497,576 | ||||||||||||
Automobiles — 1.4% | ||||||||||||
Allison Transmission, Inc.(b) | USD | 396 | 430,868 | |||||||||
3.75%, 01/30/31 | 287 | 279,108 | ||||||||||
Asbury Automotive Group, Inc. | 129 | 132,386 | ||||||||||
4.75%, 03/01/30 | 124 | 129,425 | ||||||||||
Carvana Co.(b) | 290 | 296,003 | ||||||||||
4.88%, 09/01/29 | 224 | 221,826 | ||||||||||
Constellation Automotive Financing PLC, 4.88%, 07/15/27(e) | GBP | 100 | 133,676 | |||||||||
Ford Motor Co. | USD | 221 | 238,266 | |||||||||
4.35%, 12/08/26 | 11 | 11,715 | ||||||||||
5.29%, 12/08/46 | 48 | 53,460 | ||||||||||
Ford Motor Credit Co. LLC | 449 | 453,899 | ||||||||||
3.35%, 11/01/22(h) | 215 | 218,786 | ||||||||||
3.81%, 01/09/24(h) | 629 | 649,442 | ||||||||||
4.69%, 06/09/25 | 200 | 214,000 | ||||||||||
5.13%, 06/16/25(h) | 490 | 532,262 | ||||||||||
4.13%, 08/04/25(h) | 411 | 434,633 | ||||||||||
3.38%, 11/13/25(h) | 200 | 205,500 | ||||||||||
4.39%, 01/08/26(h) | 400 | 426,500 |
SCHEDULE OF INVESTMENTS | 2 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Automobiles (continued) | ||||||||||||
Ford Motor Credit Co. LLC (continued) | ||||||||||||
2.70%, 08/10/26 | USD | 295 | $ | 295,590 | ||||||||
3.82%, 11/02/27 | 200 | 207,500 | ||||||||||
2.90%, 02/16/28(h) | 295 | 294,631 | ||||||||||
5.11%, 05/03/29(h) | 526 | 587,805 | ||||||||||
4.00%, 11/13/30 | 200 | 208,000 | ||||||||||
Group 1 Automotive, Inc., 4.00%, 08/15/28(b) | 45 | 45,788 | ||||||||||
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28(e) | EUR | 100 | 114,185 | |||||||||
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) | USD | 122 | 125,355 | |||||||||
LCM Investments Holdings II LLC, 4.88%, 05/01/29(b) | 292 | 299,612 | ||||||||||
Lithia Motors, Inc., 3.88%, 06/01/29(b) | 131 | 135,973 | ||||||||||
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) | 104 | 100,512 | ||||||||||
Penske Automotive Group, Inc. | 214 | 220,153 | ||||||||||
3.75%, 06/15/29 | 69 | 69,388 | ||||||||||
Renault SA, 2.38%, 05/25/26(e) | EUR | 100 | 116,993 | |||||||||
TML Holdings Pte Ltd., 4.35%, 06/09/26(e) | USD | 200 | 201,250 | |||||||||
Wabash National Corp.(b) | 241 | 244,350 | ||||||||||
4.50%, 10/15/28(k) | 220 | 219,725 | ||||||||||
|
| |||||||||||
8,548,565 | ||||||||||||
Banks — 1.3% | ||||||||||||
American Finance Trust, Inc./American Finance Operating Partner LP, 4.50%, 09/30/28(b)(k) | 65 | 65,000 | ||||||||||
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25(e) | EUR | 100 | 118,438 | |||||||||
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(e) | 100 | 116,039 | ||||||||||
Banco de Sabadell SA, (5 year EUR Swap + 2.20%), 2.00%, 01/17/30(a)(e) | 100 | 115,256 | ||||||||||
Banco Espirito Santo SA(f)(j) | 100 | 16,796 | ||||||||||
4.00%, 01/21/22 | 100 | 16,796 | ||||||||||
Banco Industrial SA, (5 year CMT + 4.44%), 4.88%, 01/29/31(a)(b) | USD | 150 | 151,922 | |||||||||
Bangkok Bank PCL | ||||||||||||
(5 year CMT + 1.90%), 3.73%, 09/25/34(a)(e) | 231 | 234,864 | ||||||||||
(5 year CMT + 4.73%), 5.00%(n) | 201 | 209,015 | ||||||||||
Banistmo SA, 3.65%, 09/19/22(e) | 200 | 202,010 | ||||||||||
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), | 200 | 207,050 | ||||||||||
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25(e) | 200 | 203,772 | ||||||||||
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(e)(n) | 250 | 257,859 | ||||||||||
Emirates NBD Bank PJSC, (6 year USD Swap + 3.66%), | 250 | 263,675 | ||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) | 200 | 196,725 | ||||||||||
Intesa Sanpaolo SpA 5.02%, 06/26/24(b)(h) | 2,442 | 2,636,466 | ||||||||||
(5 year EUR Swap + 5.75%), 5.88%, 03/04/29(a)(e) | EUR | 100 | 129,582 | |||||||||
Itau Unibanco Holding SA/Cayman Island, 5.13%, 05/13/23(b) | USD | 200 | 209,325 | |||||||||
Krung Thai Bank PCL/Cayman Islands, (5 year CMT + 3.53%), 4.40%(a)(e)(n) | 202 | 201,495 |
Security | Par (000) | Value | ||||||||||
Banks (continued) | ||||||||||||
NBK Tier 1 Financing Ltd., (6 year USD Swap + 2.88%), 3.63%(a)(b)(n) | USD | 279 | $ | 279,174 | ||||||||
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24(a)(b)(h) | 1,500 | 1,566,427 | ||||||||||
Wells Fargo & Co., (5 year CMT + 3.45%), 3.90%(a)(n) | 365 | 376,406 | ||||||||||
|
| |||||||||||
7,774,092 | ||||||||||||
Beverages — 1.5% | ||||||||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46(h) | 800 | 983,372 | ||||||||||
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(h)(i) | 1,091 | 1,159,024 | ||||||||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29(b)(h) | 1,098 | 1,110,352 | ||||||||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(b) | 276 | 286,488 | ||||||||||
4.75%, 07/15/27 | GBP | 100 | 137,772 | |||||||||
5.25%, 08/15/27(h) | USD | 652 | 663,739 | |||||||||
Ball Corp., 3.13%, 09/15/31 | 414 | 408,857 | ||||||||||
Canpack SA/Eastern PA Land Investment Holding LLC, 3.13%, 11/01/25(b) | 211 | 214,627 | ||||||||||
Central American Bottling Corp. | ||||||||||||
5.75%, 01/31/27(b) | 176 | 180,598 | ||||||||||
5.75%, 01/31/27(e) | 105 | 107,743 | ||||||||||
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 | 34 | 41,990 | ||||||||||
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24(b)(h) | 794 | 800,948 | ||||||||||
OI European Group BV, 2.88%, 02/15/25(e) | EUR | 100 | 117,375 | |||||||||
Silgan Holdings, Inc., 4.13%, 02/01/28 | USD | 58 | 59,595 | |||||||||
Triton Water Holdings, Inc., 6.25%, 04/01/29(b) | 173 | 175,811 | ||||||||||
Trivium Packaging Finance BV(b)(h) | 1,004 | 1,051,499 | ||||||||||
8.50%, 08/15/27 | 1,367 | 1,467,816 | ||||||||||
|
| |||||||||||
8,967,606 | ||||||||||||
Biotechnology(b) — 0.0% | ||||||||||||
Emergent BioSolutions, Inc., 3.88%, 08/15/28 | 76 | 73,910 | ||||||||||
HCRX Investments Holdco LP, 4.50%, 08/01/29 | 131 | 131,655 | ||||||||||
|
| |||||||||||
205,565 | ||||||||||||
Building Materials — 0.7% | ||||||||||||
APi Group DE, Inc., 4.13%, 07/15/29(b) | 132 | 129,340 | ||||||||||
Cemex SAB de CV, 5.45%, 11/19/29(e) | 200 | 216,000 | ||||||||||
Cornerstone Building Brands, Inc., 6.13%, 01/15/29(b) | 330 | 350,782 | ||||||||||
CP Atlas Buyer, Inc., 7.00%, 12/01/28(b) | 323 | 323,807 | ||||||||||
Forterra Finance LLC/FRTA Finance Corp., 6.50%, 07/15/25(b) | 315 | 337,050 | ||||||||||
Griffon Corp., 5.75%, 03/01/28 | 66 | 69,300 | ||||||||||
James Hardie International Finance DAC, 5.00%, 01/15/28(b) | 200 | 210,000 | ||||||||||
Jeld-Wen, Inc.(b) | 146 | 154,030 | ||||||||||
4.63%, 12/15/25 | 55 | 55,843 | ||||||||||
4.88%, 12/15/27 | 17 | 17,715 | ||||||||||
Masonite International Corp.(b) | 214 | 212,395 | ||||||||||
Class C, 5.38%, 02/01/28 | 101 | 106,353 |
3
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Building Materials (continued) | ||||||||||||
New Enterprise Stone & Lime Co., | USD | 74 | $ | 76,516 | ||||||||
9.75%, 07/15/28(k) | 38 | 41,325 | ||||||||||
Patrick Industries, Inc., 4.75%, 05/01/29(b) | 64 | 65,280 | ||||||||||
SRM Escrow Issuer LLC, 6.00%, 11/01/28(b)(h) | 485 | 513,494 | ||||||||||
Standard Industries, Inc. | EUR | 100 | 114,232 | |||||||||
5.00%, 02/15/27(b)(h) | USD | 174 | 179,437 | |||||||||
4.75%, 01/15/28(b)(h) | 46 | 47,725 | ||||||||||
4.38%, 07/15/30(b)(h) | 412 | 420,240 | ||||||||||
3.38%, 01/15/31(b)(h) | 284 | 270,283 | ||||||||||
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29(b) | 235 | 246,750 | ||||||||||
Victors Merger Corp., 6.38%, 05/15/29(b) | 159 | 152,243 | ||||||||||
|
| |||||||||||
4,310,140 | ||||||||||||
Building Products(b) — 0.6% | ||||||||||||
Advanced Drainage Systems, Inc., 5.00%, 09/30/27 | 262 | 273,528 | ||||||||||
BCPE Ulysses Intermediate, Inc., (7.75% Cash or 8.50% PIK), 7.75%, 04/01/27(i) | 88 | 87,340 | ||||||||||
Beacon Roofing Supply, Inc., 4.13%, 05/15/29 | 100 | 99,375 | ||||||||||
Foundation Building Materials, Inc., 6.00%, 03/01/29 | 193 | 189,140 | ||||||||||
GYP Holdings III Corp., 4.63%, 05/01/29 | 237 | 239,666 | ||||||||||
LBM Acquisition LLC, 6.25%, 01/15/29 | 482 | 481,759 | ||||||||||
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(k) | 113 | 113,000 | ||||||||||
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 | 292 | 306,600 | ||||||||||
SRS Distribution, Inc. | 434 | 442,767 | ||||||||||
6.13%, 07/01/29 | 345 | 355,350 | ||||||||||
White Cap Buyer LLC, 6.88%, 10/15/28(h) | 723 | 762,765 | ||||||||||
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26(i) | 210 | 216,825 | ||||||||||
|
| |||||||||||
3,568,115 | ||||||||||||
Capital Markets — 1.0% | ||||||||||||
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), | 2,835 | 2,924,302 | ||||||||||
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b) | 214 | 223,898 | ||||||||||
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | 366 | 382,470 | ||||||||||
5.25%, 05/15/27(h) | 750 | 778,125 | ||||||||||
4.38%, 02/01/29 | 201 | 200,749 | ||||||||||
Intercorp Peru Ltd., 3.88%, | 225 | 219,094 | ||||||||||
NFP Corp.(b) | 433 | 440,361 | ||||||||||
6.88%, 08/15/28(h) | 484 | 494,188 | ||||||||||
RP Escrow Issuer LLC, 5.25%, 12/15/25(b) | 156 | 160,485 | ||||||||||
|
| |||||||||||
5,823,672 | ||||||||||||
Chemicals — 1.4% | ||||||||||||
Ashland LLC, 3.38%, 09/01/31(b) | 351 | 354,071 | ||||||||||
Axalta Coating Systems LLC, 3.38%, 02/15/29(b) | 297 | 288,833 | ||||||||||
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b) | 170 | 177,225 | ||||||||||
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81(a)(b) | 278 | 318,362 | ||||||||||
Chemours Co., 4.00%, 05/15/26 | EUR | 100 | 117,985 | |||||||||
Diamond (BC) BV, 4.63%, 10/01/29(b) | USD | 262 | 265,930 | |||||||||
Element Solutions, Inc., 3.88%, 09/01/28(b)(h) | 1,263 | 1,275,630 |
Security | Par (000) | Value | ||||||||||
Chemicals (continued) | ||||||||||||
GCP Applied Technologies, Inc., 5.50%, 04/15/26(b) | USD | 165 | $ | 168,713 | ||||||||
HB Fuller Co., 4.25%, 10/15/28 | 98 | 99,715 | ||||||||||
Herens Holdco Sarl, 4.75%, | 412 | 414,060 | ||||||||||
Herens Midco Sarl, 5.25%, 05/15/29(e) | EUR | 100 | 112,360 | |||||||||
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b) | USD | 360 | 396,900 | |||||||||
Ingevity Corp., 3.88%, 11/01/28(b) | 84 | 83,790 | ||||||||||
Minerals Technologies, Inc., 5.00%, 07/01/28(b) | 169 | 175,338 | ||||||||||
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(e) | EUR | 100 | 118,730 | |||||||||
NOVA Chemicals Corp., 4.88%, 06/01/24(b) | USD | 67 | 70,015 | |||||||||
OCP SA, 3.75%, 06/23/31(b) | 200 | 199,500 | ||||||||||
Orbia Advance Corp. SAB de CV, 5.50%, 01/15/48(b)(h) | 200 | 234,788 | ||||||||||
Sasol Financing USA LLC, 5.50%, 03/18/31 | 200 | 204,050 | ||||||||||
SCIH Salt Holdings, Inc.(b) | 255 | 256,275 | ||||||||||
6.63%, 05/01/29 | 179 | 171,840 | ||||||||||
Scotts Miracle-Gro Co.(b) | 262 | 261,507 | ||||||||||
4.38%, 02/01/32 | 27 | 27,219 | ||||||||||
Valvoline, Inc., 3.63%, 06/15/31(b) | 1 | 988 | ||||||||||
WESCO Distribution, Inc.(b)(h) | 676 | 721,380 | ||||||||||
7.25%, 06/15/28 | 616 | 682,220 | ||||||||||
WR Grace Holdings LLC(b) | 216 | 236,520 | ||||||||||
5.63%, 08/15/29 | 943 | 971,299 | ||||||||||
Yingde Gases Investment Ltd., 6.25%, 01/19/23(e) | 200 | 206,000 | ||||||||||
|
| |||||||||||
8,611,243 | ||||||||||||
Commercial Services & Supplies — 0.7% | ||||||||||||
ADT Security Corp. | 9 | 9,416 | ||||||||||
4.88%, 07/15/32(b)(h) | 387 | 390,386 | ||||||||||
APX Group, Inc., 5.75%, 07/15/29(b) | 268 | 264,529 | ||||||||||
ASGN, Inc., 4.63%, 05/15/28(b) | 91 | 94,185 | ||||||||||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29(b) | 106 | 112,031 | ||||||||||
DAE Funding LLC, 3.38%, 03/20/28(b) | 250 | 256,563 | ||||||||||
EC Finance PLC, 3.00%, 10/15/26(e)(k) | EUR | 200 | 232,967 | |||||||||
Fortress Transportation & Infrastructure Investors LLC(b) | USD | 75 | 77,204 | |||||||||
5.50%, 05/01/28 | 310 | 312,085 | ||||||||||
Herc Holdings, Inc., 5.50%, 07/15/27(b) | 383 | 401,853 | ||||||||||
Intertrust Group BV, 3.38%, 11/15/25(e) | EUR | 100 | 117,810 | |||||||||
Metis Merger Sub LLC, 6.50%, 05/15/29(b) | USD | 214 | 208,115 | |||||||||
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) | 239 | 247,891 | ||||||||||
Prime Security Services Borrower LLC/Prime | ||||||||||||
Finance, Inc.(b) | 141 | 150,384 | ||||||||||
5.75%, 04/15/26(h) | 320 | 346,163 | ||||||||||
3.38%, 08/31/27 | 58 | 55,644 | ||||||||||
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25(b) | 187 | 191,530 | ||||||||||
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)(h) | 407 | 418,701 | ||||||||||
United Rentals North America, Inc. | 339 | 355,825 | ||||||||||
5.25%, 01/15/30 | 161 | 176,295 | ||||||||||
|
| |||||||||||
4,419,577 |
SCHEDULE OF INVESTMENTS | 4 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Communications Equipment — 0.6% | ||||||||||||
Avaya, Inc., 6.13%, 09/15/28(b)(h) | USD | 539 | $ | 566,742 | ||||||||
CommScope Technologies LLC, 6.00%, 06/15/25(b) | 389 | 393,862 | ||||||||||
CommScope, Inc.(b) | 209 | 217,011 | ||||||||||
8.25%, 03/01/27 | 347 | 363,214 | ||||||||||
7.13%, 07/01/28 | 307 | 313,284 | ||||||||||
4.75%, 09/01/29(h) | 505 | 504,369 | ||||||||||
Nokia OYJ | 106 | 108,120 | ||||||||||
4.38%, 06/12/27 | 149 | 163,528 | ||||||||||
ViaSat, Inc.(b)(h) | 416 | 433,680 | ||||||||||
6.50%, 07/15/28 | 477 | 502,386 | ||||||||||
Viavi Solutions, Inc., 3.75%, 10/01/29(b) | 292 | 292,642 | ||||||||||
|
| |||||||||||
3,858,838 | ||||||||||||
Construction Materials(b) — 0.4% | ||||||||||||
American Builders & Contractors Supply Co., Inc. | 375 | 382,969 | ||||||||||
3.88%, 11/15/29 | 47 | 46,868 | ||||||||||
BCPE Empire Holdings, Inc., 7.63%, 05/01/27 | 109 | 108,455 | ||||||||||
H&E Equipment Services, Inc., 3.88%, 12/15/28 | 58 | 57,774 | ||||||||||
IAA, Inc., 5.50%, 06/15/27 | 372 | 388,740 | ||||||||||
New Enterprise Stone & Lime Co., Inc., 5.25%, 07/15/28(k) | 81 | 81,911 | ||||||||||
Picasso Finance Sub, Inc., 6.13%, 06/15/25(h) | 403 | 426,128 | ||||||||||
Williams Scotsman International, Inc., 4.63%, 08/15/28 | 243 | 253,136 | ||||||||||
Winnebago Industries, Inc., 6.25%, 07/15/28 | 137 | 147,275 | ||||||||||
Wolverine Escrow LLC, 9.00%, 11/15/26 | 717 | 662,329 | ||||||||||
|
| |||||||||||
2,555,585 | ||||||||||||
Consumer Discretionary — 1.1% | ||||||||||||
Atento Luxco 1 SA, 8.00%, 02/10/26(b) | 200 | 218,850 | ||||||||||
Carnival Corp. | 41 | 45,766 | ||||||||||
10.13%, 02/01/26(e) | EUR | 100 | 132,979 | |||||||||
10.50%, 02/01/26(b)(h) | USD | 546 | 633,469 | |||||||||
5.75%, 03/01/27(b)(h) | 620 | 640,925 | ||||||||||
9.88%, 08/01/27(b) | 231 | 266,600 | ||||||||||
4.00%, 08/01/28(b) | 984 | 993,840 | ||||||||||
CoreLogic, Inc., 4.50%, 05/01/28(b) | 355 | 352,781 | ||||||||||
Legends Hospitality Holding Co. LLC/Legends | ||||||||||||
Hospitality Co-Issuer, Inc., 5.00%, 02/01/26(b) | 91 | 93,275 | ||||||||||
Life Time, Inc.(b) | 258 | 267,030 | ||||||||||
8.00%, 04/15/26 | 175 | 185,500 | ||||||||||
NCL Corp. Ltd., 5.88%, 03/15/26(b) | 237 | 242,925 | ||||||||||
NCL Finance Ltd., 6.13%, | 509 | 528,088 | ||||||||||
Nielsen Finance LLC/Nielsen Finance Co.(b) | 479 | 496,963 | ||||||||||
5.88%, 10/01/30 | 192 | 202,151 | ||||||||||
4.75%, 07/15/31 | 55 | 53,502 | ||||||||||
Royal Caribbean Cruises Ltd.(b) | 90 | 100,800 | ||||||||||
9.13%, 06/15/23 | 153 | 166,281 | ||||||||||
11.50%, 06/01/25 | 120 | 136,920 | ||||||||||
5.50%, 08/31/26 | 79 | 81,207 |
Security | Par (000) | Value | ||||||||||
Consumer Discretionary (continued) | ||||||||||||
Royal Caribbean Cruises Ltd.(b) (continued) | USD | 423 | $ | 432,648 | ||||||||
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b) | 183 | 183,000 | ||||||||||
WASH Multifamily Acquisition, Inc., 5.75%, 04/15/26(b) | 101 | 105,467 | ||||||||||
|
| |||||||||||
6,560,967 | ||||||||||||
Consumer Finance — 1.3% | ||||||||||||
American Express Co., (5 year CMT + 2.85%), 3.55%(a)(n) | 735 | 748,855 | ||||||||||
Equifax, Inc., 2.60%, 12/15/25 | 59 | 61,862 | ||||||||||
HealthEquity, Inc., 4.50%, | 283 | 287,245 | ||||||||||
MoneyGram International, Inc., 5.38%, 08/01/26(b) | 106 | 107,590 | ||||||||||
MPH Acquisition Holdings LLC, 5.50%, 09/01/28(b) | 325 | 324,106 | ||||||||||
Muthoot Finance Ltd. | 427 | 439,890 | ||||||||||
4.40%, 09/02/23(e) | 200 | 203,100 | ||||||||||
Navient Corp. | 129 | 140,677 | ||||||||||
6.13%, 03/25/24 | 86 | 92,085 | ||||||||||
5.88%, 10/25/24 | 82 | 87,535 | ||||||||||
5.00%, 03/15/27 | 258 | 265,740 | ||||||||||
OneMain Finance Corp. | 70 | 71,838 | ||||||||||
6.88%, 03/15/25 | 226 | 253,967 | ||||||||||
7.13%, 03/15/26 | 227 | 263,036 | ||||||||||
3.50%, 01/15/27 | 304 | 304,137 | ||||||||||
6.63%, 01/15/28 | 221 | 254,150 | ||||||||||
5.38%, 11/15/29 | 36 | 39,019 | ||||||||||
4.00%, 09/15/30 | 3 | 2,985 | ||||||||||
Sabre GLBL, Inc.(b) | 227 | 262,364 | ||||||||||
7.38%, 09/01/25 | 252 | 268,582 | ||||||||||
Shift4 Payments Inc., 0.00%, 12/15/25(b)(l)(m) | 349 | 419,203 | ||||||||||
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b) | 262 | 273,462 | ||||||||||
Square, Inc., 3.50%, 06/01/31(b)(h) | 622 | 638,004 | ||||||||||
Verscend Escrow Corp., 9.75%, 08/15/26(b)(h) | 1,758 | 1,852,492 | ||||||||||
|
| |||||||||||
7,661,924 | ||||||||||||
Containers & Packaging — 0.3% | ||||||||||||
Celulosa Arauco y Constitucion SA, 4.20%, 01/29/30(e) | 200 | 215,225 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 | 196 | 210,090 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 | 424 | 436,974 | ||||||||||
Graham Packaging Co., Inc., 7.13%, 08/15/28(b) | 60 | 63,703 | ||||||||||
Graphic Packaging International LLC(b) | 89 | 96,342 | ||||||||||
3.50%, 03/15/28 | 17 | 17,255 | ||||||||||
3.50%, 03/01/29 | 61 | 60,695 | ||||||||||
Intertape Polymer Group, Inc., 4.38%, 06/15/29(b) | 134 | 136,226 | ||||||||||
Klabin Austria GmbH, 3.20%, 01/12/31(b) | 200 | 191,000 | ||||||||||
LABL, Inc., 10.50%, 07/15/27(b) | 122 | 131,455 | ||||||||||
Sealed Air Corp.(b) 5.13%, 12/01/24 | 46 | 49,968 |
5
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Containers & Packaging (continued) | ||||||||||||
Sealed Air Corp.(b) (continued) | ||||||||||||
4.00%, 12/01/27 | USD | 73 | $ | 77,738 | ||||||||
6.88%, 07/15/33 | 44 | 57,481 | ||||||||||
Suzano Austria GmbH 3.75%, 01/15/31(h) | 105 | 107,599 | ||||||||||
3.13%, 01/15/32 | 145 | 139,762 | ||||||||||
|
| |||||||||||
1,991,513 | ||||||||||||
Diversified Consumer Services — 1.5% |
| |||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)(h) | ||||||||||||
6.63%, 07/15/26 | 1,998 | 2,112,445 | ||||||||||
9.75%, 07/15/27 | 774 | 842,093 | ||||||||||
6.00%, 06/01/29 | 556 | 548,655 | ||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28 | 1,548 | 1,544,660 | ||||||||||
Ascend Learning LLC(b) | 690 | 703,165 | ||||||||||
6.88%, 08/01/25 | 317 | 322,151 | ||||||||||
Clarivate Science Holdings Corp.(b) | 392 | 392,000 | ||||||||||
4.88%, 07/01/29(h) | 514 | 515,002 | ||||||||||
Garda World Security Corp.(b) | 284 | 284,000 | ||||||||||
9.50%, 11/01/27(h) | 159 | 172,094 | ||||||||||
Graham Holdings Co., 5.75%, 06/01/26(b) | 140 | 146,202 | ||||||||||
Rekeep SpA, 7.25%, 02/01/26(e) | EUR | 100 | 124,872 | |||||||||
Service Corp. International | USD | 238 | 258,742 | |||||||||
3.38%, 08/15/30(h) | 263 | 262,467 | ||||||||||
4.00%, 05/15/31 | 358 | 370,083 | ||||||||||
Sotheby’s, 7.38%, 10/15/27(b)(h) | 451 | 476,933 | ||||||||||
|
| |||||||||||
9,075,564 | ||||||||||||
Diversified Financial Services — 2.8% | ||||||||||||
Acuris Finance US, Inc./Acuris Finance SARL, 5.00%, | 403 | 400,985 | ||||||||||
Arrow Global Finance PLC, 5.13%, 09/15/24(e) | GBP | 100 | 134,740 | |||||||||
Barclays PLC 3.65%, 03/16/25(h) | USD | 3,600 | 3,868,396 | |||||||||
5.20%, 05/12/26 | 200 | 228,672 | ||||||||||
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(h)(n) | 1,500 | 1,531,875 | ||||||||||
Central Garden & Pet Co. 4.13%, 10/15/30 | 188 | 192,230 | ||||||||||
4.13%, 04/30/31(b) | 195 | 198,028 | ||||||||||
Citigroup, Inc.(a)(n) | ||||||||||||
(5 year CMT + 3.42%), 3.88%(h) | 2,000 | 2,042,500 | ||||||||||
Series W, (5 year CMT + 3.60%), 4.00% | 155 | 160,611 | ||||||||||
Coinbase Global, Inc.(b) | 303 | 291,131 | ||||||||||
3.63%, 10/01/31 | 293 | 278,533 | ||||||||||
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25(e) | GBP | 100 | 140,747 | |||||||||
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(i) | USD | 223 | 219,444 | |||||||||
Goldman Sachs Group, Inc., Series R, (5 year CMT + 3.22%), | 730 | 773,800 | ||||||||||
HSBC Holdings PLC 4.38%, 11/23/26(h) | 395 | 440,257 | ||||||||||
(5 year CMT + 3.22%), 4.00%(a)(n) | 290 | 290,725 | ||||||||||
(5 year USD ICE Swap + 4.37%), 6.38%(a)(h)(n) | 1,250 | 1,364,275 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
Intrum AB, 3.00%, 09/15/27(e) | EUR | 100 | $ | 115,269 | ||||||||
ION Trading Technologies Sarl, 5.75%, 05/15/28(b) | USD | 200 | 203,925 | |||||||||
Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, 08/15/28(b) | 325 | 329,469 | ||||||||||
Ladder Capital Finance Holdings LLLP/Ladder | ||||||||||||
Capital Finance Corp.(b) | 315 | 311,850 | ||||||||||
4.75%, 06/15/29 | 137 | 136,034 | ||||||||||
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(h)(n) | 450 | 517,747 | ||||||||||
Manappuram Finance Ltd., 5.90%, 01/13/23(e) | 200 | 205,287 | ||||||||||
Morgan Stanley, 4.00%, 07/23/25(h) | 965 | 1,063,142 | ||||||||||
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b)(h) | 300 | 301,650 | ||||||||||
Shriram Transport Finance Co. Ltd.(e) 5.95%, 10/24/22 | 420 | 426,772 | ||||||||||
5.10%, 07/16/23 | 200 | 203,288 | ||||||||||
Spectrum Brands, Inc.(b) | 178 | 191,350 | ||||||||||
5.50%, 07/15/30 | 154 | 170,555 | ||||||||||
3.88%, 03/15/31 | 46 | 46,479 | ||||||||||
|
| |||||||||||
16,779,766 | ||||||||||||
Diversified Telecommunication Services — 2.9% | ||||||||||||
Axtel SAB de CV, 6.38%, 11/14/24(b) | 200 | 206,037 | ||||||||||
Cincinnati Bell, Inc.(b) | 144 | 146,553 | ||||||||||
8.00%, 10/15/25 | 67 | 69,827 | ||||||||||
Consolidated Communications, Inc., 6.50%, 10/01/28(b)(h) | 471 | 511,624 | ||||||||||
Intelsat Jackson Holdings SA, 8.00%, 02/15/24(b) | 476 | 488,495 | ||||||||||
Level 3 Financing, Inc. 5.38%, 05/01/25 | 90 | 91,941 | ||||||||||
4.63%, 09/15/27(b) | 111 | 114,197 | ||||||||||
4.25%, 07/01/28(b)(h) | 714 | 719,519 | ||||||||||
3.75%, 07/15/29(b) | 183 | 176,866 | ||||||||||
Lumen Technologies, Inc. | 713 | 739,737 | ||||||||||
4.00%, 02/15/27(b)(h) | 349 | 356,608 | ||||||||||
4.50%, 01/15/29(b)(h) | 488 | 472,862 | ||||||||||
5.38%, 06/15/29(b) | 455 | 464,264 | ||||||||||
Series P, 7.60%, 09/15/39(h) | 94 | 105,280 | ||||||||||
Series U, 7.65%, 03/15/42(h) | 270 | 302,400 | ||||||||||
Series W, 6.75%, 12/01/23(h) | 512 | 561,280 | ||||||||||
Series Y, 7.50%, 04/01/24(h) | 516 | 571,470 | ||||||||||
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(i) | 207 | 193,804 | ||||||||||
SoftBank Group Corp.(e) | EUR | 100 | 121,884 | |||||||||
4.75%, 07/30/25 | 100 | 122,270 | ||||||||||
Sprint Capital Corp.(h) | USD | 1,287 | 1,647,360 | |||||||||
8.75%, 03/15/32 | 688 | 1,027,776 | ||||||||||
Switch Ltd.(b) | 348 | 353,220 | ||||||||||
4.13%, 06/15/29 | 400 | 410,500 | ||||||||||
Telecom Italia Capital SA | 222 | 258,341 | ||||||||||
6.00%, 09/30/34(h) | 432 | 484,920 | ||||||||||
7.20%, 07/18/36 | 98 | 120,050 |
SCHEDULE OF INVESTMENTS | 6 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Diversified Telecommunication Services (continued) | ||||||||||||
Telecom Italia Capital SA (continued) | ||||||||||||
7.72%, 06/04/38 | USD | 44 | $ | 56,320 | ||||||||
Telecom Italia SpA | ||||||||||||
4.00%, 04/11/24(e) | EUR | 150 | 185,552 | |||||||||
5.30%, 05/30/24(b)(h) | USD | 200 | 215,470 | |||||||||
1.63%, 01/18/29(e) | EUR | 100 | 113,374 | |||||||||
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30(b)(k) | USD | 145 | 143,731 | |||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28(b) | 351 | 358,459 | ||||||||||
Verizon Communications, Inc. | ||||||||||||
2.36%, 03/15/32(b) | 169 | 167,132 | ||||||||||
3.70%, 03/22/61(h) | 1,000 | 1,055,928 | ||||||||||
Zayo Group Holdings, Inc.(b)(h) | ||||||||||||
4.00%, 03/01/27 | 2,674 | 2,661,245 | ||||||||||
6.13%, 03/01/28 | 1,399 | 1,418,278 | ||||||||||
|
| |||||||||||
17,214,574 | ||||||||||||
Electric Utilities — 0.8% | ||||||||||||
Black Hills Corp., 3.15%, 01/15/27(h) | 305 | 324,878 | ||||||||||
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29(b) | 275 | 273,316 | ||||||||||
Enel Finance International NV, 3.63%, 05/25/27(b)(h) | 900 | 996,289 | ||||||||||
Energuate Trust, 5.88%, 05/03/27(b) | 200 | 206,975 | ||||||||||
Exelon Corp., 3.40%, 04/15/26(h) | 140 | 151,637 | ||||||||||
FirstEnergy Corp. | ||||||||||||
2.65%, 03/01/30 | 164 | 163,180 | ||||||||||
Series B, 4.40%, 07/15/27 | 136 | 149,216 | ||||||||||
Series B, 2.25%, 09/01/30 | 21 | 20,265 | ||||||||||
Series C, 7.38%, 11/15/31 | 42 | 57,375 | ||||||||||
Series C, 5.35%, 07/15/47(h) | 503 | 613,345 | ||||||||||
Series C, 3.40%, 03/01/50(h) | 553 | 531,632 | ||||||||||
FirstEnergy Transmission LLC(b) | ||||||||||||
5.45%, 07/15/44 | 378 | 481,778 | ||||||||||
4.55%, 04/01/49 | 163 | 190,774 | ||||||||||
NextEra Energy Operating Partners LP(b) | ||||||||||||
4.25%, 07/15/24(h) | 170 | 179,988 | ||||||||||
4.25%, 09/15/24 | 9 | 9,495 | ||||||||||
PG&E Corp., 5.25%, 07/01/30 | 194 | 198,607 | ||||||||||
Pike Corp., 5.50%, 09/01/28(b) | 80 | 81,524 | ||||||||||
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc., 11.50%, 11/10/21(d) | 780 | — | ||||||||||
|
| |||||||||||
4,630,274 | ||||||||||||
Electrical Equipment(b) — 0.1% | ||||||||||||
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 | 352 | 365,200 | ||||||||||
GrafTech Finance, Inc., 4.63%, 12/15/28 | 136 | 139,570 | ||||||||||
|
| |||||||||||
504,770 | ||||||||||||
Electronic Equipment, Instruments & Components — 0.3% | ||||||||||||
BWX Technologies, Inc.(b) | ||||||||||||
4.13%, 06/30/28 | 251 | 257,589 | ||||||||||
4.13%, 04/15/29 | 174 | 178,132 | ||||||||||
CDW LLC/CDW Finance Corp. | ||||||||||||
4.13%, 05/01/25 | 188 | 194,815 | ||||||||||
3.25%, 02/15/29(h) | 309 | 316,725 | ||||||||||
Energizer Holdings, Inc.(b) | ||||||||||||
4.75%, 06/15/28 | 256 | 260,415 | ||||||||||
4.38%, 03/31/29 | 19 | 18,856 |
Security | Par (000) | Value | ||||||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||||||
Imola Merger Corp., 4.75%, 05/15/29(b) | USD | 616 | $ | 637,263 | ||||||||
Xerox Corp., 4.80%, 03/01/35 | 203 | 203,041 | ||||||||||
|
| |||||||||||
2,066,836 | ||||||||||||
Energy Equipment & Services — 0.4% | ||||||||||||
Archrock Partners LP/Archrock Partners Finance Corp.(b) | ||||||||||||
6.88%, 04/01/27 | 139 | 145,950 | ||||||||||
6.25%, 04/01/28(h) | 706 | 730,163 | ||||||||||
ChampionX Corp., 6.38%, 05/01/26 | 114 | 118,560 | ||||||||||
Halliburton Co., 3.80%, 11/15/25(h) | 7 | 7,666 | ||||||||||
Pioneer Energy Services Corp.(b)(d)(i) | ||||||||||||
(11.00% Cash or 11.00% PIK), 11.00%, 05/15/25 | 107 | 118,668 | ||||||||||
(5.00% PIK), 5.00%, 11/15/25(l) | 80 | 93,044 | ||||||||||
USA Compression Partners LP/USA Compression Finance Corp. | ||||||||||||
6.88%, 04/01/26 | 303 | 315,484 | ||||||||||
6.88%, 09/01/27(h) | 632 | 669,035 | ||||||||||
Vallourec SA, 8.50%, 06/30/26(e) | EUR | 25 | 29,643 | |||||||||
|
| |||||||||||
2,228,213 | ||||||||||||
Entertainment — 0.0% | ||||||||||||
SWF Escrow Issuer Corp., 6.50%, 10/01/29(b)(k) | USD | 226 | 220,192 | |||||||||
|
| |||||||||||
Environmental, Maintenance, & Security Service — 0.5% | ||||||||||||
Clean Harbors, Inc.(b)(h) | ||||||||||||
4.88%, 07/15/27 | 250 | 259,375 | ||||||||||
5.13%, 07/15/29 | 172 | 188,340 | ||||||||||
Covanta Holding Corp., 5.00%, 09/01/30 | 139 | 140,390 | ||||||||||
GFL Environmental, Inc.(b) | ||||||||||||
4.25%, 06/01/25 | 86 | 88,688 | ||||||||||
3.75%, 08/01/25 | 266 | 273,647 | ||||||||||
5.13%, 12/15/26(h) | 401 | 421,094 | ||||||||||
4.00%, 08/01/28 | 406 | 402,955 | ||||||||||
3.50%, 09/01/28 | 198 | 199,238 | ||||||||||
4.75%, 06/15/29 | 330 | 339,075 | ||||||||||
4.38%, 08/15/29 | 136 | 137,360 | ||||||||||
Stericycle, Inc., 3.88%, 01/15/29(b) | 162 | 162,990 | ||||||||||
Tervita Corp., 11.00%, 12/01/25(b)(o) | 122 | 138,044 | ||||||||||
Waste Pro USA, Inc., 5.50%, 02/15/26(b)(h) | 471 | 475,710 | ||||||||||
|
| |||||||||||
3,226,906 | ||||||||||||
Equity Real Estate Investment Trusts (REITs) — 1.6% | ||||||||||||
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50 | 450 | 520,906 | ||||||||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27(b) | 178 | 176,220 | ||||||||||
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28(b) | 163 | 169,113 | ||||||||||
ERP Operating LP, 3.38%, 06/01/25(h) | 1,015 | 1,090,490 | ||||||||||
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b)(h) | 142 | 140,998 | ||||||||||
Iron Mountain, Inc.(b)(h) | ||||||||||||
5.25%, 07/15/30 | 345 | 366,124 | ||||||||||
5.63%, 07/15/32 | 372 | 398,970 | ||||||||||
LMIRT Capital Pte Ltd., 7.25%, 06/19/24(e) | 229 | 237,845 | ||||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. | ||||||||||||
5.63%, 05/01/24(h) | 1,020 | 1,109,250 | ||||||||||
4.63%, 06/15/25(b) | 455 | 490,262 | ||||||||||
4.50%, 09/01/26(h) | 637 | 692,737 |
7 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Equity Real Estate Investment Trusts (REITs) (continued) | ||||||||||||
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc. (continued) | ||||||||||||
5.75%, 02/01/27 | USD | 27 | $ | 31,050 | ||||||||
4.50%, 01/15/28 | 432 | 471,960 | ||||||||||
3.88%, 02/15/29(b) | 308 | 328,020 | ||||||||||
MPT Operating Partnership LP/MPT Finance Corp.(h) | ||||||||||||
5.00%, 10/15/27 | 66 | 69,548 | ||||||||||
4.63%, 08/01/29 | 399 | 428,127 | ||||||||||
3.50%, 03/15/31 | 981 | 1,000,620 | ||||||||||
RHP Hotel Properties LP/RHP Finance Corp. | ||||||||||||
4.75%, 10/15/27(h) | 604 | 625,122 | ||||||||||
4.50%, 02/15/29(b) | 179 | 179,362 | ||||||||||
RLJ Lodging Trust LP(b) | ||||||||||||
3.75%, 07/01/26 | 135 | 135,675 | ||||||||||
4.00%, 09/15/29 | 97 | 96,849 | ||||||||||
Starwood Property Trust, Inc., 5.00%, 12/15/21 | 100 | 100,200 | ||||||||||
Trust Fibra Uno, 6.95%, 01/30/44(e) | 200 | 246,788 | ||||||||||
Ventas Realty LP, 4.13%, 01/15/26(h) | 650 | 718,026 | ||||||||||
|
| |||||||||||
9,824,262 | ||||||||||||
Food & Staples Retailing — 1.6% | ||||||||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC | ||||||||||||
5.75%, 03/15/25 | 11 | 11,219 | ||||||||||
3.25%, 03/15/26(b)(h) | 582 | 590,730 | ||||||||||
7.50%, 03/15/26(b)(h) | 107 | 115,560 | ||||||||||
4.63%, 01/15/27(b)(h) | 766 | 803,560 | ||||||||||
5.88%, 02/15/28(b) | 320 | 340,800 | ||||||||||
4.88%, 02/15/30(b) | 138 | 148,695 | ||||||||||
BRF GmbH, 4.35%, 09/29/26(e) | 200 | 205,912 | ||||||||||
Cydsa SAB de CV, 6.25%, 10/04/27(b)(h) | 252 | 261,576 | ||||||||||
Grupo KUO SAB de CV, 5.75%, 07/07/27(b) | 200 | 205,663 | ||||||||||
Health & Happiness H&H International Holdings Ltd., | ||||||||||||
5.63%, 10/24/24(e) | 200 | 204,850 | ||||||||||
Kraft Heinz Foods Co. | ||||||||||||
4.25%, 03/01/31(h) | 604 | 682,835 | ||||||||||
5.00%, 07/15/35 | 127 | 156,180 | ||||||||||
6.88%, 01/26/39(h) | 233 | 343,986 | ||||||||||
4.63%, 10/01/39 | 77 | 89,742 | ||||||||||
6.50%, 02/09/40 | 155 | 220,099 | ||||||||||
5.00%, 06/04/42 | 129 | 158,198 | ||||||||||
5.20%, 07/15/45(h) | 351 | 439,643 | ||||||||||
4.38%, 06/01/46(h) | 410 | 466,506 | ||||||||||
4.88%, 10/01/49(h) | 906 | 1,102,688 | ||||||||||
5.50%, 06/01/50(h) | 1,189 | 1,568,732 | ||||||||||
Lamb Weston Holdings, Inc., 4.88%, 05/15/28(b)(h) | 156 | 171,483 | ||||||||||
Ocado Group PLC, 3.88%, 10/08/26 | GBP | 100 | 134,740 | |||||||||
Performance Food Group, Inc., 4.25%, 08/01/29(b) | USD | 338 | 338,845 | |||||||||
Post Holdings, Inc.(b) | ||||||||||||
5.75%, 03/01/27 | 253 | 262,924 | ||||||||||
5.63%, 01/15/28 | 73 | 76,694 | ||||||||||
5.50%, 12/15/29(h) | 230 | 243,800 | ||||||||||
4.63%, 04/15/30(h) | 170 | 171,314 | ||||||||||
4.50%, 09/15/31 | 61 | 60,276 | ||||||||||
US Foods, Inc., 4.75%, 02/15/29(b) | 301 | 308,901 | ||||||||||
|
| |||||||||||
9,886,151 | ||||||||||||
Food Products(b) — 0.8% | ||||||||||||
Aramark Services, Inc.(h) | ||||||||||||
5.00%, 04/01/25 | 623 | 637,609 |
Security | Par (000) | Value | ||||||||||
Food Products (continued) | ||||||||||||
Aramark Services, Inc.(h) (continued) | ||||||||||||
5.00%, 02/01/28 | USD | 658 | $ | 676,095 | ||||||||
Chobani LLC/Chobani Finance Corp., Inc.(h) | ||||||||||||
7.50%, 04/15/25 | 512 | 532,736 | ||||||||||
4.63%, 11/15/28 | 242 | 249,865 | ||||||||||
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%(a)(n) | 200 | 209,475 | ||||||||||
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28(h) | 361 | 390,512 | ||||||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA | ||||||||||||
Finance, Inc.(h) | ||||||||||||
6.50%, 04/15/29 | 625 | 698,437 | ||||||||||
3.75%, 12/01/31 | 355 | 369,388 | ||||||||||
MHP Lux SA, 6.25%, 09/19/29 | 200 | 202,590 | ||||||||||
Pilgrim’s Pride Corp., 3.50%, 03/01/32 | 516 | 524,708 | ||||||||||
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29 | 284 | 286,130 | ||||||||||
|
| |||||||||||
4,777,545 | ||||||||||||
Gas Utilities — 0.0% | ||||||||||||
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b) | 133 | 137,987 | ||||||||||
|
| |||||||||||
Health Care Equipment & Supplies(b) — 0.5% | ||||||||||||
Avantor Funding, Inc., 4.63%, 07/15/28(h) | 893 | 939,883 | ||||||||||
Hologic, Inc., 3.25%, 02/15/29 | 87 | 87,041 | ||||||||||
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA(h) | ||||||||||||
7.38%, 06/01/25 | 353 | 372,415 | ||||||||||
7.25%, 02/01/28 | 1,479 | 1,582,715 | ||||||||||
|
| |||||||||||
2,982,054 | ||||||||||||
Health Care Providers & Services — 4.0% | ||||||||||||
Acadia Healthcare Co., Inc.(b) | ||||||||||||
5.50%, 07/01/28 | 204 | 214,445 | ||||||||||
5.00%, 04/15/29 | 138 | 143,693 | ||||||||||
AdaptHealth LLC(b) | ||||||||||||
6.13%, 08/01/28 | 147 | 156,188 | ||||||||||
4.63%, 08/01/29 | 105 | 104,921 | ||||||||||
5.13%, 03/01/30 | 101 | 101,051 | ||||||||||
AHP Health Partners, Inc., 5.75%, 07/15/29(b) | 274 | 276,740 | ||||||||||
Anthem, Inc., 2.75%, 10/15/42(l) | 128 | 675,597 | ||||||||||
Cano Health LLC, 6.25%, 10/01/28(b) | 90 | 90,900 | ||||||||||
Centene Corp. | ||||||||||||
4.25%, 12/15/27(h) | 141 | 147,578 | ||||||||||
2.45%, 07/15/28(h) | 619 | 622,095 | ||||||||||
4.63%, 12/15/29(h) | 1,398 | 1,523,540 | ||||||||||
3.00%, 10/15/30(h) | 627 | 642,675 | ||||||||||
2.50%, 03/01/31(h) | 1,233 | 1,216,046 | ||||||||||
2.63%, 08/01/31 | 422 | 419,147 | ||||||||||
CHS/Community Health Systems, Inc.(b) | ||||||||||||
6.63%, 02/15/25(h) | 703 | 735,514 | ||||||||||
8.00%, 03/15/26(h) | 1,265 | 1,341,501 | ||||||||||
5.63%, 03/15/27(h) | 632 | 661,786 | ||||||||||
6.00%, 01/15/29(h) | 502 | 532,120 | ||||||||||
6.13%, 04/01/30 | 301 | 292,489 | ||||||||||
DaVita, Inc., 4.63%, 06/01/30(b) | 10 | 10,286 | ||||||||||
Encompass Health Corp. | ||||||||||||
4.50%, 02/01/28 | 45 | 46,463 |
SCHEDULE OF INVESTMENTS | 8 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Health Care Providers & Services (continued) | ||||||||||||
Encompass Health Corp. (continued) | ||||||||||||
4.75%, 02/01/30 | USD | 383 | $ | 402,820 | ||||||||
4.63%, 04/01/31 | 211 | 221,772 | ||||||||||
HCA, Inc. | ||||||||||||
5.38%, 02/01/25(h) | 381 | 425,767 | ||||||||||
5.88%, 02/15/26 | 46 | 52,728 | ||||||||||
5.38%, 09/01/26(h) | 430 | 491,984 | ||||||||||
5.63%, 09/01/28(h) | 692 | 823,272 | ||||||||||
5.88%, 02/01/29(h) | 516 | 620,071 | ||||||||||
3.50%, 09/01/30(h) | 826 | 875,056 | ||||||||||
5.50%, 06/15/47(h) | 650 | 842,891 | ||||||||||
Legacy LifePoint Health LLC(b) | ||||||||||||
6.75%, 04/15/25 | 190 | 199,661 | ||||||||||
4.38%, 02/15/27 | 217 | 216,457 | ||||||||||
LifePoint Health, Inc., 5.38%, 01/15/29(b) | 238 | 231,455 | ||||||||||
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29(b) | 166 | 172,067 | ||||||||||
ModivCare, Inc., 5.88%, 11/15/25(b) | 71 | 75,083 | ||||||||||
Molina Healthcare, Inc.(b) | ||||||||||||
4.38%, 06/15/28 | 336 | 349,568 | ||||||||||
3.88%, 11/15/30 | 280 | 292,600 | ||||||||||
Prime Healthcare Services, Inc., 7.25%, 11/01/25(b) | 312 | 334,620 | ||||||||||
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b) | 53 | 55,981 | ||||||||||
Surgery Center Holdings, Inc.(b)(h) | ||||||||||||
6.75%, 07/01/25 | 611 | 621,692 | ||||||||||
10.00%, 04/15/27 | 676 | 730,080 | ||||||||||
Teleflex, Inc. | ||||||||||||
4.63%, 11/15/27 | 58 | 60,465 | ||||||||||
4.25%, 06/01/28(b)(h) | 368 | 382,385 | ||||||||||
Tenet Healthcare Corp. | ||||||||||||
4.63%, 07/15/24(h) | 204 | 207,060 | ||||||||||
4.63%, 09/01/24(b)(h) | 367 | 375,257 | ||||||||||
7.50%, 04/01/25(b) | 163 | 172,984 | ||||||||||
4.88%, 01/01/26(b)(h) | 1,526 | 1,579,288 | ||||||||||
6.25%, 02/01/27(b)(h) | 52 | 53,950 | ||||||||||
5.13%, 11/01/27(b)(h) | 562 | 585,885 | ||||||||||
4.63%, 06/15/28(b) | 81 | 83,929 | ||||||||||
6.13%, 10/01/28(b)(h) | 395 | 414,938 | ||||||||||
4.25%, 06/01/29(b) | 298 | 302,470 | ||||||||||
UnitedHealth Group, Inc., 3.75%, 07/15/25(h) | 1,470 | 1,619,175 | ||||||||||
Vizient, Inc., 6.25%, 05/15/27(b)(h) | 407 | 425,315 | ||||||||||
|
| |||||||||||
24,253,501 | ||||||||||||
Health Care Technology — 0.7% | ||||||||||||
Catalent Pharma Solutions, Inc. | ||||||||||||
5.00%, 07/15/27(b)(h) | 365 | 379,144 | ||||||||||
2.38%, 03/01/28(e) | EUR | 100 | 117,159 | |||||||||
3.13%, 02/15/29(b) | USD | 180 | 176,751 | |||||||||
3.50%, 04/01/30(b) | 465 | 465,000 | ||||||||||
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25(b)(h) | 791 | 796,932 | ||||||||||
Charles River Laboratories International, Inc.(b) | ||||||||||||
4.25%, 05/01/28 | 159 | 165,018 | ||||||||||
3.75%, 03/15/29 | 34 | 34,723 | ||||||||||
4.00%, 03/15/31 | 98 | 102,678 | ||||||||||
IQVIA, Inc.(b)(h) | ||||||||||||
5.00%, 10/15/26 | 463 | 474,515 | ||||||||||
5.00%, 05/15/27 | 637 | 661,639 |
Security | Par (000) | Value | ||||||||||
Health Care Technology (continued) | ||||||||||||
MEDNAX, Inc., 6.25%, 01/15/27(b) | USD | 124 | $ | 130,355 | ||||||||
Syneos Health, Inc., 3.63%, 01/15/29(b)(h) | 465 | 463,698 | ||||||||||
|
| |||||||||||
3,967,612 | ||||||||||||
Hotels, Restaurants & Leisure — 4.2% | ||||||||||||
1011778 BC ULC/New Red Finance, | ||||||||||||
5.75%, 04/15/25 | 207 | 217,319 | ||||||||||
3.88%, 01/15/28(h) | 549 | 554,408 | ||||||||||
4.38%, 01/15/28 | 134 | 136,038 | ||||||||||
Accor SA, 0.70%, 12/07/27(e)(l) | EUR | 31 | 18,908 | |||||||||
Affinity Gaming, 6.88%, 12/15/27(b) | USD | 34 | 35,759 | |||||||||
Boyd Gaming Corp. | ||||||||||||
8.63%, 06/01/25(b) | 97 | 105,124 | ||||||||||
4.75%, 12/01/27 | 179 | 184,494 | ||||||||||
4.75%, 06/15/31(b) | 376 | 387,750 | ||||||||||
Boyne USA, Inc., 4.75%, 05/15/29(b) | 247 | 255,027 | ||||||||||
Caesars Entertainment, Inc.(b) | ||||||||||||
6.25%, 07/01/25(h) | 1,466 | 1,543,342 | ||||||||||
8.13%, 07/01/27(h) | 1,308 | 1,470,486 | ||||||||||
4.63%, 10/15/29 | 388 | 392,850 | ||||||||||
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)(h) | 478 | 503,920 | ||||||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25(b)(h) | 504 | 523,530 | ||||||||||
Champion Path Holdings Ltd.(e) | ||||||||||||
4.50%, 01/27/26 | 232 | 236,640 | ||||||||||
4.85%, 01/27/28 | 231 | 233,786 | ||||||||||
Churchill Downs, Inc.(b) | ||||||||||||
5.50%, 04/01/27(h) | 702 | 728,325 | ||||||||||
4.75%, 01/15/28 | 341 | 356,771 | ||||||||||
Cirsa Finance International Sarl, 4.75%, 05/22/25(e) | EUR | 100 | 116,125 | |||||||||
Everi Holdings, Inc., 5.00%, 07/15/29(b) | USD | 51 | 52,259 | |||||||||
Fortune Star BVI Ltd.(e) | ||||||||||||
5.95%, 01/29/23 | 200 | 202,975 | ||||||||||
6.75%, 07/02/23 | 250 | 258,484 | ||||||||||
5.95%, 10/19/25 | 475 | 483,312 | ||||||||||
5.05%, 01/27/27 | 200 | 195,500 | ||||||||||
Golden Nugget, Inc., 6.75%, | 1,462 | 1,463,901 | ||||||||||
Hilton Domestic Operating Co., Inc. | ||||||||||||
5.38%, 05/01/25(b) | 145 | 151,525 | ||||||||||
5.75%, 05/01/28(b) | 99 | 106,623 | ||||||||||
4.88%, 01/15/30(h) | 952 | 1,021,268 | ||||||||||
4.00%, 05/01/31(b) | 233 | 236,495 | ||||||||||
International Game Technology PLC, 3.50%, 06/15/26(e) | EUR | 100 | 118,812 | |||||||||
McDonald’s Corp., 3.70%, 01/30/26(h) | USD | 405 | 445,260 | |||||||||
Melco Resorts Finance Ltd., 5.25%, 04/26/26(e) | 250 | 251,375 | ||||||||||
Merlin Entertainments Ltd., 5.75%, 06/15/26(b) | 200 | 206,500 | ||||||||||
MGM China Holdings Ltd., 5.88%, 05/15/26(e) | 250 | 255,359 | ||||||||||
MGM Resorts International | ||||||||||||
7.75%, 03/15/22(h) | 575 | 590,812 | ||||||||||
6.00%, 03/15/23(h) | 416 | 439,895 | ||||||||||
5.75%, 06/15/25 | 29 | 31,610 | ||||||||||
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b) | 259 | 263,856 | ||||||||||
Penn National Gaming, Inc., 4.13%, 07/01/29(b) | 107 | 105,759 | ||||||||||
Powdr Corp., 6.00%, 08/01/25(b)(o) | 206 | 216,300 |
9
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.(b) | ||||||||||||
5.63%, 09/01/29 | USD | 116 | $ | 117,160 | ||||||||
5.88%, 09/01/31 | 116 | 117,194 | ||||||||||
Raptor Acquisition Corp./Raptor Co-Issuer LLC, 4.88%, 11/01/26(b) | 177 | 180,761 | ||||||||||
Scientific Games International, Inc. | ||||||||||||
8.63%, 07/01/25(b) | 203 | 219,836 | ||||||||||
5.00%, 10/15/25(b)(h) | 730 | 750,987 | ||||||||||
3.38%, 02/15/26(e) | EUR | 100 | 116,715 | |||||||||
8.25%, 03/15/26(b)(h) | USD | 565 | 599,606 | |||||||||
7.00%, 05/15/28(b) | 174 | 187,702 | ||||||||||
7.25%, 11/15/29(b) | 51 | 57,306 | ||||||||||
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b)(h) | 753 | 801,945 | ||||||||||
Spirit Issuer PLC, Series A5, 5.47%, 12/28/34(e) | GBP | 2,550 | 3,813,193 | |||||||||
Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25(e) | 100 | 141,612 | ||||||||||
Studio City Finance Ltd., 6.00%, 07/15/25(e) | USD | 346 | 342,540 | |||||||||
Vail Resorts, Inc., 6.25%, 05/15/25(b) | 154 | 162,855 | ||||||||||
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b) . | 158 | 164,941 | ||||||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(b)(h) | 192 | 193,916 | ||||||||||
Wynn Macau Ltd.(e) | ||||||||||||
5.50%, 01/15/26 | 347 | 335,289 | ||||||||||
5.50%, 10/01/27 | 200 | 192,000 | ||||||||||
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b) | ||||||||||||
7.75%, 04/15/25 | 239 | 252,150 | ||||||||||
5.13%, 10/01/29(h) | 618 | 622,635 | ||||||||||
Yum! Brands, Inc. | ||||||||||||
7.75%, 04/01/25(b)(h) | 395 | 422,344 | ||||||||||
4.75%, 01/15/30(b)(h) | 279 | 302,386 | ||||||||||
3.63%, 03/15/31 | 96 | 96,513 | ||||||||||
5.35%, 11/01/43 | 71 | 78,100 | ||||||||||
|
| |||||||||||
25,368,168 | ||||||||||||
Household Durables — 0.7% | ||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) | ||||||||||||
4.63%, 08/01/29 | 100 | 100,973 | ||||||||||
4.63%, 04/01/30 | 101 | 101,568 | ||||||||||
Brookfield Residential Properties, Inc./Brookfield | ||||||||||||
Residential US LLC(b) | ||||||||||||
5.00%, 06/15/29 | 208 | 212,690 | ||||||||||
4.88%, 02/15/30(h) | 412 | 420,240 | ||||||||||
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b) | 253 | 267,668 | ||||||||||
Controladora Mabe SA de CV, 5.60%, 10/23/28(b)(h) | 200 | 231,975 | ||||||||||
Forestar Group, Inc., 3.85%, 05/15/26(b) | 104 | 103,870 | ||||||||||
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b) | 307 | 322,350 | ||||||||||
KB Home, 4.00%, 06/15/31 | 96 | 98,520 | ||||||||||
Mattamy Group Corp., 4.63%, 03/01/30(b) | 199 | 203,349 | ||||||||||
Meritage Homes Corp., 5.13%, 06/06/27 | 50 | 55,688 | ||||||||||
NCR Corp.(b) | ||||||||||||
5.75%, 09/01/27 | 220 | 232,012 | ||||||||||
5.00%, 10/01/28 | 110 | 112,399 | ||||||||||
5.13%, 04/15/29 | 145 | 149,531 | ||||||||||
6.13%, 09/01/29 | 92 | 99,820 | ||||||||||
5.25%, 10/01/30 | 111 | 116,387 | ||||||||||
Newell Brands, Inc., 6.00%, 04/01/46 | 112 | 144,760 | ||||||||||
Taylor Morrison Communities, Inc.(b) | ||||||||||||
5.88%, 06/15/27 | 245 | 279,300 |
Security | Par (000) | Value | ||||||||||
Household Durables (continued) | ||||||||||||
Taylor Morrison Communities, Inc.(b) (continued) |
| |||||||||||
5.13%, 08/01/30 | USD | 54 | $ | 58,119 | ||||||||
Tempur Sealy International, Inc.(b) | ||||||||||||
4.00%, 04/15/29 | 272 | 280,160 | ||||||||||
3.88%, 10/15/31 | 276 | 276,345 | ||||||||||
Toll Brothers Finance Corp., 4.35%, 02/15/28 | 12 | 13,140 | ||||||||||
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.88%, 06/15/24 | 11 | 12,100 | ||||||||||
Tri Pointe Homes, Inc., 5.25%, 06/01/27 | 15 | 16,200 | ||||||||||
|
| |||||||||||
3,909,164 | ||||||||||||
Household Products — 0.0% | ||||||||||||
Berkline Benchcraft LLC, 4.50%, 06/01/22(a)(d)(f)(j) | 200 | — | ||||||||||
|
| |||||||||||
Independent Power and Renewable Electricity Producers — 1.3% | ||||||||||||
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24(e) | 200 | 216,787 | ||||||||||
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24(e) | 200 | 210,350 | ||||||||||
Calpine Corp.(b) | ||||||||||||
5.25%, 06/01/26(h) | 447 | 459,842 | ||||||||||
4.50%, 02/15/28(h) | 445 | 453,900 | ||||||||||
5.13%, 03/15/28(h) | 1,275 | 1,291,236 | ||||||||||
4.63%, 02/01/29(h) | 160 | 157,600 | ||||||||||
5.00%, 02/01/31 | 135 | 135,000 | ||||||||||
3.75%, 03/01/31 | 5 | 4,813 | ||||||||||
Clearway Energy Operating LLC(b) | ||||||||||||
4.75%, 03/15/28(h) | 287 | 303,818 | ||||||||||
3.75%, 01/15/32(k) | 262 | 261,672 | ||||||||||
Continuum Energy Levanter Pte Ltd., 4.50%, 02/09/27(b) | 199 | 203,959 | ||||||||||
Greenko Dutch BV, 3.85%, 03/29/26(e) | 197 | 200,177 | ||||||||||
Greenko Mauritius Ltd., 6.25%, 02/21/23(e) | 200 | 204,500 | ||||||||||
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(e) | 200 | 211,225 | ||||||||||
India Green Energy Holdings | ||||||||||||
5.38%, 04/29/24(b) | 250 | 259,375 | ||||||||||
5.38%, 04/29/24(e) | 250 | 259,375 | ||||||||||
Investment Energy Resources Ltd., 6.25%, 04/26/29(b) | 200 | 216,750 | ||||||||||
NRG Energy, Inc. | ||||||||||||
6.63%, 01/15/27(h) | 735 | 761,423 | ||||||||||
5.75%, 01/15/28 | 63 | 67,016 | ||||||||||
5.25%, 06/15/29(b)(h) | 253 | 269,129 | ||||||||||
3.63%, 02/15/31(b)(h) | 277 | 272,083 | ||||||||||
3.88%, 02/15/32(b) | 354 | 350,017 | ||||||||||
ReNew Power Pvt Ltd., 5.88%, 03/05/27(e) | 200 | 209,725 | ||||||||||
ReNew Power Synthetic, 6.67%, 03/12/24(e) | 200 | 208,288 | ||||||||||
TerraForm Power Operating LLC(b) | ||||||||||||
4.25%, 01/31/23 | 106 | 108,915 | ||||||||||
5.00%, 01/31/28 | 96 | 103,080 | ||||||||||
4.75%, 01/15/30 | 186 | 194,603 | ||||||||||
|
| |||||||||||
7,594,658 | ||||||||||||
Insurance — 2.0% | ||||||||||||
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29(b) | 231 | 228,069 | ||||||||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)(h) | ||||||||||||
4.25%, 10/15/27 | 1,112 | 1,123,120 | ||||||||||
6.75%, 10/15/27 | 1,882 | 1,947,870 | ||||||||||
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25(h) | 360 | 391,786 |
SCHEDULE OF INVESTMENTS | 10 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Insurance (continued) | ||||||||||||
AmWINS Group, Inc., 4.88%, 06/30/29(b) | USD | 266 | $ | 269,737 | ||||||||
Aon PLC, 3.88%, 12/15/25(h) | 1,115 | 1,230,906 | ||||||||||
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%(a)(e)(n) | 306 | 328,950 | ||||||||||
AssuredPartners, Inc., 5.63%, 01/15/29(b) | 267 | 268,655 | ||||||||||
BroadStreet Partners, Inc., 5.88%, 04/15/29(b) | 191 | 190,284 | ||||||||||
GTCR AP Finance, Inc., 8.00%, 05/15/27(b) | 379 | 399,845 | ||||||||||
HUB International Ltd., 7.00%, 05/01/26(b)(h) | 1,226 | 1,267,377 | ||||||||||
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32(a)(b)(h) | 595 | 650,132 | ||||||||||
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a)(h) | 3,500 | 3,692,500 | ||||||||||
|
| |||||||||||
11,989,231 | ||||||||||||
Interactive Media & Services — 0.8% | ||||||||||||
21Vianet Group, Inc., 7.88%, 10/15/21(e) | 200 | 199,680 | ||||||||||
Arches Buyer, Inc., 4.25%, 06/01/28(b) | 110 | 111,527 | ||||||||||
Cablevision Lightpath LLC(b) | ||||||||||||
3.88%, 09/15/27 | 200 | 196,270 | ||||||||||
5.63%, 09/15/28(h) | 400 | 401,450 | ||||||||||
Netflix, Inc. | ||||||||||||
3.63%, 06/15/25(b) | 96 | 102,000 | ||||||||||
4.88%, 04/15/28 | 109 | 125,623 | ||||||||||
5.88%, 11/15/28(h) | 730 | 894,542 | ||||||||||
6.38%, 05/15/29 | 34 | 43,010 | ||||||||||
5.38%, 11/15/29(b)(h) | 827 | 1,001,704 | ||||||||||
4.88%, 06/15/30(b)(h) | 467 | 549,892 | ||||||||||
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.(b) | ||||||||||||
4.75%, 04/30/27 | 233 | 233,000 | ||||||||||
6.00%, 02/15/28 | 337 | 335,207 | ||||||||||
Twitter, Inc., 3.88%, 12/15/27(b) | 279 | 297,832 | ||||||||||
United Group BV, 4.00%, 11/15/27(e) | EUR | 100 | 114,381 | |||||||||
|
| |||||||||||
4,606,118 | ||||||||||||
Internet & Direct Marketing Retail — 0.0% | ||||||||||||
Very Group Funding PLC, 6.50%, 08/01/26(e) | GBP | 100 | 136,574 | |||||||||
|
| |||||||||||
Internet Software & Services — 1.1% | ||||||||||||
Airbnb, Inc., 0.00%, 03/15/26(b)(l)(m) | USD | 567 | 557,077 | |||||||||
ANGI Group LLC, 3.88%, 08/15/28(b) | 262 | 260,690 | ||||||||||
Booking Holdings, Inc., 0.75%, 05/01/25(l) | 380 | 558,030 | ||||||||||
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b) | ||||||||||||
5.25%, 12/01/27 | 303 | 315,878 | ||||||||||
3.50%, 03/01/29 | 125 | 123,906 | ||||||||||
Match Group Holdings II LLC(b) | ||||||||||||
4.63%, 06/01/28 | 157 | 164,140 | ||||||||||
5.63%, 02/15/29 | 177 | 190,491 | ||||||||||
4.13%, 08/01/30 | 198 | 206,168 | ||||||||||
3.63%, 10/01/31(k) | 109 | 107,706 | ||||||||||
Uber Technologies, Inc.(b) | ||||||||||||
7.50%, 05/15/25(h) | 734 | 782,444 | ||||||||||
0.00%, 12/15/25(l)(m) | 1,582 | 1,538,701 | ||||||||||
8.00%, 11/01/26(h) | 311 | 328,688 | ||||||||||
7.50%, 09/15/27(h) | 567 | 619,093 | ||||||||||
6.25%, 01/15/28(h) | 318 | 341,052 | ||||||||||
4.50%, 08/15/29 | 467 | 470,211 | ||||||||||
Zillow Group, Inc., 1.38%, 09/01/26(l) | 55 | 115,775 | ||||||||||
|
| |||||||||||
6,680,050 | ||||||||||||
IT Services — 0.9% | ||||||||||||
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) | 110 | 110,825 |
Security | Par (000) | Value | ||||||||||
IT Services (continued) | ||||||||||||
Austin BidCo, Inc., 7.13%, 12/15/28(b) | USD | 72 | $ | 72,540 | ||||||||
Booz Allen Hamilton, Inc.(b)(h) | ||||||||||||
3.88%, 09/01/28 | 363 | 372,119 | ||||||||||
4.00%, 07/01/29 | 412 | 422,300 | ||||||||||
Camelot Finance SA, 4.50%, | 564 | 585,855 | ||||||||||
Castle US Holding Corp., 9.50%, 02/15/28(b) | 251 | 262,295 | ||||||||||
Dun & Bradstreet Corp.(b)(h) | ||||||||||||
6.88%, 08/15/26 | 597 | 626,104 | ||||||||||
10.25%, 02/15/27 | 297 | 319,275 | ||||||||||
Fair Isaac Corp., 4.00%, 06/15/28(b) | 169 | 173,225 | ||||||||||
Gartner, Inc.(b) | ||||||||||||
4.50%, 07/01/28 | 35 | 36,750 | ||||||||||
3.63%, 06/15/29 | 223 | 224,695 | ||||||||||
3.75%, 10/01/30(h) | 435 | 447,702 | ||||||||||
KBR, Inc., 4.75%, 09/30/28(b) | 186 | 188,325 | ||||||||||
Rackspace Technology Global, Inc., 5.38%, 12/01/28(b)(h) | 235 | 230,887 | ||||||||||
Science Applications International Corp., 4.88%, 04/01/28(b)(h) | 254 | 262,496 | ||||||||||
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b) | 243 | 255,150 | ||||||||||
Twilio, Inc., 3.88%, 03/15/31 | 351 | 359,357 | ||||||||||
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b) | 392 | 390,040 | ||||||||||
|
| |||||||||||
5,339,940 | ||||||||||||
Leisure Products — 0.1% | ||||||||||||
Mattel, Inc. | ||||||||||||
5.88%, 12/15/27(b) | 293 | 317,539 | ||||||||||
3.75%, 04/01/29(b) | 103 | 107,377 | ||||||||||
6.20%, 10/01/40 | 90 | 115,650 | ||||||||||
5.45%, 11/01/41 | 199 | 235,815 | ||||||||||
|
| |||||||||||
776,381 | ||||||||||||
Machinery — 0.7% | ||||||||||||
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28(b) | 108 | 110,757 | ||||||||||
Colfax Corp., 6.38%, 02/15/26(b) | 127 | 133,566 | ||||||||||
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(i) | 240 | 255,000 | ||||||||||
Madison IAQ LLC(b) | ||||||||||||
4.13%, 06/30/28 | 97 | 97,000 | ||||||||||
5.88%, 06/30/29 | 782 | 787,865 | ||||||||||
Mueller Water Products, Inc., 4.00%, 06/15/29(b) | 138 | 142,858 | ||||||||||
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25(b) | 353 | 361,606 | ||||||||||
Stevens Holding Co., Inc., 6.13%, 10/01/26(b) | 167 | 180,151 | ||||||||||
Terex Corp., 5.00%, 05/15/29(b) | 298 | 308,803 | ||||||||||
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26(b)(h) | 727 | 742,794 | ||||||||||
TK Elevator Midco GmbH, 4.38%, 07/15/27(e) | EUR | 100 | 120,904 | |||||||||
TK Elevator US Newco Inc., 5.25%, 07/15/27(b)(h) | USD | 394 | 412,902 | |||||||||
Vertical Holdco GmbH, 7.63%, | 400 | 427,500 | ||||||||||
|
| |||||||||||
4,081,706 | ||||||||||||
Media — 8.9% | ||||||||||||
Altice Financing SA | ||||||||||||
3.00%, 01/15/28(e) | EUR | 100 | 109,035 | |||||||||
5.00%, 01/15/28(b)(h) | USD | 378 | 364,477 | |||||||||
5.75%, 08/15/29(b)(k) | 986 | 955,069 | ||||||||||
Altice France Holding SA(b) | ||||||||||||
10.50%, 05/15/27(h) | 1,473 | 1,610,873 |
11
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
Altice France Holding SA(b) (continued) | ||||||||||||
6.00%, 02/15/28 | USD | 382 | $ | 366,901 | ||||||||
AMC Networks, Inc. | ||||||||||||
4.75%, 08/01/25 | 222 | 227,550 | ||||||||||
4.25%, 02/15/29 | 123 | 122,385 | ||||||||||
Block Communications, Inc., 4.88%, 03/01/28(b) | 128 | 130,880 | ||||||||||
Cable One, Inc.(b) | ||||||||||||
1.13%, 03/15/28(l) | 1,028 | 1,043,040 | ||||||||||
4.00%, 11/15/30 | 74 | 73,723 | ||||||||||
CCO Holdings LLC/CCO Holdings Capital Corp. | ||||||||||||
5.13%, 05/01/27(b)(h) | 680 | 708,091 | ||||||||||
5.00%, 02/01/28(b) | 34 | 35,493 | ||||||||||
5.38%, 06/01/29(b)(h) | 731 | 789,480 | ||||||||||
4.75%, 03/01/30(b) | 132 | 138,003 | ||||||||||
4.50%, 08/15/30(b)(h) | 1,234 | 1,273,142 | ||||||||||
4.25%, 02/01/31(b)(h) | 678 | 689,763 | ||||||||||
4.50%, 05/01/32(h) | 530 | 545,900 | ||||||||||
4.50%, 06/01/33(b) | 260 | 264,607 | ||||||||||
4.25%, 01/15/34(b) | 1,027 | 1,017,372 | ||||||||||
Charter Communications Operating LLC/Charter | ||||||||||||
Communications Operating Capital(h) | ||||||||||||
4.91%, 07/23/25 | 2,425 | 2,727,215 | ||||||||||
5.38%, 05/01/47 | 425 | 508,851 | ||||||||||
Clear Channel International BV, 6.63%, 08/01/25(b) | 384 | 399,840 | ||||||||||
Clear Channel Outdoor Holdings, Inc.(b) | ||||||||||||
7.75%, 04/15/28(h) | 552 | 580,980 | ||||||||||
7.50%, 06/01/29 | 759 | 789,360 | ||||||||||
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27(b)(h) | 1,880 | 1,945,443 | ||||||||||
Comcast Corp., 3.95%, 10/15/25(h) | 3,000 | 3,327,944 | ||||||||||
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26(b)(h) | 2,266 | 2,370,802 | ||||||||||
CSC Holdings LLC | ||||||||||||
6.75%, 11/15/21 | 187 | 187,468 | ||||||||||
5.25%, 06/01/24 | 123 | 131,755 | ||||||||||
6.50%, 02/01/29(b)(h) | 865 | 936,752 | ||||||||||
5.75%, 01/15/30(b)(h) | 660 | 671,038 | ||||||||||
4.13%, 12/01/30(b)(h) | 397 | 389,556 | ||||||||||
4.63%, 12/01/30(b)(h) | 449 | 425,641 | ||||||||||
3.38%, 02/15/31(b)(h) | 257 | 239,010 | ||||||||||
4.50%, 11/15/31(b)(h) | 268 | 264,650 | ||||||||||
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 5.88%, 08/15/27(b) | 407 | 424,806 | ||||||||||
Discovery Communications LLC(h) | ||||||||||||
3.25%, 04/01/23 | 1,490 | 1,537,420 | ||||||||||
3.45%, 03/15/25 | 170 | 181,660 | ||||||||||
DISH DBS Corp. | ||||||||||||
5.88%, 07/15/22(h) | 1,233 | 1,270,761 | ||||||||||
5.00%, 03/15/23 | 358 | 370,978 | ||||||||||
7.75%, 07/01/26(h) | 853 | 963,229 | ||||||||||
5.13%, 06/01/29(h) | 574 | 562,399 | ||||||||||
DISH Network Corp.(l) | ||||||||||||
2.38%, 03/15/24 | 312 | 304,005 | ||||||||||
3.38%, 08/15/26(h) | 922 | 958,419 | ||||||||||
Frontier Communications Holdings LLC(b) | ||||||||||||
5.88%, 10/15/27(h) | 462 | 490,875 | ||||||||||
5.00%, 05/01/28(h) | 674 | 707,700 | ||||||||||
6.75%, 05/01/29 | 639 | 673,346 | ||||||||||
GCI LLC, 4.75%, 10/15/28(b) | 89 | 93,432 | ||||||||||
Hughes Satellite Systems Corp., 5.25%, 08/01/26(h) | 177 | 199,568 |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
iHeartCommunications, Inc. | ||||||||||||
6.38%, 05/01/26 | USD | 264 | $ | 278,740 | ||||||||
8.38%, 05/01/27 | 35 | 37,406 | ||||||||||
5.25%, 08/15/27(b) | 122 | 126,765 | ||||||||||
4.75%, 01/15/28(b) | 78 | 80,379 | ||||||||||
Lamar Media Corp., 4.00%, 02/15/30 | 126 | 129,717 | ||||||||||
LCPR Senior Secured Financing DAC(b)(h) | ||||||||||||
6.75%, 10/15/27 | 400 | 424,000 | ||||||||||
5.13%, 07/15/29 | 568 | 585,012 | ||||||||||
Liberty Broadband Corp.(b)(l) | ||||||||||||
1.25%, 09/30/50 | 413 | 419,402 | ||||||||||
2.75%, 09/30/50 | 797 | 841,348 | ||||||||||
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(i) | 470 | 456,104 | ||||||||||
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b) | 141 | 145,762 | ||||||||||
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | 200 | 206,000 | ||||||||||
Live Nation Entertainment, Inc.(b) | ||||||||||||
4.88%, 11/01/24 | 31 | 31,346 | ||||||||||
6.50%, 05/15/27(h) | 966 | 1,062,600 | ||||||||||
4.75%, 10/15/27 | 91 | 92,477 | ||||||||||
3.75%, 01/15/28 | 189 | 187,878 | ||||||||||
Midas OpCo Holdings LLC, 5.63%, 08/15/29(b) | 101 | 104,510 | ||||||||||
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) | 177 | 184,170 | ||||||||||
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%(a)(e)(n) | 520 | 553,247 | ||||||||||
News Corp., 3.88%, 05/15/29(b) | 124 | 127,410 | ||||||||||
Outfront Media Capital LLC/Outfront Media Capital Corp.(b) | ||||||||||||
5.00%, 08/15/27(h) | 329 | 337,439 | ||||||||||
4.25%, 01/15/29 | 121 | 119,929 | ||||||||||
Radiate Holdco LLC/Radiate Finance, | ||||||||||||
4.50%, 09/15/26 | 886 | 914,795 | ||||||||||
6.50%, 09/15/28 | 2,011 | 2,050,536 | ||||||||||
Sable International Finance Ltd. | ||||||||||||
5.75%, 09/07/27(e) | 270 | 283,500 | ||||||||||
5.75%, 09/07/27(b) | 200 | 210,000 | ||||||||||
Scripps Escrow II, Inc., 3.88%, 01/15/29(b) | 17 | 17,059 | ||||||||||
Sinclair Television Group, Inc., 4.13%, 12/01/30(b) | 239 | 233,623 | ||||||||||
Sirius XM Radio, Inc.(b) | ||||||||||||
3.13%, 09/01/26 | 491 | 497,751 | ||||||||||
5.00%, 08/01/27 | 170 | 177,650 | ||||||||||
4.00%, 07/15/28(h) | 509 | 517,589 | ||||||||||
5.50%, 07/01/29(h) | 788 | 852,025 | ||||||||||
4.13%, 07/01/30(h) | 58 | 58,269 | ||||||||||
3.88%, 09/01/31 | 674 | 658,414 | ||||||||||
Summer BC Holdco B Sarl, 5.75%, 10/31/26(e) | EUR | 100 | 121,337 | |||||||||
TEGNA, Inc., 5.50%, 09/15/24(b) | USD | 28 | 28,314 | |||||||||
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28(b) | 200 | 210,100 | ||||||||||
Telesat Canada/Telesat LLC, 4.88%, 06/01/27(b) | 148 | 136,160 | ||||||||||
Terrier Media Buyer, Inc., 8.88%, 12/15/27(b)(h) | 617 | 652,403 | ||||||||||
Univision Communications, Inc.(b) | ||||||||||||
5.13%, 02/15/25 | 133 | 134,942 | ||||||||||
6.63%, 06/01/27 | 132 | 143,385 | ||||||||||
UPC Broadband Finco BV, 4.88%, 07/15/31(b) | 449 | 459,713 | ||||||||||
UPCB Finance VII Ltd., 3.63%, 06/15/29(e) | EUR | 100 | 118,876 | |||||||||
Videotron Ltd.(b) | ||||||||||||
5.13%, 04/15/27(h) | USD | 439 | 454,365 | |||||||||
3.63%, 06/15/29 | 362 | 366,978 |
SCHEDULE OF INVESTMENTS | 12 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
Virgin Media Vendor Financing Notes IV DAC, | ||||||||||||
5.00%, 07/15/28(b)(h) | USD | 754 | $ | 778,769 | ||||||||
VTR Comunicaciones SpA, 4.38%, 04/15/29(b) | 200 | 205,000 | ||||||||||
WMG Acquisition Corp. | ||||||||||||
3.88%, 07/15/30(b) | 136 | 141,440 | ||||||||||
2.25%, 08/15/31(e) | EUR | 100 | 115,732 | |||||||||
Ziggo Bond Co. BV(b) | ||||||||||||
6.00%, 01/15/27 | USD | 199 | 205,728 | |||||||||
5.13%, 02/28/30 | 225 | 230,732 | ||||||||||
Ziggo BV(b)(h) | ||||||||||||
5.50%, 01/15/27 | 534 | 552,023 | ||||||||||
4.88%, 01/15/30 | 200 | 206,250 | ||||||||||
|
| |||||||||||
53,365,786 | ||||||||||||
Metals & Mining — 1.8% | ||||||||||||
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24(e) | 250 | 270,047 | ||||||||||
Allegheny Technologies, Inc. | ||||||||||||
7.88%, 08/15/23 | 68 | 76,500 | ||||||||||
4.88%, 10/01/29 | 101 | 101,379 | ||||||||||
5.13%, 10/01/31 | 114 | 114,878 | ||||||||||
Arconic Corp.(b) | ||||||||||||
6.00%, 05/15/25(h) | 332 | 348,673 | ||||||||||
6.13%, 02/15/28 | 343 | 363,587 | ||||||||||
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b)(h) | 839 | 907,169 | ||||||||||
Constellium SE(b) | ||||||||||||
5.88%, 02/15/26(h) | 588 | 596,820 | ||||||||||
5.63%, 06/15/28 | 250 | 262,649 | ||||||||||
3.75%, 04/15/29(h) | 506 | 492,804 | ||||||||||
Freeport-McMoRan, Inc. | ||||||||||||
4.38%, 08/01/28 | 272 | 284,580 | ||||||||||
5.40%, 11/14/34 | 31 | 37,239 | ||||||||||
5.45%, 03/15/43 | 1,051 | 1,294,044 | ||||||||||
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24(b) | 200 | 214,787 | ||||||||||
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, | 371 | 378,234 | ||||||||||
HTA Group Ltd., 7.00%, 12/18/25(b) | 200 | 209,725 | ||||||||||
JSW Steel Ltd., 5.95%, 04/18/24(e) | 200 | 211,412 | ||||||||||
Kaiser Aluminum Corp.(b) | ||||||||||||
4.63%, 03/01/28 | 66 | 68,145 | ||||||||||
4.50%, 06/01/31 | 129 | 132,225 | ||||||||||
New Gold, Inc., 7.50%, | 545 | 560,740 | ||||||||||
Nexa Resources SA, 5.38%, 05/04/27(b) | 237 | 247,858 | ||||||||||
Novelis Corp.(b) | ||||||||||||
3.25%, 11/15/26 | 416 | 421,899 | ||||||||||
4.75%, 01/30/30(h) | 816 | 859,003 | ||||||||||
3.88%, 08/15/31 | 600 | 593,430 | ||||||||||
Periama Holdings LLC, 5.95%, 04/19/26(e) | 200 | 214,100 | ||||||||||
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29(b)(k) | 122 | 125,050 | ||||||||||
thyssenkrupp AG(e) | ||||||||||||
1.88%, 03/06/23 | EUR | 43 | 50,107 | |||||||||
2.88%, 02/22/24 | 84 | 99,734 | ||||||||||
Usiminas International Sarl, 5.88%, 07/18/26(b) | USD | 200 | 210,200 | |||||||||
Vale Overseas Ltd.(h) | ||||||||||||
6.25%, 08/10/26 | 63 | 74,611 | ||||||||||
3.75%, 07/08/30 | 155 | 159,991 | ||||||||||
Vedanta Resources Finance II PLC | ||||||||||||
8.00%, 04/23/23(e) | 313 | 303,962 |
Security | Par (000) | Value | ||||||||||
Metals & Mining (continued) | ||||||||||||
Vedanta Resources Finance II PLC (continued) |
| |||||||||||
13.88%, 01/21/24(e) | USD | 200 | $ | 214,750 | ||||||||
8.95%, 03/11/25(e) | 293 | 292,267 | ||||||||||
8.95%, 03/11/25(b) | 200 | 199,500 | ||||||||||
|
| |||||||||||
10,992,099 | ||||||||||||
Multi-line Retail — 0.2% | ||||||||||||
Bath & Body Works, Inc. | ||||||||||||
6.88%, 11/01/35(h) | 401 | 503,255 | ||||||||||
6.75%, 07/01/36 | 71 | 88,040 | ||||||||||
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b) | 396 | 420,255 | ||||||||||
|
| |||||||||||
1,011,550 | ||||||||||||
Offshore Drilling & Other Services — 0.1% | ||||||||||||
Applied Materials, Inc., 3.90%, 10/01/25(h) | 285 | 315,728 | ||||||||||
Entegris, Inc.(b) | ||||||||||||
4.38%, 04/15/28 | 231 | 241,973 | ||||||||||
3.63%, 05/01/29 | 97 | 98,953 | ||||||||||
|
| |||||||||||
656,654 | ||||||||||||
Oil, Gas & Consumable Fuels — 9.1% | ||||||||||||
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)(h) | 648 | 699,840 | ||||||||||
Antero Midstream Partners LP/Antero Midstream Finance Corp.(b) | ||||||||||||
7.88%, 05/15/26 | 201 | 219,783 | ||||||||||
5.75%, 03/01/27 | 226 | 233,469 | ||||||||||
5.75%, 01/15/28 | 59 | 61,139 | ||||||||||
5.38%, 06/15/29 | 206 | 212,180 | ||||||||||
Antero Resources Corp., 5.38%, 03/01/30(b) | 147 | 154,813 | ||||||||||
Apache Corp. | ||||||||||||
4.25%, 01/15/30 | 187 | 201,496 | ||||||||||
5.10%, 09/01/40(h) | 428 | 479,351 | ||||||||||
5.25%, 02/01/42 | 40 | 43,900 | ||||||||||
5.35%, 07/01/49 | 72 | 79,970 | ||||||||||
Arcosa, Inc., 4.38%, 04/15/29(b) | 374 | 378,675 | ||||||||||
Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b) | ||||||||||||
9.00%, 11/01/27 | 225 | 308,250 | ||||||||||
8.25%, 12/31/28 | 155 | 168,950 | ||||||||||
5.88%, 06/30/29 | 463 | 473,059 | ||||||||||
Bioceanico Sovereign Certificate Ltd., 0.00%, | ||||||||||||
06/05/34(e)(m) | 146 | 110,862 | ||||||||||
Brand Industrial Services, Inc., 8.50%, 07/15/25(b)(h) | 498 | 499,868 | ||||||||||
Buckeye Partners LP | ||||||||||||
4.13%, 03/01/25(b)(h) | 262 | 271,500 | ||||||||||
5.85%, 11/15/43 | 145 | 145,131 | ||||||||||
5.60%, 10/15/44 | 166 | 161,435 | ||||||||||
Callon Petroleum Co. | ||||||||||||
6.13%, 10/01/24 | 126 | 123,824 | ||||||||||
9.00%, 04/01/25(b) | 765 | 827,198 | ||||||||||
8.00%, 08/01/28(b)(h) | 564 | 556,950 | ||||||||||
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31(e)(l) | EUR | 200 | 227,632 | |||||||||
Cenovus Energy, Inc., 5.40%, 06/15/47(h) | USD | 113 | 138,635 | |||||||||
Centennial Resource Production LLC(h) | ||||||||||||
6.88%, 04/01/27(b) | 255 | 259,777 | ||||||||||
3.25%, 04/01/28(l) | 478 | 626,559 | ||||||||||
Cheniere Energy Partners LP | ||||||||||||
4.50%, 10/01/29(h) | 529 | 562,396 | ||||||||||
4.00%, 03/01/31(b)(h) | 675 | 706,860 |
13
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Cheniere Energy Partners LP (continued) | ||||||||||||
3.25%, 01/31/32(b) | USD | 490 | $ | 491,617 | ||||||||
Cheniere Energy, Inc., 4.63%, 10/15/28 | 1,657 | 1,746,064 | ||||||||||
Chesapeake Energy Corp., 5.88%, 02/01/29(b) | 41 | 43,806 | ||||||||||
Citgo Holding, Inc., 9.25%, 08/01/24(b) | 228 | 229,710 | ||||||||||
CNX Midstream Partners LP, 4.75%, 04/15/30(b) | 92 | 93,424 | ||||||||||
CNX Resources Corp. | ||||||||||||
2.25%, 05/01/26(l) | 499 | 621,255 | ||||||||||
6.00%, 01/15/29(b) | 66 | 69,795 | ||||||||||
Colgate Energy Partners III LLC(b) | ||||||||||||
7.75%, 02/15/26 | 272 | 286,280 | ||||||||||
5.88%, 07/01/29 | 297 | 299,228 | ||||||||||
Comstock Resources, Inc.(b) | ||||||||||||
7.50%, 05/15/25(h) | 160 | 166,333 | ||||||||||
6.75%, 03/01/29(h) | 642 | 693,360 | ||||||||||
5.88%, 01/15/30 | 294 | 305,760 | ||||||||||
Continental Resources, Inc. | ||||||||||||
4.50%, 04/15/23 | 29 | 30,051 | ||||||||||
4.90%, 06/01/44 | 81 | 90,720 | ||||||||||
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b) | 367 | 390,323 | ||||||||||
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25(b)(h) | 790 | 808,525 | ||||||||||
DCP Midstream Operating LP(b) | ||||||||||||
6.45%, 11/03/36 | 226 | 280,823 | ||||||||||
6.75%, 09/15/37(h) | 392 | 505,680 | ||||||||||
DT Midstream, Inc.(b) | ||||||||||||
4.13%, 06/15/29 | 433 | 439,088 | ||||||||||
4.38%, 06/15/31(h) | 562 | 578,860 | ||||||||||
Dycom Industries, Inc., 4.50%, 04/15/29(b) | 102 | 102,431 | ||||||||||
eG Global Finance PLC | ||||||||||||
6.75%, 02/07/25(b)(h) | 596 | 609,410 | ||||||||||
6.25%, 10/30/25(e) | EUR | 142 | 168,022 | |||||||||
8.50%, 10/30/25(b) | USD | 252 | 262,395 | |||||||||
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a)(h) | 1,565 | 1,744,182 | ||||||||||
Endeavor Energy Resources LP/EER Finance, Inc.(b) | ||||||||||||
6.63%, 07/15/25 | 192 | 202,320 | ||||||||||
5.50%, 01/30/26(h) | 815 | 849,556 | ||||||||||
5.75%, 01/30/28 | 386 | 406,265 | ||||||||||
Energean Israel Finance Ltd., 4.88%, 03/30/26(b) | 130 | 132,925 | ||||||||||
Energy Transfer LP | ||||||||||||
3.90%, 07/15/26(h) | 235 | 256,558 | ||||||||||
Series H, (5 year CMT + 5.69%), | 644 | 670,642 | ||||||||||
EnLink Midstream LLC | ||||||||||||
5.63%, 01/15/28(b) | 174 | 185,265 | ||||||||||
5.38%, 06/01/29 | 82 | 86,754 | ||||||||||
EnLink Midstream Partners LP | ||||||||||||
4.40%, 04/01/24(h) | 240 | 249,461 | ||||||||||
4.15%, 06/01/25 | 17 | 17,519 | ||||||||||
4.85%, 07/15/26 | 115 | 120,716 | ||||||||||
5.60%, 04/01/44 | 197 | 188,135 | ||||||||||
5.05%, 04/01/45 | 32 | 29,200 | ||||||||||
EQM Midstream Partners LP | ||||||||||||
6.00%, 07/01/25(b)(h) | 255 | 279,531 | ||||||||||
4.13%, 12/01/26 | 100 | 102,720 | ||||||||||
6.50%, 07/01/27(b)(h) | 364 | 409,409 | ||||||||||
4.50%, 01/15/29(b) | 136 | 141,100 | ||||||||||
4.75%, 01/15/31(b)(h) | 791 | 822,656 | ||||||||||
EQT Corp. | ||||||||||||
1.75%, 05/01/26(l) | 426 | 671,589 |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
EQT Corp. (continued) | ||||||||||||
3.13%, 05/15/26(b) | USD | 177 | $ | 181,446 | ||||||||
3.90%, 10/01/27 | 271 | 293,284 | ||||||||||
5.00%, 01/15/29 | 33 | 37,156 | ||||||||||
7.50%, 02/01/30 | 191 | 245,855 | ||||||||||
3.63%, 05/15/31(b) | 50 | 52,100 | ||||||||||
Genesis Energy LP/Genesis Energy Finance Corp. | ||||||||||||
6.50%, 10/01/25 | 46 | 45,770 | ||||||||||
7.75%, 02/01/28 | 118 | 117,889 | ||||||||||
Geopark Ltd., 5.50%, 01/17/27(b) | 200 | 197,663 | ||||||||||
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(e) | 200 | 191,038 | ||||||||||
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25(b) | 164 | 166,507 | ||||||||||
Harvest Midstream I LP, 7.50%, 09/01/28(b) | 60 | 63,909 | ||||||||||
Hess Corp., 4.30%, 04/01/27(h) | 50 | 55,533 | ||||||||||
Hess Midstream Operations LP, 4.25%, 02/15/30(b) | 255 | 257,869 | ||||||||||
Hilong Holding Ltd., 9.75%, 11/18/24(e) | 407 | 358,160 | ||||||||||
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(e) | 200 | 207,600 | ||||||||||
Impulsora Pipeline LLC, 6.05%, | 1,401 | 1,359,182 | ||||||||||
Independence Energy Finance LLC, 7.25%, 05/01/26(b) | 471 | 484,993 | ||||||||||
ITT Holdings LLC, 6.50%, 08/01/29(b) | 343 | 346,001 | ||||||||||
Leviathan Bond Ltd., 5.75%, 06/30/23(b) | 170 | 176,807 | ||||||||||
Matador Resources Co., 5.88%, 09/15/26(h) | 1,151 | 1,189,789 | ||||||||||
MC Brazil Downstream Trading Sarl, 7.25%, 06/30/31(b) | 200 | 201,100 | ||||||||||
Medco Bell Pte Ltd., 6.38%, 01/30/27(e) | 250 | 251,094 | ||||||||||
MEG Energy Corp., 6.50%, 01/15/25(b)(h) | 507 | 521,688 | ||||||||||
MPLX LP, 4.25%, 12/01/27(h) | 185 | 207,867 | ||||||||||
Murphy Oil Corp. | ||||||||||||
5.75%, 08/15/25 | 119 | 122,834 | ||||||||||
6.38%, 12/01/42 | 29 | 29,221 | ||||||||||
Murphy Oil USA, Inc., 4.75%, 09/15/29 | 146 | 154,578 | ||||||||||
Neptune Energy Bondco PLC, 6.63%, 05/15/25(b) | 200 | 205,750 | ||||||||||
New Fortress Energy, Inc.(b)(h) | ||||||||||||
6.75%, 09/15/25 | 1,087 | 1,046,237 | ||||||||||
6.50%, 09/30/26 | 1,323 | 1,265,119 | ||||||||||
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b) | 204 | 207,825 | ||||||||||
NGPL PipeCo LLC, 7.77%, 12/15/37(b)(h) | 227 | 325,318 | ||||||||||
Northern Oil and Gas, Inc., 8.13%, 03/01/28(b)(h) | 479 | 511,692 | ||||||||||
NuStar Logistics LP | ||||||||||||
6.00%, 06/01/26 | 163 | 176,040 | ||||||||||
6.38%, 10/01/30 | 25 | 27,500 | ||||||||||
Occidental Petroleum Corp. | ||||||||||||
6.95%, 07/01/24 | 63 | 71,190 | ||||||||||
5.50%, 12/01/25 | 100 | 110,750 | ||||||||||
5.55%, 03/15/26 | 36 | 39,960 | ||||||||||
3.00%, 02/15/27 | 4 | 3,997 | ||||||||||
8.88%, 07/15/30 | 34 | 46,187 | ||||||||||
6.13%, 01/01/31(h) | 477 | 572,627 | ||||||||||
4.30%, 08/15/39(h) | 482 | 475,387 | ||||||||||
6.20%, 03/15/40(h) | 909 | 1,070,529 | ||||||||||
4.50%, 07/15/44(h) | 492 | 494,367 | ||||||||||
4.63%, 06/15/45(h) | 434 | 443,765 | ||||||||||
6.60%, 03/15/46 | 26 | 32,630 | ||||||||||
4.40%, 04/15/46(h) | 432 | 430,855 | ||||||||||
4.10%, 02/15/47 | 64 | 60,858 | ||||||||||
4.20%, 03/15/48(h) | 296 | 283,420 | ||||||||||
4.40%, 08/15/49 | 104 | 102,050 |
SCHEDULE OF INVESTMENTS | 14 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26(b)(i) | USD | — | (p) | $ | 37 | |||||||
Oil and Gas Holding Co., 7.63%, 11/07/24(e) | 200 | 218,690 | ||||||||||
OQ SAOC, 5.13%, 05/06/28(b) | 200 | 201,750 | ||||||||||
Ovintiv Exploration, Inc., 5.38%, 01/01/26(h) | 33 | 37,312 | ||||||||||
Ovintiv, Inc.(h) | ||||||||||||
7.38%, 11/01/31 | 59 | 80,031 | ||||||||||
6.50%, 08/15/34 | 110 | 148,355 | ||||||||||
PDC Energy, Inc. | ||||||||||||
6.13%, 09/15/24 | 151 | 153,265 | ||||||||||
6.25%, 12/01/25 | 122 | 123,830 | ||||||||||
5.75%, 05/15/26 | 235 | 244,694 | ||||||||||
Pertamina Persero PT, 3.65%, 07/30/29(e) | 202 | 215,736 | ||||||||||
Petrobras Global Finance BV, 5.30%, 01/27/25(h) | 500 | 557,222 | ||||||||||
Petroleos Mexicanos(h) | ||||||||||||
6.50%, 03/13/27 | 103 | 108,150 | ||||||||||
6.35%, 02/12/48 | 41 | 35,014 | ||||||||||
Pioneer Natural Resources Co., 0.25%, 05/15/25(l) | 283 | 456,762 | ||||||||||
Puma International Financing SA, 5.13%, 10/06/24(b) | 200 | 200,750 | ||||||||||
Range Resources Corp. | ||||||||||||
5.88%, 07/01/22 | 44 | 44,715 | ||||||||||
5.00%, 08/15/22 | 252 | 256,488 | ||||||||||
5.00%, 03/15/23 | 189 | 196,088 | ||||||||||
4.88%, 05/15/25 | 14 | 14,781 | ||||||||||
9.25%, 02/01/26 | 62 | 67,583 | ||||||||||
Rockcliff Energy II LLC, 5.50%, 10/15/29(b)(k) | 202 | 205,030 | ||||||||||
Saudi Arabian Oil Co., 2.25%, 11/24/30(b)(h) | 442 | 430,729 | ||||||||||
SM Energy Co. | ||||||||||||
10.00%, 01/15/25(b)(h) | 914 | 1,019,457 | ||||||||||
5.63%, 06/01/25 | 74 | 74,424 | ||||||||||
6.75%, 09/15/26 | 129 | 131,746 | ||||||||||
6.50%, 07/15/28 | 86 | 89,038 | ||||||||||
Southwestern Energy Co. | ||||||||||||
4.10%, 03/15/22 | 252 | 252,630 | ||||||||||
6.45%, 01/23/25 | 68 | 74,873 | ||||||||||
8.38%, 09/15/28 | 127 | 143,857 | ||||||||||
5.38%, 02/01/29(b) | 459 | 491,043 | ||||||||||
Sunoco LP/Sunoco Finance Corp. | ||||||||||||
6.00%, 04/15/27 | 63 | 65,599 | ||||||||||
5.88%, 03/15/28 | 124 | 130,820 | ||||||||||
Tap Rock Resources LLC, 7.00%, 10/01/26(b) | 586 | 599,917 | ||||||||||
Targa Resources Partners LP/Targa Resources | ||||||||||||
Partners Finance Corp. | ||||||||||||
5.88%, 04/15/26 | 304 | 317,490 | ||||||||||
5.38%, 02/01/27 | 2 | 2,072 | ||||||||||
6.50%, 07/15/27 | 195 | 210,255 | ||||||||||
6.88%, 01/15/29(h) | 521 | 583,767 | ||||||||||
5.50%, 03/01/30(h) | 400 | 437,375 | ||||||||||
4.88%, 02/01/31 | 275 | 296,656 | ||||||||||
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28(h) | 280 | 312,952 | ||||||||||
Transocean, Inc., 11.50%, 01/30/27(b) | 171 | 176,130 | ||||||||||
Venture Global Calcasieu Pass LLC(b) | ||||||||||||
3.88%, 08/15/29 | 782 | 805,499 | ||||||||||
4.13%, 08/15/31 | 700 | 729,750 | ||||||||||
Vine Energy Holdings LLC, 6.75%, 04/15/29(b)(h) | 588 | 634,675 | ||||||||||
Western Midstream Operating LP | ||||||||||||
4.75%, 08/15/28 | 37 | 40,341 | ||||||||||
5.45%, 04/01/44 | 339 | 389,389 |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Western Midstream Operating LP (continued) | ||||||||||||
5.30%, 03/01/48 | USD | 315 | $ | 363,038 | ||||||||
5.50%, 08/15/48 | 83 | 97,110 | ||||||||||
6.50%, 02/01/50(h) | 798 | 939,070 | ||||||||||
|
| |||||||||||
54,739,936 | ||||||||||||
Personal Products — 0.1% | ||||||||||||
Coty, Inc.(e) | ||||||||||||
4.00%, 04/15/23 | EUR | 100 | 116,486 | |||||||||
3.88%, 04/15/26 | 100 | 118,471 | ||||||||||
Edgewell Personal Care Co., 5.50%, 06/01/28(b) | USD | 113 | 119,343 | |||||||||
|
| |||||||||||
354,300 | ||||||||||||
Pharmaceuticals — 1.8% | ||||||||||||
180 Medical, Inc., 3.88%, 10/15/29(b) | 200 | 200,000 | ||||||||||
Bausch Health Americas, Inc., 8.50%, 01/31/27(b)(h) | 973 | 1,036,440 | ||||||||||
Bausch Health Cos., Inc.(b) | ||||||||||||
6.13%, 04/15/25(h) | 73 | 74,507 | ||||||||||
9.00%, 12/15/25(h) | 300 | 316,642 | ||||||||||
5.75%, 08/15/27 | 145 | 151,888 | ||||||||||
5.00%, 01/30/28 | 214 | 203,026 | ||||||||||
4.88%, 06/01/28 | 191 | 197,924 | ||||||||||
5.00%, 02/15/29 | 472 | 439,550 | ||||||||||
6.25%, 02/15/29(h) | 529 | 523,456 | ||||||||||
7.25%, 05/30/29(h) | 498 | 510,375 | ||||||||||
5.25%, 01/30/30 | 241 | 224,733 | ||||||||||
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(e) | EUR | 100 | 120,468 | |||||||||
CVS Health Corp., 4.75%, 12/01/22(h) | USD | 165 | 171,280 | |||||||||
Elanco Animal Health, Inc., 5.90%, 08/28/28 | 156 | 182,520 | ||||||||||
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27(b)(h) | 655 | 656,454 | ||||||||||
Endo Luxembourg Finance Co. I Sarl/Endo US, Inc., 6.13%, 04/01/29(b)(h) | 481 | 481,000 | ||||||||||
Gruenenthal GmbH, 4.13%, 05/15/28(e) | EUR | 100 | 121,363 | |||||||||
Jaguar Holding Co. II/PPD Development LP(b)(h) | ||||||||||||
4.63%, 06/15/25 | USD | 90 | 93,488 | |||||||||
5.00%, 06/15/28 | 589 | 633,964 | ||||||||||
Jazz Securities DAC, 4.38%, 01/15/29(b) | 441 | 457,008 | ||||||||||
Nidda BondCo GmbH, 7.25%, 09/30/25(e) | EUR | 100 | 117,625 | |||||||||
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24(e) | 100 | 115,024 | ||||||||||
Organon & Co./Organon Foreign Debt Co-Issuer BV(b)(h) | ||||||||||||
4.13%, 04/30/28 | USD | 790 | 805,800 | |||||||||
5.13%, 04/30/31 | 772 | 810,870 | ||||||||||
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25(b) | 266 | 276,294 | ||||||||||
Par Pharmaceutical, Inc., 7.50%, 04/01/27(b)(h) | 1,251 | 1,274,456 | ||||||||||
PRA Health Sciences, Inc., 2.88%, 07/15/26(b)(h) | 484 | 488,840 | ||||||||||
Prestige Brands, Inc., 3.75%, 04/01/31(b) | 149 | 143,785 | ||||||||||
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25 | EUR | 100 | 125,196 | |||||||||
|
| |||||||||||
10,953,976 | ||||||||||||
Producer Durables: Miscellaneous — 0.1% | ||||||||||||
Oracle Corp., 3.60%, 04/01/50(h) | USD | 785 | 785,941 | |||||||||
|
|
15
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Professional Services(b)(k) — 0.3% | ||||||||||||
Mozart Debt Merger Sub, Inc. | ||||||||||||
3.88%, 04/01/29 | USD | 477 | $ | 477,000 | ||||||||
5.25%, 10/01/29 | 1,034 | 1,034,000 | ||||||||||
|
| |||||||||||
1,511,000 | ||||||||||||
Real Estate Management & Development — 3.8% | ||||||||||||
Adler Group SA, 2.75%, 11/13/26(e) | EUR | 100 | 99,039 | |||||||||
Agile Group Holdings Ltd.(e) | ||||||||||||
6.05%, 10/13/25 | USD | 200 | 187,500 | |||||||||
(5 year CMT + 11.08%), | 400 | 359,950 | ||||||||||
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26(b) | 260 | 270,725 | ||||||||||
Central China Real Estate Ltd.(e) | ||||||||||||
6.88%, 08/08/22 | 200 | 144,000 | ||||||||||
7.25%, 04/24/23 | 200 | 133,000 | ||||||||||
7.90%, 11/07/23 | 200 | 123,000 | ||||||||||
CFLD Cayman Investment Ltd.(e)(f)(j) | ||||||||||||
8.63%, 02/28/21 | 200 | 80,000 | ||||||||||
8.75%, 09/28/22 | 200 | 82,475 | ||||||||||
6.90%, 01/13/23 | 200 | 87,000 | ||||||||||
8.60%, 04/08/24 | 200 | 82,350 | ||||||||||
China Aoyuan Group Ltd.(e) | ||||||||||||
7.95%, 02/19/23 | 650 | 585,000 | ||||||||||
6.35%, 02/08/24 | 400 | 339,200 | ||||||||||
6.20%, 03/24/26 | 200 | 152,000 | ||||||||||
China Evergrande Group(e)(f)(j) | ||||||||||||
8.25%, 03/23/22 | 420 | 108,675 | ||||||||||
9.50%, 04/11/22 | 200 | 49,750 | ||||||||||
11.50%, 01/22/23 | 450 | 108,000 | ||||||||||
12.00%, 01/22/24 | 250 | 59,375 | ||||||||||
China SCE Group Holdings Ltd.(e) | ||||||||||||
7.25%, 04/19/23 | 200 | 194,350 | ||||||||||
7.38%, 04/09/24 | 400 | 384,000 | ||||||||||
7.00%, 05/02/25 | 255 | 238,425 | ||||||||||
CIFI Holdings Group Co. Ltd.(e) | ||||||||||||
6.55%, 03/28/24 | 200 | 200,750 | ||||||||||
6.45%, 11/07/24 | 200 | 199,500 | ||||||||||
6.00%, 07/16/25 | 200 | 198,500 | ||||||||||
5.25%, 05/13/26 | 335 | 324,950 | ||||||||||
Country Garden Holdings Co. Ltd.(e) | ||||||||||||
6.50%, 04/08/24 | 200 | 203,350 | ||||||||||
6.15%, 09/17/25 | 200 | 209,000 | ||||||||||
5.13%, 01/14/27 | 200 | 202,287 | ||||||||||
Dexin China Holdings Co. Ltd., 11.88%, 04/23/22(e) | 200 | 193,350 | ||||||||||
DIC Asset AG, 2.25%, 09/22/26(e) | EUR | 100 | 113,860 | |||||||||
Easy Tactic Ltd.(e) | ||||||||||||
9.13%, 07/28/22 | USD | 400 | 314,800 | |||||||||
12.38%, 11/18/22 | 200 | 156,000 | ||||||||||
8.13%, 02/27/23 | 200 | 145,000 | ||||||||||
11.75%, 08/02/23 | 200 | 145,000 | ||||||||||
8.63%, 02/27/24 | 200 | 133,000 | ||||||||||
Fantasia Holdings Group Co. Ltd.(e) | ||||||||||||
11.75%, 04/17/22 | 400 | 156,000 | ||||||||||
11.88%, 06/01/23 | 200 | 62,000 | ||||||||||
9.25%, 07/28/23 | 200 | 63,500 | ||||||||||
9.88%, 10/19/23 | 200 | 60,000 | ||||||||||
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25(b)(h) | 389 | 406,505 | ||||||||||
Global Prime Capital Pte Ltd., 5.50%, 10/18/23(e) | 200 | 203,287 | ||||||||||
Greenland Global Investment Ltd., 5.60%, 11/13/22(e) | 210 | 144,900 |
Security | Par (000) | Value | ||||||||||
Real Estate Management & Development (continued) | ||||||||||||
Greystar Real Estate Partners LLC, | USD | 100 | $ | 101,500 | ||||||||
Haimen Zhongnan Investment Development International Co. Ltd., 12.00%, 06/08/22(e) | 200 | 179,975 | ||||||||||
Howard Hughes Corp.(b) | ||||||||||||
5.38%, 08/01/28 | 180 | 189,675 | ||||||||||
4.13%, 02/01/29 | 149 | 149,186 | ||||||||||
4.38%, 02/01/31 | 179 | 180,058 | ||||||||||
Jingrui Holdings Ltd., 12.00%, 07/25/22(e) | 200 | 179,413 | ||||||||||
Kaisa Group Holdings Ltd.(e) | ||||||||||||
11.95%, 10/22/22 | 200 | 169,760 | ||||||||||
11.50%, 01/30/23 | 200 | 168,850 | ||||||||||
10.88%, 07/23/23 | 600 | 493,425 | ||||||||||
9.38%, 06/30/24 | 400 | 308,000 | ||||||||||
11.70%, 11/11/25 | 200 | 152,500 | ||||||||||
Kennedy-Wilson, Inc., 4.75%, 02/01/30 | 136 | 138,074 | ||||||||||
KWG Group Holdings Ltd.(e) | ||||||||||||
7.88%, 09/01/23 | 200 | 193,000 | ||||||||||
7.40%, 03/05/24 | 200 | 193,000 | ||||||||||
5.88%, 11/10/24 | 231 | 210,210 | ||||||||||
Logan Group Co. Ltd.(e) | ||||||||||||
6.50%, 07/16/23 | 200 | 199,350 | ||||||||||
6.90%, 06/09/24 | 200 | 200,787 | ||||||||||
5.75%, 01/14/25 | 200 | 198,500 | ||||||||||
4.50%, 01/13/28 | 200 | 183,500 | ||||||||||
MAF Sukuk Ltd., 4.64%, 05/14/29(e) | 275 | 312,348 | ||||||||||
Modern Land China Co. Ltd., 9.80%, 04/11/23(e) | 431 | 357,730 | ||||||||||
New Metro Global Ltd.(e) | ||||||||||||
6.80%, 08/05/23 | 200 | 197,788 | ||||||||||
4.80%, 12/15/24 | 280 | 263,900 | ||||||||||
Powerlong Real Estate Holdings Ltd., 7.13%, 11/08/22(e) | 200 | 199,163 | ||||||||||
Realogy Group LLC/Realogy Co-Issuer Corp., 5.75%, 01/15/29(b) | 291 | 301,843 | ||||||||||
Redsun Properties Group Ltd.(e) | ||||||||||||
9.95%, 04/11/22 | 200 | 193,600 | ||||||||||
7.30%, 01/13/25 | 400 | 331,500 | ||||||||||
RKPF Overseas Ltd.(e) | ||||||||||||
Series 2019-A, 6.70%, 09/30/24 | 513 | 509,152 | ||||||||||
Series 2019-A, 6.00%, 09/04/25 | 200 | 193,000 | ||||||||||
Series 2020-A, 5.20%, 01/12/26 | 232 | 214,310 | ||||||||||
Ronshine China Holdings Ltd.(e) | ||||||||||||
10.50%, 03/01/22 | 200 | 165,538 | ||||||||||
8.95%, 01/22/23 | 200 | 146,000 | ||||||||||
7.35%, 12/15/23 | 200 | 149,000 | ||||||||||
6.75%, 08/05/24 | 200 | 138,000 | ||||||||||
Scenery Journey Ltd.(e) | ||||||||||||
11.50%, 10/24/22 | 219 | 38,873 | ||||||||||
13.00%, 11/06/22 | 200 | 34,538 | ||||||||||
12.00%, 10/24/23 | 200 | 37,000 | ||||||||||
Seazen Group Ltd.(e) | ||||||||||||
6.45%, 06/11/22 | 200 | 197,000 | ||||||||||
6.00%, 08/12/24 | 202 | 194,930 | ||||||||||
Shimao Group Holdings Ltd.(e) | ||||||||||||
5.60%, 07/15/26 | 200 | 197,913 | ||||||||||
3.45%, 01/11/31 | 200 | 178,750 | ||||||||||
Shui On Development Holding Ltd.(e) | ||||||||||||
5.75%, 11/12/23 | 200 | 198,500 | ||||||||||
6.15%, 08/24/24 | 200 | 198,500 | ||||||||||
5.50%, 03/03/25 | 209 | 203,252 | ||||||||||
Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22(e) | 200 | 30,000 |
SCHEDULE OF INVESTMENTS | 16 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Real Estate Management & Development (continued) | ||||||||||||
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%(a)(e)(n) | USD | 200 | $ | 168,000 | ||||||||
Sunac China Holdings Ltd.(e) | ||||||||||||
7.25%, 06/14/22 | 200 | 183,100 | ||||||||||
7.95%, 10/11/23 | 200 | 163,000 | ||||||||||
7.50%, 02/01/24 | 400 | 325,000 | ||||||||||
6.50%, 01/10/25 | 200 | 162,000 | ||||||||||
7.00%, 07/09/25 | 400 | 319,000 | ||||||||||
Theta Capital Pte Ltd., 8.13%, 01/22/25(e) | 200 | 207,725 | ||||||||||
Times China Holdings Ltd.(e) | ||||||||||||
6.75%, 07/16/23 | 313 | 303,277 | ||||||||||
6.75%, 07/08/25 | 390 | 356,850 | ||||||||||
6.20%, 03/22/26 | 277 | 249,992 | ||||||||||
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27(e) | GBP | 42 | 64,270 | |||||||||
Wanda Group Overseas Ltd.(e) | ||||||||||||
7.50%, 07/24/22 | USD | 400 | 376,000 | |||||||||
8.88%, 03/21/23 | 200 | 185,500 | ||||||||||
Yango Justice International Ltd.(e) | ||||||||||||
10.00%, 02/12/23 | 400 | 372,000 | ||||||||||
7.88%, 09/04/24 | 200 | 130,000 | ||||||||||
7.50%, 02/17/25 | 200 | 130,000 | ||||||||||
Yanlord Land HK Co. Ltd.(e) | ||||||||||||
6.75%, 04/23/23 | 200 | 201,850 | ||||||||||
6.80%, 02/27/24 | 200 | 199,500 | ||||||||||
Yuzhou Group Holdings Co. Ltd.(e) | ||||||||||||
8.63%, 01/23/22 | 200 | 190,000 | ||||||||||
8.50%, 02/04/23 | 200 | 170,350 | ||||||||||
8.50%, 02/26/24 | 610 | 478,850 | ||||||||||
8.38%, 10/30/24 | 200 | 153,500 | ||||||||||
7.70%, 02/20/25 | 200 | 143,000 | ||||||||||
8.30%, 05/27/25 | 200 | 146,500 | ||||||||||
Zhenro Properties Group Ltd.(e) | ||||||||||||
8.70%, 08/03/22 | 200 | 194,413 | ||||||||||
7.88%, 04/14/24 | 300 | 270,806 | ||||||||||
6.63%, 01/07/26 | 200 | 169,000 | ||||||||||
|
| |||||||||||
22,687,727 | ||||||||||||
Road & Rail(b) — 0.4% | ||||||||||||
Danaos Corp., 8.50%, 03/01/28 | 100 | 110,500 | ||||||||||
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(h) | 1,521 | 1,777,593 | ||||||||||
Rumo Luxembourg Sarl, 5.88%, 01/18/25 | 241 | 249,480 | ||||||||||
Seaspan Corp., 5.50%, 08/01/29 | 353 | 360,350 | ||||||||||
|
| |||||||||||
2,497,923 | ||||||||||||
Semiconductors & Semiconductor Equipment — 1.4% | ||||||||||||
Analog Devices, Inc., 3.90%, 12/15/25(h) | 375 | 416,165 | ||||||||||
Atkore, Inc., 4.25%, 06/01/31(b) | 165 | 169,950 | ||||||||||
Broadcom, Inc.(h) | ||||||||||||
3.46%, 09/15/26 | 578 | 624,511 | ||||||||||
4.11%, 09/15/28 | 1,594 | 1,773,536 | ||||||||||
Microchip Technology, Inc. | ||||||||||||
0.13%, 11/15/24(l) | 250 | 282,611 | ||||||||||
1.63%, 02/15/25(l) | 86 | 291,647 | ||||||||||
4.25%, 09/01/25(h) | 941 | 984,033 | ||||||||||
1.63%, 02/15/27(l) | 61 | 139,292 | ||||||||||
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25(b) | 33 | 34,409 | ||||||||||
ON Semiconductor Corp., 3.88%, 09/01/28(b) | 330 | 340,725 | ||||||||||
QUALCOMM, Inc., 1.65%, 05/20/32(h) | 1,779 | 1,694,311 |
Security | Par (000) | Value | ||||||||||
Semiconductors & Semiconductor Equipment (continued) | ||||||||||||
Sensata Technologies BV(b)(h) | ||||||||||||
5.63%, 11/01/24 | USD | 229 | $ | 253,455 | ||||||||
5.00%, 10/01/25 | 324 | 356,805 | ||||||||||
4.00%, 04/15/29 | 321 | 326,762 | ||||||||||
Sensata Technologies, Inc.(b) | ||||||||||||
4.38%, 02/15/30(h) | 359 | 386,270 | ||||||||||
3.75%, 02/15/31 | 34 | 34,232 | ||||||||||
Synaptics, Inc., 4.00%, 06/15/29(b) | 192 | 196,429 | ||||||||||
|
| |||||||||||
8,305,143 | ||||||||||||
Software — 1.7% | ||||||||||||
ACI Worldwide, Inc., 5.75%, 08/15/26(b)(h) | 696 | 727,320 | ||||||||||
Black Knight InfoServ LLC, 3.63%, 09/01/28(b) | 386 | 387,930 | ||||||||||
Boxer Parent Co., Inc. | ||||||||||||
6.50%, 10/02/25(e) | EUR | 100 | 121,615 | |||||||||
7.13%, 10/02/25(b)(h) | USD | 388 | 414,132 | |||||||||
9.13%, 03/01/26(b)(h) | 678 | 710,924 | ||||||||||
CDK Global, Inc., 4.88%, 06/01/27(h) | 388 | 406,325 | ||||||||||
Cedacri Mergeco SpA, (3 mo. Euribor + 4.63%), 4.63%, 05/15/28(a)(e) | EUR | 100 | 116,414 | |||||||||
Crowdstrike Holdings, Inc., 3.00%, 02/15/29 | USD | 281 | 280,059 | |||||||||
Elastic NV, 4.13%, 07/15/29(b) | 376 | 377,880 | ||||||||||
Helios Software Holdings, Inc./ION Corporate | ||||||||||||
Solutions Finance Sarl, 4.63%, 05/01/28(b) | 200 | 197,000 | ||||||||||
MicroStrategy, Inc., 6.13%, 06/15/28(b) | 321 | 324,210 | ||||||||||
MSCI, Inc.(b) | ||||||||||||
4.00%, 11/15/29 | 83 | 87,872 | ||||||||||
3.63%, 09/01/30 | 147 | 151,961 | ||||||||||
3.88%, 02/15/31(h) | 458 | 480,327 | ||||||||||
3.63%, 11/01/31 | 129 | 134,234 | ||||||||||
3.25%, 08/15/33 | 183 | 185,097 | ||||||||||
Nuance Communications, Inc., 5.63%, 12/15/26(h) | 237 | 245,295 | ||||||||||
Open Text Corp., 3.88%, 02/15/28(b)(h) | 268 | 273,360 | ||||||||||
Open Text Holdings, Inc., 4.13%, 02/15/30(b)(h) | 256 | 263,040 | ||||||||||
Playtika Holding Corp., 4.25%, | 414 | 415,321 | ||||||||||
PTC, Inc.(b) | ||||||||||||
3.63%, 02/15/25 | 76 | 77,140 | ||||||||||
4.00%, 02/15/28 | 187 | 191,909 | ||||||||||
Rocket Software, Inc., 6.50%, | 412 | 407,880 | ||||||||||
SS&C Technologies, Inc., 5.50%, 09/30/27(b)(h) | 1,649 | 1,741,233 | ||||||||||
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)(h) | 1,440 | 1,497,600 | ||||||||||
|
| |||||||||||
10,216,078 | ||||||||||||
Specialty Retail — 0.6% | ||||||||||||
National Vision Holdings, Inc., 2.50%, 05/15/25(l) | 244 | 468,537 | ||||||||||
PetSmart, Inc./PetSmart Finance Corp.(b) | ||||||||||||
4.75%, 02/15/28 | 343 | 352,433 | ||||||||||
7.75%, 02/15/29(h) | 1,505 | 1,642,331 | ||||||||||
Staples, Inc.(b) | ||||||||||||
7.50%, 04/15/26(h) | 697 | 706,915 | ||||||||||
10.75%, 04/15/27 | 202 | 196,698 | ||||||||||
Tendam Brands SAU, (3 mo. Euribor + 5.25%), 5.25%, 09/15/24(a)(e) | EUR | 100 | 115,105 | |||||||||
|
| |||||||||||
3,482,019 | ||||||||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||||||||
Dell International LLC/EMC Corp., 7.13%, 06/15/24(b)(h) | USD | 638 | 652,355 | |||||||||
|
| |||||||||||
Textiles, Apparel & Luxury Goods(b) — 0.1% | ||||||||||||
Crocs, Inc. | ||||||||||||
4.25%, 03/15/29 | 156 | 160,535 |
17
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Textiles, Apparel & Luxury Goods (continued) | ||||||||||||
Crocs, Inc. (continued) | ||||||||||||
4.13%, 08/15/31 | USD | 197 | $ | 198,478 | ||||||||
Hanesbrands, Inc., 5.38%, 05/15/25 | 64 | 67,000 | ||||||||||
Levi Strauss & Co., 3.50%, 03/01/31 | 111 | 112,110 | ||||||||||
William Carter Co., 5.63%, 03/15/27 | 160 | 165,864 | ||||||||||
Wolverine World Wide, Inc., 4.00%, 08/15/29 | 101 | 102,010 | ||||||||||
|
| |||||||||||
805,997 | ||||||||||||
Thrifts & Mortgage Finance — 0.2% | ||||||||||||
Home Point Capital, Inc., 5.00%, 02/01/26(b) | 211 | 191,276 | ||||||||||
Jerrold Finco PLC, 5.25%, 01/15/27(e) | GBP | 100 | 139,847 | |||||||||
MGIC Investment Corp., 5.25%, 08/15/28 | USD | 167 | 178,197 | |||||||||
Nationstar Mortgage Holdings, Inc.(b) | ||||||||||||
6.00%, 01/15/27 | 214 | 224,015 | ||||||||||
5.50%, 08/15/28(h) | 187 | 192,610 | ||||||||||
5.13%, 12/15/30 | 139 | 139,307 | ||||||||||
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.(b)(k) | ||||||||||||
2.88%, 10/15/26 | 189 | 184,691 | ||||||||||
4.00%, 10/15/33 | 191 | 189,567 | ||||||||||
|
| |||||||||||
1,439,510 | ||||||||||||
Transportation — 0.0% | ||||||||||||
Autostrade per l’Italia SpA, 2.00%, 12/04/28(e) | EUR | 100 | 121,570 | |||||||||
|
| |||||||||||
Transportation Infrastructure — 0.2% | ||||||||||||
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61(b) | USD | 200 | 209,787 | |||||||||
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b) | 200 | 208,788 | ||||||||||
Heathrow Finance PLC, 4.63%, 09/01/29(c)(e) | GBP | 100 | 136,901 | |||||||||
Simpar Europe SA, 5.20%, 01/26/31(b) | USD | 200 | 198,790 | |||||||||
Transurban Finance Co. Pty Ltd., 4.13%, 02/02/26(b)(h) | 435 | 480,486 | ||||||||||
|
| |||||||||||
1,234,752 | ||||||||||||
Utilities — 0.5% | ||||||||||||
Centrais Eletricas Brasileiras SA, 4.63%, 02/04/30(b) . | 240 | 238,440 | ||||||||||
Consensus Cloud Solutions, Inc.(b)(k) | ||||||||||||
6.00%, 10/15/26 | 71 | 72,953 | ||||||||||
6.50%, 10/15/28 | 64 | 66,416 | ||||||||||
Genneia SA, 8.75%, 09/02/27(b) | 142 | 135,894 | ||||||||||
Inkia Energy Ltd., 5.88%, 11/09/27(b)(h) | 377 | 389,592 | ||||||||||
Mong Doung Finacial Holdings BV, 5.13%, 05/07/29(e) | 250 | 248,877 | ||||||||||
Pattern Energy Operations LP/Pattern Energy | ||||||||||||
Operations, Inc., 4.50%, 08/15/28(b)(h) | 519 | 541,057 | ||||||||||
Solaris Midstream Holdings LLC, 7.63%, 04/01/26(b) | 107 | 114,667 | ||||||||||
Star Energy Geothermal Darajat II/Star Energy | ||||||||||||
Geothermal Salak, 4.85%, 10/14/38(b) | 280 | 312,602 | ||||||||||
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(e) | 177 | 203,088 | ||||||||||
Thames Water Kemble Finance PLC, 4.63%, 05/19/26(e) | GBP | 168 | 235,834 | |||||||||
Vistra Operations Co. LLC(b) | ||||||||||||
5.50%, 09/01/26 | USD | 8 | 8,220 | |||||||||
5.63%, 02/15/27(h) | 422 | 436,795 | ||||||||||
4.38%, 05/01/29 | 227 | 228,392 | ||||||||||
|
| |||||||||||
3,232,827 | ||||||||||||
Wireless Telecommunication Services — 2.5% | ||||||||||||
Altice France SA | ||||||||||||
7.38%, 05/01/26(b)(h) | 287 | 297,791 |
Security | Par (000) | Value | ||||||||||
Wireless Telecommunication Services (continued) | ||||||||||||
Altice France SA (continued) | ||||||||||||
5.88%, 02/01/27(e) | EUR | 100 | $ | 121,089 | ||||||||
8.13%, 02/01/27(b)(h) | USD | 707 | 760,732 | |||||||||
5.50%, 01/15/28(b)(h) | 381 | 387,372 | ||||||||||
4.13%, 01/15/29(e) | EUR | 100 | 114,532 | |||||||||
5.13%, 01/15/29(b) | USD | 200 | 196,000 | |||||||||
5.13%, 07/15/29(b)(h) | 1,102 | 1,080,483 | ||||||||||
5.50%, 10/15/29(b)(k) | 477 | 472,174 | ||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24(b) | 275 | 289,231 | ||||||||||
Matterhorn Telecom SA, 4.00%, 11/15/27(e) | EUR | 100 | 118,525 | |||||||||
Millicom International Cellular SA | ||||||||||||
5.13%, 01/15/28(e) | USD | 248 | 256,812 | |||||||||
4.50%, 04/27/31(b) | 205 | 215,250 | ||||||||||
Rogers Communications, Inc., 5.00%, 03/15/44(h) | 545 | 670,260 | ||||||||||
SBA Communications Corp.(h) | ||||||||||||
4.88%, 09/01/24 | 806 | 819,480 | ||||||||||
3.88%, 02/15/27 | 1,248 | 1,293,240 | ||||||||||
Sprint Corp.(h) | ||||||||||||
7.88%, 09/15/23 | 177 | 197,771 | ||||||||||
7.13%, 06/15/24 | 374 | 425,687 | ||||||||||
7.63%, 03/01/26 | 552 | 668,872 | ||||||||||
T-Mobile USA, Inc. | ||||||||||||
4.75%, 02/01/28(h) | 479 | 508,938 | ||||||||||
2.63%, 02/15/29 | 240 | 242,534 | ||||||||||
2.88%, 02/15/31(h) | 449 | 452,817 | ||||||||||
3.50%, 04/15/31 | 397 | 418,690 | ||||||||||
3.50%, 04/15/31(b) | 362 | 381,778 | ||||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29(b)(h) | 452 | 464,957 | ||||||||||
VICI Properties LP/VICI Note Co., Inc.(b) | ||||||||||||
3.50%, 02/15/25 | 387 | 394,740 | ||||||||||
4.25%, 12/01/26(h) | 968 | 1,010,911 | ||||||||||
3.75%, 02/15/27(h) | 411 | 425,385 | ||||||||||
4.63%, 12/01/29(h) | 498 | 535,350 | ||||||||||
4.13%, 08/15/30(h) | 923 | 978,380 | ||||||||||
Vmed O2 UK Financing I PLC | ||||||||||||
4.00%, 01/31/29(e) | GBP | 100 | 135,751 | |||||||||
4.50%, 07/15/31(e) | 100 | 137,435 | ||||||||||
4.75%, 07/15/31(b) | USD | 797 | 814,279 | |||||||||
|
| |||||||||||
15,287,246 | ||||||||||||
|
| |||||||||||
Total Corporate Bonds — 81.4% | 490,839,764 | |||||||||||
|
| |||||||||||
Floating Rate Loan Interests(a) |
| |||||||||||
Aerospace & Defense — 1.7% | ||||||||||||
Atlas CC Acquisition Corp. | ||||||||||||
Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28 | 2,593 | 2,600,662 | ||||||||||
Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28 | 527 | 528,948 | ||||||||||
Bleriot US Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 4.13%, 10/31/26 | 287 | 287,104 | ||||||||||
Dynasty Acquisition Co., Inc. | ||||||||||||
2020 CAD Term Loan B2, (3 mo. LIBOR + 3.50%), 3.63%, 04/06/26 | 790 | 772,188 | ||||||||||
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 3.63%, 04/06/26 | 1,470 | 1,436,272 |
SCHEDULE OF INVESTMENTS | 18 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Aerospace & Defense (continued) | ||||||||||||
Peraton Holding Corp. | ||||||||||||
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29 | USD | 884 | $ | 900,575 | ||||||||
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28 | 2,775 | 2,775,009 | ||||||||||
TransDigm, Inc., 2020 Term Loan F, (1 mo. LIBOR + 2.25%), 2.33%, 12/09/25 | 860 | 849,136 | ||||||||||
|
| |||||||||||
10,149,894 | ||||||||||||
Air Freight & Logistics — 0.2% | ||||||||||||
AIT Worldwide Logistics, Inc, 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 03/31/28 | 215 | 215,538 | ||||||||||
Kestrel Bidco, Inc., Term Loan B, (6 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 12/11/26 | 758 | 738,939 | ||||||||||
|
| |||||||||||
954,477 | ||||||||||||
Airlines — 0.9% | ||||||||||||
AAdvantage Loyalty IP Ltd./American Airlines, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28 | 542 | 560,141 | ||||||||||
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + | ||||||||||||
3.50%, 0.75% Floor), 4.25%, 08/11/28 | 1,178 | 1,182,123 | ||||||||||
American Airlines, Inc. | ||||||||||||
2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 1.84%, 01/29/27 | 64 | 61,458 | ||||||||||
2017 Incremental Term Loan, (1 mo. LIBOR + 2.00%), 2.08%, 12/15/23 | 963 | 941,779 | ||||||||||
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/21/27 | 1,003 | 1,065,066 | ||||||||||
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28 | 1,690 | 1,699,883 | ||||||||||
|
| |||||||||||
5,510,450 | ||||||||||||
Auto Components — 0.9% | ||||||||||||
Adient US LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 04/08/28 | 340 | 340,005 | ||||||||||
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/30/26 | 1,701 | 1,692,160 | ||||||||||
Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 01/31/28 | 978 | 975,434 | ||||||||||
USI, Inc. | ||||||||||||
2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 3.13%, 05/16/24 | 1,072 | 1,064,604 | ||||||||||
2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 3.38%, 12/02/26 | 84 | 82,913 | ||||||||||
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 02/05/26 | 1,054 | 1,043,609 | ||||||||||
|
| |||||||||||
5,198,725 | ||||||||||||
Banks — 0.2% | ||||||||||||
Directv Financing LLC, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/22/27 | 1,405 | 1,405,822 | ||||||||||
|
| |||||||||||
Building Materials — 0.0% | ||||||||||||
CHI Overhead Doors, Inc, Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/31/25 | 79 | 79,176 | ||||||||||
Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 04/12/28 | 126 | 125,688 | ||||||||||
|
| |||||||||||
204,864 |
Security | Par (000) | Value | ||||||||||
Building Products — 0.9% | ||||||||||||
CP Atlas Buyer, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/23/27 | USD | 1,206 | $ | 1,201,393 | ||||||||
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24 | 673 | 672,856 | ||||||||||
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 07/28/28 | 521 | 519,612 | ||||||||||
MI Windows And Doors LLC, 2020 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/18/27 | 220 | 220,610 | ||||||||||
Standard Industries, Inc., 2021 Term Loan B, 3.00%, 09/22/28(q) | 1,064 | 1,064,575 | ||||||||||
Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/19/26 | 1,604 | 1,604,453 | ||||||||||
|
| |||||||||||
5,283,499 | ||||||||||||
Capital Markets — 0.7% | ||||||||||||
Deerfield Dakota Holding LLC | ||||||||||||
2020 USD Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 04/09/27 | 2,391 | 2,395,859 | ||||||||||
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28 | 642 | 661,260 | ||||||||||
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 11/12/27 | 570 | 569,695 | ||||||||||
Focus Financial Partners LLC, 2021 Term Loan, (1 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/01/28 | 514 | 512,247 | ||||||||||
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/12/24 | 238 | 237,228 | ||||||||||
|
| |||||||||||
4,376,289 | ||||||||||||
Chemicals — 1.9% | ||||||||||||
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26 | 1,043 | 1,054,959 | ||||||||||
Atotech BV, 2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 03/18/28 | 1,363 | 1,360,596 | ||||||||||
Axalta Coating Systems US Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%), 1.88%, 06/01/24 | 518 | 516,145 | ||||||||||
Element Materials Technology Group US Holdings, Inc., 2017 Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 06/28/24 | 345 | 343,776 | ||||||||||
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.08%, 01/31/26 | 855 | 853,221 | ||||||||||
Encapsys LLC, 2020 Term Loan B2, (PRIME + 2.25%), 5.50%, 11/07/24 | 556 | 554,668 | ||||||||||
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 06/30/27 | 417 | 415,857 | ||||||||||
Invictus Technical Solutions LLC, 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%), 6.83%, 03/30/26 | 123 | 122,819 | ||||||||||
Invictus US LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/28/25 | 339 | 338,256 | ||||||||||
Klockner-Pentaplast of America, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.75%, 0.50% Floor), 5.25%, 02/12/26 | 519 | 520,366 | ||||||||||
Lonza Group AG, USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 07/03/28 | 385 | 386,067 | ||||||||||
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 2.63%, 03/01/26 | 685 | 680,620 | ||||||||||
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.34%, 05/15/24 | 722 | 720,944 |
19
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Chemicals (continued) | ||||||||||||
New Arclin U.S. Holding Corp.(q) | ||||||||||||
2021 Delayed Draw Term Loan, 09/30/28 | USD | 76 | $ | 75,491 | ||||||||
2021 Term Loan, 09/30/28. | 518 | 517,111 | ||||||||||
NIC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/29/27 | 288 | 287,195 | ||||||||||
Oxea Corp., 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 3.38%, 10/14/24 | 737 | 733,024 | ||||||||||
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 06/09/28 | 675 | 675,449 | ||||||||||
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 03/16/27 | 437 | 437,460 | ||||||||||
Sparta U.S. HoldCo LLC, 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/02/28 | 477 | 477,596 | ||||||||||
Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 10/01/25 | 97 | 96,644 | ||||||||||
WR Grace & Co., 2021 Term Loan B, 09/22/28(q) | 222 | 222,695 | ||||||||||
|
| |||||||||||
11,390,959 | ||||||||||||
Commercial Services & Supplies — 1.9% | ||||||||||||
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 05/12/28 | 1,253 | 1,253,241 | ||||||||||
Aramark Services, Inc. | ||||||||||||
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 1.83%, 03/11/25 | 375 | 365,941 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.58%, 04/06/28 | 383 | 380,313 | ||||||||||
Asurion LLC | ||||||||||||
2018 Term Loan B6, (1 mo. LIBOR + 3.12%), 3.21%, 11/03/23 | 193 | 192,063 | ||||||||||
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 3.08%, 11/03/24 | 379 | 374,993 | ||||||||||
2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.33%, 12/23/26 | 892 | 878,465 | ||||||||||
2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 5.33%, 01/31/28 | 364 | 362,711 | ||||||||||
2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 5.33%, 01/20/29 | 646 | 642,609 | ||||||||||
Bingo Industries Ltd., Term Loan, 07/08/28(d)(q) | 191 | 190,523 | ||||||||||
Clean Harbors, Inc., 2021 Incremental Term Loan B, 09/21/28(q) | 426 | 425,821 | ||||||||||
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.33%, 12/12/25 | 838 | 837,721 | ||||||||||
Diamond (BC) BV, 2021 Term Loan B, 09/29/28(q) | 1,099 | 1,099,758 | ||||||||||
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 05/09/25(d) | 177 | 177,006 | ||||||||||
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 05/30/25 | 176 | 176,183 | ||||||||||
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.38%, 09/19/26(d) | 443 | 431,483 | ||||||||||
Packers Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 03/09/28 | 980 | 974,688 |
Security | Par (000) | Value | ||||||||||
Commercial Services & Supplies (continued) | ||||||||||||
Prime Security Services Borrower LLC, 2021 Term Loan, (6 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 09/23/26 | USD | 703 | $ | 702,090 | ||||||||
Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 06/16/26 | 126 | 117,474 | ||||||||||
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.08%, 08/27/25 | 1,277 | 1,278,389 | ||||||||||
Viad Corp, Initial Term Loan, (3 mo. LIBOR + 5.00%, 0.50% Floor), 5.50%, 07/30/28(d) | 356 | 354,220 | ||||||||||
|
| |||||||||||
11,215,692 | ||||||||||||
Construction & Engineering — 0.8% | ||||||||||||
Brand Industrial Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 06/21/24 | 1,689 | 1,673,273 | ||||||||||
Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR + 3.00%), 3.09%, 01/21/28 | 424 | 423,796 | ||||||||||
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 06/02/28 | 1,780 | 1,779,252 | ||||||||||
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 05/12/28 | 716 | 714,880 | ||||||||||
|
| |||||||||||
4,591,201 | ||||||||||||
Construction Materials — 0.8% | ||||||||||||
Core & Main LP, 2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.59%, 07/27/28 | 2,699 | 2,684,859 | ||||||||||
Filtration Group Corp. | ||||||||||||
2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/29/25 | 1,125 | 1,118,806 | ||||||||||
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 03/29/25 | 505 | 505,657 | ||||||||||
Forterra Finance LLC, 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/25/23 | 466 | 465,670 | ||||||||||
Tamko Building Products, Inc., Term Loan B, (2 mo. LIBOR + 3.00%), 3.10%, 06/01/26 | 358 | 356,019 | ||||||||||
|
| |||||||||||
5,131,011 | ||||||||||||
Containers & Packaging — 0.9% | ||||||||||||
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/03/24 | 1,057 | 1,034,175 | ||||||||||
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27 | 2,250 | 2,253,899 | ||||||||||
Flex Acquisition Co., Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 02/23/28 | 998 | 995,337 | ||||||||||
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 4.08%, 07/31/26 | 137 | 137,267 | ||||||||||
Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/18/27 | 328 | 327,696 | ||||||||||
Trident TPI Holdings, Inc.(q) | ||||||||||||
2021 Delayed Draw Term Loan, 4.50%, 09/15/28 | 65 | 64,971 | ||||||||||
2021 Incremental Term Loan, 4.50%, 09/15/28 | 458 | 458,043 | ||||||||||
|
| |||||||||||
5,271,388 |
SCHEDULE OF INVESTMENTS | 20 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Distributors — 0.4% | ||||||||||||
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 2.08%, 01/15/27 | USD | 885 | $ | 878,571 | ||||||||
TMK Hawk Parent Corp. | ||||||||||||
2020 Super Priority First Out Term Loan A, (1 mo. LIBOR + 9.50%, 1.00% Floor), 10.50%, 05/30/24(d) | 404 | 396,001 | ||||||||||
2020 Super Priority Second Out Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 08/28/24 | 1,324 | 1,167,105 | ||||||||||
|
| |||||||||||
2,441,677 | ||||||||||||
Diversified Consumer Services — 0.9% | ||||||||||||
Ascend Learning LLC | ||||||||||||
2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 07/12/24 | 147 | 146,425 | ||||||||||
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 07/12/24 | 317 | 316,958 | ||||||||||
Bright Horizons Family Solutions LLC, 2017 Term Loan B, (1 mo. LIBOR + 1.75%, 0.75% Floor), 2.50%, 11/07/23 | 776 | 772,844 | ||||||||||
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 07/11/25 | 955 | 945,505 | ||||||||||
Midas Intermediate Holdco II LLC, 2020 Term Loan B, (3 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 12/22/25 | 1,528 | 1,459,910 | ||||||||||
Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 2.37%, 05/15/24 | 406 | 403,913 | ||||||||||
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/28/27 | 297 | 297,630 | ||||||||||
Serta Simmons Bedding LLC | ||||||||||||
2020 Super Priority First Out Term Loan, (1 mo. LIBOR + 7.50%), 8.50%, 08/10/23 | 188 | 189,433 | ||||||||||
2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 08/10/23 | 253 | 239,705 | ||||||||||
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 5.00%, 01/15/27 | 631 | 632,946 | ||||||||||
Voyage Australia Pty Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/20/28 | 308 | 307,615 | ||||||||||
|
| |||||||||||
5,712,884 | ||||||||||||
Diversified Financial Services — 3.3% | ||||||||||||
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 4.58%, 07/31/26 | 715 | 715,696 | ||||||||||
Alchemy Copyrights LLC, Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 03/10/28(d) | 344 | 344,527 | ||||||||||
AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 02/04/28 | 778 | 775,397 | ||||||||||
AQGEN Island Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 08/02/28 | 1,120 | 1,116,270 | ||||||||||
Belron Finance US LLC, 2021 USD Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 04/13/28 | 1,233 | 1,230,264 | ||||||||||
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 09/01/28 | 1,325 | 1,316,162 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 02/17/23(d) | USD | 24 | $ | 22,932 | ||||||||
Delta TopCo, Inc. | ||||||||||||
2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 8.00%, 12/01/28 | 261 | 262,848 | ||||||||||
2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27. | 1,761 | 1,761,837 | ||||||||||
EG Finco Ltd., 2018 Term Loan, (3 mo. LIBOR + 4.00%), 4.13%, 02/07/25 | 516 | 514,163 | ||||||||||
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 Week LIBOR + 4.00%, 0.50% Floor), 4.50%, 02/16/28 | 413 | 414,128 | ||||||||||
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/03/24(d) | 684 | 682,361 | ||||||||||
KKR Apple Bidco LLC(q) | ||||||||||||
2021 2nd Lien Term Loan, 07/13/29 | 100 | 101,438 | ||||||||||
2021 Term Loan, 09/22/28 | 246 | 245,648 | ||||||||||
LBM Acquisition LLC | ||||||||||||
2021 Incremental Delayed Draw Term Loan B2, 4.50%, 12/17/27(q) | 302 | 298,617 | ||||||||||
2021 Incremental Term Loan B2, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27 | 602 | 596,324 | ||||||||||
Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/17/27. | 475 | 469,791 | ||||||||||
LEB Holdings (USA), Inc, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/02/27 | 421 | 421,561 | ||||||||||
Milano Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27 | 2,327 | 2,330,230 | ||||||||||
RV Retailer LLC, Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 02/08/28 | 368 | 367,230 | ||||||||||
SMG US Midco 2, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.50%), 2.63%, 01/23/25 | 533 | 522,901 | ||||||||||
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 4.38%, 07/30/25 | 987 | 958,184 | ||||||||||
Veritas US, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.00%, 09/01/25 | 2,832 | 2,842,119 | ||||||||||
VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 02/28/27(d) | 731 | 730,131 | ||||||||||
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 10/19/27 | 542 | 543,135 | ||||||||||
Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 2.58%, 04/30/28 | 510 | 505,752 | ||||||||||
|
| |||||||||||
20,089,646 | ||||||||||||
Diversified Telecommunication Services — 0.9% | ||||||||||||
Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/30/27 | 228 | 228,446 | ||||||||||
ConnectWise LLC, 2021 Term Loan B, 09/29/28(q) | 495 | 493,763 | ||||||||||
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/02/27 | 349 | 349,313 | ||||||||||
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 05/01/28 | 757 | 755,662 | ||||||||||
GCI LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 10/15/25 | 477 | 475,509 |
21
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Diversified Telecommunication Services (continued) | ||||||||||||
Intelsat Jackson Holdings SA | ||||||||||||
2017 Term Loan B3, (PRIME + 4.75%), 8.00%, 11/27/23 | USD | 145 | $ | 146,605 | ||||||||
2021 DIP Term Loan, (3 mo. LIBOR + 4.75%, 1.00% Floor), 3.60%, 10/13/22 | 57 | 57,552 | ||||||||||
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 11/04/26 | 735 | 734,909 | ||||||||||
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 03/01/27 | 566 | 559,038 | ||||||||||
MTN Infrastructure TopCo, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 11/15/24 | 993 | 990,257 | ||||||||||
TDC A/S, EUR Term Loan, (EURIBOR + 3.00%), 3.00%, 06/04/25 | EUR | 820 | 939,558 | |||||||||
|
| |||||||||||
5,730,612 | ||||||||||||
Electric Utilities — 0.4% | ||||||||||||
ExGen Renewables IV LLC, 2020 Term Loan, (3 mo. LIBOR + 2.50%, 1.00% Floor), 3.50%, 12/15/27 | USD | 710 | 709,410 | |||||||||
Triton Water Holdings, Inc, Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 03/31/28 | 1,712 | 1,708,509 | ||||||||||
|
| |||||||||||
2,417,919 | ||||||||||||
Electrical Equipment — 0.2% | ||||||||||||
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 06/23/28(d) | 344 | 344,000 | ||||||||||
Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 03/31/27 | 865 | 863,573 | ||||||||||
|
| |||||||||||
1,207,573 | ||||||||||||
Electronic Equipment, Instruments & Components — 0.0% | ||||||||||||
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 02/12/25 | 199 | 199,224 | ||||||||||
|
| |||||||||||
Environmental, Maintenance, & Security Service — 0.2% | ||||||||||||
Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 09/07/27 | 791 | 787,933 | ||||||||||
TruGreen Limited Partnership, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/02/27 | 435 | 434,646 | ||||||||||
|
| |||||||||||
1,222,579 | ||||||||||||
Equity Real Estate Investment Trusts (REITs) — 0.0% | ||||||||||||
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 05/11/24 | 245 | 241,861 | ||||||||||
|
| |||||||||||
Food & Staples Retailing — 0.3% | ||||||||||||
H Food Holdings LLC, 2018 Incremental Term Loan B2, (1 mo. LIBOR + 4.00%), 4.08%, 05/23/25 | 321 | 321,318 | ||||||||||
US Foods, Inc. | ||||||||||||
2016 Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 06/27/23 | 1,217 | 1,209,354 | ||||||||||
2019 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 09/13/26 | 399 | 393,718 | ||||||||||
|
| |||||||||||
1,924,390 | ||||||||||||
Food Products — 0.8% | ||||||||||||
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.84%, 10/01/25. | 458 | 451,635 |
Security | Par (000) | Value | ||||||||||
Food Products (continued) | ||||||||||||
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.58%, 10/10/26 | USD | 163 | $ | 162,785 | ||||||||
Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 10/20/27 | 1,393 | 1,394,922 | ||||||||||
Froneri International Ltd., 2020 USD Term Loan, (1 mo. LIBOR + 2.25%), 2.33%, 01/29/27 | 1,730 | 1,708,574 | ||||||||||
Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR + 2.25%), 2.36%, 08/03/25 | 421 | 419,961 | ||||||||||
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 3.33%, 02/05/26 | 256 | 253,868 | ||||||||||
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28 | 355 | 354,691 | ||||||||||
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 01/20/28 | 276 | 275,491 | ||||||||||
|
| |||||||||||
5,021,927 | ||||||||||||
Health Care Equipment & Supplies — 0.2% | ||||||||||||
Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 05/04/28 | 287 | 287,760 | ||||||||||
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/25 | 854 | 852,502 | ||||||||||
|
| |||||||||||
1,140,262 | ||||||||||||
Health Care Providers & Services — 0.9% | ||||||||||||
CHG Healthcare Services, Inc., 2021 Term Loan, 09/29/28(q) | 470 | 470,503 | ||||||||||
Da Vinci Purchaser Corp., 2019 Term Loan, (1 mo. LIBOR + 4.00%, 1.00% Floor), 5.00%, 01/08/27 | 586 | 588,052 | ||||||||||
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 10/10/25 | 749 | 664,637 | ||||||||||
EyeCare Partners LLC, 2020 Term Loan, (3 mo. LIBOR + 3.75%), 3.88%, 02/18/27 | 865 | 859,782 | ||||||||||
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 4.63%, 03/05/26 | 419 | 393,826 | ||||||||||
HC Group Holdings II, Inc., Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 08/06/26 | 1,659 | 1,657,849 | ||||||||||
Orbcomm, Inc., Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 09/01/28 | 304 | 303,492 | ||||||||||
PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 02/14/25 | 21 | 20,834 | ||||||||||
Sotera Health Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% Floor), 3.25%, 12/11/26 | 578 | 576,075 | ||||||||||
|
| |||||||||||
5,535,050 | ||||||||||||
Health Care Services — 0.5% | ||||||||||||
Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 3.63%, 07/24/26 | 1,132 | 1,124,489 | ||||||||||
Medical Solutions LLC, 2021 2nd Lien Term Loan, 10/01/29(q) | 288 | 285,120 | ||||||||||
Unified Physician Management LLC, 2020 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 12/16/27 | 708 | 707,889 | ||||||||||
WP CityMD Bidco LLC, 2021 Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 08/13/26 | 699 | 701,225 | ||||||||||
|
| |||||||||||
2,818,723 | ||||||||||||
Health Care Technology — 0.6% | ||||||||||||
Athenahealth, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.25%), 4.38%, 02/11/26 | 145 | 145,561 |
SCHEDULE OF INVESTMENTS | 22 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Health Care Technology (continued) | ||||||||||||
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 2.83%, 10/10/25 | USD | 580 | $ | 579,416 | ||||||||
Polaris Newco LLC, USD Term Loan B, (6 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 06/02/28 | 2,379 | 2,382,854 | ||||||||||
Press Ganey Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 07/24/26 | 273 | 272,925 | ||||||||||
|
| |||||||||||
3,380,756 | ||||||||||||
Hotels, Restaurants & Leisure — 2.7% | ||||||||||||
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 1.84%, 11/19/26 | 995 | 982,326 | ||||||||||
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 02/02/26 | 278 | 273,169 | ||||||||||
Aristocrat Leisure Ltd., 2020 Incremental Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/19/24 | 429 | 430,585 | ||||||||||
Boyd Gaming Corp., Term Loan B3, (1 Week LIBOR + 2.25%), 2.32%, 09/15/23 | 390 | 389,369 | ||||||||||
Caesars Resort Collection LLC | ||||||||||||
2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 12/23/24 | 1,142 | 1,134,107 | ||||||||||
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 3.58%, 07/21/25 | 1,473 | 1,473,590 | ||||||||||
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 2.09%, 03/10/28(d) | 344 | 340,827 | ||||||||||
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 03/08/24 | 2,329 | 2,152,669 | ||||||||||
Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 2.09%, 11/30/23 | 546 | 544,220 | ||||||||||
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, (3.00% PIK), 3.00%, 12/01/23(i) | 51 | 50,711 | ||||||||||
Golden Nugget LLC, 2017 Incremental Term Loan B, (2 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 10/04/23 | 1,172 | 1,165,282 | ||||||||||
Golden Nugget, Inc., 2020 Initial Term Loan, (3 mo. LIBOR + 12.00%, 1.00% Floor), 13.00%, 10/04/23(d) | 80 | 86,075 | ||||||||||
IRB Holding Corp. | ||||||||||||
2020 Fourth Amendment Incremental Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/15/27 | 1,285 | 1,286,626 | ||||||||||
2020 Term Loan B, (6 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 02/05/25 | 610 | 609,313 | ||||||||||
Playa Resorts Holding BV, 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 04/29/24 | 157 | 153,491 | ||||||||||
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 2.75%), 2.83%, 03/13/28 | 585 | 584,592 | ||||||||||
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 2.83%, 08/14/24 | 359 | 357,428 | ||||||||||
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.63%, 07/21/26 | 567 | 564,883 | ||||||||||
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 2.50%, 02/08/27 | 841 | 830,254 | ||||||||||
Travelport Finance (Luxembourg) Sarl 2020 Super Priority Term Loan, (6.50% PIK), 3.50%, 02/28/25(i) | 507 | 525,616 |
Security | Par (000) | Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
Travelport Finance (Luxembourg) Sarl (continued) 2021 Consented Term Loan, (3 mo. LIBOR + 6.75%), 7.75%, 05/29/26 | USD | 827 | $ | 708,864 | ||||||||
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, 3.75%, 08/06/28(q) | 564 | 563,611 | ||||||||||
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 08/03/28 | 943 | 941,604 | ||||||||||
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.83%, 05/30/25 | 201 | 199,460 | ||||||||||
|
| |||||||||||
16,348,672 | ||||||||||||
Household Durables — 0.4% | ||||||||||||
ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 05/17/28 | 1,431 | 1,428,092 | ||||||||||
Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 1.83%, 02/04/27 | 140 | 139,329 | ||||||||||
Springs Windows Fashions LLC, 2021 Term Loan B, 10/06/28(q) | 359 | 356,085 | ||||||||||
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 10/30/27 | 408 | 408,924 | ||||||||||
|
| |||||||||||
2,332,430 | ||||||||||||
Household Products — 0.0% | ||||||||||||
Spectrum Brands, Inc., 2021 Term Loan, (3 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 03/03/28 | 220 | 219,253 | ||||||||||
|
| |||||||||||
Independent Power and Renewable Electricity Producers — 0.2% | ||||||||||||
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 01/15/25 | 885 | 874,603 | ||||||||||
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.08%, 08/12/26 | 288 | 284,255 | ||||||||||
|
| |||||||||||
1,158,858 | ||||||||||||
Industrial Conglomerates — 0.9% | ||||||||||||
AVSC Holding Corp.(i) | ||||||||||||
2020 Term Loan B1, (0.25% PIK), 4.50%, 03/03/25 | 1,306 | 1,161,048 | ||||||||||
2020 Term Loan B3, (10.00% PIK), 10.00%, 10/15/26 | 408 | 490,232 | ||||||||||
Medline Industries, Inc., USD Term Loan B, 09/20/28(q) | 1,064 | 1,061,670 | ||||||||||
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23 | 453 | 458,818 | ||||||||||
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 07/28/28 | 264 | 247,059 | ||||||||||
Vertical US Newco, Inc., Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/29/27 | 736 | 737,612 | ||||||||||
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 03/02/27 | 1,454 | 1,444,840 | ||||||||||
|
| |||||||||||
5,601,279 | ||||||||||||
Insurance — 0.9% | ||||||||||||
Alliant Holdings Intermediate LLC | ||||||||||||
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 05/09/25 | 841 | 834,253 | ||||||||||
2020 Term Loan B3, (1 mo. LIBOR + 3.75%, 0.50% Floor), 4.25%, 11/05/27 | 606 | 606,359 | ||||||||||
AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 02/19/28 | 1,017 | 1,010,937 |
23
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Insurance (continued) | ||||||||||||
AssuredPartners, Inc. | ||||||||||||
2020 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 02/12/27 | USD | 540 | $ | 536,944 | ||||||||
2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 02/12/27 | 286 | 285,669 | ||||||||||
HUB International Ltd. | ||||||||||||
2018 Term Loan B, (3 mo. LIBOR + 2.75%), 2.88%, 04/25/25 | 351 | 347,843 | ||||||||||
2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 04/25/25 | 697 | 696,646 | ||||||||||
NFP Corp., 2020 Term Loan, 02/15/27(q) | 114 | 112,453 | ||||||||||
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%), 3.75%, 09/01/27 | 203 | 202,669 | ||||||||||
Sedgwick Claims Management Services, Inc. | ||||||||||||
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 09/03/26 | 526 | 524,058 | ||||||||||
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26 | 187 | 187,347 | ||||||||||
|
| |||||||||||
5,345,178 | ||||||||||||
Interactive Media & Services — 1.2% | ||||||||||||
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 06/26/28 | 1,068 | 1,068,451 | ||||||||||
Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 12/06/27 | 938 | 932,642 | ||||||||||
Camelot Finance SA, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/30/26 | 1,626 | 1,629,275 | ||||||||||
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.08%, 08/10/27 | 833 | 826,149 | ||||||||||
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26 | 2,477 | 2,497,595 | ||||||||||
|
| |||||||||||
6,954,112 | ||||||||||||
Internet & Direct Marketing Retail — 0.2% | ||||||||||||
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/08/27 | 1,088 | 1,088,220 | ||||||||||
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 02/12/27(d) | 112 | 111,860 | ||||||||||
|
| |||||||||||
1,200,080 | ||||||||||||
Internet Software & Services — 0.1% | ||||||||||||
Uber Technologies, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.58%, 02/25/27 | 841 | 840,504 | ||||||||||
|
| |||||||||||
IT Services — 2.1% | ||||||||||||
Aruba Investments, Inc., 2020 USD Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/24/27 | 339 | 339,719 | ||||||||||
Banff Merger Sub, Inc., 2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 3.88%, 10/02/25 | 761 | 756,933 | ||||||||||
Camelot Finance SA, Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 10/30/26 | 1,726 | 1,721,231 | ||||||||||
CCC Intelligent Solutions Inc., Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 09/21/28 | 734 | 733,082 | ||||||||||
CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 06/02/28 | 1,531 | 1,529,086 | ||||||||||
Fleetcor Technologies Operating Company LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.83%, 04/28/28 | 721 | 718,877 |
Security | Par (000) | Value | ||||||||||
IT Services (continued) | ||||||||||||
Greeneden US Holdings II LLC, 2020 USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27 | USD | 2,589 | $ | 2,596,721 | ||||||||
Optiv Security, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 02/01/24 | 605 | 596,064 | ||||||||||
Peak 10 Holding Corp., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%), 7.33%, 08/01/25 | 273 | 250,363 | ||||||||||
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 02/12/27 | 1,226 | 1,197,537 | ||||||||||
Trans Union LLC, 2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 1.83%, 11/16/26 | 763 | 758,044 | ||||||||||
Virtusa Corp.(q) | ||||||||||||
1st Lien Term Loan B, 7.13%, 12/15/28 | 447 | 446,755 | ||||||||||
Term Loan B, 02/11/28 | 447 | 447,202 | ||||||||||
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 2.33%, 03/31/28 | 435 | 432,763 | ||||||||||
ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 02/02/26 | 89 | 89,000 | ||||||||||
|
| |||||||||||
12,613,377 | ||||||||||||
Life Sciences Tools & Services — 1.3% | ||||||||||||
Avantor Funding, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.50%, 11/21/24 | 364 | 363,623 | ||||||||||
Avantor, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 2.75%, 11/08/27 | 865 | 865,736 | ||||||||||
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 02/04/27 | 1,850 | 1,858,362 | ||||||||||
ICON Luxembourg Sarl | ||||||||||||
LUX Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28 | 1,215 | 1,218,653 | ||||||||||
US Term Loan, (3 mo. LIBOR + 2.50%, 0.50% Floor), 3.00%, 07/03/28 | 303 | 303,629 | ||||||||||
Maravai Intermediate Holdings LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 10/19/27 | 483 | 484,752 | ||||||||||
Parexel International Corp., 2021 1st Lien Term Loan, 4.00%, 08/11/28(q) | 899 | 899,144 | ||||||||||
PPD, Inc., Initial Term Loan, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 01/13/28 | 1,803 | 1,799,190 | ||||||||||
|
| |||||||||||
7,793,089 | ||||||||||||
Machinery — 0.9% | ||||||||||||
Clark Equipment Co., 2021 Incremental Term Loan, (3 mo. LIBOR + 2.25%), 2.38%, 05/18/24 | 538 | 537,288 | ||||||||||
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 05/14/28(d) | 169 | 168,040 | ||||||||||
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. LIBOR + 1.75%), 1.83%, 03/01/27 | 572 | 563,717 | ||||||||||
Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 06/21/28 | 1,999 | 1,995,652 | ||||||||||
Rexnord LLC, 2021 Term Loan B, 10/04/28(q) | 64 | 63,984 | ||||||||||
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 3.17%, 03/28/25 | 2,322 | 2,278,502 | ||||||||||
|
| |||||||||||
5,607,183 | ||||||||||||
Media — 4.6% | ||||||||||||
Altice Financing SA | ||||||||||||
2017 USD Term Loan B, (1 mo. LIBOR + 2.75%), 2.88%, 07/15/25 | 442 | 434,234 |
SCHEDULE OF INVESTMENTS | 24 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
Altice Financing SA (continued) | ||||||||||||
USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 2.90%, 01/31/26 | USD | 532 | $ | 522,043 | ||||||||
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.12%, 08/14/26 | 1,335 | 1,329,431 | ||||||||||
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.08%, 05/03/28 | 411 | 408,015 | ||||||||||
Charter Communications Operating LLC, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 1.84%, 04/30/25 | 1,264 | 1,262,112 | ||||||||||
City Football Group Ltd., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 07/21/28(d) | 680 | 676,600 | ||||||||||
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.63%, 08/21/26 | 2,355 | 2,304,074 | ||||||||||
Connect Finco Sarl, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/11/26 | 3,125 | 3,126,529 | ||||||||||
CSC Holdings LLC | ||||||||||||
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 2.33%, 07/17/25 | 652 | 642,320 | ||||||||||
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 2.58%, 04/15/27 | 1,005 | 992,444 | ||||||||||
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 01/07/28 | 375 | 375,281 | ||||||||||
Gray Television, Inc., 2017 Term Loan B, (1 mo. LIBOR + 2.25%), 2.34%, 02/07/24 | 684 | 682,204 | ||||||||||
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23 | 1,083 | 1,038,412 | ||||||||||
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 03/24/25 | 520 | 515,230 | ||||||||||
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 1.88%, 10/17/26 | 1,087 | 1,058,578 | ||||||||||
MH Sub I LLC | ||||||||||||
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 09/13/24 | 1,904 | 1,898,056 | ||||||||||
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 09/13/24 | 1,072 | 1,074,686 | ||||||||||
2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.34%, 02/12/29 | 581 | 589,169 | ||||||||||
Nexstar Broadcasting, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.59%, 09/18/26 | 459 | 458,292 | ||||||||||
Radiate Holdco LLC, 2020 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 09/25/26 | 1,144 | 1,142,105 | ||||||||||
Sinclair Television Group Inc., 2021 Term Loan B3, (1 mo. LIBOR + 3.00%), 3.09%, 04/01/28 | 192 | 189,468 | ||||||||||
Terrier Media Buyer, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.58%, 12/17/26 | 586 | 584,467 | ||||||||||
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 09/28/23(d) | 1,479 | 1,475,827 | ||||||||||
Trader Interactive LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.50% Floor), 4.50%, 07/28/28(d) | 243 | 242,393 | ||||||||||
UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR + 3.00%), 3.08%, 01/31/29 | 228 | 227,193 | ||||||||||
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 3.33%, 01/31/29 | 917 | 916,743 |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 2.84%, 05/18/25 | USD | 1,360 | $ | 1,331,032 | ||||||||
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 2.21%, 01/20/28 | 261 | 259,236 | ||||||||||
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 03/09/27 | 2,250 | 2,228,803 | ||||||||||
|
| |||||||||||
27,984,977 | ||||||||||||
Metals & Mining — 0.1% | ||||||||||||
Ball Metalpack LLC, 2018 1st Lien Term Loan B, (3 mo. LIBOR + 4.50%), 4.62%, 07/31/25 | 664 | 662,687 | ||||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels — 0.2% | ||||||||||||
Ascent Resources Utica LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25 | 330 | 360,799 | ||||||||||
Citgo Holding, Inc., 2019 Term Loan B, (3 mo. LIBOR + 7.00%, 1.00% Floor), 8.00%, 08/01/23 | 2 | 1,933 | ||||||||||
Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 3.83%, 12/13/25 | 421 | 400,465 | ||||||||||
EG Group Ltd., 2018 USD Term Loan B, (3 mo. LIBOR + 4.00%), 4.13%, 02/07/25 | 246 | 245,113 | ||||||||||
Lealand Finance Company BV, 2020 Take Back Term Loan, (3.00% PIK), 3.00%, 06/30/25(i) | 112 | 49,739 | ||||||||||
McDermott Technology Americas, Inc., 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.08%, 06/30/24(d) | 16 | 8,677 | ||||||||||
Murphy USA, Inc., Term Loan B, (1 mo. LIBOR + 1.75%, 0.50% Floor), 2.25%, 01/31/28 | 252 | 252,367 | ||||||||||
|
| |||||||||||
1,319,093 | ||||||||||||
Personal Products — 0.6% | ||||||||||||
Prestige Brands, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 07/03/28 | 212 | 211,635 | ||||||||||
Sunshine Luxembourg VII Sarl, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/01/26 | 3,141 | 3,148,777 | ||||||||||
|
| |||||||||||
3,360,412 | ||||||||||||
Pharmaceuticals — 1.1% | ||||||||||||
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 3.63%, 05/04/25 | 844 | 832,182 | ||||||||||
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%, 0.50% Floor), 2.50%, 02/22/28 | 1,051 | 1,050,315 | ||||||||||
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.84%, 08/01/27 | 288 | 284,339 | ||||||||||
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 Week LIBOR + 2.00%), 2.07%, 11/15/27 | 697 | 684,917 | ||||||||||
Jazz Financing Lux Sarl, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 4.00%, 05/05/28 | 1,270 | 1,271,252 | ||||||||||
Organon Finance 1 LLC, USD Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 06/02/28 | 698 | 699,374 |
25
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Pharmaceuticals (continued) | ||||||||||||
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 11/18/27 | USD | 515 | $ | 514,952 | ||||||||
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.08%, 06/02/25 | 1,008 | 1,006,413 | ||||||||||
|
| |||||||||||
6,343,744 | ||||||||||||
Professional Services — 0.4% | ||||||||||||
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR + 3.25%), 3.34%, 02/06/26 | 2,369 | 2,365,781 | ||||||||||
|
| |||||||||||
Real Estate Management & Development — 0.1% | ||||||||||||
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 2.83%, 08/21/25 | 561 | 556,023 | ||||||||||
|
| |||||||||||
Road & Rail — 0.1% | ||||||||||||
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 5.58%, 08/04/25 | 386 | 363,318 | ||||||||||
|
| |||||||||||
Semiconductors & Semiconductor Equipment — 0.1% | ||||||||||||
Cabot Microelectronics Corp., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.13%, 11/17/25 | 461 | 459,531 | ||||||||||
|
| |||||||||||
Software — 6.2% | ||||||||||||
Applied Systems, Inc. | ||||||||||||
2017 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 09/19/24 | 470 | 469,968 | ||||||||||
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 6.25%, 09/19/25 | 251 | 254,002 | ||||||||||
Barracuda Networks, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/12/25 | 1,298 | 1,300,560 | ||||||||||
Cloudera, Inc. | ||||||||||||
2021 2nd Lien Term Loan, 6.50%, 08/10/29(d)(q) | 618 | 614,910 | ||||||||||
2021 Term Loan, 4.25%, 08/10/28(q) | 1,722 | 1,718,780 | ||||||||||
Term Loan B, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 12/22/27 | 720 | 719,480 | ||||||||||
Cornerstone OnDemand, Inc. | ||||||||||||
2021 Term Loan, 09/21/28(q) | 520 | 518,700 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 04/22/27 | 417 | 415,854 | ||||||||||
Digicel International Finance Ltd., 2017 Term Loan B, (6 mo. LIBOR + 3.25%), 3.43%, 05/28/24 | 490 | 472,438 | ||||||||||
DTI Holdco, Inc., 2018 Term Loan B, (3 mo. LIBOR + 4.75%, 1.00% Floor), 5.75%, 09/30/23 | 486 | 479,028 | ||||||||||
E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 02/04/28 | 114 | 113,929 | ||||||||||
Epicor Software Corp. | ||||||||||||
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28 | 850 | 872,313 | ||||||||||
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/30/27 | 291 | 290,594 | ||||||||||
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 3.75%), 3.88%, 03/11/28 | 868 | 867,040 | ||||||||||
Informatica LLC | ||||||||||||
2020 USD 2nd Lien Term Loan, (Fixed + 7.12%), 7.13%, 02/25/25 | 679 | 687,827 | ||||||||||
2020 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.33%, 02/25/27 | 1,644 | 1,638,206 | ||||||||||
IPS Corp.(q) 2021 Delayed Draw Term Loan, 09/21/28 | 51 | 50,817 |
Security | Par (000) | Value | ||||||||||
Software (continued) | ||||||||||||
IPS Corp.(q) (continued) | ||||||||||||
2021 Term Loan, 09/21/28 | USD | 255 | $ | 254,017 | ||||||||
Magenta Buyer LLC | ||||||||||||
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28 | 2,493 | 2,492,227 | ||||||||||
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%), 9.00%, 07/27/29(d) | 1,211 | 1,209,486 | ||||||||||
McAfee LLC, 2018 USD Term Loan B, (1 mo. LIBOR + 3.75%), 3.84%, 09/30/24 | 410 | 410,305 | ||||||||||
Mitchell International, Inc. | ||||||||||||
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.33%, 12/01/25 | 396 | 394,688 | ||||||||||
2020 Add-On Term Loan, (1 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 11/29/24 | 528 | 528,210 | ||||||||||
Netsmart Technologies, Inc., 2020 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27 | 581 | 583,283 | ||||||||||
Planview Parent, Inc., Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/17/27 | 1,034 | 1,036,252 | ||||||||||
Project Alpha Intermediate Holding, Inc., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.09%, 04/26/24 | 602 | 600,920 | ||||||||||
Proofpoint, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 08/31/28 | 1,278 | 1,270,971 | ||||||||||
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 04/24/28 | 4,074 | 4,060,146 | ||||||||||
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.33%, 05/30/25 | 31 | 31,017 | ||||||||||
Severin Acquisition LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.34%, 08/01/25 | 1,859 | 1,848,069 | ||||||||||
Sophia LP, 2020 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 10/07/27 | 2,086 | 2,093,182 | ||||||||||
SS&C Technologies Holdings Europe Sarl, 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.83%, 04/16/25 | 478 | 472,584 | ||||||||||
SS&C Technologies, Inc., 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 1.83%, 04/16/25 | 631 | 624,448 | ||||||||||
Tempo Acquisition LLC | ||||||||||||
2020 Extended Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 3.75%, 11/02/26 | 2,728 | 2,731,858 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 08/31/28 | 215 | 215,178 | ||||||||||
Tibco Software, Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.34%, 03/03/28 | 1,429 | 1,442,669 | ||||||||||
Ultimate Software Group, Inc. | ||||||||||||
2020 2nd Lien Incremental Term Loan, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 05/03/27 | 794 | 806,569 | ||||||||||
2021 Incremental Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 05/04/26 | 1,148 | 1,149,286 | ||||||||||
Term Loan B, (1 mo. LIBOR + 3.75%), 3.83%, 05/04/26 | 1,692 | 1,694,732 | ||||||||||
|
| |||||||||||
37,434,543 | ||||||||||||
Specialty Retail — 1.3% | ||||||||||||
Belron Finance US LLC | ||||||||||||
2018 Term Loan B, (3 mo. LIBOR + 2.25%), 2.38%, 11/13/25 | 181 | 179,830 | ||||||||||
2019 USD Term Loan B, (3 mo. LIBOR + 2.25%), 2.44%, 10/30/26 | 413 | 409,943 |
SCHEDULE OF INVESTMENTS | 26 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Specialty Retail (continued) | ||||||||||||
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (LIBOR - GBP + 4.75%), 4.82%, 06/23/25 | GBP | 1,000 | $ | 1,338,642 | ||||||||
EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 4.75%, 03/31/26 | USD | 235 | 234,984 | |||||||||
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 05/04/28. | 1,284 | 1,286,119 | ||||||||||
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 4.33%, 08/31/26 | 831 | 828,261 | ||||||||||
PetSmart, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28 | 2,223 | 2,226,179 | ||||||||||
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.00%), 2.08%, 07/28/28 | 433 | 431,454 | ||||||||||
Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 6.50%, 12/20/24 | 440 | 434,828 | ||||||||||
Woof Holdings, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/21/27 | 229 | 228,994 | ||||||||||
|
| |||||||||||
7,599,234 | ||||||||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||||||||
Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR + 5.00%), 5.08%, 07/23/26 | 525 | 494,305 | ||||||||||
Western Digital Corp., 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 1.84%, 04/29/23 | 171 | 170,834 | ||||||||||
|
| |||||||||||
665,139 | ||||||||||||
Trading Companies & Distributors — 0.3% | ||||||||||||
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.33%, 05/19/28 | 620 | 616,543 | ||||||||||
Foundation Building Materials Holding Company LLC, 2021 Term Loan, (3 mo. LIBOR + 7.00%, 1.00% Floor), 3.75%, 02/03/28 | 622 | 616,941 | ||||||||||
ION Trading Finance Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%), 4.92%, 04/01/28 | 302 | 302,584 | ||||||||||
|
| |||||||||||
1,536,068 | ||||||||||||
Transportation Infrastructure — 0.1% | ||||||||||||
First Student Bidco, Inc. | ||||||||||||
Term Loan B, (2 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 07/21/28 | 482 | 478,847 | ||||||||||
Term Loan C, (3 mo. LIBOR + 3.00%, 0.50% Floor), 3.50%, 07/21/28 | 178 | 176,756 | ||||||||||
|
| |||||||||||
655,603 | ||||||||||||
Wireless Telecommunication Services — 0.4% | ||||||||||||
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/30/28 | 436 | 436,366 | ||||||||||
Metronet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 05/26/28 | 266 | 265,908 |
Security | Par (000) | Value | ||||||||||
Wireless Telecommunication Services (continued) | ||||||||||||
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 1.84%, 04/11/25 | USD | 1,066 | $ | 1,055,589 | ||||||||
Xplornet Communications, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.75%), 4.84%, 06/10/27 | 881 | 879,583 | ||||||||||
|
| |||||||||||
2,637,446 | ||||||||||||
|
| |||||||||||
Total Floating Rate Loan Interests — 48.0% |
| 289,726,968 | ||||||||||
|
| |||||||||||
Foreign Agency Obligations | ||||||||||||
Argentina — 0.0% | ||||||||||||
Argentine Republic Government International Bond, 3.50%, 07/09/41(c) | 451 | 164,390 | ||||||||||
|
| |||||||||||
Bahrain — 0.1% | ||||||||||||
Bahrain Government International Bond, 6.75%, 09/20/29(e) | 200 | 214,225 | ||||||||||
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25(e) | 400 | 456,000 | ||||||||||
|
| |||||||||||
670,225 | ||||||||||||
Colombia — 0.3% | ||||||||||||
Colombia Government International Bond(h) | ||||||||||||
4.50%, 01/28/26 | 1,354 | 1,449,880 | ||||||||||
3.88%, 04/25/27 | 200 | 207,350 | ||||||||||
|
| |||||||||||
1,657,230 | ||||||||||||
Dominican Republic — 0.2% | ||||||||||||
Dominican Republic International Bond | ||||||||||||
5.95%, 01/25/27(e) | 491 | 551,147 | ||||||||||
4.50%, 01/30/30(b)(h) | 302 | 306,398 | ||||||||||
4.88%, 09/23/32(b) | 185 | 188,735 | ||||||||||
6.40%, 06/05/49(e) | 150 | 158,841 | ||||||||||
|
| |||||||||||
1,205,121 | ||||||||||||
Egypt — 0.3% | ||||||||||||
Egypt Government International Bond | ||||||||||||
5.75%, 05/29/24(b) | 215 | 222,525 | ||||||||||
5.88%, 06/11/25(e) | 335 | 345,016 | ||||||||||
7.60%, 03/01/29(e) | 616 | 634,480 | ||||||||||
8.50%, 01/31/47(b)(h) | 321 | 307,358 | ||||||||||
|
| |||||||||||
1,509,379 | ||||||||||||
Ghana — 0.1% | ||||||||||||
Ghana Government International Bond | ||||||||||||
6.38%, 02/11/27(e) | 200 | 186,250 | ||||||||||
7.75%, 04/07/29(b) | 201 | 190,950 | ||||||||||
8.63%, 04/07/34(b) | 260 | 245,700 | ||||||||||
|
| |||||||||||
622,900 | ||||||||||||
Iceland — 0.5% | ||||||||||||
Iceland Government International Bond, 5.88%, 05/11/22(e) | 3,030 | 3,109,193 | ||||||||||
|
|
27
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Indonesia — 0.2% | ||||||||||||
Indonesia Government International Bond(h) | ||||||||||||
4.10%, 04/24/28 | USD | 650 | $ | 729,341 | ||||||||
5.35%, 02/11/49 | 200 | 257,725 | ||||||||||
|
| |||||||||||
987,066 | ||||||||||||
Mexico — 0.2% | ||||||||||||
Mexico Government International Bond, 4.15%, 03/28/27(h) | 1,052 | 1,185,604 | ||||||||||
|
| |||||||||||
Mongolia — 0.0% | ||||||||||||
Mongolia Government International Bond, 5.13%, 04/07/26(e) | 250 | 261,903 | ||||||||||
|
| |||||||||||
Morocco — 0.1% | ||||||||||||
Morocco Government International Bond(b) | ||||||||||||
3.00%, 12/15/32(h) | 300 | 284,625 | ||||||||||
4.00%, 12/15/50 | 200 | 182,250 | ||||||||||
|
| |||||||||||
466,875 | ||||||||||||
Oman — 0.0% | ||||||||||||
Oman Government International Bond, 6.50%, 03/08/47(e) | 308 | 296,219 | ||||||||||
|
| |||||||||||
Panama — 0.1% | ||||||||||||
Panama Government International Bond(h) | ||||||||||||
3.16%, 01/23/30 | 445 | 458,712 | ||||||||||
4.50%, 04/16/50 | 211 | 229,106 | ||||||||||
|
| |||||||||||
687,818 | ||||||||||||
Paraguay — 0.1% | ||||||||||||
Paraguay Government International Bond(b) | ||||||||||||
4.95%, 04/28/31 | 300 | 337,556 | ||||||||||
5.40%, 03/30/50 | 200 | 229,225 | ||||||||||
|
| |||||||||||
566,781 | ||||||||||||
Peru — 0.1% | ||||||||||||
Peruvian Government International Bond | ||||||||||||
2.78%, 01/23/31(h) | 29 | 28,742 | ||||||||||
1.86%, 12/01/32 | 259 | 235,253 | ||||||||||
5.63%, 11/18/50 | 165 | 223,864 | ||||||||||
|
| |||||||||||
487,859 | ||||||||||||
Portugal — 0.6% | ||||||||||||
Portugal Government International Bond, 5.13%, 10/15/24(b) | 3,190 | 3,593,426 | ||||||||||
|
| |||||||||||
Qatar — 0.1% | ||||||||||||
Qatar Government International Bond, 4.00%, 03/14/29(b)(h) | 473 | 537,328 | ||||||||||
|
| |||||||||||
Romania — 0.0% | ||||||||||||
Romanian Government International Bond, 3.00%, 02/14/31(b)(h) | 280 | 285,390 | ||||||||||
|
| |||||||||||
Russia — 0.1% | ||||||||||||
Russian Foreign Bond - Eurobond(e) | ||||||||||||
4.75%, 05/27/26 | 200 | 224,912 | ||||||||||
4.25%, 06/23/27 | 200 | 222,900 | ||||||||||
|
| |||||||||||
447,812 |
Security | Par (000) | Value | ||||||||||
Saudi Arabia — 0.1% | ||||||||||||
Saudi Government International Bond, 4.50%, 04/17/30(e) | USD | 595 | $ | 696,150 | ||||||||
|
| |||||||||||
South Africa — 0.0% | ||||||||||||
Republic of South Africa Government International Bond, 5.88%, 05/30/22 | 200 | 206,475 | ||||||||||
|
| |||||||||||
Sri Lanka — 0.1% | ||||||||||||
Sri Lanka Government International Bond(e) | ||||||||||||
6.85%, 03/14/24 | 400 | 254,075 | ||||||||||
6.35%, 06/28/24 | 200 | 127,537 | ||||||||||
7.85%, 03/14/29 | 400 | 243,450 | ||||||||||
|
| |||||||||||
625,062 | ||||||||||||
Ukraine — 0.2% | ||||||||||||
Ukraine Government International Bond | ||||||||||||
8.99%, 02/01/24(e) | 200 | 220,200 | ||||||||||
9.75%, 11/01/28(e) | 236 | 276,975 | ||||||||||
7.25%, 03/15/33(b)(h) | 400 | 403,450 | ||||||||||
|
| |||||||||||
900,625 | ||||||||||||
|
| |||||||||||
Total Foreign Agency Obligations — 3.5% |
| 21,170,831 | ||||||||||
|
| |||||||||||
Shares | ||||||||||||
Investment Companies | ||||||||||||
Fixed Income Funds — 0.5% | ||||||||||||
Invesco Senior Loan ETF(r)(s) | 141,801 | 3,135,220 | ||||||||||
|
| |||||||||||
Total Investment Companies — 0.5% | 3,135,220 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Non-Agency Mortgage-Backed Securities |
| |||||||||||
Collateralized Mortgage Obligations — 0.6% | ||||||||||||
Countrywide Alternative Loan Trust | ||||||||||||
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 | USD | 1,217 | 909,803 | |||||||||
Series 2006-J8, Class A5, 6.00%, 02/25/37 | 2,020 | 1,263,515 | ||||||||||
Series 2007-19, Class 1A1, 6.00%, 08/25/37 | 594 | 421,644 | ||||||||||
Countrywide Home Loan Mortgage Pass-Through Trust | ||||||||||||
Series 2005-17, Class 1A6, 5.50%, 09/25/35 | 141 | 142,249 | ||||||||||
Series 2006-17, Class A2, 6.00%, 12/25/36 | 700 | 438,798 | ||||||||||
Series 2007-HY5, Class 3A1, 2.98%, 09/25/37(a) | 378 | 371,676 | ||||||||||
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.63%, 10/25/35(a) | 359 | 252,632 | ||||||||||
|
| |||||||||||
3,800,317 |
SCHEDULE OF INVESTMENTS | 28 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Commercial Mortgage-Backed Securities — 0.9% | ||||||||||||
BAMLL Commercial Mortgage Securities Trust, | USD | 4,830 | $ | 5,119,260 | ||||||||
|
| |||||||||||
Total Non-Agency Mortgage-Backed Securities — 1.5% |
| 8,919,577 | ||||||||||
|
| |||||||||||
Benefical Interest (000) | ||||||||||||
Other Interests | ||||||||||||
IT Services(d)(t) — 0.0% | ||||||||||||
Millennium Corp. | USD | 918 | — | |||||||||
Millennium Lender Claims | 861 | — | ||||||||||
|
| |||||||||||
Total Other Interests — 0.0% | — | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Preferred Securities | ||||||||||||
Capital Trusts — 4.5% | ||||||||||||
Automobiles — 0.1% | ||||||||||||
General Motors Financial Co., Inc., Series C, 5.70%(a)(h)(n) | USD | 365 | 420,206 | |||||||||
|
| |||||||||||
Banks(a) — 1.2% | ||||||||||||
Al Ahli Bank of Kuwait KSCP, | 200 | 212,100 | ||||||||||
Banco Mercantil del Norte SA, 6.75%(b)(h)(n) | 396 | 418,225 | ||||||||||
Bank of East Asia Ltd., 5.88%(e)(n) | 250 | 258,437 | ||||||||||
BBVA Bancomer SA, 5.13%, 01/18/33(e) | 220 | 228,525 | ||||||||||
Burgan Bank SAK, 5.75%(e)(n) | 250 | 254,734 | ||||||||||
CaixaBank SA, 6.38%(e)(n) | EUR | 200 | 250,165 | |||||||||
CIT Group, Inc., Series A, 5.80%(n) | USD | 235 | 239,994 | |||||||||
Industrial & Commercial Bank of China Ltd., 3.20%(e)(n) | 200 | 200,500 | ||||||||||
ING Groep NV, 3.88%(n) | 1,750 | 1,697,325 | ||||||||||
Kasikornbank PCL, 5.28%(e)(n) | 405 | 423,807 | ||||||||||
Nanyang Commercial Bank Ltd., | 200 | 201,938 | ||||||||||
Nordea Bank Abp, 3.75%(b)(n) | 560 | 550,900 | ||||||||||
Rizal Commercial Banking Corp., | 200 | 211,537 | ||||||||||
TMBThanachart Bank PCL, | 250 | 252,391 | ||||||||||
Wells Fargo & Co.(h)(n) | ||||||||||||
Series S, 5.90% | 1,500 | 1,614,375 | ||||||||||
Series U, 5.88% | 384 | 427,972 | ||||||||||
|
| |||||||||||
7,442,925 | ||||||||||||
Building Materials — 0.0% | ||||||||||||
Cemex SAB de CV, 5.13%(a)(b)(n) | 200 | 202,500 | ||||||||||
|
| |||||||||||
Diversified Financial Services(a)(n) — 2.7% | ||||||||||||
Bank of America Corp.(h) | ||||||||||||
Series AA, 6.10% | 15 | 16,727 | ||||||||||
Series DD, 6.30% | 215 | 249,400 | ||||||||||
Series X, 6.25% | 1,929 | 2,121,900 | ||||||||||
Series Z, 6.50% | 143 | 160,017 | ||||||||||
Barclays PLC, 4.38% | 455 | 454,681 | ||||||||||
Credit Suisse Group AG | ||||||||||||
6.38%(b)(h) | 295 | 323,762 | ||||||||||
6.25%(e) | 200 | 215,478 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
HSBC Holdings PLC(h) | ||||||||||||
6.25% | USD | 695 | $ | 724,537 | ||||||||
6.00% | 415 | 454,944 | ||||||||||
JPMorgan Chase & Co.(h) | ||||||||||||
Series FF, 5.00% | 2,865 | 2,990,344 | ||||||||||
Series HH, 4.60% | 253 | 258,693 | ||||||||||
Series R, 6.00% | 92 | 97,060 | ||||||||||
Lloyds Banking Group PLC, 7.50%(h) | 1,250 | 1,450,136 | ||||||||||
Morgan Stanley, Series H, 3.74%(h) | 1,026 | 1,035,234 | ||||||||||
Natwest Group PLC, 6.00%(h) | 1,185 | 1,326,169 | ||||||||||
Societe Generale SA, 5.38%(b)(h) | 2,250 | 2,408,917 | ||||||||||
UBS Group AG, 3.88%(b) | 1,500 | 1,499,835 | ||||||||||
Woori Bank, 4.25%(e) | 250 | 259,813 | ||||||||||
|
| |||||||||||
16,047,647 | ||||||||||||
Diversified Telecommunication Services(a)(e)(n) — 0.1% | ||||||||||||
Telefonica Europe BV | ||||||||||||
5.88% | EUR | 100 | 128,432 | |||||||||
4.38% | 100 | 125,543 | ||||||||||
|
| |||||||||||
253,975 | ||||||||||||
Electric Utilities — 0.4% | ||||||||||||
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79(a)(h) | USD | 1,750 | 2,052,749 | |||||||||
|
| |||||||||||
Electronic Equipment, Instruments & Components — 0.0% | ||||||||||||
Belden, Inc., 4.13%, 10/15/26(e) | EUR | 100 | 118,232 | |||||||||
|
| |||||||||||
Insurance — 0.0% | ||||||||||||
Heungkuk Life Insurance Co. Ltd., | USD | 200 | 202,663 | |||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels — 0.0% | ||||||||||||
Abertis Infraestructuras Finance BV, 3.25%(a)(e)(n) | EUR | 100 | 118,805 | |||||||||
|
| |||||||||||
Real Estate Management & Development — 0.0% | ||||||||||||
Heimstaden Bostad AB, 3.00%(a)(e)(n) | 100 | 114,247 | ||||||||||
|
| |||||||||||
Transportation Infrastructure — 0.0% | ||||||||||||
Poste Italiane SpA, 2.63%(a)(e)(n) | 100 | 114,821 | ||||||||||
|
| |||||||||||
Utilities — 0.0% | ||||||||||||
Electricite de France SA, | 200 | 240,740 | ||||||||||
|
| |||||||||||
Total Capital Trusts — 4.5% | 27,329,510 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Preferred Stocks — 1.7% | ||||||||||||
Banks — 0.0% | ||||||||||||
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $134,650)(g) | 137,556 | 1,415 | ||||||||||
|
| |||||||||||
Capital Markets(a)(n) — 1.7% | ||||||||||||
Goldman Sachs Group, Inc., Series J, 5.50% | 202,526 | 5,492,505 | ||||||||||
Morgan Stanley | ||||||||||||
Series F, 6.88% | 120,000 | 3,362,400 | ||||||||||
Series K, 5.85% | 53,253 | 1,577,887 | ||||||||||
|
| |||||||||||
10,432,792 | ||||||||||||
|
| |||||||||||
Total Preferred Stocks — 1.7% | 10,434,207 |
29
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||||||
Trust Preferred — 0.1% | ||||||||||||
Diversified Financial Services — 0.1% | ||||||||||||
GMAC Capital Trust I, Series 2, 5.91%, 02/15/40(a) | 7,687 | $ | 194,020 | |||||||||
|
| |||||||||||
Total Preferred Securities — 6.3% | 37,957,737 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
U.S. Government Sponsored Agency Securities |
| |||||||||||
Collateralized Mortgage Obligations — 0.3% | ||||||||||||
Fannie Mae Connecticut Avenue Securities, Series 2017-C03, Class 1M2, (1 mo. LIBOR US + 3.00%), 3.09%, 10/25/29(a) | USD | 1,412 | 1,450,809 | |||||||||
|
| |||||||||||
Mortgage-Backed Securities — 6.4% | ||||||||||||
Uniform Mortgage-Backed Securities | ||||||||||||
2.50%, 10/14/21 - 11/01/51(u) | 24,100 | 24,843,731 | ||||||||||
5.00%, 08/01/23 | 11 | 11,481 | ||||||||||
2.00%, 10/01/36(u) | 12,500 | 12,873,535 | ||||||||||
Series K042, Class X1, 1.16%, 12/25/24(a) | 32,831 | 941,793 | ||||||||||
|
| |||||||||||
38,670,540 | ||||||||||||
|
| |||||||||||
Total U.S. Government Sponsored Agency Securities — 6.7% |
| 40,121,349 | ||||||||||
|
| |||||||||||
U.S. Treasury Obligations | ||||||||||||
U.S. Treasury Bonds(h) | ||||||||||||
2.88%, 05/15/49 | 1,350 | 1,579,289 | ||||||||||
1.88%, 02/15/51 | 3,250 | 3,099,180 | ||||||||||
U.S. Treasury Notes(h) | ||||||||||||
2.75%, 04/30/23 - 08/31/25 | 14,150 | 14,939,227 | ||||||||||
1.25%, 03/31/28 | 8,000 | 8,000,312 | ||||||||||
1.13%, 02/15/31 | 6,500 | 6,295,859 | ||||||||||
|
| |||||||||||
Total U.S. Treasury Obligations — 5.6% |
| 33,913,867 | ||||||||||
|
| |||||||||||
Shares | ||||||||||||
Warrants | ||||||||||||
Metals & Mining — 0.0% | ||||||||||||
Ameriforge Group, Inc. (Expires 06/08/22) | 2,542 | — | ||||||||||
|
|
Security | Shares | Value | ||||||||||
Oil, Gas & Consumable Fuels — 0.0% | ||||||||||||
California Resources Corp. (Expires 10/27/24)(f) | 345 | $ | 4,140 | |||||||||
|
| |||||||||||
Total Warrants — 0.0% |
| 4,140 | ||||||||||
|
| |||||||||||
Total Long-Term Investments — 157.2% |
| 948,124,196 | ||||||||||
|
| |||||||||||
Short-Term Securities | ||||||||||||
Money Market Funds — 1.1% | ||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class, | 6,759,877 | 6,759,876 | ||||||||||
|
| |||||||||||
Total Short-Term Securities — 1.1% |
| 6,759,876 | ||||||||||
|
| |||||||||||
Options Purchased — 0.5% |
| 3,077,550 | ||||||||||
|
| |||||||||||
Total Investments Before TBA Sale Commitments and Options Written — 158.8% |
| 957,961,622 | ||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
TBA Sale Commitments |
| |||||||||||
Mortgage-Backed Securities — (0.4)% | ||||||||||||
Uniform Mortgage-Backed Securities, 2.50%, 10/14/51(u) | USD | (2,400 | ) | (2,474,531 | ) | |||||||
|
| |||||||||||
Total TBA Sale Commitments — (0.4)% |
| (2,474,531 | ) | |||||||||
|
| |||||||||||
Options Written — (0.5)% |
| (3,156,377 | ) | |||||||||
|
| |||||||||||
Total Investments, Net of TBA Sale Commitments and Options Written — 157.9% |
| 952,330,714 | ||||||||||
Liabilities in Excess of Other Assets — (57.9)% |
| (349,131,188 | ) | |||||||||
|
| |||||||||||
Net Assets — 100.0% |
| $ | 603,199,526 | |||||||||
|
|
(a) | Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(b) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(c) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(d) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(e) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
SCHEDULE OF INVESTMENTS | 30 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
(f) | Non-income producing security. |
(g) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $250,360, representing less than 0.05% of its net assets as of period end, and an original cost of $189,527. |
(h) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(i) | Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. |
(j) | Issuer filed for bankruptcy and/or is in default. |
(k) | When-issued security. |
(l) | Convertible security. |
(m) | Zero-coupon bond. |
(n) | Perpetual security with no stated maturity date. |
(o) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(p) | Rounds to less than 1,000. |
(q) | Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. |
(r) | Affiliate of the Fund. |
(s) | Annualized 7-day yield as of period end. |
(t) | Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities. |
(u) | Represents or includes a TBA transaction. |
For Fund compliance purposes, the Fund’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/20 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 09/30/21 | Shares Held at | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class | $ | 9,760,422 | $ | — | $ | (3,000,546 | )(a) | $ | — | $ | — | $ | 6,759,876 | 6,759,877 | $ | 737 | $ | — | ||||||||||||||||||
iShares iBoxx $ Investment Grade Corporate Bond ETF(b) | 1,381,300 | — | (1,354,738 | ) | 85,044 | (111,606 | ) | — | — | 15,552 | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 85,044 | $ | (111,606 | ) | $ | 6,759,876 | $ | 16,289 | $ | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | Represents net amount purchased (sold). |
(b) | As of period end, the entity is no longer held. |
Reverse Repurchase Agreements
Counterparty | | Interest Rate | | | Trade Date | | | Maturity Date | (a) | Face Value | | Face Value Including Accrued Interest | | Type of Non-Cash Underlying Collateral | | Remaining Contractual Maturity of the Agreements | (a) | |||||||||
Barclays Capital, Inc. | 0.35 | %(b) | 05/12/21 | Open | $ | 150,765 | $ | 150,950 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 313,544 | 313,928 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 259,958 | 260,276 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 15,775 | 15,794 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 353,063 | 353,495 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 60,569 | 60,643 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 418,770 | 419,283 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 79,134 | 79,231 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 131,645 | 131,806 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 52,516 | 52,580 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 37,496 | 37,542 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 48,013 | 48,071 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 180,960 | 181,182 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 198,240 | 198,483 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 05/12/21 | Open | 99,130 | 99,251 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 0.60 | (b) | 05/19/21 | Open | 44,135 | 44,228 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 05/19/21 | Open | 349,081 | 349,937 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 05/19/21 | Open | 517,040 | 518,397 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 05/24/21 | Open | 86,625 | 86,858 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 533,180 | 533,814 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 459,241 | 459,788 | Corporate Bonds | Open/Demand |
31 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | %(b) | 05/27/21 | Open | $ | 433,080 | $ | 433,595 | Corporate Bonds | Open/Demand | ||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 417,050 | 417,546 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 488,700 | 489,282 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 718,900 | 719,756 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 578,437 | 579,126 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 394,908 | 395,377 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 428,691 | 429,201 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 623,450 | 624,192 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 528,950 | 529,579 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 05/27/21 | Open | 369,255 | 369,694 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.29 | (b) | 05/28/21 | Open | 27,804 | 27,831 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 05/28/21 | Open | 582,175 | 583,499 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 06/02/21 | Open | 930,000 | 931,395 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.50 | (b) | 06/02/21 | Open | 614,100 | 615,193 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 177,884 | 178,227 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 1,634,297 | 1,637,416 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 450,450 | 451,310 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 5,803,510 | 5,814,585 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 773,500 | 774,976 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 318,000 | 318,607 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 445,588 | 446,438 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 551,281 | 552,333 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 869,325 | 870,984 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 720,545 | 721,920 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 862,387 | 864,033 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 520,327 | 521,320 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 280,780 | 281,316 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 674,347 | 675,634 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 274,838 | 275,368 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/02/21 | Open | 725,517 | 726,902 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/02/21 | Open | 231,179 | 231,641 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 608,915 | 610,234 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 413,080 | 413,975 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 633,600 | 634,973 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 107,535 | 107,768 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 232,853 | 233,357 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 521,397 | 522,527 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 598,336 | 599,633 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 497,920 | 498,999 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 388,395 | 389,237 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 666,420 | 667,864 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 961,330 | 963,413 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/02/21 | Open | 590,021 | 591,300 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 326,630 | 327,370 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 692,125 | 693,694 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 547,461 | 548,702 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 653,185 | 654,666 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 839,002 | 840,904 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 447,666 | 448,681 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 672,534 | 674,058 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/02/21 | Open | 585,000 | 586,326 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/02/21 | Open | 452,071 | 453,126 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 32 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
BNP Paribas S.A. | 0.70 | %(b) | 06/02/21 | Open | $ | 1,402,312 | $ | 1,405,585 | Corporate Bonds | Open/Demand | ||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/02/21 | Open | 461,588 | 462,665 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/02/21 | Open | 611,512 | 612,939 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/02/21 | Open | 709,702 | 711,358 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/02/21 | Open | 113,600 | 113,865 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/03/21 | Open | 601,544 | 602,681 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 198,875 | 199,269 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 1,017,480 | 1,019,498 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 413,806 | 414,627 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 530,347 | 531,399 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 1,074,925 | 1,077,057 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 185,000 | 185,367 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 1,173,287 | 1,175,615 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 349,688 | 350,381 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/03/21 | Open | 140,675 | 140,954 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 332,509 | 333,201 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 216,288 | 216,738 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 409,221 | 410,073 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 233,998 | 234,485 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 483,551 | 484,558 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/03/21 | Open | 246,075 | 246,587 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 1,955,542 | 1,959,744 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 228,160 | 228,650 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 283,508 | 284,117 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 454,485 | 455,462 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 229,298 | 229,790 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 339,771 | 340,501 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 857,990 | 859,833 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 333,040 | 333,756 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 335,948 | 336,669 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 396,240 | 397,091 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 226,550 | 227,037 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 425,631 | 426,546 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 493,852 | 494,914 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 237,850 | 238,361 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 349,650 | 350,401 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 553,455 | 554,644 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 673,265 | 674,712 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/03/21 | Open | 392,531 | 393,375 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/03/21 | Open | 179,213 | 179,615 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/03/21 | Open | 1,128,375 | 1,130,911 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.69 | (b) | 06/03/21 | Open | 1,667,922 | 1,671,727 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/03/21 | Open | 280,125 | 280,773 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/03/21 | Open | 841,620 | 843,567 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.70 | (b) | 06/03/21 | Open | 1,056,257 | 1,058,702 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.73 | (b) | 06/03/21 | Open | 204,000 | 204,492 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/03/21 | Open | 349,488 | 350,354 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/03/21 | Open | 1,308,591 | 1,311,835 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/03/21 | Open | 340,204 | 341,047 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/03/21 | Open | 313,228 | 314,004 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/03/21 | Open | 722,722 | 724,514 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.80 | (b) | 06/03/21 | Open | 849,801 | 852,049 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.80 | (b) | 06/03/21 | Open | 141,200 | 141,573 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.95 | (b) | 06/03/21 | Open | 1,196,620 | 1,200,378 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/04/21 | Open | 274,466 | 274,953 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 06/04/21 | Open | 328,653 | 329,235 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.58 | (b) | 06/04/21 | Open | 479,385 | 480,281 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/04/21 | Open | 671,291 | 672,589 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 06/04/21 | Open | 347,183 | 347,854 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 06/04/21 | Open | 425,113 | 425,968 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/04/21 | Open | 513,836 | 514,912 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/04/21 | Open | 509,302 | 510,369 | Corporate Bonds | Open/Demand |
33 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
BNP Paribas S.A. | 0.65 | %(b) | 06/04/21 | Open | $ | 519,585 | $ | 520,673 | Corporate Bonds | Open/Demand | ||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/04/21 | Open | 1,442,919 | 1,446,080 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 06/04/21 | Open | 363,000 | 363,795 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/04/21 | Open | 374,920 | 375,826 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 06/07/21 | Open | 1,309,499 | 1,312,241 | Corporate Bonds | Open/Demand | ||||||||||||||||
HSBC Securities (USA), Inc. | 0.07 | (b) | 06/07/21 | Open | 6,741,937 | 6,743,321 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
HSBC Securities (USA), Inc. | 0.07 | (b) | 06/07/21 | Open | 8,420,000 | 8,421,728 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/08/21 | Open | 871,960 | 872,788 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 528,900 | 529,737 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 1,126,142 | 1,127,926 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 356,570 | 357,135 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 366,795 | 367,376 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 351,260 | 351,816 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 430,770 | 431,452 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 197,750 | 198,063 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 456,585 | 457,308 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 328,345 | 328,865 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 364,183 | 364,759 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 376,635 | 377,231 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 210,283 | 210,615 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 255,789 | 256,194 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 394,088 | 394,711 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 219,780 | 220,128 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 414,534 | 415,190 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 219,605 | 219,953 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 766,720 | 767,934 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 224,993 | 225,349 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 464,195 | 464,930 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 314,903 | 315,401 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 180,500 | 180,786 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 437,168 | 437,860 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 281,639 | 282,085 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 438,030 | 438,724 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 350,139 | 350,693 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 411,215 | 411,866 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 328,860 | 329,381 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 2,804,375 | 2,808,815 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/08/21 | Open | 849,252 | 850,609 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 237,195 | 237,422 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 331,585 | 331,903 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 233,400 | 233,624 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 341,638 | 341,965 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 400,579 | 400,963 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 231,964 | 232,186 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 251,724 | 251,965 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 271,769 | 272,029 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 322,831 | 323,141 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 374,989 | 375,348 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 06/08/21 | Open | 302,944 | 303,234 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.30 | (b) | 06/08/21 | Open | 218,500 | 218,708 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.30 | (b) | 06/08/21 | Open | 223,020 | 223,232 | Foreign Agency Obligations | Open/Demand |
SCHEDULE OF INVESTMENTS | 34 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
RBC Capital Markets LLC | 0.28 | %(b) | 06/08/21 | Open | $ | 310,719 | $ | 310,994 | Corporate Bonds | Open/Demand | ||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 399,375 | 399,729 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 1,186,081 | 1,187,133 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 1,569,967 | 1,571,360 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 596,785 | 597,314 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 373,500 | 373,831 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 7,306 | 7,313 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 1,469,512 | 1,470,815 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/08/21 | Open | 173,400 | 173,554 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 856,240 | 857,325 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 56,018 | 56,088 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 345,135 | 345,572 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 1,066,669 | 1,068,020 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 666,965 | 667,810 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 06/08/21 | Open | 538,312 | 538,994 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/09/21 | Open | 2,689,125 | 2,691,657 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/09/21 | Open | 2,098,393 | 2,100,369 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,429,911 | 1,432,155 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,439,362 | 1,441,622 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,219,219 | 1,221,132 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 582,741 | 583,656 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 438,600 | 439,288 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 402,701 | 403,333 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,838,372 | 1,841,258 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,242,844 | 1,244,794 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 1,750,935 | 1,753,683 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 796,511 | 797,761 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 204,133 | 204,453 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 154,700 | 154,943 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/09/21 | Open | 474,154 | 474,898 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.30 | (b) | 06/09/21 | Open | 1,408,125 | 1,409,451 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.45 | (b) | 06/09/21 | Open | 1,625,000 | 1,627,295 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.50 | (b) | 06/09/21 | Open | 1,780,312 | 1,783,107 | Capital Trusts | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 144,550 | 144,677 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 161,460 | 161,602 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 933,750 | 934,571 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 429,300 | 429,677 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 463,275 | 463,682 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 421,169 | 421,539 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 697,125 | 697,738 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 1,035,300 | 1,036,210 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 302,813 | 303,079 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 1,687,647 | 1,689,131 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 1,500,000 | 1,501,318 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/09/21 | Open | 1,561,875 | 1,563,248 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.25 | (b) | 06/11/21 | Open | 209,250 | 209,408 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/11/21 | Open | 634,187 | 634,764 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/11/21 | Open | 233,275 | 233,487 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/11/21 | Open | 347,563 | 347,878 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/11/21 | Open | 149,971 | 150,107 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 701,187 | 702,249 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 3,154,112 | 3,158,887 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 410,334 | 410,955 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 363,000 | 363,550 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 544,320 | 545,144 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 340,550 | 341,066 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 567,564 | 568,423 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 217,330 | 217,659 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/11/21 | Open | 310,931 | 311,402 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.28 | (b) | 06/11/21 | Open | 246,163 | 246,371 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 06/16/21 | Open | 382,850 | 383,703 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.58 | (b) | 06/18/21 | Open | 742,600 | 743,820 | Corporate Bonds | Open/Demand |
35 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
Barclays Capital, Inc. | 0.45 | %(b) | 06/21/21 | Open | $ | 129,800 | $ | 129,964 | Corporate Bonds | Open/Demand | ||||||||||||||
BNP Paribas S.A. | (1.00 | )(b) | 06/22/21 | Open | 51,800 | 51,656 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/29/21 | Open | 790,119 | 790,731 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/29/21 | Open | 1,892,500 | 1,893,967 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/29/21 | Open | 2,002,500 | 2,004,052 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 06/29/21 | Open | 1,298,437 | 1,299,444 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.35 | (b) | 06/29/21 | Open | 3,048,750 | 3,051,507 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 371,995 | 372,475 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 590,410 | 591,173 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 604,222 | 605,003 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 326,430 | 326,852 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 1,286,810 | 1,288,472 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 1,023,710 | 1,025,032 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 536,270 | 536,963 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 280,294 | 280,656 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 368,663 | 369,139 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 932,047 | 933,251 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 317,104 | 317,513 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 653,410 | 654,254 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 518,141 | 518,811 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 549,010 | 549,719 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 260,700 | 261,037 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 385,328 | 385,825 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 1,287,500 | 1,289,163 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 364,544 | 365,015 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 435,870 | 436,433 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 775,912 | 776,915 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 196,284 | 196,537 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 561,045 | 561,770 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 339,154 | 339,592 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 06/29/21 | Open | 488,312 | 488,943 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.55 | (b) | 06/29/21 | Open | 606,156 | 607,017 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/06/21 | Open | 950,812 | 951,948 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/06/21 | Open | 962,049 | 963,198 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/07/21 | Open | 264,938 | 265,250 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/08/21 | Open | 93,060 | 93,169 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.60 | (b) | 07/08/21 | Open | 346,115 | 346,600 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.55 | (b) | 07/09/21 | Open | 646,962 | 647,763 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/09/21 | Open | 866,210 | 867,477 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/12/21 | Open | 1,266,580 | 1,267,706 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 07/13/21 | Open | 1,080,551 | 1,081,855 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/14/21 | Open | 111,919 | 112,040 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/14/21 | Open | 801,915 | 802,784 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/14/21 | Open | 778,129 | 778,972 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 563,019 | 563,380 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 1,546,562 | 1,547,555 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 794,730 | 795,240 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 620,397 | 620,796 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 1,634,827 | 1,635,877 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.30 | (b) | 07/15/21 | Open | 572,182 | 572,550 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 268,500 | 268,730 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 279,143 | 279,381 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 840,560 | 841,280 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 257,506 | 257,726 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 246,958 | 247,169 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 411,521 | 411,873 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 413,294 | 413,647 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 1,090,050 | 1,090,983 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.40 | (b) | 07/15/21 | Open | 653,250 | 653,809 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 720,799 | 721,570 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 1,326,337 | 1,327,756 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 12,019 | 12,032 | Capital Trusts | Open/Demand |
SCHEDULE OF INVESTMENTS | 36 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
Barclays Capital, Inc. | 0.50 | %(b) | 07/15/21 | Open | $ | 388,688 | $ | 389,103 | Corporate Bonds | Open/Demand | ||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 804,600 | 805,460 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 115,455 | 115,578 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 1,195,185 | 1,196,463 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 356,070 | 356,451 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 251,119 | 251,387 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 1,060,575 | 1,061,709 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 428,106 | 428,564 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 361,903 | 362,290 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 533,569 | 534,139 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 1,506,774 | 1,508,385 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 794,719 | 795,569 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 361,500 | 361,887 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 91,630 | 91,728 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 590,750 | 591,382 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 148,200 | 148,358 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 1,213,212 | 1,214,510 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 372,904 | 373,303 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 593,290 | 593,924 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 170,435 | 170,617 | Capital Trusts | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 615,600 | 616,258 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/15/21 | Open | 308,360 | 308,690 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.60 | (b) | 07/15/21 | Open | 517,500 | 518,164 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/15/21 | Open | 538,737 | 539,487 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.25 | (b) | 07/15/21 | Open | 701,602 | 701,978 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.45 | (b) | 07/16/21 | Open | 123,895 | 124,010 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | (0.25 | )(b) | 07/19/21 | Open | 177,500 | 177,410 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 07/19/21 | Open | 732,929 | 733,672 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/20/21 | Open | 407,731 | 408,261 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 07/20/21 | Open | 403,500 | 403,742 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 07/20/21 | Open | 378,525 | 378,752 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.30 | (b) | 07/20/21 | Open | 383,771 | 384,002 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.32 | (b) | 07/20/21 | Open | 355,144 | 355,371 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.32 | (b) | 07/20/21 | Open | 445,568 | 445,853 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.32 | (b) | 07/20/21 | Open | 370,013 | 370,249 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.32 | (b) | 07/20/21 | Open | 380,545 | 380,789 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 07/20/21 | Open | 369,500 | 369,751 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 07/20/21 | Open | 361,015 | 361,260 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 07/20/21 | Open | 354,500 | 354,741 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 07/20/21 | Open | 361,530 | 361,776 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/21/21 | Open | 329,906 | 330,329 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.30 | (b) | 07/22/21 | Open | 416,585 | 416,828 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.31 | (b) | 07/22/21 | Open | 770,281 | 770,746 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.33 | (b) | 07/22/21 | Open | 208,979 | 209,113 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 3,225,000 | 3,227,822 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 1,020,487 | 1,021,380 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 655,362 | 655,936 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 1,552,500 | 1,553,858 | Capital Trusts | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 302,750 | 303,015 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.45 | (b) | 07/22/21 | Open | 3,757,500 | 3,760,788 | Corporate Bonds | Open/Demand |
37 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
BNP Paribas S.A. | 0.45 | %(b) | 07/22/21 | Open | $ | 165,000 | $ | 165,144 | Corporate Bonds | Open/Demand | ||||||||||||||
BNP Paribas S.A. | 0.50 | (b) | 07/22/21 | Open | 284,258 | 284,534 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.50 | (b) | 07/22/21 | Open | 744,380 | 745,104 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 07/22/21 | Open | 344,505 | 344,874 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 07/22/21 | Open | 259,208 | 259,485 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 07/22/21 | Open | 816,976 | 817,850 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 07/22/21 | Open | 819,425 | 820,381 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 07/22/21 | Open | 975,582 | 976,778 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/22/21 | Open | 690,852 | 691,726 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/22/21 | Open | 677,350 | 678,206 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/22/21 | Open | 908,710 | 909,859 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 2,473,500 | 2,476,771 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 714,202 | 715,147 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 669,532 | 670,418 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 337,661 | 338,108 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 2,390,107 | 2,393,268 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.68 | (b) | 07/22/21 | Open | 262,964 | 263,311 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 385,320 | 385,882 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 846,450 | 847,684 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 1,323,065 | 1,324,994 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 288,550 | 288,971 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 455,993 | 456,657 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 483,060 | 483,764 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.75 | (b) | 07/22/21 | Open | 501,760 | 502,492 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.80 | (b) | 07/22/21 | Open | 428,408 | 429,074 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.80 | (b) | 07/22/21 | Open | 478,315 | 479,059 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.80 | (b) | 07/22/21 | Open | 416,835 | 417,483 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.90 | (b) | 07/22/21 | Open | 434,875 | 435,636 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.35 | (b) | 07/22/21 | Open | 280,500 | 280,691 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.45 | (b) | 07/22/21 | Open | 30,525 | 30,552 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.45 | (b) | 07/22/21 | Open | 94,946 | 95,029 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 542,355 | 542,777 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 210,313 | 210,476 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 642,366 | 642,866 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 1,023,390 | 1,024,186 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 393,960 | 394,266 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 149,425 | 149,541 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 256,883 | 257,082 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/22/21 | Open | 174,500 | 174,636 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 07/27/21 | Open | 795,600 | 796,534 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 07/27/21 | Open | 520,025 | 520,401 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 07/29/21 | Open | 169,703 | 169,890 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 07/29/21 | Open | 500,596 | 501,148 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 07/29/21 | Open | 297,745 | 298,073 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.25 | (b) | 07/29/21 | Open | 1,007,500 | 1,007,941 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 492,469 | 492,701 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 157,906 | 157,981 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 206,970 | 207,068 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 73,710 | 73,745 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 280,000 | 280,132 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 201,881 | 201,977 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 209,813 | 209,912 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 221,489 | 221,594 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 38 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | %(b) | 07/29/21 | Open | $ | 257,000 | $ | 257,121 | Corporate Bonds | Open/Demand | ||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 270,300 | 270,428 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 225,374 | 225,480 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 53,625 | 53,650 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 224,979 | 225,085 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 103,950 | 103,999 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.27 | (b) | 07/29/21 | Open | 202,250 | 202,346 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.32 | (b) | 07/29/21 | Open | 869,625 | 870,112 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 07/29/21 | Open | 502,740 | 503,074 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 07/29/21 | Open | 411,075 | 411,348 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 07/29/21 | Open | 469,300 | 469,612 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 07/29/21 | Open | 496,524 | 496,854 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 07/29/21 | Open | 454,813 | 455,115 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 329,133 | 329,374 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 421,500 | 421,810 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 352,000 | 352,259 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 330,000 | 330,243 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 324,879 | 325,118 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.42 | (b) | 07/29/21 | Open | 339,300 | 339,549 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/02/21 | Open | 535,435 | 535,874 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/03/21 | Open | 957,362 | 958,134 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/03/21 | Open | 1,053,527 | 1,054,376 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/03/21 | Open | 225,070 | 225,251 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 08/03/21 | Open | 779,135 | 779,825 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.60 | (b) | 08/03/21 | Open | 139,800 | 139,935 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 08/03/21 | Open | 245,890 | 246,025 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 08/03/21 | Open | 597,240 | 597,567 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 08/04/21 | Open | 52,273 | 52,326 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.07 | (b) | 08/05/21 | Open | 1,657,125 | 1,657,319 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 08/05/21 | Open | 363,248 | 363,443 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/06/21 | Open | 430,200 | 430,517 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | (0.06 | )(b) | 08/09/21 | Open | 2,475,000 | 2,475,084 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | (0.06 | )(b) | 08/09/21 | Open | 3,960,000 | 3,960,134 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.07 | (b) | 08/09/21 | Open | 3,456,250 | 3,456,588 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.07 | (b) | 08/09/21 | Open | 8,140,000 | 8,141,054 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.07 | (b) | 08/09/21 | Open | 2,962,500 | 2,962,790 | U.S. Treasury Obligations | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.50 | (b) | 08/09/21 | Open | 1,331,249 | 1,332,210 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | (3.00 | )(b) | 08/13/21 | Open | 147,675 | 147,109 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 0.50 | (b) | 08/13/21 | Open | 335,239 | 335,453 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.33 | (b) | 08/20/21 | Open | 213,462 | 213,571 | Corporate Bonds | Open/Demand |
39 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Reverse Repurchase Agreements (continued)
Counterparty | Interest Rate | Trade Date | Maturity Date(a) | Face Value | Face Value Including Accrued Interest | Type of Non-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||||||||||
BNP Paribas S.A. | 0.55 | %(b) | 08/23/21 | Open | $ | 472,777 | $ | 473,059 | Corporate Bonds | Open/Demand | ||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 394,460 | 394,618 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 382,470 | 382,623 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 405,433 | 405,595 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 404,000 | 404,162 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 413,950 | 414,116 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 418,016 | 418,184 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 396,880 | 397,039 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 383,760 | 383,914 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 426,073 | 426,243 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.38 | (b) | 08/23/21 | Open | 416,744 | 416,911 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 08/24/21 | Open | 689,981 | 690,455 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 08/24/21 | Open | 499,082 | 499,257 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.34 | (b) | 08/24/21 | Open | 519,850 | 520,032 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.36 | (b) | 08/24/21 | Open | 541,222 | 541,423 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.36 | (b) | 08/24/21 | Open | 535,655 | 535,853 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.36 | (b) | 08/24/21 | Open | 554,925 | 555,130 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.36 | (b) | 08/24/21 | Open | 521,879 | 522,072 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 08/24/21 | Open | 448,970 | 449,145 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 08/24/21 | Open | 493,271 | 493,464 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.38 | (b) | 08/24/21 | Open | 411,720 | 411,881 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.40 | (b) | 08/24/21 | Open | 418,910 | 419,082 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.55 | (b) | 09/02/21 | Open | 64,879 | 64,907 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 0.36 | (b) | 09/03/21 | Open | 491,532 | 491,669 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 09/10/21 | Open | 163,564 | 163,602 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 09/14/21 | Open | 420,739 | 420,860 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | (0.50 | )(b) | 09/17/21 | Open | 180,240 | 180,205 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.63 | (b) | 09/20/21 | Open | 583,651 | 583,764 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 0.65 | (b) | 09/20/21 | Open | 560,062 | 560,164 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 0.40 | (b) | 09/20/21 | Open | 355,271 | 355,311 | Corporate Bonds | Open/Demand | ||||||||||||||||
|
|
|
| |||||||||||||||||||||
$ | 314,132,535 | $ | 314,501,539 | |||||||||||||||||||||
|
|
|
|
(a) | Certain agreements have no stated maturity and can be terminated by either party at any time. |
(b) | Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation (Depreciation) | ||||||||||||
Long Contracts | ||||||||||||||||
Euro Bund | 7 | 12/08/21 | $ | 1,377 | $ | (23,277 | ) | |||||||||
Euro OAT | 17 | 12/08/21 | 3,268 | (58,720 | ) | |||||||||||
10-Year U.S. Ultra Long Treasury Note | 88 | 12/21/21 | 12,800 | (189,648 | ) | |||||||||||
2-Year U.S. Treasury Note | 593 | 12/31/21 | 130,506 | (54,030 | ) | |||||||||||
90-Day Eurodollar | 370 | 12/18/23 | 91,446 | (135,531 | ) | |||||||||||
|
| |||||||||||||||
(461,206 | ) | |||||||||||||||
|
|
SCHEDULE OF INVESTMENTS | 40 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Futures Contracts (continued)
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation (Depreciation) | ||||||||||||
Short Contracts | ||||||||||||||||
Euro Bund | 1 | 12/08/21 | $ | 197 | $ | 3,358 | ||||||||||
10-Year U.S. Treasury Note | 408 | 12/21/21 | 53,741 | 469,247 | ||||||||||||
U.S. Long Bond | 26 | 12/21/21 | 4,147 | 74,954 | ||||||||||||
Ultra U.S. Treasury Bond | 95 | 12/21/21 | 18,198 | 449,092 | ||||||||||||
5-Year U.S. Treasury Note | 411 | 12/31/21 | 50,470 | 105,774 | ||||||||||||
90-Day Eurodollar | 421 | 12/16/24 | 103,571 | 226,997 | ||||||||||||
|
| |||||||||||||||
1,329,422 | ||||||||||||||||
|
| |||||||||||||||
$ | 868,216 | |||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
USD | 68,316 | CAD | 86,000 | Bank of America N.A. | 12/15/21 | $ | 418 | |||||||||||||
USD | 4,305,160 | EUR | 3,634,500 | BNP Paribas SA | 12/15/21 | 88,906 | ||||||||||||||
USD | 477,116 | EUR | 402,500 | HSBC Bank USA N.A. | 12/15/21 | 10,190 | ||||||||||||||
USD | 4,308,271 | EUR | 3,634,500 | HSBC Bank USA N.A. | 12/15/21 | 92,017 | ||||||||||||||
USD | 477,086 | EUR | 402,500 | Morgan Stanley & Co. International PLC | 12/15/21 | 10,160 | ||||||||||||||
USD | 3,775,119 | GBP | 2,725,000 | Natwest Markets PLC | 12/15/21 | 103,080 | ||||||||||||||
USD | 1,353,038 | GBP | 977,000 | State Street Bank and Trust Co. | 12/15/21 | 36,494 | ||||||||||||||
USD | 1,618,937 | GBP | 1,169,000 | State Street Bank and Trust Co. | 12/15/21 | 43,666 | ||||||||||||||
|
| |||||||||||||||||||
384,931 | ||||||||||||||||||||
|
| |||||||||||||||||||
USD | 131,772 | GBP | 98,000 | HSBC Bank USA N.A. | 12/15/21 | (287 | ) | |||||||||||||
|
| |||||||||||||||||||
$ | 384,644 | |||||||||||||||||||
|
|
Exchange-Traded Options Purchased
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||
Put | ||||||||||||||||||||
90-Day Eurodollar Future | 172 | 10/15/21 | USD | 99.25 | USD | 42,787 | $ | 1,075 | ||||||||||||
10-Year U.S. Treasury Note Future | 42 | 11/26/21 | USD | 133.00 | USD | 5,532 | 68,250 | |||||||||||||
|
| |||||||||||||||||||
$ | 69,325 | |||||||||||||||||||
|
|
OTC Interest Rate Swaptions Purchased
| Paid by the Fund | Received by the Fund | Counterparty | Expiration Date | Exercise Rate | Notional Amount (000) | Value | |||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | ||||||||||||||||||||||||||
Call |
| |||||||||||||||||||||||||||||
5-Year Interest Rate Swap, 03/30/27 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.31 | % | Semi-Annual | Barclays Bank PLC | 03/28/22 | 1.31 | % | USD | 9,300 | $ | 101,580 | |||||||||||||||
5-Year Interest Rate Swap, 04/07/27 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.53 | % | Semi-Annual | JPMorgan Chase Bank N.A. | 04/05/22 | 1.53 | USD | 4,985 | 91,867 | |||||||||||||||||
5-Year Interest Rate Swap, 04/10/27 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.39 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 04/08/22 | 1.39 | USD | 9,830 | 131,422 | |||||||||||||||||
5-Year Interest Rate Swap, 04/30/27 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.20 | % | Semi-Annual | Bank of America N.A. | 04/28/22 | 1.20 | USD | 13,700 | 109,455 | |||||||||||||||||
10-Year Interest Rate Swap, 06/26/34 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.97 | % | Semi-Annual | Goldman Sachs Bank USA | 06/24/24 | 1.97 | USD | 1,720 | 74,908 | |||||||||||||||||
10-Year Interest Rate Swap, 06/30/34 | | 3-Month LIBOR, 0.13 | % | Quarterly | 2.00 | % | Semi-Annual | Goldman Sachs Bank USA | 06/28/24 | 2.00 | USD | 1,720 | 77,444 | |||||||||||||||||
10-Year Interest Rate Swap, 07/24/34 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.68 | % | Semi-Annual | Goldman Sachs Bank USA | 07/22/24 | 1.68 | USD | 1,740 | 54,114 |
41 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
OTC Interest Rate Swaptions Purchased (continued)
| Paid by the Fund | Received by the Fund | Counterparty | Expiration Date | Exercise Rate | Notional | Value | |||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | ||||||||||||||||||||||||||
Call (continued) |
| |||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 07/31/34 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.55 | % | Semi-Annual | Bank of America N.A. | 07/29/24 | 1.55 | % | USD | 2,970 | $ | 79,411 | |||||||||||||||
10-Year Interest Rate Swap, 08/04/34 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.68 | % | Semi-Annual | Wells Fargo Bank, National Association | 08/02/24 | 1.68 | USD | 1,770 | 55,546 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/35 | | 3-Month LIBOR, 0.13 | % | Quarterly | 0.91 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 08/07/25 | 0.91 | USD | 2,050 | 29,659 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/35 | | 3-Month LIBOR, 0.13 | % | Quarterly | 0.91 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 08/07/25 | 0.91 | USD | 1,370 | 19,821 | |||||||||||||||||
10-Year Interest Rate Swap, 04/09/36 | | 3-Month LIBOR, 0.13 | % | Quarterly | 2.60 | % | Semi-Annual | Deutsche Bank AG | 04/07/26 | 2.60 | USD | 2,550 | 206,326 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/40 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.05 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 08/07/30 | 1.05 | USD | 1,510 | 41,371 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/50 | | 3-Month LIBOR, 0.13 | % | Quarterly | 0.91 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 08/07/40 | 0.91 | USD | 1,160 | 40,891 | |||||||||||||||||
|
| |||||||||||||||||||||||||||||
1,113,815 | ||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
Put |
| |||||||||||||||||||||||||||||
5-Year Interest Rate Swap, 11/17/26 | (0.15 | %) | Annual | | 6-Month EURIBOR, (0.53 | %) | Semi-Annual | Barclays Bank PLC | 11/15/21 | (0.15 | ) | EUR | 8,730 | 19,191 | ||||||||||||||||
5-Year Interest Rate Swap, 03/30/27 | 1.31 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Barclays Bank PLC | 03/28/22 | 1.31 | USD | 9,300 | 70,765 | |||||||||||||||||
5-Year Interest Rate Swap, 04/07/27 | 1.53 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | JPMorgan Chase Bank N.A. | 04/05/22 | 1.53 | USD | 4,985 | 23,485 | |||||||||||||||||
5-Year Interest Rate Swap, 04/10/27 | 1.39 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Morgan Stanley & Co. International PLC | 04/08/22 | 1.39 | USD | 9,830 | 66,303 | |||||||||||||||||
10-Year Interest Rate Swap, 04/23/32 | 1.90 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Deutsche Bank AG | 04/21/22 | 1.90 | USD | 16,505 | 194,113 | |||||||||||||||||
5-Year Interest Rate Swap, 07/17/27 | 1.25 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Bank of America N.A. | 07/15/22 | 1.25 | USD | 11,820 | 165,606 | |||||||||||||||||
10-Year Interest Rate Swap, 06/26/34 | 1.97 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Goldman Sachs Bank USA | 06/24/24 | 1.97 | USD | 1,720 | 75,361 | |||||||||||||||||
10-Year Interest Rate Swap, 06/30/34 | 2.00 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Goldman Sachs Bank USA | 06/28/24 | 2.00 | USD | 1,720 | 73,420 | |||||||||||||||||
10-Year Interest Rate Swap, 07/24/34 | 1.68 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Goldman Sachs Bank USA | 07/22/24 | 1.68 | USD | 1,740 | 102,171 | |||||||||||||||||
10-Year Interest Rate Swap, 08/04/34 | 1.68 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Wells Fargo Bank, National Association | 08/02/24 | 1.68 | USD | 1,770 | 104,069 | |||||||||||||||||
10-Year Interest Rate Swap, 08/07/34 | 1.80 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Deutsche Bank AG | 08/05/24 | 1.80 | USD | 4,210 | 222,078 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/35 | 0.91 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Morgan Stanley & Co. International PLC | 08/07/25 | 0.91 | USD | 1,370 | 158,159 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/35 | 0.91 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Morgan Stanley & Co. International PLC | 08/07/25 | 0.91 | USD | 2,050 | 236,661 | |||||||||||||||||
10-Year Interest Rate Swap, 04/09/36 | 2.60 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Deutsche Bank AG | 04/07/26 | 2.60 | USD | 2,550 | 87,506 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/40 | 1.05 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Morgan Stanley & Co. International PLC | 08/07/30 | 1.05 | USD | 1,510 | 174,191 | |||||||||||||||||
10-Year Interest Rate Swap, 08/09/50 | 0.91 | % | Semi-Annual | | 3-Month LIBOR, 0.13 | % | Quarterly | Morgan Stanley & Co. International PLC | 08/07/40 | 0.91 | USD | 1,160 | 121,331 | |||||||||||||||||
|
| |||||||||||||||||||||||||||||
1,894,410 | ||||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
$ | 3,008,225 | |||||||||||||||||||||||||||||
|
|
SCHEDULE OF INVESTMENTS | 42 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Exchange-Traded Options Written
Description | Number of Contracts | Expiration Date | Exercise Price | Notional Amount (000) | Value | |||||||||||||||
Call | ||||||||||||||||||||
10-Year U.S. Treasury Note Future | 42 | 11/26/21 | USD | 136.00 | USD | 5,532 | $ | (1,313 | ) | |||||||||||
|
| |||||||||||||||||||
Put | ||||||||||||||||||||
10-Year U.S. Treasury Note Future | 84 | 11/26/21 | USD | 131.00 | USD | 11,064 | (53,812 | ) | ||||||||||||
|
| |||||||||||||||||||
$ | (55,125 | ) | ||||||||||||||||||
|
|
OTC Interest Rate Swaptions Written
| Paid by the Fund | Received by the Fund | Counterparty | Expiration | Exercise | Notional | Value | |||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | ||||||||||||||||||||||||||
Call |
| |||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 10/16/31 | 1.78 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Goldman Sachs Bank USA | 10/14/21 | 1.78 | % | USD | 2,150 | $ | (48,688) | |||||||||||||||
10-Year Interest Rate Swap, 11/06/31 | 1.00 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 11/04/21 | 1.00 | USD | 4,210 | (379 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 11/14/31 | 1.30 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 11/12/21 | 1.30 | USD | 4,370 | (7,808 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 01/12/24 | 0.51 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Morgan Stanley & Co. International PLC | 01/10/22 | 0.51 | USD | 27,570 | (43,885 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/29/32 | 1.00 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 01/27/22 | 1.00 | USD | 2,690 | (4,494 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/29/32 | 1.25 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Bank of America N.A. | 01/27/22 | 1.25 | USD | 2,460 | (11,176 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 02/20/32 | 1.62 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Bank of America N.A. | 02/18/22 | 1.62 | USD | 2,350 | (41,953 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 02/25/24 | 0.41 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Goldman Sachs Bank USA | 02/23/22 | 0.41 | USD | 40,050 | (26,642 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/03/24 | 0.51 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 03/01/22 | 0.51 | USD | 23,990 | (34,996 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/04/24 | 0.49 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | JPMorgan Chase Bank N.A. | 03/02/22 | 0.49 | USD | 18,005 | (22,560 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/05/24 | 0.52 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Citibank N.A. | 03/03/22 | 0.52 | USD | 12,275 | (18,881 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/23/24 | 0.56 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 03/21/22 | 0.56 | USD | 12,275 | (24,157 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/25/24 | 0.57 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 03/23/22 | 0.57 | USD | 23,990 | (48,848 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 04/23/32 | 1.25 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 04/21/22 | 1.25 | USD | 16,505 | (113,577 | ) | ||||||||||||||||
5-Year Interest Rate Swap, 04/24/27 | 0.90 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Bank of America N.A. | 04/22/22 | 0.90 | USD | 6,850 | (18,575 | ) | ||||||||||||||||
5-Year Interest Rate Swap, 04/30/27 | 0.90 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Bank of America N.A. | 04/28/22 | 0.90 | USD | 20,550 | (56,327 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 06/09/32 | 1.40 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | JPMorgan Chase Bank N.A. | 06/07/22 | 1.40 | USD | 3,185 | (38,144 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 08/10/32 | 0.72 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 08/08/22 | 0.72 | USD | 1,060 | (2,447 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 09/03/32 | 1.53 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Morgan Stanley & Co. International PLC | 09/01/22 | 1.53 | USD | 4,990 | (89,328 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 10/13/32 | 1.06 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Deutsche Bank AG | 10/11/22 | 1.06 | USD | 1,875 | (12,343 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 12/18/32 | 1.23 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Goldman Sachs Bank USA | 12/16/22 | 1.23 | USD | 1,742 | (18,806 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 12/18/32 | 1.25 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Goldman Sachs Bank USA | 12/16/22 | 1.25 | USD | 1,743 | (19,308 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/01/33 | 1.25 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Citibank N.A. | 12/30/22 | 1.25 | USD | 1,930 | (22,194 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/11/33 | 1.44 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Barclays Bank PLC | 01/09/23 | 1.44 | USD | 3,520 | (59,092 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 03/03/33 | 2.01 | % | Semi-Annual | | 3-Month LIBOR, 0.13% | | Quarterly | Bank of America N.A. | 03/01/23 | 2.01 | USD | 3,660 | (159,187 | ) |
43 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
OTC Interest Rate Swaptions Written (continued)
| Paid by the Fund | Received by the Fund | Counterparty | Expiration | Exercise | Notional | Value | |||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | ||||||||||||||||||||||||||
Call (continued) |
| |||||||||||||||||||||||||||||
30-Year Interest Rate Swap, 09/19/54 | 1.85 | % | Semi-Annual | 3-Month LIBOR, 0.13 | % | Quarterly | Deutsche Bank AG | 09/17/24 | 1.85 | % | USD | 1,170 | $ (107,128 | ) | ||||||||||||||||
30-Year Interest Rate Swap, 10/02/54 | 2.00 | % | Semi-Annual | 3-Month LIBOR, 0.13 | % | Quarterly | Barclays Bank PLC | 09/30/24 | 2.00 | USD | 820 | (89,543 | ) | |||||||||||||||||
|
| |||||||||||||||||||||||||||||
(1,140,466 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
Put |
| |||||||||||||||||||||||||||||
10-Year Interest Rate Swap, 10/16/31 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.78 | % | Semi-Annual | Goldman Sachs Bank USA | 10/14/21 | 1.78 | USD | 2,150 | (689 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 11/14/31 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.50 | % | Semi-Annual | Deutsche Bank AG | 11/12/21 | 1.50 | USD | 4,370 | (52,733 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 12/08/23 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.50 | % | Semi-Annual | Barclays Bank PLC | 12/06/21 | 0.50 | USD | 10,280 | (6,778 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 12/12/23 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.45 | % | Semi-Annual | Deutsche Bank AG | 12/10/21 | 0.45 | USD | 10,211 | (11,551 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 01/12/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.51 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 01/10/22 | 0.51 | USD | 27,570 | (36,918 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 01/21/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.50 | % | Semi-Annual | Deutsche Bank AG | 01/19/22 | 0.50 | USD | 7,070 | (11,471 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/29/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.25 | % | Semi-Annual | Bank of America N.A. | 01/27/22 | 1.25 | USD | 2,460 | (92,439 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/29/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.50 | % | Semi-Annual | Deutsche Bank AG | 01/27/22 | 1.50 | USD | 2,690 | (56,035 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 02/09/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.60 | % | Semi-Annual | Deutsche Bank AG | 02/07/22 | 1.60 | USD | 3,500 | (58,906 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 02/20/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.62 | % | Semi-Annual | Bank of America N.A. | 02/18/22 | 1.62 | USD | 2,350 | (39,796 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 02/27/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.75 | % | Semi-Annual | Deutsche Bank AG | 02/25/22 | 0.75 | USD | 40,050 | (38,108 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/03/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.51 | % | Semi-Annual | Deutsche Bank AG | 03/01/22 | 0.51 | USD | 23,990 | (62,146 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/04/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.49 | % | Semi-Annual | JPMorgan Chase Bank N.A. | 03/02/22 | 0.49 | USD | 18,005 | (51,270 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/05/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.52 | % | Semi-Annual | Citibank N.A. | 03/03/22 | 0.52 | USD | 12,275 | (31,340 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/23/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.56 | % | Semi-Annual | Deutsche Bank AG | 03/21/22 | 0.56 | USD | 12,275 | (32,017 | ) | ||||||||||||||||
2-Year Interest Rate Swap, 03/25/24 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.57 | % | Semi-Annual | Deutsche Bank AG | 03/23/22 | 0.57 | USD | 23,990 | (62,069 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 06/09/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 2.40 | % | Semi-Annual | JPMorgan Chase Bank N.A. | 06/07/22 | 2.40 | USD | 3,185 | (17,076 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 08/10/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 0.72 | % | Semi-Annual | Deutsche Bank AG | 08/08/22 | 0.72 | USD | 1,060 | (100,743 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 09/03/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.53 | % | Semi-Annual | Morgan Stanley & Co. International PLC | 09/01/22 | 1.53 | USD | 4,990 | (180,411 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 10/13/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.06 | % | Semi-Annual | Deutsche Bank AG | 10/11/22 | 1.06 | USD | 1,875 | (130,795 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 12/18/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.23 | % | Semi-Annual | Goldman Sachs Bank USA | 12/16/22 | 1.23 | USD | 1,742 | (106,925 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 12/18/32 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.25 | % | Semi-Annual | Goldman Sachs Bank USA | 12/16/22 | 1.25 | USD | 1,743 | (105,396 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/01/33 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.25 | % | Semi-Annual | Citibank N.A. | 12/30/22 | 1.25 | USD | 1,930 | (117,144 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 01/11/33 | | 3-Month LIBOR, 0.13% | | Quarterly | 1.44 | % | Semi-Annual | Barclays Bank PLC | 01/09/23 | 1.44 | USD | 3,520 | (173,089 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 03/03/33 | | 3-Month LIBOR, 0.13% | | Quarterly | 2.01 | % | Semi-Annual | Bank of America N.A. | 03/01/23 | 2.01 | USD | 3,660 | (91,065 | ) | ||||||||||||||||
10-Year Interest Rate Swap, 05/17/33 | | 6-Month EURIBOR, 0.53% | | Semi-Annual | 0.70 | % | Annual | Barclays Bank PLC | 05/15/23 | 0.70 | EUR | 4,360 | (72,638 | ) |
SCHEDULE OF INVESTMENTS | 44 |
Schedule of Investments (unaudited) (continued) September 30, 2021
| BlackRock Limited Duration Income Trust (BLW) |
OTC Interest Rate Swaptions Written (continued)
| Paid by the Fund | Received by the Fund | Counterparty | Expiration | Exercise | Notional | Value | |||||||||||||||||||||||
Description | Rate | Frequency | Rate | Frequency | ||||||||||||||||||||||||||
Put (continued) |
| |||||||||||||||||||||||||||||
30-Year Interest Rate Swap, 09/19/54 | | 3-Month LIBOR, 0.13 | % | Quarterly | 1.85 | % | Semi-Annual | Deutsche Bank AG | 09/17/24 | 1.85 | % | USD | 1,170 | $ (138,358 | ) | |||||||||||||||
30-Year Interest Rate Swap, 10/02/54 | | 3-Month LIBOR, 0.13 | % | Quarterly | 2.00 | % | Semi-Annual | Barclays Bank PLC | 09/30/24 | 2.00 | USD | 820 | (82,880 | ) | ||||||||||||||||
|
| |||||||||||||||||||||||||||||
(1,960,786 | ) | |||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||
$ (3,101,252 | ) | |||||||||||||||||||||||||||||
|
|
Centrally Cleared Credit Default Swaps — Buy Protection
Reference Obligation/Index | Financing Rate Paid by the Fund | Payment Frequency | Termination Date | Notional Amount (000) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||
CDX.NA.HY.37.V1 | 5.00 | % | Quarterly | 12/20/26 | USD | 7,180 | $ | (676,865) | $ (691,650 | ) | $ | 14,785 | ||||||||||||||||
CDX.NA.IG.37.V1 | 1.00 | Quarterly | 12/20/26 | USD | 34,870 | (842,791) | (822,268 | ) | (20,523 | ) | ||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$ | (1,519,656) | $ (1,513,918 | ) | $ | (5,738 | ) | ||||||||||||||||||||||
|
|
|
|
|
|
Centrally Cleared Interest Rate Swaps
Paid by the Fund | Received by the Fund | Effective | Termination | Notional |
| Upfront Premium Paid | Unrealized Appreciation | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Date | Date | Amount (000) | Value | (Received) | (Depreciation) | |||||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.34% | Semi-Annual | 12/13/21(a | ) | 12/13/23 | USD | 930 | $ | (2,156 | ) | $ | 4 | $ | (2,160 | ) | ||||||||||||||||
0.52% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 12/30/21(a | ) | 12/29/23 | USD | 870 | (689 | ) | 4 | (693 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.38% | Semi-Annual | 02/07/22(a | ) | 02/07/24 | USD | 6,090 | (18,259 | ) | 27 | (18,286 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.40% | Semi-Annual | 02/08/22(a | ) | 02/08/24 | USD | 7,920 | (21,168 | ) | 35 | (21,203 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.45% | Semi-Annual | 03/01/22(a | ) | 03/01/24 | USD | 2,870 | (6,625 | ) | 13 | (6,638 | ) | |||||||||||||||||||
0.56% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/24/22(a | ) | 03/25/24 | USD | 6,070 | 4,020 | 27 | 3,993 | |||||||||||||||||||||
0.60% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/25/22(a | ) | 03/25/24 | USD | 3,040 | (373 | ) | 13 | (386 | ) | |||||||||||||||||||
0.61% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/28/22(a | ) | 03/28/24 | USD | 7,710 | (1,125 | ) | 34 | (1,159 | ) | |||||||||||||||||||
0.62% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/31/22(a | ) | 03/28/24 | USD | 3,640 | (1,430 | ) | 16 | (1,446 | ) | |||||||||||||||||||
0.63% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/29/22(a | ) | 03/28/24 | USD | 3,050 | (2,032 | ) | 13 | (2,045 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.63% | Semi-Annual | 03/30/22(a | ) | 03/28/24 | USD | 6,200 | 3,771 | 27 | 3,744 | |||||||||||||||||||||
0.63% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/31/22(a | ) | 03/28/24 | USD | 3,270 | (1,756 | ) | 14 | (1,770 | ) | |||||||||||||||||||
0.64% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/29/22(a | ) | 03/28/24 | USD | 6,590 | (4,948 | ) | 29 | (4,977 | ) | |||||||||||||||||||
0.65% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/30/22(a | ) | 03/28/24 | USD | 3,050 | (2,931 | ) | 13 | (2,944 | ) | |||||||||||||||||||
0.73% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 06/21/22(a | ) | 06/21/24 | USD | 4,910 | 658 | 22 | 636 | |||||||||||||||||||||
0.74% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 08/12/22(a | ) | 08/12/24 | USD | 7,960 | 12,373 | 35 | 12,338 | |||||||||||||||||||||
0.78% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 08/15/22(a | ) | 08/15/24 | USD | 4,595 | 4,010 | 20 | 3,990 | |||||||||||||||||||||
0.35% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 10/01/25 | USD | 1,220 | 24,819 | 9 | 24,810 | ||||||||||||||||||||||
0.56% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 01/12/26 | USD | 545 | 8,598 | 4 | 8,594 | ||||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.93% | Semi-Annual | N/A | 09/17/26 | USD | 6,450 | (41,887 | ) | 58 | (41,945 | ) | ||||||||||||||||||||
6-Month EURIBOR, (0.53%) | Semi-Annual | (0.15%) | Annual | 11/16/21(a | ) | 11/16/26 | EUR | 4,360 | 7,060 | 59 | 7,001 | |||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.28% | Semi-Annual | 03/31/22(a | ) | 03/31/27 | USD | 2,670 | 3,135 | 24 | 3,111 | |||||||||||||||||||||
1.29% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 04/20/22(a | ) | 04/20/27 | USD | 2,510 | (1,685 | ) | 23 | (1,708 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.19% | Semi-Annual | 07/19/22(a | ) | 07/19/27 | USD | 1,920 | (16,050 | ) | 17 | (16,067 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.22% | Semi-Annual | 08/16/22(a | ) | 08/16/27 | USD | 1,240 | (9,972 | ) | 11 | (9,983 | ) | |||||||||||||||||||
0.50% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 08/19/27 | USD | 80 | 3,199 | 1 | 3,198 | ||||||||||||||||||||||
0.84% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 11/15/27 | USD | 5,460 | 110,777 | 65 | 110,712 | ||||||||||||||||||||||
1.27% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 02/15/28 | USD | 5,390 | (9,881 | ) | 67 | (9,948 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.05% | Semi-Annual | 09/30/21(a | ) | 05/15/28 | USD | 9,380 | (145,109 | ) | 119 | (145,228 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.57% | Semi-Annual | N/A | 02/11/30 | USD | 5 | 59 | 178 | (119 | ) | |||||||||||||||||||||
1.16% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 02/04/31 | USD | 500 | 14,820 | 8 | 14,812 | ||||||||||||||||||||||
1.58% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 03/12/31 | USD | 440 | (2,661 | ) | 7 | (2,668 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.11% | Annual | 12/31/21(a | ) | 05/15/31 | USD | 3,950 | (66,052 | ) | 63 | (66,115 | ) | |||||||||||||||||||
1.14% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/10/31 | USD | 760 | 9,616 | 12 | 9,604 | ||||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.12% | Annual | N/A | 09/15/31 | USD | 540 | (8,072 | ) | 9 | (8,081 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.08% | Annual | N/A | 09/16/31 | USD | 625 | (11,462 | ) | 10 | (11,472 | ) |
45 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Centrally Cleared Interest Rate Swaps (continued)
Paid by the Fund | Received by the Fund | Effective | Termination | Notional |
| Upfront Premium Paid | Unrealized Appreciation | |||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Date | Date | Amount (000) | Value | (Received) | (Depreciation) | |||||||||||||||||||||||
1.12% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/22/31 | USD | 160 | $ | 2,332 | $ | 2 | $ | 2,330 | |||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.12% | Annual | N/A | 09/22/31 | USD | 630 | (9,220 | ) | 10 | (9,230 | ) | ||||||||||||||||||||
1.15% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/22/31 | USD | 625 | 7,489 | 10 | 7,479 | ||||||||||||||||||||||
1.15% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/22/31 | USD | 625 | 7,761 | 10 | 7,751 | ||||||||||||||||||||||
1.19% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/22/31 | USD | 840 | 6,825 | 13 | 6,812 | ||||||||||||||||||||||
1.20% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/22/31 | USD | 910 | 6,775 | 14 | 6,761 | ||||||||||||||||||||||
1.39% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 09/22/31 | USD | 1,870 | 28,181 | 30 | 28,151 | ||||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.40% | Semi-Annual | N/A | 09/22/31 | USD | 3,740 | (53,035 | ) | 60 | (53,095 | ) | ||||||||||||||||||||
1.43% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 09/22/31 | USD | 1,870 | 21,366 | 30 | 21,336 | ||||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.11% | Annual | N/A | 09/24/31 | USD | 1,250 | (19,611 | ) | 20 | (19,631 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.12% | Annual | N/A | 09/24/31 | USD | 625 | (9,685 | ) | 10 | (9,695 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.14% | Annual | N/A | 09/24/31 | USD | 700 | (9,504 | ) | 11 | (9,515 | ) | ||||||||||||||||||||
1.52% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | N/A | 09/24/31 | USD | 4,050 | 11,554 | 65 | 11,489 | ||||||||||||||||||||||
1.14% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 780 | 10,201 | 12 | 10,189 | ||||||||||||||||||||||
1.21% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 620 | 4,001 | 10 | 3,991 | ||||||||||||||||||||||
1.24% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 620 | 2,571 | 10 | 2,561 | ||||||||||||||||||||||
1.25% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 625 | 1,673 | 10 | 1,663 | ||||||||||||||||||||||
1.26% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 625 | 977 | 10 | 967 | ||||||||||||||||||||||
1.29% | Annual | 3-Month LIBOR, 0.13% | Annual | N/A | 09/29/31 | USD | 630 | (912 | ) | 10 | (922 | ) | ||||||||||||||||||||
1.34% | Annual | 3-Month LIBOR, 0.13% | Annual | 09/30/21 | (a) | 09/30/31 | USD | 630 | (3,726 | ) | 10 | (3,736 | ) | |||||||||||||||||||
1.32% | Annual | 3-Month LIBOR, 0.13% | Annual | 10/01/21 | (a) | 10/01/31 | USD | 670 | (2,405 | ) | 11 | (2,416 | ) | |||||||||||||||||||
1.32% | Annual | 3-Month LIBOR, 0.13% | Annual | 10/01/21 | (a) | 10/01/31 | USD | 630 | (2,619 | ) | 10 | (2,629 | ) | |||||||||||||||||||
1.61% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 03/28/22 | (a) | 03/30/32 | USD | 9,300 | 41,139 | 149 | 40,990 | |||||||||||||||||||||
0.83% | Semi-Annual | 3-Month LIBOR, 0.13% | Quarterly | 08/15/22 | (a) | 08/16/32 | USD | 910 | 77,319 | 5,501 | 71,818 | |||||||||||||||||||||
0.44% | Annual | 6-Month EURIBOR, (0.53%) | Semi-Annual | 05/16/23 | (a) | 05/16/33 | EUR | 1,540 | (13,682 | ) | 34 | (13,716 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.67% | Semi-Annual | 08/06/24 | (a) | 08/07/34 | USD | 1,680 | (52,730 | ) | 27 | (52,757 | ) | |||||||||||||||||||
3-Month LIBOR, 0.13% | Annual | 1.43% | Annual | 12/31/21 | (a) | 02/15/47 | USD | 1,850 | (54,721 | ) | 51 | (54,772 | ) | |||||||||||||||||||
1.45% | Annual | 3-Month LIBOR, 0.13% | Annual | 12/31/21 | (a) | 02/15/47 | USD | 7,440 | 192,175 | (22,776 | ) | 214,951 | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 0.99% | Semi-Annual | N/A | 08/22/50 | USD | 155 | (31,188 | ) | 5 | (31,193 | ) | ||||||||||||||||||||
3-Month LIBOR, 0.13% | Quarterly | 1.00% | Semi-Annual | N/A | 08/22/50 | USD | 155 | (30,804 | ) | 5 | (30,809 | ) | ||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | (40,911 | ) | $ | (15,536 | ) | $ | (25,375 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Forward Swap. |
OTC Credit Default Swaps — Sell Protection
Reference Obligation/Index | | Financing Rate Received by the Fund | | | Payment Frequency | | Counterparty | | Termination Date | | Credit Rating(a) | Notional Amount (000)(b) |
| Value | | Upfront Premium Paid | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||
Broadcom, Inc. | 1.00 | % | Quarterly | Citibank N.A. | 06/20/24 | BBB- | USD | 1,185 | $ | 21,389 | $ | (50,254 | ) | $ | 71,643 | |||||||||||||||||||
Morgan Stanley & Co. | ||||||||||||||||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | International PLC | 12/20/25 | BB+ | EUR | 10 | (737 | ) | 1,458 | (2,195 | ) | ||||||||||||||||||||||
Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | B | EUR | 10 | 1,391 | 1,126 | 265 | ||||||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/26 | N/R | EUR | 10 | (718 | ) | 979 | (1,697 | ) | ||||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/26 | N/R | EUR | 10 | (718 | ) | 1,100 | (1,818 | ) | ||||||||||||||||||||||
Trust Fibrauno | 1.00 | Quarterly | Citibank N.A. | 06/20/26 | N/R | USD | 325 | (21,938 | ) | (34,228 | ) | 12,290 | ||||||||||||||||||||||
Trust Fibrauno | 1.00 | Quarterly | Citibank N.A. | 06/20/26 | N/R | USD | 91 | (6,142 | ) | (9,602 | ) | 3,460 | ||||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | Barclays Bank PLC | 10/17/57 | N/R | USD | 5,000 | (646,451 | ) | (489,439 | ) | (157,012 | ) | |||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | Credit Suisse International | 10/17/57 | N/R | USD | 2,500 | (323,225 | ) | (242,122 | ) | (81,103 | ) | |||||||||||||||||||||
Morgan Stanley & Co. | ||||||||||||||||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | International PLC | 10/17/57 | N/R | USD | 4,450 | (575,341 | ) | (571,150 | ) | (4,191 | ) | |||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | N/R | USD | 5,000 | (383,910 | ) | (525,016 | ) | 141,106 | ||||||||||||||||||||||
Morgan Stanley & Co. | ||||||||||||||||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | International PLC | 09/17/58 | N/R | USD | 1,528 | (117,322 | ) | (168,452 | ) | 51,130 | ||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||
$ | (2,053,722 | ) | $ (2,085,600 | ) | $ | 31,878 | ||||||||||||||||||||||||||||
|
|
|
|
|
|
(a) | Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings. |
(b) | The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement. |
S C H E D U L E O F I N V E S T M E N T S | 46 |
Schedule of Investments (unaudited) (continued) September 30, 2021
| BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
• | Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access; |
• | Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and |
• | Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
Certain investments of the Fund were fair valued using net asset value (“NAV”) per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Investments | ||||||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 21,393,714 | $ | 213,936 | $ | 21,607,650 | ||||||||
Common Stocks | ||||||||||||||||
Construction & Engineering | 23,918 | — | — | 23,918 | ||||||||||||
Diversified Financial Services | — | — | 5,468 | 5,468 | ||||||||||||
Diversified Telecommunication Services | 5,751 | — | — | 5,751 | ||||||||||||
Energy Equipment & Services | — | 4,248 | — | 4,248 | ||||||||||||
Household Durables | — | — | — | — | ||||||||||||
Media | 105,449 | — | — | 105,449 | ||||||||||||
Metals & Mining | — | 1,202 | 373 | 1,575 | ||||||||||||
Oil, Gas & Consumable Fuels | 159,571 | 248,945 | — | 408,516 | ||||||||||||
Software | 376 | — | — | 376 | ||||||||||||
Specialty Retail | — | 171,792 | — | 171,792 | ||||||||||||
Corporate Bonds | ||||||||||||||||
Advertising Agencies | — | 269,243 | — | 269,243 | ||||||||||||
Aerospace & Defense | — | 12,353,671 | — | 12,353,671 | ||||||||||||
Airlines | — | 10,269,286 | — | 10,269,286 | ||||||||||||
Auto Components | — | 6,497,576 | — | 6,497,576 | ||||||||||||
Automobiles | — | 8,548,565 | — | 8,548,565 | ||||||||||||
Banks | — | 7,774,092 | — | 7,774,092 | ||||||||||||
Beverages | — | 8,967,606 | — | 8,967,606 | ||||||||||||
Biotechnology | — | 205,565 | — | 205,565 | ||||||||||||
Building Materials | — | 4,310,140 | — | 4,310,140 | ||||||||||||
Building Products | — | 3,568,115 | — | 3,568,115 | ||||||||||||
Capital Markets | — | 5,823,672 | — | 5,823,672 | ||||||||||||
Chemicals | — | 8,611,243 | — | 8,611,243 | ||||||||||||
Commercial Services & Supplies | — | 4,419,577 | — | 4,419,577 | ||||||||||||
Communications Equipment | — | 3,858,838 | — | 3,858,838 | ||||||||||||
Construction Materials | — | 2,555,585 | — | 2,555,585 | ||||||||||||
Consumer Discretionary | — | 6,560,967 | — | 6,560,967 | ||||||||||||
Consumer Finance | — | 7,661,924 | — | 7,661,924 | ||||||||||||
Containers & Packaging | — | 1,991,513 | — | 1,991,513 |
47 |
Schedule of Investments (unaudited) (continued) September 30, 2021
| BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Corporate Bonds (continued) | ||||||||||||||||
Diversified Consumer Services | $ | — | $ | 9,075,564 | $ | — | $ | 9,075,564 | ||||||||
Diversified Financial Services | — | 16,779,766 | — | 16,779,766 | ||||||||||||
Diversified Telecommunication Services | — | 17,214,574 | — | 17,214,574 | ||||||||||||
Electric Utilities | — | 4,630,274 | — | 4,630,274 | ||||||||||||
Electrical Equipment | — | 504,770 | — | 504,770 | ||||||||||||
Electronic Equipment, Instruments & Components | — | 2,066,836 | — | 2,066,836 | ||||||||||||
Energy Equipment & Services | — | 2,016,501 | 211,712 | 2,228,213 | ||||||||||||
Entertainment | — | 220,192 | — | 220,192 | ||||||||||||
Environmental, Maintenance, & Security Service | — | 3,226,906 | — | 3,226,906 | ||||||||||||
Equity Real Estate Investment Trusts (REITs) | — | 9,824,262 | — | 9,824,262 | ||||||||||||
Food & Staples Retailing | — | 9,886,151 | — | 9,886,151 | ||||||||||||
Food Products | — | 4,777,545 | — | 4,777,545 | ||||||||||||
Gas Utilities | — | 137,987 | — | 137,987 | ||||||||||||
Health Care Equipment & Supplies | — | 2,982,054 | — | 2,982,054 | ||||||||||||
Health Care Providers & Services | — | 24,253,501 | — | 24,253,501 | ||||||||||||
Health Care Technology | — | 3,967,612 | — | 3,967,612 | ||||||||||||
Hotels, Restaurants & Leisure | 18,908 | 25,349,260 | — | 25,368,168 | ||||||||||||
Household Durables | — | 3,909,164 | — | 3,909,164 | ||||||||||||
Household Products | — | — | — | — | ||||||||||||
Independent Power and Renewable Electricity Producers | — | 7,594,658 | — | 7,594,658 | ||||||||||||
Insurance | — | 11,989,231 | — | 11,989,231 | ||||||||||||
Interactive Media & Services | — | 4,606,118 | — | 4,606,118 | ||||||||||||
Internet & Direct Marketing Retail | — | 136,574 | — | 136,574 | ||||||||||||
Internet Software & Services | — | 6,680,050 | — | 6,680,050 | ||||||||||||
IT Services | — | 5,339,940 | — | 5,339,940 | ||||||||||||
Leisure Products | — | 776,381 | — | 776,381 | ||||||||||||
Machinery | — | 4,081,706 | — | 4,081,706 | ||||||||||||
Media | — | 53,365,786 | — | 53,365,786 | ||||||||||||
Metals & Mining | — | 10,992,099 | — | 10,992,099 | ||||||||||||
Multi-line Retail | — | 1,011,550 | — | 1,011,550 | ||||||||||||
Offshore Drilling & Other Services | — | 656,654 | — | 656,654 | ||||||||||||
Oil, Gas & Consumable Fuels | 227,632 | 53,153,122 | 1,359,182 | 54,739,936 | ||||||||||||
Personal Products | — | 354,300 | — | 354,300 | ||||||||||||
Pharmaceuticals | — | 10,953,976 | — | 10,953,976 | ||||||||||||
Producer Durables: Miscellaneous | — | 785,941 | — | 785,941 | ||||||||||||
Professional Services | — | 1,511,000 | — | 1,511,000 | ||||||||||||
Real Estate Management & Development | — | 22,687,727 | — | 22,687,727 | ||||||||||||
Road & Rail | — | 2,497,923 | — | 2,497,923 | ||||||||||||
Semiconductors & Semiconductor Equipment | — | 8,305,143 | — | 8,305,143 | ||||||||||||
Software | — | 10,216,078 | — | 10,216,078 | ||||||||||||
Specialty Retail | — | 3,482,019 | — | 3,482,019 | ||||||||||||
Technology Hardware, Storage & Peripherals | — | 652,355 | — | 652,355 | ||||||||||||
Textiles, Apparel & Luxury Goods | — | 805,997 | — | 805,997 | ||||||||||||
Thrifts & Mortgage Finance | — | 1,439,510 | — | 1,439,510 | ||||||||||||
Transportation | — | 121,570 | — | 121,570 | ||||||||||||
Transportation Infrastructure | — | 1,234,752 | — | 1,234,752 | ||||||||||||
Utilities | — | 3,232,827 | — | 3,232,827 | ||||||||||||
Wireless Telecommunication Services | — | 15,287,246 | — | 15,287,246 | ||||||||||||
Floating Rate Loan Interests | — | 281,119,089 | 8,607,879 | 289,726,968 | ||||||||||||
Foreign Agency Obligations | — | 21,170,831 | — | 21,170,831 | ||||||||||||
Investment Companies | 3,135,220 | — | — | 3,135,220 | ||||||||||||
Non-Agency Mortgage-Backed Securities | — | 8,919,577 | — | 8,919,577 | ||||||||||||
Other Interests | — | — | — | — | ||||||||||||
Preferred Securities | ||||||||||||||||
Capital Trusts | — | 27,329,510 | — | 27,329,510 | ||||||||||||
Preferred Stocks | 10,432,792 | — | — | 10,432,792 | ||||||||||||
Trust Preferred | 194,020 | — | — | 194,020 | ||||||||||||
U.S. Government Sponsored Agency Securities | — | 40,121,349 | — | 40,121,349 | ||||||||||||
U.S. Treasury Obligations | — | 33,913,867 | — | 33,913,867 | ||||||||||||
Warrants | 4,140 | — | — | 4,140 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds | 6,759,876 | — | — | 6,759,876 |
S C H E D U L E O F I N V E S T M E N T S | 48 |
Schedule of Investments (unaudited) (continued) September 30, 2021
| BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Options Purchased | ||||||||||||||||
Interest Rate Contracts | $ | 69,325 | $ | 3,008,225 | $ | — | $ | 3,077,550 | ||||||||
Unfunded Floating Rate Loan Interests(a) | — | 213 | — | 213 | ||||||||||||
Liabilities | ||||||||||||||||
Investments | ||||||||||||||||
TBA Sale Commitments | — | (2,474,531 | ) | — | (2,474,531 | ) | ||||||||||
Unfunded Floating Rate Loan Interests(a) | — | (444 | ) | — | (444 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 21,136,978 | $ | 923,949,917 | $ | 10,398,550 | 955,485,445 | ||||||||||
|
|
|
|
|
|
|
| |||||||||
Investments Valued at NAV(b) | 1,415 | |||||||||||||||
|
| |||||||||||||||
$ | 955,486,860 | |||||||||||||||
|
| |||||||||||||||
Derivative Financial Instruments(c) | ||||||||||||||||
Assets | ||||||||||||||||
Credit Contracts | $ | — | $ | 294,679 | $ | — | $ | 294,679 | ||||||||
Foreign Currency Exchange Contracts | — | 384,931 | — | 384,931 | ||||||||||||
Interest Rate Contracts | 1,329,422 | 645,782 | — | 1,975,204 | ||||||||||||
Liabilities | ||||||||||||||||
Credit Contracts | — | (268,539 | ) | — | (268,539 | ) | ||||||||||
Foreign Currency Exchange Contracts | — | (287 | ) | — | (287 | ) | ||||||||||
Interest Rate Contracts | (516,331 | ) | (3,772,409 | ) | — | (4,288,740 | ) | |||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 813,091 | $ (2,715,843 | ) | $ | — | $ (1,902,752 | ) | |||||||||
|
|
|
|
|
|
|
|
(a) | Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment. |
(b) | Certain investments of the Fund were fair valued using NAV per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy. |
(c) | Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. |
The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $314,501,539 are categorized as Level 2 within the fair value hierarchy.
A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:
Asset-Backed Securities | Common Stocks | Corporate Bonds | Floating Rate Loan | Other Interests | Warrants | Total | ||||||||||||||||||||||
Assets | ||||||||||||||||||||||||||||
Opening balance, as of December 31, 2020 | $ | 814,296 | $ | 24,676 | $ | 1,642,502 | $ | 7,511,633 | $ | — | (a) | $ | — | (a) | $ | 9,993,107 | ||||||||||||
Transfers into Level 3 | — | — | — | 2,605,573 | — | — | 2,605,573 | |||||||||||||||||||||
Transfers out of Level 3 | — | (10,601 | ) | — | (3,539,144 | ) | — | — | (a) | (3,549,745 | ) | |||||||||||||||||
Accrued discounts/premiums | (59,706 | ) | — | 5,835 | 7,807 | — | — | (46,064 | ) | |||||||||||||||||||
Net realized gain (loss) | 6,000 | — | 963 | 13,901 | — | — | 20,864 | |||||||||||||||||||||
Net change in unrealized appreciation (depreciation)(b) | 46,027 | (8,234 | ) | (41,264 | ) | 44,623 | — | — | 41,152 | |||||||||||||||||||
Purchases | — | — | 3,456 | 4,242,715 | — | — | 4,246,171 | |||||||||||||||||||||
Sales | (592,681 | ) | — | (40,598 | ) | (2,279,229 | ) | — | — | (2,912,508 | ) | |||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||||||||||
Closing balance, as of September 30, 2021 | $ | 213,936 | $ | 5,841 | $ | 1,570,894 | $ | 8,607,879 | $ | — | (a) | $ | — | $ | 10,398,550 | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||||||||||
Net change in unrealized appreciation (depreciation) on investments still held at | ||||||||||||||||||||||||||||
September 30, 2021(b) | $ | 53,617 | $ (8,234 | ) | $ (41,264 | ) | $ | 62,663 | $ | — | $ | — | $ | 66,782 | ||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) | Rounds to less than $1. |
(b) | Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2021 is generally due to investments no longer held or categorized as Level 3 at period end. |
The Fund’s financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.
49 |
Schedule of Investments (unaudited) (continued) September 30, 2021 | BlackRock Limited Duration Income Trust (BLW) |
Currency Abbreviation
CAD | Canadian Dollar | |||||
EUR | Euro | |||||
GBP | British Pound | |||||
USD | United States Dollar |
Portfolio Abbreviation
ABS | Asset-Backed Security | |||||
CLO | Collateralized Loan Obligation | |||||
CMT | Constant Maturity Treasury | |||||
CR | Custodian Receipt | |||||
DAC | Designated Activity Company | |||||
DIP | Debtor-In-Possession | |||||
ETF | Exchange-Traded Fund | |||||
EURIBOR | Euro Interbank Offered Rate | |||||
LIBOR | London Interbank Offered Rate | |||||
MSCI | Morgan Stanley Capital International | |||||
MTN | Medium-Term Note | |||||
PCL | Public Company Limited | |||||
PIK | Payment-in-Kind | |||||
PJSC | Public Joint Stock Company | |||||
REIT | Real Estate Investment Trust | |||||
SAB | Special Assessment Bonds | |||||
TBA | To-Be-Announced |
S C H E D U L E O F I N V E S T M E N T S | 50 |