| | |
Schedule of Investments (unaudited) March 31, 2022 | | 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%), 2.35%, 04/20/34(a)(b) | | | USD | | | | 1,000 | | | $ | 984,524 | |
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 3.26%, 10/21/28(a)(b) | | | | | | | 1,000 | | | | 970,312 | |
ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 6.24%, 10/15/29(a)(b) | | | | | | | 285 | | | | 272,892 | |
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 5.78%, 01/28/31(a)(b) | | | | | | | 850 | | | | 772,897 | |
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 2.88%, 01/28/31(a)(b) | | | | | | | 250 | | | | 241,263 | |
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 3.78%, 01/28/31(a)(b) | | | | | | | 1,000 | | | | 974,885 | |
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 0.76%, 06/25/36(a) | | | | | | | 4,521 | | | | 3,296,251 | |
Bain Capital Credit CLO Ltd.(a)(b) | | | | | | | | | | | | |
Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 3.55%, 07/19/34 | | | | | | | 300 | | | | 295,485 | |
Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 3.36%, 07/24/34 | | | | | | | 250 | | | | 244,247 | |
Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 2.29%, 07/15/34(a)(b) | | | | | | | 250 | | | | 246,951 | |
CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 6.01%, 07/16/31(a)(b) | | | | | | | 500 | | | | 461,927 | |
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 2.25%, 04/20/32(a)(b) | | | | | | | 250 | | | | 247,761 | |
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 6.69%, 07/20/32(a)(b) | | | | | | | 500 | | | | 475,406 | |
CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 3.07%, 04/27/31(a)(b) | | | | | | | 250 | | | | 244,876 | |
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36 | | | | | | | 364 | | | | 298,038 | |
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 3.20%, 10/20/30(a)(b) | | | | | | | 250 | | | | 242,967 | |
Countrywide Asset-Backed Certificates, Series 2006- 26, Class 1A, (1 mo. LIBOR US + 0.14%), 0.60%, 06/25/37(a) | | | | | | | 588 | | | | 551,935 | |
Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30(b) | | | | | | | 269 | | | | 263,081 | |
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 2.89%, 04/18/31(a)(b) | | | | | | | 250 | | | | 242,480 | |
Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 7.52%, 04/20/32(a)(b) | | | | | | | 250 | | | | 240,401 | |
Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), 7.05%, 04/20/34(a)(b) | | | | | | | 250 | | | | 246,674 | |
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 2.25%, 10/20/34(a)(b) | | | | | | | 436 | | | | 432,512 | |
Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 3.85%, 10/20/29(a)(b) | | | | | | | 250 | | | | 248,533 | |
Generate CLO 4 Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 7.00%, 04/20/32(a)(b) | | | | | | | 1,000 | | | | 962,167 | |
Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 3.75%, 01/22/35(a)(b) | | | | | | | 750 | | | | 743,879 | |
Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 6.81%, 07/20/34(a)(b) | | | | | | | 250 | | | | 247,676 | |
| | | | | | | | |
Security | | Par (000) | | | Value | |
| |
Asset-Backed Securities (continued) | | | | |
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 6.69%, 04/15/33(a)(b) | | USD | 250 | | | $ | 246,937 | |
Litigation Fee Residual Funding Trust, 4.00%, 10/30/27(c) | | | 89 | | | | 87,269 | |
Madison Park Funding XXIX Ltd., Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 5.94%, 10/18/30(a)(b) | | | 250 | | | | 239,223 | |
Neuberger Berman CLO XX Ltd., Series 2015-20A, (3 mo. LIBOR US + 6.50%), 6.74%, 07/15/34(a)(b) | | | 790 | | | | 768,651 | |
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 6.35%, 01/20/32(a)(b) | | | 425 | | | | 415,965 | |
Oaktree CLO Ltd., Series 2015-1A, Class DR, (3 mo. LIBOR US + 5.20%), 5.45%, 10/20/27(a)(b) | | | 500 | | | | 492,506 | |
Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 3.29%, 07/15/34(a)(b) | | | 250 | | | | 247,291 | |
Octagon Investment Partners 31 LLC, Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 6.55%, 07/20/30(a)(b) | | | 500 | | | | 477,032 | |
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 3.39%, 10/17/29(a)(b) | | | 250 | | | | 243,532 | |
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 5.79%, 01/20/31(a)(b) | | | 250 | | | | 231,538 | |
Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 3.19%, 01/20/35(a)(b) | | | 250 | | | | 245,110 | |
Regional Management Issuance, 3.88%, 10/17/33(c) | | | 980 | | | | 933,450 | |
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 3.09%, 10/15/29(a)(b) | | | 500 | | | | 491,266 | |
Sterling Coofs Trust(c) | | | | | | | | |
Series 2004-1, Class A, 2.36%, 04/15/29 | | | 844 | | | | 8,436 | |
Series 2004-2, Class Note, 2.08%, 03/30/30(b) | | | 1,307 | | | | 13,068 | |
TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 3.31%, 04/26/28(a)(b) | | | 500 | | | | 499,034 | |
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 7.29%, 04/15/33(a)(b) | | | 250 | | | | 243,759 | |
Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 3.38%, 10/25/34(a)(b) | | | 500 | | | | 490,492 | |
Unique Pub Finance Co. PLC, Series N, 6.46%, 03/30/32(d) | | GBP | 50 | | | | 77,178 | |
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 3.61%, 10/24/34(a)(b) | | USD | 500 | | | | 489,343 | |
Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 3.47%, 10/15/34(a)(b) | | | 250 | | | | 247,152 | |
| | | | | | | | |
| |
Total Asset-Backed Securities — 3.9% (Cost: $21,881,082) | | | | 21,638,252 | |
| | | | | | | | |
| | |
| | Shares | | | | |
| | |
Common Stocks | | | | | | | | |
| | |
Auto Components — 0.0% | | | | | | |
Lear Corp. | | | 178 | | | | 25,381 | |
| | | | | | | | |
| |
Construction & Engineering — 0.0% | | | | |
McDermott International Ltd.(e) | | | 47,837 | | | | 31,572 | |
| | | | | | | | |
| |
Diversified Financial Services — 0.0% | | | | |
Kcad Holdings I Ltd.(c) | | | 546,753,936 | | | | 5,468 | |
| | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| |
Diversified Telecommunication Services — 0.0% | | | | |
Liberty Global PLC, Class A(e) | | | | | | | 193 | | | $ | 4,923 | |
| | | | | | | | | | | | |
| | |
Household Durables — 0.0% | | | | | | |
Berkline Benchcraft Equity LLC(c) | | | | | | | 3,155 | | | | — | |
| | | | | | | | | | | | |
| | | |
Metals & Mining — 0.0% | | | | | | | | | |
Ameriforge Group, Inc. | | | | | | | 801 | | | | 801 | |
Preferred Proppants LLC(c) | | | | | | | 2,869 | | | | 416 | |
Preferred Proppants LLC, (Acquired 02/12/19, Cost: $0)(c)(f) | | | | | | | 2,869 | | | | — | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,217 | |
| |
Oil, Gas & Consumable Fuels — 0.0% | | | | |
California Resources Corp. | | | | | | | 700 | | | | 31,311 | |
| | | | | | | | | | | | |
| | | |
Software — 0.0% | | | | | | | | | |
Avaya Holdings Corp.(e) | | | | | | | 19 | | | | 241 | |
| | | | | | | | | | | | |
| | | |
Specialty Retail — 0.0% | | | | | | | | | |
Neiman Marcus Group, Inc. | | | | | | | 1,330 | | | | 217,788 | |
| | | | | | | | | | | | |
| | | |
Total Common Stocks — 0.0% (Cost: $7,528,043) | | | | | | | | 317,901 | |
| | | | | | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Corporate Bonds | | | | | | | | | | | | |
| | | |
Advertising Agencies — 0.0% | | | | | | | | | |
Interpublic Group of Cos., Inc., 5.40%, 10/01/48(g) | | | USD | | | | 200 | | | | 237,919 | |
| | | | | | | | | | | | |
| | | |
Aerospace & Defense — 2.2% | | | | | | | | | |
Amsted Industries, Inc., 5.63%, 07/01/27(b) | | | | | | | 156 | | | | 156,390 | |
Boeing Co., 3.20%, 03/01/29(g) | | | | | | | 500 | | | | 476,464 | |
Bombardier, Inc.(b) | | | | | | | | | | | | |
7.50%, 12/01/24 | | | | | | | 159 | | | | 164,168 | |
7.50%, 03/15/25 | | | | | | | 29 | | | | 29,148 | |
7.13%, 06/15/26(g) | | | | | | | 640 | | | | 627,200 | |
7.88%, 04/15/27(g) | | | | | | | 539 | | | | 527,743 | |
6.00%, 02/15/28 | | | | | | | 453 | | | | 424,570 | |
7.45%, 05/01/34 | | | | | | | 100 | | | | 101,500 | |
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b) | | | | | | | 423 | | | | 380,700 | |
Howmet Aerospace, Inc., 5.13%, 10/01/24 | | | | | | | 5 | | | | 5,175 | |
Rolls-Royce PLC, 5.75%, 10/15/27(b)(g) | | | | | | | 618 | | | | 634,315 | |
Spirit AeroSystems, Inc.(b) | | | | | | | | | | | | |
5.50%, 01/15/25 | | | | | | | 181 | | | | 181,452 | |
7.50%, 04/15/25 | | | | | | | 32 | | | | 33,154 | |
TransDigm, Inc. | | | | | | | | | | | | |
8.00%, 12/15/25(b)(g) | | | | | | | 815 | | | | 852,311 | |
6.25%, 03/15/26(b)(g) | | | | | | | 6,032 | | | | 6,192,692 | |
6.38%, 06/15/26 | | | | | | | 89 | | | | 89,803 | |
7.50%, 03/15/27 | | | | | | | 105 | | | | 108,150 | |
4.63%, 01/15/29 | | | | | | | 367 | | | | 343,134 | |
4.88%, 05/01/29 | | | | | | | 300 | | | | 281,181 | |
Triumph Group, Inc., 8.88%, 06/01/24(b)(g) | | | | | | | 685 | | | | 723,497 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 12,332,747 | |
| | | |
Airlines — 1.8% | | | | | | | | | |
Air Canada, 3.88%, 08/15/26(b) | | | | | | | 384 | | | | 362,400 | |
Air France-KLM, 3.88%, 07/01/26(d) | | | EUR | | | | 100 | | | | 100,669 | |
American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24(g) | | | USD | | | | 664 | | | | 661,945 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Airlines (continued) | | | | | | | | | |
American Airlines, Inc., 11.75%, 07/15/25(b)(g) | | | USD | | | | 497 | | | $ | 580,243 | |
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b)(g) | | | | | | | | | | | | |
5.50%, 04/20/26 | | | | | | | 828 | | | | 833,817 | |
5.75%, 04/20/29 | | | | | | | 1,075 | | | | 1,070,669 | |
Avianca Midco 2 Ltd., 9.00%, 12/01/28(b) | | | | | | | 151 | | | | 145,026 | |
Azul Investments LLP, 5.88%, 10/26/24(d) | | | | | | | 200 | | | | 175,162 | |
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28(b)(g) | | | | | | | 138 | | | | 139,057 | |
Deutsche Lufthansa AG, 3.50%, 07/14/29(d) | | | EUR | | | | 100 | | | | 102,018 | |
Finnair OYJ, 4.25%, 05/19/25(d) | | | | | | | 100 | | | | 98,024 | |
Gol Finance SA(b) | | | | | | | | | | | | |
7.00%, 01/31/25 | | | USD | | | | 200 | | | | 163,750 | |
8.00%, 06/30/26 | | | | | | | 200 | | | | 178,860 | |
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b) | | | | | | | 249 | | | | 249,142 | |
International Consolidated Airlines Group SA, 2.75%, 03/25/25(d) | | | EUR | | | | 100 | | | | 105,081 | |
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b)(g) | | | USD | | | | 673 | | | | 701,602 | |
United Airlines Pass-Through Trust(g) | | | | | | | | | | | | |
Series 2015-1, Class A, 3.70%, 12/01/22 | | | | | | | 2,430 | | | | 2,445,823 | |
Series 2020-1, Class A, 5.88%, 10/15/27 | | | | | | | 481 | | | | 498,176 | |
Series 2020-1, Class B, 4.88%, 07/15/27 | | | | | | | 43 | | | | 42,636 | |
United Airlines, Inc.(b) | | | | | | | | | | | | |
4.38%, 04/15/26(g) | | | | | | | 459 | | | | 451,507 | |
4.63%, 04/15/29 | | | | | | | 585 | | | | 556,306 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,661,913 | |
| | | |
Auto Components — 1.1% | | | | | | | | | |
Aptiv PLC, 4.40%, 10/01/46(g) | | | | | | | 240 | | | | 232,589 | |
Clarios Global LP, 6.75%, 05/15/25(b) | | | | | | | 486 | | | | 503,268 | |
Clarios Global LP/Clarios U.S. Finance Co.(b)(g) | | | | | | | | | | | | |
6.25%, 05/15/26 | | | | | | | 1,373 | | | | 1,412,474 | |
8.50%, 05/15/27 | | | | | | | 2,499 | | | | 2,592,712 | |
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26(d) | | | EUR | | | | 100 | | | | 109,242 | |
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b) | | | USD | | | | 334 | | | | 334,835 | |
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29(b) | | | | | | | 111 | | | | 96,511 | |
Faurecia SE, 3.75%, 06/15/28(d) | | | EUR | | | | 100 | | | | 103,829 | |
Goodyear Tire & Rubber Co. | | | | | | | | | | | | |
5.00%, 07/15/29(b) | | | USD | | | | 131 | | | | 122,034 | |
5.25%, 07/15/31(b) | | | | | | | 160 | | | | 147,952 | |
5.63%, 04/30/33 | | | | | | | 307 | | | | 282,440 | |
ZF Finance GmbH(d) | | | | | | | | | | | | |
3.00%, 09/21/25 | | | EUR | | | | 100 | | | | 108,558 | |
2.00%, 05/06/27 | | | | | | | 100 | | | | 99,515 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,145,959 | |
| | | |
Automobiles — 1.8% | | | | | | | | | |
Allison Transmission, Inc.(b) | | | | | | | | | | | | |
5.88%, 06/01/29(g) | | | USD | | | | 396 | | | | 403,710 | |
3.75%, 01/30/31 | | | | | | | 287 | | | | 260,352 | |
Asbury Automotive Group, Inc. | | | | | | | | | | | | |
4.50%, 03/01/28 | | | | | | | 129 | | | | 123,917 | |
4.75%, 03/01/30 | | | | | | | 124 | | | | 117,025 | |
5.00%, 02/15/32(b) | | | | | | | 157 | | | | 145,938 | |
Carvana Co.(b) 5.50%, 04/15/27 | | | | | | | 290 | | | | 258,825 | |
| | |
SCHEDULE OF INVESTMENTS | | 2 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Automobiles (continued) | | | | | | | | | |
Carvana Co.(b) (continued) 4.88%, 09/01/29 | | | USD | | | | 224 | | | $ | 184,987 | |
Constellation Automotive Financing PLC, 4.88%, 07/15/27(d) | | | GBP | | | | 100 | | | | 119,871 | |
Ford Motor Co. | | | | | | | | | | | | |
4.35%, 12/08/26 | | | USD | | | | 11 | | | | 11,067 | |
3.25%, 02/12/32(g) | | | | | | | 623 | | | | 556,420 | |
5.29%, 12/08/46 | | | | | | | 48 | | | | 46,589 | |
Ford Motor Credit Co. LLC | | | | | | | | | | | | |
2.98%, 08/03/22(g) | | | | | | | 449 | | | | 449,000 | |
3.35%, 11/01/22(g) | | | | | | | 215 | | | | 215,495 | |
3.81%, 01/09/24(g) | | | | | | | 629 | | | | 627,978 | |
4.69%, 06/09/25 | | | | | | | 200 | | | | 201,432 | |
5.13%, 06/16/25(g) | | | | | | | 490 | | | | 499,800 | |
4.13%, 08/04/25(g) | | | | | | | 411 | | | | 410,538 | |
3.38%, 11/13/25(g) | | | | | | | 200 | | | | 195,489 | |
4.39%, 01/08/26(g) | | | | | | | 400 | | | | 398,964 | |
2.70%, 08/10/26 | | | | | | | 295 | | | | 274,353 | |
3.82%, 11/02/27 | | | | | | | 200 | | | | 189,500 | |
2.90%, 02/16/28(g) | | | | | | | 295 | | | | 266,606 | |
5.11%, 05/03/29(g) | | | | | | | 526 | | | | 529,119 | |
4.00%, 11/13/30 | | | | | | | 200 | | | | 188,340 | |
General Motors Financial Co., Inc., 2.70%, 08/20/27(g) | | | | | | | 1,500 | | | | 1,411,244 | |
Group 1 Automotive, Inc., 4.00%, 08/15/28(b) | | | | | | | 45 | | | | 41,906 | |
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28(d) | | | EUR | | | | 100 | | | | 99,915 | |
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) | | | USD | | | | 122 | | | | 114,680 | |
LCM Investments Holdings II LLC, 4.88%, 05/01/29(b) | | | | | | | 292 | | | | 275,788 | |
Lithia Motors, Inc., 3.88%, 06/01/29(b) | | | | | | | 131 | | | | 123,827 | |
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) | | | | | | | 178 | | | | 157,530 | |
Penske Automotive Group, Inc. | | | | | | | | | | | | |
3.50%, 09/01/25 | | | | | | | 214 | | | | 212,395 | |
3.75%, 06/15/29 | | | | | | | 69 | | | | 61,725 | |
Renault SA, 2.38%, 05/25/26(d) | | | EUR | | | | 100 | | | | 104,213 | |
Sonic Automotive, Inc., 4.63%, 11/15/29(b) | | | USD | | | | 59 | | | | 53,100 | |
TML Holdings Pte. Ltd., 4.35%, 06/09/26(d) | | | | | | | 200 | | | | 188,500 | |
Wabash National Corp., 4.50%, 10/15/28(b) | | | | | | | 220 | | | | 198,000 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,718,138 | |
| | | |
Banks — 1.4% | | | | | | | | | |
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25(d) | | | EUR | | | | 100 | | | | 103,987 | |
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(d) | | | | | | | 100 | | | | 103,560 | |
Banco de Sabadell SA, (5 year EUR Swap + 2.20%), 2.00%, 01/17/30(a)(d) | | | | | | | 100 | | | | 104,767 | |
Banco Espirito Santo SA | | | | | | | | | | | | |
4.75%, 01/15/22 | | | | | | | 100 | | | | 16,041 | |
4.00%, 01/21/22 | | | | | | | 100 | | | | 16,041 | |
Bangkok Bank PCL | | | | | | | | | | | | |
(5 year CMT + 1.90%), 3.73%, 09/25/34(a)(d) | | | USD | | | | 231 | | | | 215,379 | |
(5 year CMT + 4.73%), 5.00% | | | | | | | 201 | | | | 196,327 | |
Bank Leumi Le-Israel BM, (5 year CMT + 1.63%), 3.28%, 01/29/31(a)(b)(d)(g) | | | | | | | 200 | | | | 187,250 | |
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%(a)(d)(h) | | | | | | | 200 | | | | 200,000 | |
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25(d) | | | | | | | 200 | | | | 193,022 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Banks (continued) | | | | | | | | | |
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(d)(h) | | | USD | | | | 250 | | | $ | 248,328 | |
Emirates NBD Bank PJSC, (Update Replacements.xls: CMTUSD6Y + 3.66%), 6.13%(a)(d)(h) | | | | | | | 250 | | | | 252,500 | |
Grupo Aval Ltd., 4.38%, 02/04/30(b) | | | | | | | 200 | | | | 173,196 | |
Intesa Sanpaolo SpA, 5.02%, 06/26/24(b)(g) | | | | | | | 2,442 | | | | 2,461,153 | |
Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%(a)(d)(h) | | | | | | | 202 | | | | 189,122 | |
NBK Tier 1 Ltd., 3.63%(a)(b)(h) | | | | | | | 279 | | | | 260,691 | |
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24(a)(b)(g) | | | | | | | 1,500 | | | | 1,510,562 | |
SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%(a)(g)(h) | | | | | | | 1,000 | | | | 925,000 | |
Wells Fargo & Co., (5 year CMT + 3.45%), 3.90%(a)(g)(h) | | | | | | | 365 | | | | 349,871 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 7,706,797 | |
| | | |
Beverages — 1.4% | | | | | | | | | |
Anheuser-Busch Cos., LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46(g) | | | | | | | 800 | | | | 889,716 | |
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(g)(i) | | | | | | | 633 | | | | 579,242 | |
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29(b)(g) | | | | | | | 1,098 | | | | 989,463 | |
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(b) | | | | | | | | | | | | |
4.13%, 08/15/26 | | | | | | | 276 | | | | 265,905 | |
4.75%, 07/15/27 | | | GBP | | | | 100 | | | | 119,641 | |
5.25%, 08/15/27(g) | | | USD | | | | 652 | | | | 602,692 | |
Ball Corp. | | | | | | | | | | | | |
2.88%, 08/15/30 | | | | | | | 36 | | | | 32,276 | |
3.13%, 09/15/31(g) | | | | | | | 377 | | | | 336,925 | |
Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b) | | | | | | | 211 | | | | 194,647 | |
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 | | | | | | | 34 | | | | 38,367 | |
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24(b)(g) | | | | | | | 794 | | | | 790,846 | |
OI European Group BV, 2.88%, 02/15/25(d) | | | EUR | | | | 100 | | | | 108,406 | |
Silgan Holdings, Inc., 4.13%, 02/01/28 | | | USD | | | | 58 | | | | 55,680 | |
Triton Water Holdings, Inc., 6.25%, 04/01/29(b) | | | | | | | 173 | | | | 147,498 | |
Trivium Packaging Finance BV(b)(g) | | | | | | | | | | | | |
5.50%, 08/15/26 | | | | | | | 1,004 | | | | 999,864 | |
8.50%, 08/15/27 | | | | | | | 1,367 | | | | 1,360,165 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 7,511,333 | |
| | | |
Biotechnology — 0.0% | | | | | | | | | |
Cidron Aida Finco Sarl, 5.00%, 04/01/28(d) | | | EUR | | | | 100 | | | | 103,591 | |
| | | | | | | | | | | | |
| | | |
Building Materials — 0.6% | | | | | | | | | |
Cemex SAB de CV, 5.45%, 11/19/29(d) | | | USD | | | | 200 | | | | 203,250 | |
Cornerstone Building Brands, Inc., 6.13%, 01/15/29(b) | | | | | | | 330 | | | | 306,256 | |
CP Atlas Buyer, Inc., 7.00%, 12/01/28(b) | | | | | | | 406 | | | | 346,172 | |
James Hardie International Finance DAC, 5.00%, 01/15/28(b) | | | | | | | 200 | | | | 196,882 | |
Jeld-Wen, Inc.(b) | | | | | | | | | | | | |
6.25%, 05/15/25 | | | | | | | 146 | | | | 150,434 | |
4.63%, 12/15/25 | | | | | | | 55 | | | | 52,938 | |
4.88%, 12/15/27 | | | | | | | 17 | | | | 16,278 | |
Masonite International Corp.(b) | | | | | | | | | | | | |
Class C, 5.38%, 02/01/28 | | | | | | | 101 | | | | 101,757 | |
Class C, 3.50%, 02/15/30 | | | | | | | 214 | | | | 192,332 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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., Inc.(b) | | | | | | | | | | | | |
5.25%, 07/15/28 | | | USD | | | | 81 | | | $ | 77,872 | |
9.75%, 07/15/28 | | | | | | | 38 | | | | 38,333 | |
SRM Escrow Issuer LLC, 6.00%, 11/01/28(b)(g) | | | | | | | 489 | | | | 482,281 | |
Standard Industries, Inc.(b)(g) | | | | | | | | | | | | |
5.00%, 02/15/27 | | | | | | | 174 | | | | 172,483 | |
4.75%, 01/15/28 | | | | | | | 46 | | | | 43,988 | |
4.38%, 07/15/30 | | | | | | | 595 | | | | 544,993 | |
3.38%, 01/15/31 | | | | | | | 224 | | | | 196,000 | |
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29(b) | | | | | | | 235 | | | | 232,062 | |
Victors Merger Corp., 6.38%, 05/15/29(b) | | | | | | | 159 | | | | 130,156 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,484,467 | |
| | | |
Building Products(b) — 0.7% | | | | | | | | | |
Advanced Drainage Systems, Inc., 5.00%, 09/30/27 | | | | | | | 262 | | | | 262,375 | |
Beacon Roofing Supply, Inc., 4.13%, 05/15/29 | | | | | | | 100 | | | | 92,381 | |
Foundation Building Materials, Inc., 6.00%, 03/01/29(g) | | | | | | | 193 | | | | 173,700 | |
GYP Holdings III Corp., 4.63%, 05/01/29 | | | | | | | 237 | | | | 219,464 | |
LBM Acquisition LLC, 6.25%, 01/15/29 | | | | | | | 482 | | | | 451,470 | |
Patrick Industries, Inc., 4.75%, 05/01/29 | | | | | | | 64 | | | | 55,040 | |
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 | | | | | | | 258 | | | | 262,335 | |
SRS Distribution, Inc. | | | | | | | | | | | | |
4.63%, 07/01/28(g) | | | | | | | 434 | | | | 414,561 | |
6.13%, 07/01/29(g) | | | | | | | 392 | | | | 361,620 | |
6.00%, 12/01/29 | | | | | | | 411 | | | | 380,175 | |
White Cap Buyer LLC, 6.88%, 10/15/28(g) | | | | | | | 739 | | | | 700,269 | |
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26(i) | | | | | | | 210 | | | | 206,325 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,579,715 | |
| | | |
Capital Markets — 1.0% | | | | | | | | | |
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%(a)(g)(h) | | | | | | | 2,835 | | | | 2,546,170 | |
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b) | | | | | | | 214 | | | | 201,160 | |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | | | | | | | | | | | | |
6.25%, 05/15/26(g) | | | | | | | 366 | | | | 373,320 | |
5.25%, 05/15/27(g) | | | | | | | 583 | | | | 572,171 | |
4.38%, 02/01/29 | | | | | | | 201 | | | | 184,417 | |
Kane Bidco Ltd.(d) | | | | | | | | | | | | |
5.00%, 02/15/27 | | | EUR | | | | 100 | | | | 108,059 | |
6.50%, 02/15/27 | | | GBP | | | | 100 | | | | 127,771 | |
NFP Corp.(b)(g) | | | | | | | | | | | | |
4.88%, 08/15/28 | | | USD | | | | 433 | | | | 413,515 | |
6.88%, 08/15/28 | | | | | | | 862 | | | | 823,210 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 5,349,793 | |
| | | |
Chemicals — 1.7% | | | | | | | | | |
Alpek SAB de CV, 3.25%, 02/25/31(b) | | | | | | | 200 | | | | 180,500 | |
Ashland LLC, 3.38%, 09/01/31(b)(g) | | | | | | | 351 | | | | 309,757 | |
Axalta Coating Systems LLC, 3.38%, 02/15/29(b) | | | | | | | 447 | | | | 393,002 | |
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b) | | | | | | | 170 | | | | 163,548 | |
Braskem Idesa SAPI, 6.99%, 02/20/32(b) | | | | | | | 200 | | | | 195,500 | |
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81(a)(b) | | | | | | | 278 | | | | 304,062 | |
Chemours Co., 4.00%, 05/15/26 | | | EUR | | | | 100 | | | | 106,255 | |
Diamond (BC) B.V., 4.63%, 10/01/29(b) | | | USD | | | | 303 | | | | 271,943 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Chemicals (continued) | | | | | | | | | |
Element Solutions, Inc., 3.88%, 09/01/28(b)(g) | | | USD | | | | 1,289 | | | $ | 1,203,604 | |
Equate Petrochemical BV, 2.63%, 04/28/28(b)(g) | | | | | | | 200 | | | | 184,750 | |
EverArc Escrow Sarl, 5.00%, 10/30/29(b) | | | | | | | 550 | | | | 502,562 | |
GCP Applied Technologies, Inc., 5.50%, 04/15/26(b) | | | | | | | 165 | | | | 167,063 | |
HB Fuller Co., 4.25%, 10/15/28 | | | | | | | 98 | | | | 91,748 | |
Herens Holdco Sarl, 4.75%, 05/15/28(b)(g) | | | | | | | 412 | | | | 369,453 | |
Herens Midco Sarl, 5.25%, 05/15/29(d) | | | EUR | | | | 100 | | | | 94,452 | |
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)(g) | | | USD | | | | 384 | | | | 388,800 | |
Ingevity Corp., 3.88%, 11/01/28(b) | | | | | | | 84 | | | | 75,922 | |
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(i) | | | | | | | 230 | | | | 223,100 | |
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b) | | | | | | | 113 | | | | 105,130 | |
Lune Holdings Sarl, 5.63%, 11/15/28(d) | | | EUR | | | | 100 | | | | 98,884 | |
Minerals Technologies, Inc., 5.00%, 07/01/28(b) | | | USD | | | | 169 | | | | 160,973 | |
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(d) | | | EUR | | | | 100 | | | | 108,412 | |
NOVA Chemicals Corp., 4.88%, 06/01/24(b) | | | USD | | | | 67 | | | | 67,753 | |
Sasol Financing USA LLC, 5.50%, 03/18/31 | | | | | | | 200 | | | | 186,500 | |
SCIH Salt Holdings, Inc., 6.63%, 05/01/29(b)(g) | | | | | | | 146 | | | | 131,058 | |
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26(b) | | | | | | | 239 | | | | 219,880 | |
Scotts Miracle-Gro Co. | | | | | | | | | | | | |
4.00%, 04/01/31 | | | | | | | 262 | | | | 228,460 | |
4.38%, 02/01/32 | | | | | | | 27 | | | | 23,911 | |
Valvoline, Inc., 3.63%, 06/15/31(b) | | | | | | | 1 | | | | 864 | |
WESCO Distribution, Inc.(b)(g) | | | | | | | | | | | | |
7.13%, 06/15/25 | | | | | | | 676 | | | | 703,256 | |
7.25%, 06/15/28 | | | | | | | 616 | | | | 654,275 | |
WR Grace Holdings LLC(b) | | | | | | | | | | | | |
5.63%, 10/01/24 | | | | | | | 216 | | | | 218,851 | |
5.63%, 08/15/29(g) | | | | | | | 1,265 | | | | 1,182,901 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,317,129 | |
| |
Commercial Services & Supplies — 0.8% | | | | |
ADT Security Corp., 4.13%, 06/15/23 | | | | | | | 9 | | | | 9,098 | |
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b) | | | | | | | 200 | | | | 193,000 | |
APX Group, Inc., 5.75%, 07/15/29(b) | | | | | | | 268 | | | | 244,504 | |
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29(b) | | | | | | | 106 | | | | 104,433 | |
BCP V Modular Services Finance II PLC, 4.75%, 11/30/28(d) | | | EUR | | | | 100 | | | | 105,862 | |
EC Finance PLC, 3.00%, 10/15/26(d) | | | | | | | 200 | | | | 216,842 | |
Fortress Transportation & Infrastructure Investors LLC(b) | | | | | | | | | | | | |
6.50%, 10/01/25 | | | USD | | | | 75 | | | | 74,438 | |
5.50%, 05/01/28 | | | | | | | 310 | | | | 281,836 | |
Herc Holdings, Inc., 5.50%, 07/15/27(b) | | | | | | | 316 | | | | 320,424 | |
Hertz Corp.(b) | | | | | | | | | | | | |
4.63%, 12/01/26 | | | | | | | 126 | | | | 117,662 | |
5.00%, 12/01/29 | | | | | | | 200 | | | | 181,000 | |
Metis Merger Sub LLC, 6.50%, 05/15/29(b) | | | | | | | 214 | | | | 201,385 | |
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) | | | | | | | 239 | | | | 234,818 | |
PECF USS Intermediate Holding III Corp., 8.00%, 11/15/29(b) | | | | | | | 222 | | | | 214,230 | |
Prime Security Services Borrower LLC/Prime Finance, Inc.(b) | | | | | | | | | | | | |
5.25%, 04/15/24 | | | | | | | 141 | | | | 144,361 | |
5.75%, 04/15/26(g) | | | | | | | 320 | | | | 326,456 | |
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25(b) | | | | | | | 187 | | | | 188,870 | |
| | |
SCHEDULE OF INVESTMENTS | | 4 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Commercial Services & Supplies (continued) | | | | |
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)(g) | | | USD | | | | 653 | | | $ | 631,777 | |
United Rentals North America, Inc. | | | | | | | | | | | | |
5.50%, 05/15/27 | | | | | | | 339 | | | | 350,628 | |
5.25%, 01/15/30 | | | | | | | 161 | | | | 166,031 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 4,307,655 | |
| | | |
Communications Equipment — 0.6% | | | | | | | | | |
Avaya, Inc., 6.13%, 09/15/28(b)(g) | | | | | | | 481 | | | | 474,348 | |
Ciena Corp., 4.00%, 01/31/30(b) | | | | | | | 104 | | | | 100,100 | |
CommScope Technologies LLC, 6.00%, 06/15/25(b) | | | | | | | 468 | | | | 443,247 | |
CommScope, Inc.(b) | | | | | | | | | | | | |
6.00%, 03/01/26 | | | | | | | 176 | | | | 178,040 | |
8.25%, 03/01/27(g) | | | | | | | 433 | | | | 421,092 | |
7.13%, 07/01/28 | | | | | | | 307 | | | | 277,336 | |
4.75%, 09/01/29(g) | | | | | | | 468 | | | | 431,033 | |
Nokia OYJ, 4.38%, 06/12/27 | | | | | | | 149 | | | | 151,141 | |
ViaSat, Inc.(b) | | | | | | | | | | | | |
5.63%, 09/15/25 | | | | | | | 239 | | | | 233,424 | |
5.63%, 04/15/27(g) | | | | | | | 67 | | | | 65,995 | |
6.50%, 07/15/28(g) | | | | | | | 161 | | | | 154,560 | |
Viavi Solutions, Inc., 3.75%, 10/01/29(b)(g) | | | | | | | 340 | | | | 319,064 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,249,380 | |
| | | |
Construction Materials(b) — 0.4% | | | | | | | | | |
American Builders & Contractors Supply Co., Inc. | | | | | | | | | | | | |
4.00%, 01/15/28(g) | | | | | | | 375 | | | | 360,259 | |
3.88%, 11/15/29 | | | | | | | 47 | | | | 43,827 | |
BCPE Empire Holdings, Inc., 7.63%, 05/01/27 | | | | | | | 109 | | | | 102,700 | |
H&E Equipment Services, Inc., 3.88%, 12/15/28 | | | | | | | 58 | | | | 54,375 | |
IAA, Inc., 5.50%, 06/15/27(g) | | | | | | | 372 | | | | 372,930 | |
Picasso Finance Sub, Inc., 6.13%, 06/15/25(g) | | | | | | | 403 | | | | 409,549 | |
Thor Industries, Inc., 4.00%, 10/15/29 | | | | | | | 168 | | | | 147,487 | |
Williams Scotsman International, Inc., 4.63%, 08/15/28 | | | | | | | 243 | | | | 236,925 | |
Winnebago Industries, Inc., 6.25%, 07/15/28 | | | | | | | 137 | | | | 138,541 | |
Wolverine Escrow LLC, 9.00%, 11/15/26 | | | | | | | 672 | | | | 450,240 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,316,833 | |
| | | |
Consumer Discretionary — 1.5% | | | | | | | | | |
APi Escrow Corp., 4.75%, 10/15/29(b) | | | | | | | 100 | | | | 92,875 | |
APi Group DE, Inc., 4.13%, 07/15/29(b) | | | | | | | 132 | | | | 121,651 | |
Carnival Corp. | | | | | | | | | | | | |
10.13%, 02/01/26(d) | | | EUR | | | | 100 | | | | 123,446 | |
10.50%, 02/01/26(b)(g) | | | USD | | | | 669 | | | | 743,868 | |
5.75%, 03/01/27(b)(g) | | | | | | | 898 | | | | 856,391 | |
9.88%, 08/01/27(b) | | | | | | | 381 | | | | 421,127 | |
4.00%, 08/01/28(b)(g) | | | | | | | 1,128 | | | | 1,049,040 | |
6.00%, 05/01/29(b) | | | | | | | 621 | | | | 585,193 | |
CoreLogic, Inc., 4.50%, 05/01/28(b) | | | | | | | 527 | | | | 496,856 | |
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b) | | | | | | | 91 | | | | 87,360 | |
Life Time, Inc.(b) | | | | | | | | | | | | |
5.75%, 01/15/26 | | | | | | | 258 | | | | 257,739 | |
8.00%, 04/15/26 | | | | | | | 175 | | | | 174,721 | |
Lindblad Expeditions LLC, 6.75%, 02/15/27(b) | | | | | | | 176 | | | | 176,440 | |
NCL Corp. Ltd.(b) | | | | | | | | | | | | |
5.88%, 03/15/26 | | | | | | | 272 | | | | 258,444 | |
7.75%, 02/15/29 | | | | | | | 109 | | | | 109,757 | |
NCL Finance Ltd., 6.13%, 03/15/28(b)(g) | | | | | | | 544 | | | | 504,476 | |
Nielsen Finance LLC/Nielsen Finance Co.(b) 5.63%, 10/01/28(g) | | | | | | | 479 | | | | 482,449 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Consumer Discretionary (continued) | | | | |
Nielsen Finance LLC/Nielsen Finance Co.(b) (continued) | | | | | | | | | | | | |
5.88%, 10/01/30 | | | USD | | | | 192 | | | $ | 192,480 | |
Royal Caribbean Cruises Ltd.(b) | | | | | | | | | | | | |
10.88%, 06/01/23 | | | | | | | 90 | | | | 95,767 | |
9.13%, 06/15/23 | | | | | | | 153 | | | | 159,311 | |
11.50%, 06/01/25 | | | | | | | 120 | | | | 131,863 | |
5.50%, 08/31/26 | | | | | | | 114 | | | | 110,785 | |
5.38%, 07/15/27 | | | | | | | 381 | | | | 366,057 | |
5.50%, 04/01/28 | | | | | | | 451 | | | | 429,943 | |
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b) | | | | | | | 183 | | | | 167,034 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 8,195,073 | |
| | | |
Consumer Finance — 1.3% | | | | | | | | | |
American Express Co., (5 year CMT + 2.85%), 3.55%(a)(g)(h) | | | | | | | 735 | | | | 669,805 | |
Block, Inc., 3.50%, 06/01/31(b)(g) | | | | | | | 738 | | | | 675,270 | |
Equifax, Inc., 2.60%, 12/15/25 | | | | | | | 59 | | | | 57,296 | |
Ford Motor Co., 0.00%, 03/15/26(j) | | | | | | | 221 | | | | 261,222 | |
HealthEquity, Inc., 4.50%, 10/01/29(b) | | | | | | | 401 | | | | 379,947 | |
MPH Acquisition Holdings LLC, 5.50%, 09/01/28(b) | | | | | | | 262 | | | | 251,157 | |
Muthoot Finance Ltd. | | | | | | | | | | | | |
6.13%, 10/31/22(b)(g) | | | | | | | 227 | | | | 228,603 | |
4.40%, 09/02/23(d) | | | | | | | 200 | | | | 199,500 | |
Navient Corp. | | | | | | | | | | | | |
7.25%, 09/25/23 | | | | | | | 77 | | | | 79,984 | |
6.13%, 03/25/24 | | | | | | | 86 | | | | 87,505 | |
5.88%, 10/25/24 | | | | | | | 82 | | | | 83,651 | |
5.50%, 03/15/29 | | | | | | | 271 | | | | 252,369 | |
OneMain Finance Corp. | | | | | | | | | | | | |
6.88%, 03/15/25 | | | | | | | 226 | | | | 237,644 | |
7.13%, 03/15/26 | | | | | | | 227 | | | | 242,638 | |
3.50%, 01/15/27 | | | | | | | 304 | | | | 281,200 | |
6.63%, 01/15/28 | | | | | | | 221 | | | | 231,497 | |
5.38%, 11/15/29 | | | | | | | 70 | | | | 68,010 | |
4.00%, 09/15/30 | | | | | | | 139 | | | | 122,668 | |
Sabre Global, Inc.(b) | | | | | | | | | | | | |
9.25%, 04/15/25 | | | | | | | 227 | | | | 251,660 | |
7.38%, 09/01/25 | | | | | | | 252 | | | | 263,146 | |
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b) | | | | | | | 262 | | | | 254,795 | |
SLM Corp., 3.13%, 11/02/26 | | | | | | | 173 | | | | 160,458 | |
Verscend Escrow Corp., 9.75%, 08/15/26(b)(g) | | | | | | | 1,758 | | | | 1,828,320 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 7,168,345 | |
| |
Containers & Packaging — 0.3% | | | | |
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 | | | | | | | 196 | | | | 196,490 | |
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26(g) | | | | | | | 424 | | | | 428,528 | |
Graham Packaging Co., Inc., 7.13%, 08/15/28(b) | | | | | | | 60 | | | | 54,450 | |
Graphic Packaging International LLC(b) | | | | | | | | | | | | |
4.75%, 07/15/27 | | | | | | | 89 | | | | 89,890 | |
3.50%, 03/15/28 | | | | | | | 17 | | | | 15,980 | |
3.50%, 03/01/29 | | | | | | | 61 | | | | 56,120 | |
Intertape Polymer Group, Inc., 4.38%, 06/15/29(b) | | | | | | | 134 | | | | 138,020 | |
Klabin Austria GmbH, 3.20%, 01/12/31(b) | | | | | | | 200 | | | | 173,250 | |
LABL, Inc., 5.88%, 11/01/28(b) | | | | | | | 261 | | | | 244,687 | |
Sealed Air Corp.(b) 5.13%, 12/01/24 | | | | | | | 46 | | | | 47,751 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 | | | $ | 71,175 | |
Suzano Austria GmbH, 3.13%, 01/15/32 | | | | | | | 71 | | | | 62,910 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,579,251 | |
|
Diversified Consumer Services — 1.4% | |
Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)(g) | | | | | | | | | | | | |
6.63%, 07/15/26 | | | | | | | 1,998 | | | | 2,021,636 | |
9.75%, 07/15/27 | | | | | | | 601 | | | | 621,206 | |
6.00%, 06/01/29 | | | | | | | 1,156 | | | | 1,019,783 | |
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, 4.63%, 06/01/28(b)(g) | | | | | | | 1,348 | | | | 1,267,615 | |
Clarivate Science Holdings Corp.(b) | | | | | | | | | | | | |
3.88%, 07/01/28 | | | | | | | 406 | | | | 387,231 | |
4.88%, 07/01/29(g) | | | | | | | 567 | | | | 533,439 | |
Garda World Security Corp.(b) | | | | | | | | | | | | |
4.63%, 02/15/27 | | | | | | | 284 | | | | 272,200 | |
9.50%, 11/01/27(g) | | | | | | | 159 | | | | 162,975 | |
Graham Holdings Co., 5.75%, 06/01/26(b) | | | | | | | 140 | | | | 143,773 | |
Rekeep SpA, 7.25%, 02/01/26(d) | | | EUR | | | | 100 | | | | 115,050 | |
Service Corp. International | | | | | | | | | | | | |
5.13%, 06/01/29 | | | USD | | | | 238 | | | | 242,186 | |
3.38%, 08/15/30(g) | | | | | | | 263 | | | | 236,931 | |
4.00%, 05/15/31 | | | | | | | 333 | | | | 309,800 | |
Sotheby’s, 7.38%, 10/15/27(b)(g) | | | | | | | 451 | | | | 461,865 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 7,795,690 | |
|
Diversified Financial Services — 3.0% | |
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)(g) | | | | | | | 403 | | | | 370,256 | |
ASG Finance Designated Activity Co., 7.88%, 12/03/24(b) | | | | | | | 200 | | | | 190,000 | |
Barclays PLC | | | | | | | | | | | | |
3.65%, 03/16/25(g) | | | | | | | 3,600 | | | | 3,606,665 | |
5.20%, 05/12/26 | | | | | | | 200 | | | | 207,952 | |
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(g)(h) | | | | | | | 1,500 | | | | 1,338,765 | |
Castlelake Aviation Finance DAC, 5.00%, 04/15/27(b). | | | | | | | 74 | | | | 66,045 | |
Central Garden & Pet Co. | | | | | | | | | | | | |
4.13%, 10/15/30 | | | | | | | 281 | | | | 253,603 | |
4.13%, 04/30/31(b) | | | | | | | 195 | | | | 175,500 | |
Citigroup, Inc.(a)(h) | | | | | | | | | | | | |
(5 year CMT + 3.42%), 3.88%(g) | | | | | | | 2,000 | | | | 1,885,000 | |
Series W, (5 year CMT + 3.60%), 4.00% | | | | | | | 155 | | | | 148,800 | |
Series Y, (5 year CMT + 3.00%), 4.15%(g) | | | | | | | 490 | | | | 459,069 | |
Clydesdale Acquisition Holdings, Inc. | | | | | | | | | | | | |
6.63%, 04/15/29 | | | | | | | 378 | | | | 382,252 | |
8.75%, 04/15/30 | | | | | | | 319 | | | | 300,259 | |
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25(d) | | | GBP | | | | 100 | | | | 130,380 | |
Global Aircraft Leasing Co. Ltd., (6.50% Cash or | | | | | | | | | | | | |
7.25% PIK), 6.50%, 09/15/24(b)(i) | | | USD | | | | 223 | | | | 202,927 | |
Goldman Sachs Group, Inc., Series R, (5 year CMT + | | | | | | | | | | | | |
3.22%), 4.95%(a)(g)(h) | | | | | | | 730 | | | | 728,613 | |
HSBC Holdings PLC(g) | | | | | | | | | | | | |
4.38%, 11/23/26 | | | | | | | 395 | | | | 402,189 | |
(5 year CMT + 3.22%), 4.00%(a)(h) | | | | | | | 290 | | | | 274,920 | |
(5 year USD ICE Swap + 4.37%), 6.38%(a)(h) | | | | | | | 1,250 | | | | 1,293,337 | |
Intrum AB, 3.00%, 09/15/27(d) | | | EUR | | | | 100 | | | | 101,615 | |
ION Trading Technologies Sarl, 5.75%, 05/15/28(b) | | | USD | | | | 200 | | | | 192,750 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Diversified Financial Services (continued) | |
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b) | | | USD | | | | 325 | | | $ | 311,181 | |
Ladder Capital Finance Holdings LLLP/Ladder | | | | | | | | | | | | |
Capital Finance Corp.(b) | | | | | | | | | | | | |
4.25%, 02/01/27(g) | | | | | | | 315 | | | | 301,885 | |
4.75%, 06/15/29 | | | | | | | 137 | | | | 129,208 | |
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(g)(h) | | | | | | | 450 | | | | 472,626 | |
Manappuram Finance Ltd., 5.90%, 01/13/23(d) | | | | | | | 200 | | | | 199,750 | |
Morgan Stanley, 4.00%, 07/23/25(g) | | | | | | | 965 | | | | 987,712 | |
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b)(g) | | | | | | | 300 | | | | 223,931 | |
Shriram Transport Finance Co. Ltd.(d) | | | | | | | | | | | | |
5.95%, 10/24/22(g) | | | | | | | 420 | | | | 421,050 | |
5.10%, 07/16/23 | | | | | | | 200 | | | | 200,000 | |
Spectrum Brands, Inc.(b) | | | | | | | | | | | | |
5.00%, 10/01/29 | | | | | | | 178 | | | | 167,448 | |
5.50%, 07/15/30 | | | | | | | 154 | | | | 147,840 | |
3.88%, 03/15/31 | | | | | | | 46 | | | | 40,581 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,314,109 | |
|
Diversified Telecommunication Services — 3.1% | |
AT&T, Inc., 4.30%, 02/15/30(g) | | | | | | | 1,350 | | | | 1,426,378 | |
Consolidated Communications, Inc., 6.50%, 10/01/28(b)(g) | | | | | | | 471 | | | | 433,979 | |
Level 3 Financing, Inc. | | | | | | | | | | | | |
5.38%, 05/01/25 | | | | | | | 90 | | | | 90,855 | |
4.63%, 09/15/27(b) | | | | | | | 111 | | | | 104,488 | |
4.25%, 07/01/28(b)(g) | | | | | | | 680 | | | | 624,245 | |
3.63%, 01/15/29(b) | | | | | | | 155 | | | | 135,625 | |
3.75%, 07/15/29(b) | | | | | | | 183 | | | | 162,180 | |
Lumen Technologies, Inc. | | | | | | | | | | | | |
5.13%, 12/15/26(b)(g) | | | | | | | 839 | | | | 799,148 | |
4.00%, 02/15/27(b)(g) | | | | | | | 469 | | | | 436,796 | |
4.50%, 01/15/29(b)(g) | | | | | | | 560 | | | | 481,597 | |
5.38%, 06/15/29(b)(g) | | | | | | | 455 | | | | 405,234 | |
Series P, 7.60%, 09/15/39 | | | | | | | 39 | | | | 37,456 | |
Series U, 7.65%, 03/15/42(g) | | | | | | | 200 | | | | 193,000 | |
Series W, 6.75%, 12/01/23(g) | | | | | | | 512 | | | | 531,640 | |
Series Y, 7.50%, 04/01/24(g) | | | | | | | 266 | | | | 280,029 | |
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(i) | | | | | | | 200 | | | | 150,750 | |
SoftBank Group Corp.(d) | | | | | | | | | | | | |
4.50%, 04/20/25 | | | EUR | | | | 100 | | | | 107,998 | |
4.75%, 07/30/25 | | | | | | | 100 | | | | 108,276 | |
Sprint Capital Corp.(g) | | | | | | | | | | | | |
6.88%, 11/15/28 | | | USD | | | | 1,355 | | | | 1,570,025 | |
8.75%, 03/15/32 | | | | | | | 742 | | | | 999,474 | |
Switch Ltd.(b) | | | | | | | | | | | | |
3.75%, 09/15/28 | | | | | | | 312 | | | | 302,561 | |
4.13%, 06/15/29(g) | | | | | | | 616 | | | | 605,990 | |
Telecom Italia Capital SA | | | | | | | | | | | | |
6.38%, 11/15/33 | | | | | | | 222 | | | | 212,172 | |
6.00%, 09/30/34(g) | | | | | | | 432 | | | | 406,110 | |
7.20%, 07/18/36 | | | | | | | 98 | | | | 95,305 | |
7.72%, 06/04/38 | | | | | | | 44 | | | | 44,871 | |
Telecom Italia SpA | | | | | | | | | | | | |
4.00%, 04/11/24(d) | | | EUR | | | | 150 | | | | 169,948 | |
5.30%, 05/30/24(b)(g) | | | USD | | | | 200 | | | | 201,500 | |
1.63%, 01/18/29(d) | | | EUR | | | | 200 | | | | 186,467 | |
| | |
SCHEDULE OF INVESTMENTS | | 6 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Diversified Telecommunication Services (continued) | |
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 6.00%, 01/15/30(b) | | | USD | | | | 145 | | | $ | 130,500 | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28(b) | | | | | | | 259 | | | | 244,434 | |
Verizon Communications, Inc.(g) | | | | | | | | | | | | |
2.36%, 03/15/32(b) | | | | | | | 169 | | | | 152,643 | |
3.70%, 03/22/61 | | | | | | | 1,000 | | | | 926,276 | |
Zayo Group Holdings, Inc.(b)(g) | | | | | | | | | | | | |
4.00%, 03/01/27 | | | | | | | 2,801 | | | | 2,577,564 | |
6.13%, 03/01/28 | | | | | | | 1,692 | | | | 1,514,340 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 16,849,854 | |
|
Electric Utilities — 0.6% | |
Black Hills Corp., 3.15%, 01/15/27(g) | | | | | | | 305 | | | | 299,321 | |
Empresas Publicas de Medellin ESP, 4.25%, 07/18/29(b) | | | | | | | 200 | | | | 177,040 | |
Enel Finance International NV, 3.63%, 05/25/27(b)(g) | | | | | | | 900 | | | | 894,715 | |
Exelon Corp., 3.40%, 04/15/26(g) | | | | | | | 140 | | | | 140,476 | |
FirstEnergy Corp. | | | | | | | | | | | | |
2.65%, 03/01/30 | | | | | | | 270 | | | | 245,132 | |
Series B, 2.25%, 09/01/30 | | | | | | | 21 | | | | 18,585 | |
Series C, 7.38%, 11/15/31 | | | | | | | 42 | | | | 51,801 | |
Series C, 3.40%, 03/01/50(g) | | | | | | | 797 | | | | 671,305 | |
FirstEnergy Transmission LLC(b) | | | | | | | | | | | | |
5.45%, 07/15/44 | | | | | | | 397 | | | | 432,810 | |
4.55%, 04/01/49 | | | | | | | 163 | | | | 155,728 | |
NextEra Energy Operating Partners LP(b) | | | | | | | | | | | | |
4.25%, 07/15/24(g) | | | | | | | 170 | | | | 172,039 | |
4.25%, 09/15/24 | | | | | | | 9 | | | | 9,068 | |
PG&E Corp., 5.25%, 07/01/30 | | | | | | | 194 | | | | 188,161 | |
Pike Corp., 5.50%, 09/01/28(b) | | | | | | | 80 | | | | 75,400 | |
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc., 5.02%, 11/10/21(c)(e)(k) | | | | | | | 780 | | | | — | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,531,581 | |
|
Electrical Equipment(b) — 0.1% | |
Gates Global LLC/Gates Corp., 6.25%, 01/15/26(g) | | | | | | | 352 | | | | 352,329 | |
GrafTech Finance, Inc., 4.63%, 12/15/28 | | | | | | | 136 | | | | 126,469 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 478,798 | |
|
Electronic Equipment, Instruments & Components — 0.4% | |
BWX Technologies, Inc.(b) | | | | | | | | | | | | |
4.13%, 06/30/28 | | | | | | | 268 | | | | 257,972 | |
4.13%, 04/15/29 | | | | | | | 208 | | | | 200,200 | |
Energizer Holdings, Inc.(b) | | | | | | | | | | | | |
4.75%, 06/15/28 | | | | | | | 256 | | | | 232,519 | |
4.38%, 03/31/29 | | | | | | | 19 | | | | 16,634 | |
Imola Merger Corp., 4.75%, 05/15/29(b)(g) | | | | | | | 616 | | | | 593,183 | |
Vertiv Group Corp., 4.13%, 11/15/28(b)(g) | | | | | | | 971 | | | | 886,149 | |
Xerox Corp., 4.80%, 03/01/35 | | | | | | | 61 | | | | 52,826 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,239,483 | |
|
Energy Equipment & Services — 0.4% | |
Archrock Partners LP/Archrock Partners Finance Corp.(b) | | | | | | | | | | | | |
6.88%, 04/01/27 | | | | | | | 139 | | | | 140,560 | |
6.25%, 04/01/28(g) | | | | | | | 706 | | | | 695,826 | |
ChampionX Corp., 6.38%, 05/01/26 | | | | | | | 79 | | | | 80,580 | |
Halliburton Co., 3.80%, 11/15/25(g) | | | | | | | 3 | | | | 3,064 | |
USA Compression Partners LP/USA Compression Finance Corp. | | | | | | | | | | | | |
6.88%, 04/01/26 | | | | | | | 286 | | | | 288,574 | |
6.88%, 09/01/27(g) | | | | | | | 459 | | | | 460,762 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Energy Equipment & Services (continued) | |
Vallourec SA, 8.50%, 06/30/26(d) | | | EUR | | | | 25 | | | $ | 28,290 | |
Weatherford International Ltd.(b) | | | | | | | | | | | | |
6.50%, 09/15/28 | | | USD | | | | 13 | | | | 13,438 | |
8.63%, 04/30/30 | | | | | | | 208 | | | | 211,193 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 1,922,287 | |
|
Environmental, Maintenance & Security Service — 0.6% | |
Clean Harbors, Inc.(b)(g) | | | | | | | | | | | | |
4.88%, 07/15/27 | | | | | | | 250 | | | | 249,375 | |
5.13%, 07/15/29 | | | | | | | 172 | | | | 172,645 | |
Covanta Holding Corp. | | | | | | | | | | | | |
4.88%, 12/01/29(b) | | | | | | | 196 | | | | 187,121 | |
5.00%, 09/01/30 | | | | | | | 161 | | | | 152,548 | |
GFL Environmental, Inc.(b) | | | | | | | | | | | | |
4.25%, 06/01/25 | | | | | | | 86 | | | | 85,458 | |
3.75%, 08/01/25 | | | | | | | 266 | | | | 261,132 | |
5.13%, 12/15/26(g) | | | | | | | 401 | | | | 404,409 | |
4.00%, 08/01/28 | | | | | | | 406 | | | | 373,520 | |
3.50%, 09/01/28 | | | | | | | 198 | | | | 185,891 | |
4.75%, 06/15/29 | | | | | | | 261 | | | | 248,276 | |
4.38%, 08/15/29 | | | | | | | 101 | | | | 93,299 | |
Stericycle, Inc., 3.88%, 01/15/29(b) | | | | | | | 162 | | | | 150,660 | |
Tervita Corp., 11.00%, 12/01/25(b) | | | | | | | 114 | | | | 129,121 | |
Waste Pro USA, Inc., 5.50%, 02/15/26(b)(g) | | | | | | | 506 | | | | 478,210 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,171,665 | |
|
Equity Real Estate Investment Trusts (REITs) — 1.6% | |
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50(g) | | | | | | | 450 | | | | 443,925 | |
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 4.50%, 04/01/27(b) | | | | | | | 178 | | | | 166,131 | |
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28(b) | | | | | | | 163 | | | | 153,663 | |
ERP Operating LP, 3.38%, 06/01/25(g) | | | | | | | 1,015 | | | | 1,016,889 | |
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b)(g) | | | | | | | 142 | | | | 130,637 | |
Iron Mountain, Inc.(b)(g) | | | | | | | | | | | | |
5.25%, 07/15/30 | | | | | | | 345 | | | | 338,100 | |
5.63%, 07/15/32 | | | | | | | 372 | | | | 366,524 | |
LMIRT Capital Pte. Ltd., 7.25%, 06/19/24(d) | | | | | | | 229 | | | | 226,710 | |
MGM Growth Properties Operating Partnership LP/MGP Finance Co.-Issuer, Inc. | | | | | | | | | | | | |
5.63%, 05/01/24(g) | | | | | | | 1,020 | | | | 1,050,070 | |
4.63%, 06/15/25(b) | | | | | | | 455 | | | | 458,413 | |
4.50%, 09/01/26(g) | | | | | | | 637 | | | | 640,185 | |
5.75%, 02/01/27 | | | | | | | 27 | | | | 28,519 | |
4.50%, 01/15/28 | | | | | | | 432 | | | | 435,240 | |
3.88%, 02/15/29(b) | | | | | | | 308 | | | | 302,610 | |
MPT Operating Partnership LP/MPT Finance Corp.(g) | | | | | | | | | | | | |
5.00%, 10/15/27 | | | | | | | 66 | | | | 67,114 | |
4.63%, 08/01/29 | | | | | | | 433 | | | | 428,670 | |
3.50%, 03/15/31 | | | | | | | 1,035 | | | | 961,217 | |
RHP Hotel Properties LP/RHP Finance Corp. | | | | | | | | | | | | |
4.75%, 10/15/27(g) | | | | | | | 604 | | | | 581,223 | |
4.50%, 02/15/29(b) | | | | | | | 179 | | | | 168,260 | |
RLJ Lodging Trust LP(b) | | | | | | | | | | | | |
3.75%, 07/01/26 | | | | | | | 135 | | | | 128,250 | |
4.00%, 09/15/29 | | | | | | | 97 | | | | 89,711 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Equity Real Estate Investment Trusts (REITs) (continued) | |
Trust Fibra Uno, 6.95%, 01/30/44(d) | | | USD | | | | 200 | | | $ | 211,850 | |
Ventas Realty LP, 4.13%, 01/15/26(g) | | | | | | | 650 | | | | 664,823 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 9,058,734 | |
|
Food & Staples Retailing — 1.0% | |
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) | | | | | | | | | | | | |
3.25%, 03/15/26(g) | | | | | | | 582 | | | | 550,002 | |
7.50%, 03/15/26(g) | | | | | | | 107 | | | | 113,019 | |
4.63%, 01/15/27(g) | | | | | | | 766 | | | | 740,504 | |
5.88%, 02/15/28 | | | | | | | 320 | | | | 318,917 | |
4.88%, 02/15/30 | | | | | | | 138 | | | | 134,378 | |
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(d) | | | GBP | | | | 100 | | | | 121,205 | |
Cydsa SAB de CV, 6.25%, 10/04/27(b)(g) | | | USD | | | | 252 | | | | 240,660 | |
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24(d) | | | | | | | 200 | | | | 179,537 | |
Kraft Heinz Foods Co. | | | | | | | | | | | | |
6.50%, 02/09/40 | | | | | | | 155 | | | | 184,837 | |
4.88%, 10/01/49(g) | | | | | | | 397 | | | | 418,291 | |
5.50%, 06/01/50(g) | | | | | | | 691 | | | | 784,651 | |
Lamb Weston Holdings, Inc.(b) | | | | | | | | | | | | |
4.88%, 05/15/28(g) | | | | | | | 156 | | | | 156,000 | |
4.13%, 01/31/30 | | | | | | | 166 | | | | 155,017 | |
4.38%, 01/31/32 | | | | | | | 160 | | | | 149,475 | |
Ocado Group PLC, 3.88%, 10/08/26(d) | | | GBP | | | | 100 | | | | 116,910 | |
Performance Food Group, Inc., 4.25%, 08/01/29(b) | | | USD | | | | 338 | | | | 308,002 | |
Post Holdings, Inc.(b) | | | | | | | | | | | | |
5.75%, 03/01/27 | | | | | | | 89 | | | | 89,441 | |
5.63%, 01/15/28 | | | | | | | 73 | | | | 71,654 | |
5.50%, 12/15/29(g) | | | | | | | 261 | | | | 251,129 | |
4.63%, 04/15/30(g) | | | | | | | 170 | | | | 153,076 | |
U.S. Foods, Inc., 4.75%, 02/15/29(b) | | | | | | | 301 | | | | 287,079 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 5,523,784 | |
|
Food Products — 0.5% | |
Aramark Services, Inc., 5.00%, 04/01/25(b)(g) | | | | | | | 623 | | | | 624,196 | |
BRF SA, 4.88%, 01/24/30(d) | | | | | | | 200 | | | | 190,025 | |
Chobani LLC/Chobani Finance Corp, Inc., 7.50%, 04/15/25(b)(g) | | | | | | | 757 | | | | 731,868 | |
Chobani LLC/Chobani Finance Corp., Inc., 4.63%, 11/15/28(b)(g) | | | | | | | 242 | | | | 223,245 | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/31(b)(g) | | | | | | | 355 | | | | 329,523 | |
Pilgrim’s Pride Corp.(b) | | | | | | | | | | | | |
4.25%, 04/15/31 | | | | | | | 26 | | | | 24,050 | |
3.50%, 03/01/32(g) | | | | | | | 559 | | | | 487,999 | |
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc., 4.63%, 03/01/29(b) | | | | | | | 284 | | | | 266,250 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 2,877,156 | |
|
Gas Utilities — 0.0% | |
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b) | | | | | | | 91 | | | | 85,313 | |
| | | | | | | | | | | | |
|
Health Care Equipment & Supplies — 0.6% | |
Avantor Funding, Inc.(b) | | | | | | | | | | | | |
4.63%, 07/15/28(g) | | | | | | | 893 | | | | 883,177 | |
3.88%, 11/01/29 | | | | | | | 197 | | | | 185,180 | |
Embecta Corp. | | | | | | | | | | | | |
5.00%, 02/15/30(b) | | | | | | | 100 | | | | 94,321 | |
6.75%, 02/15/30 | | | | | | | 152 | | | | 152,380 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Health Care Equipment & Supplies (continued) | |
Hologic, Inc., 3.25%, 02/15/29(b) | | | USD | | | | 73 | | | $ | 68,165 | |
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA(b)(g) | | | | | | | | | | | | |
7.38%, 06/01/25 | | | | | | | 353 | | | | 363,590 | |
7.25%, 02/01/28 | | | | | | | 1,540 | | | | 1,586,200 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 3,333,013 | |
|
Health Care Providers & Services — 4.2% | |
180 Medical, Inc., 3.88%, 10/15/29(b) | | | | | | | 200 | | | | 189,000 | |
Acadia Healthcare Co., Inc.(b) | | | | | | | | | | | | |
5.50%, 07/01/28 | | | | | | | 204 | | | | 205,020 | |
5.00%, 04/15/29 | | | | | | | 138 | | | | 136,239 | |
AdaptHealth LLC(b) | | | | | | | | | | | | |
6.13%, 08/01/28 | | | | | | | 73 | | | | 72,453 | |
5.13%, 03/01/30 | | | | | | | 50 | | | | 46,438 | |
AHP Health Partners, Inc., 5.75%, 07/15/29(b) | | | | | | | 324 | | | | 301,320 | |
Anthem, Inc., 2.75%, 10/15/42(l) | | | | | | | 128 | | | | 893,222 | |
Cano Health LLC, 6.25%, 10/01/28(b) | | | | | | | 125 | | | | 120,000 | |
Centene Corp. | | | | | | | | | | | | |
4.25%, 12/15/27(g) | | | | | | | 141 | | | | 141,529 | |
2.45%, 07/15/28(g) | | | | | | | 619 | | | | 565,580 | |
4.63%, 12/15/29(g) | | | | | | | 1,398 | | | | 1,409,310 | |
3.00%, 10/15/30(g) | | | | | | | 652 | | | | 598,842 | |
2.50%, 03/01/31(g) | | | | | | | 1,233 | | | | 1,088,159 | |
2.63%, 08/01/31 | | | | | | | 422 | | | | 375,580 | |
CHS/Community Health Systems, Inc.(b) | | | | | | | | | | | | |
8.00%, 03/15/26(g) | | | | | | | 1,265 | | | | 1,317,396 | |
5.63%, 03/15/27(g) | | | | | | | 632 | | | | 643,651 | |
6.00%, 01/15/29(g) | | | | | | | 502 | | | | 507,243 | |
6.13%, 04/01/30 | | | | | | | 301 | | | | 280,071 | |
DaVita, Inc., 4.63%, 06/01/30(b) | | | | | | | 10 | | | | 9,338 | |
Encompass Health Corp. | | | | | | | | | | | | |
4.50%, 02/01/28 | | | | | | | 45 | | | | 44,100 | |
4.75%, 02/01/30 | | | | | | | 383 | | | | 367,680 | |
4.63%, 04/01/31 | | | | | | | 211 | | | | 197,504 | |
HCA, Inc. | | | | | | | | | | | | |
5.38%, 02/01/25(g) | | | | | | | 381 | | | | 396,431 | |
5.88%, 02/15/26 | | | | | | | 46 | | | | 48,921 | |
5.38%, 09/01/26(g) | | | | | | | 430 | | | | 451,500 | |
5.63%, 09/01/28(g) | | | | | | | 786 | | | | 849,863 | |
5.88%, 02/01/29(g) | | | | | | | 516 | | | | 564,091 | |
3.50%, 09/01/30(g) | | | | | | | 565 | | | | 545,826 | |
5.50%, 06/15/47(g) | | | | | | | 650 | | | | 733,459 | |
Legacy LifePoint Health LLC(b) | | | | | | | | | | | | |
6.75%, 04/15/25 | | | | | | | 190 | | | | 196,314 | |
4.38%, 02/15/27 | | | | | | | 217 | | | | 209,643 | |
LifePoint Health, Inc., 5.38%, 01/15/29(b)(g) | | | | | | | 166 | | | | 156,851 | |
ModivCare Escrow Issuer, Inc., 5.00%, 10/01/29(b) | | | | | | | 94 | | | | 87,628 | |
ModivCare, Inc., 5.88%, 11/15/25(b) | | | | | | | 71 | | | | 71,687 | |
Molina Healthcare, Inc.(b) | | | | | | | | | | | | |
4.38%, 06/15/28 | | | | | | | 303 | | | | 299,855 | |
3.88%, 11/15/30 | | | | | | | 226 | | | | 216,960 | |
3.88%, 05/15/32 | | | | | | | 199 | | | | 189,239 | |
Mozart Debt Merger Sub, Inc., 5.25%, 10/01/29(b)(g) | | | | | | | 1,137 | | | | 1,057,035 | |
Owens & Minor, Inc., 6.63%, 04/01/30(b) | | | | | | | 142 | | | | 146,119 | |
Prime Healthcare Services, Inc., 7.25%, 11/01/25(b) | | | | | | | 312 | | | | 319,797 | |
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b) | | | | | | | 53 | | | | 55,441 | |
Surgery Center Holdings, Inc.(b)(g) 6.75%, 07/01/25 | | | | | | | 611 | | | | 608,709 | |
| | |
SCHEDULE OF INVESTMENTS | | 8 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Health Care Providers & Services (continued) | |
Surgery Center Holdings, Inc.(b)(g) (continued) | | | | | | | | | | | | |
10.00%, 04/15/27 | | | USD | | | | 676 | | | $ | 709,800 | |
Teleflex, Inc. | | | | | | | | | | | | |
4.63%, 11/15/27 | | | | | | | 58 | | | | 58,798 | |
4.25%, 06/01/28(b)(g) | | | | | | | 368 | | | | 358,340 | |
Tenet Healthcare Corp. | | | | | | | | | | | | |
4.63%, 07/15/24(g) | | | | | | | 204 | | | | 204,877 | |
4.63%, 09/01/24(b)(g) | | | | | | | 367 | | | | 369,512 | |
4.88%, 01/01/26(b)(g) | | | | | | | 1,526 | | | | 1,539,353 | |
6.25%, 02/01/27(b)(g) | | | | | | | 52 | | | | 53,383 | |
5.13%, 11/01/27(b)(g) | | | | | | | 562 | | | | 564,644 | |
4.63%, 06/15/28(b) | | | | | | | 81 | | | | 79,481 | |
6.13%, 10/01/28(b)(g) | | | | | | | 183 | | | | 185,974 | |
4.25%, 06/01/29(b) | | | | | | | 123 | | | | 117,926 | |
UnitedHealth Group, Inc., 3.75%, 07/15/25(g) | | | | | | | 1,470 | | | | 1,511,770 | |
Vizient, Inc., 6.25%, 05/15/27(b)(g) | | | | | | | 407 | | | | 419,210 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 22,888,112 | |
|
Health Care Technology — 0.7% | |
Catalent Pharma Solutions, Inc. | | | | | | | | | | | | |
5.00%, 07/15/27(b)(g) | | | | | | | 365 | | | | 369,256 | |
2.38%, 03/01/28(d) | | | EUR | | | | 100 | | | | 103,320 | |
3.13%, 02/15/29(b) | | | USD | | | | 145 | | | | 131,793 | |
3.50%, 04/01/30(b)(g) | | | | | | | 395 | | | | 360,437 | |
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25(b)(g) | | | | | | | 791 | | | | 791,000 | |
Charles River Laboratories International, Inc.(b) | | | | | | | | | | | | |
4.25%, 05/01/28 | | | | | | | 159 | | | | 155,422 | |
3.75%, 03/15/29 | | | | | | | 34 | | | | 32,068 | |
4.00%, 03/15/31 | | | | | | | 98 | | | | 91,998 | |
Chrome Bidco SASU, 3.50%, 05/31/28(d) | | | EUR | | | | 100 | | | | 105,691 | |
IQVIA, Inc.(b)(g) | | | | | | | | | | | | |
5.00%, 10/15/26 | | | USD | | | | 463 | | | | 471,102 | |
5.00%, 05/15/27 | | | | | | | 437 | | | | 441,827 | |
Minerva Merger Sub, Inc., 6.50%, 02/15/30(b) | | | | | | | 543 | | | | 526,778 | |
Syneos Health, Inc., 3.63%, 01/15/29(b)(g) | | | | | | | 504 | | | | 465,570 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | 4,046,262 | |
|
Hotels, Restaurants & Leisure — 4.4% | |
1011778 BC ULC/New Red Finance, Inc.(b) | | | | | | | | | | | | |
5.75%, 04/15/25 | | | | | | | 207 | | | | 212,980 | |
3.88%, 01/15/28(g) | | | | | | | 549 | | | | 520,197 | |
4.38%, 01/15/28 | | | | | | | 134 | | | | 128,640 | |
4.00%, 10/15/30 | | | | | | | 38 | | | | 34,277 | |
Accor SA, 0.70%, 12/07/27(d)(l) | | | EUR | | | | 31 | | | | 16,776 | |
Affinity Gaming, 6.88%, 12/15/27(b) | | | USD | | | | 34 | | | | 33,065 | |
Airbnb, Inc., 0.00%, 03/15/26(j) | | | | | | | 567 | | | | 548,115 | |
Boyd Gaming Corp. | | | | | | | | | | | | |
8.63%, 06/01/25(b) | | | | | | | 48 | | | | 50,417 | |
4.75%, 12/01/27 | | | | | | | 179 | | | | 178,105 | |
4.75%, 06/15/31(b)(g) | | | | | | | 376 | | | | 362,370 | |
Boyne USA, Inc., 4.75%, 05/15/29(b) | | | | | | | 297 | | | | 285,120 | |
Caesars Entertainment, Inc.(b)(g) | | | | | | | | | | | | |
6.25%, 07/01/25 | | | | | | | 1,466 | | | | 1,513,557 | |
8.13%, 07/01/27 | | | | | | | 1,359 | | | | 1,456,107 | |
4.63%, 10/15/29 | | | | | | | 551 | | | | 515,185 | |
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)(g) | | | | | | | 478 | | | | 487,840 | |
CDI Escrow Issuer, Inc., 5.75%, 04/01/30 | | | | | | | 652 | | | | 658,520 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Hotels, Restaurants & Leisure (continued) | |
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25(b)(g) | | | USD | | | | 504 | | | $ | 517,565 | |
Champion Path Holdings Ltd.(d) | | | | | | | | | | | | |
4.50%, 01/27/26 | | | | | | | 232 | | | | 197,200 | |
4.85%, 01/27/28 | | | | | | | 231 | | | | 183,833 | |
Churchill Downs, Inc.(b) | | | | | | | | | | | | |
5.50%, 04/01/27(g) | | | | | | | 504 | | | | 509,715 | |
4.75%, 01/15/28 | | | | | | | 375 | | | | 363,750 | |
Cirsa Finance International Sarl, 4.75%, 05/22/25(d) | | | EUR | | | | 100 | | | | 108,191 | |
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b) | | | | | | | | | | | | |
4.63%, 01/15/29 | | | USD | | | | 561 | | | | 531,547 | |
6.75%, 01/15/30 | | | | | | | 570 | | | | 524,383 | |
Food Service Project SA, 5.50%, 01/21/27(d) | | | EUR | | | | 100 | | | | 108,286 | |
Fortune Star BVI Ltd.(d) | | | | | | | | | | | | |
5.95%, 01/29/23 | | | USD | | | | 200 | | | | 193,750 | |
6.75%, 07/02/23 | | | | | | | 250 | | | | 243,875 | |
5.05%, 01/27/27 | | | | | | | 200 | | | | 167,000 | |
Hilton Domestic Operating Co., Inc. | | | | | | | | | | | | |
5.38%, 05/01/25(b) | | | | | | | 145 | | | | 148,176 | |
5.75%, 05/01/28(b) | | | | | | | 99 | | | | 102,425 | |
4.88%, 01/15/30(g) | | | | | | | 952 | | | | 949,853 | |
4.00%, 05/01/31(b) | | | | | | | 233 | | | | 219,894 | |
International Game Technology PLC, 3.50%, 06/15/26(d) | | | EUR | | | | 100 | | | | 111,194 | |
McDonald’s Corp., 3.70%, 01/30/26(g) | | | USD | | | | 405 | | | | 414,693 | |
Melco Resorts Finance Ltd., 5.25%, 04/26/26(d) | | | | | | | 250 | | | | 225,000 | |
Merlin Entertainments Ltd., 5.75%, 06/15/26(b) | | | | | | | 200 | | | | 197,450 | |
MGM China Holdings Ltd., 5.88%, 05/15/26(d) | | | | | | | 250 | | | | 228,484 | |
MGM Resorts International | | | | | | | | | | | | |
6.00%, 03/15/23(g) | | | | | | | 416 | | | | 425,443 | |
5.75%, 06/15/25 | | | | | | | 29 | | | | 29,726 | |
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b) | | | | | | | 259 | | | | 238,762 | |
Penn National Gaming, Inc., 4.13%, 07/01/29(b) | | | | | | | 87 | | | | 77,882 | |
Powdr Corp., 6.00%, 08/01/25(b) | | | | | | | 206 | | | | 210,635 | |
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.(b) | | | | | | | | | | | | |
5.63%, 09/01/29 | | | | | | | 116 | | | | 99,696 | |
5.88%, 09/01/31 | | | | | | | 116 | | | | 99,023 | |
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b) | | | | | | | 177 | | | | 170,009 | |
Scientific Games International, Inc. | | | | | | | | | | | | |
8.63%, 07/01/25(b) | | | | | | | 203 | | | | 213,404 | |
5.00%, 10/15/25(b)(g) | | | | | | | 730 | | | | 748,250 | |
3.38%, 02/15/26(d) | | | EUR | | | | 100 | | | | 112,037 | |
8.25%, 03/15/26(b)(g) | | | USD | | | | 565 | | | | 588,306 | |
7.00%, 05/15/28(b) | | | | | | | 174 | | | | 180,350 | |
7.25%, 11/15/29(b) | | | | | | | 51 | | | | 53,423 | |
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b)(g) | | | | | | | 593 | | | | 618,944 | |
Spirit Issuer PLC, Series A5, 5.47%, 12/28/28(d) | | | GBP | | | | 2,550 | | | | 3,641,786 | |
Station Casinos LLC, 4.63%, 12/01/31(b) | | | USD | | | | 277 | | | | 253,372 | |
Stonegate Pub Co. Financing 2019 PLC, 8.25%, 07/31/25(d) | | | GBP | | | | 100 | | | | 133,664 | |
Studio City Finance Ltd., 6.00%, 07/15/25(d)(g) | | | USD | | | | 346 | | | | 313,130 | |
Vail Resorts, Inc., 6.25%, 05/15/25(b) | | | | | | | 154 | | | | 159,064 | |
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b) . | | | | | | | 158 | | | | 152,075 | |
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(b) | | | | | | | 192 | | | | 185,760 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
Hotels, Restaurants & Leisure (continued) | |
Wynn Macau Ltd.(d) | | | | | | | | | | | | |
5.50%, 01/15/26 | | | USD | | | | 347 | | | $ | 310,565 | |
5.50%, 10/01/27 | | | | | | | 200 | | | | 170,000 | |
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b) | | | | | | | | | | | | |
7.75%, 04/15/25 | | | | | | | 239 | | | | 248,001 | |
5.13%, 10/01/29(g) | | | | | | | 618 | | | | 581,692 | |
Yum! Brands, Inc. | | | | | | | | | | | | |
7.75%, 04/01/25(b)(g) | | | | | | | 395 | | | | 410,306 | |
4.75%, 01/15/30(b)(g) | | | | | | | 279 | | | | 273,594 | |
3.63%, 03/15/31 | | | | | | | 96 | | | | 87,537 | |
5.35%, 11/01/43 | | | | | | | 71 | | | | 69,048 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 24,103,019 | |
| | | |
Household Durables — 0.6% | | | | | | | | | |
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) | | | | | | | | | | | | |
4.63%, 08/01/29 | | | | | | | 100 | | | | 88,183 | |
4.63%, 04/01/30 | | | | | | | 145 | | | | 126,320 | |
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b) | | | | | | | | | | | | |
5.00%, 06/15/29 | | | | | | | 208 | | | | 188,866 | |
4.88%, 02/15/30(g) | | | | | | | 412 | | | | 368,458 | |
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b) | | | | | | | 253 | | | | 259,958 | |
Forestar Group, Inc., 3.85%, 05/15/26(b) | | | | | | | 104 | | | | 96,980 | |
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b) | | | | | | | 307 | | | | 316,977 | |
Mattamy Group Corp., 4.63%, 03/01/30(b) | | | | | | | 199 | | | | 186,923 | |
Meritage Homes Corp., 5.13%, 06/06/27 | | | | | | | 50 | | | | 50,498 | |
NCR Corp.(b) | | | | | | | | | | | | |
5.75%, 09/01/27 | | | | | | | 220 | | | | 220,000 | |
5.00%, 10/01/28 | | | | | | | 110 | | | | 105,325 | |
5.13%, 04/15/29 | | | | | | | 145 | | | | 139,394 | |
6.13%, 09/01/29 | | | | | | | 92 | | | | 92,230 | |
Newell Brands, Inc., 5.75%, 04/01/46 | | | | | | | 112 | | | | 117,040 | |
SWF Escrow Issuer Corp., 6.50%, 10/01/29(b) | | | | | | | 277 | | | | 239,383 | |
Taylor Morrison Communities, Inc.(b) | | | | | | | | | | | | |
5.88%, 06/15/27 | | | | | | | 245 | | | | 254,800 | |
5.13%, 08/01/30 | | | | | | | 54 | | | | 52,785 | |
Tempur Sealy International, Inc.(b) | | | | | | | | | | | | |
4.00%, 04/15/29 | | | | | | | 272 | | | | 247,064 | |
3.88%, 10/15/31 | | | | | | | 276 | | | | 236,670 | |
Toll Brothers Finance Corp., 4.35%, 02/15/28 | | | | | | | 12 | | | | 12,056 | |
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.88%, 06/15/24 | | | | | | | 11 | | | | 11,426 | |
Tri Pointe Homes, Inc., 5.25%, 06/01/27 | | | | | | | 15 | | | | 14,894 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,426,230 | |
| | | |
Household Products — 0.0% | | | | | | | | | |
Berkline Benchcraft LLC, 0.00%, 06/01/22(c)(e)(k) | | | | | | | 200 | | | | — | |
Energizer Holdings, Inc., 6.50%, 12/31/27 | | | | | | | 117 | | | | 115,830 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 115,830 | |
|
Independent Power and Renewable Electricity Producers — 1.2% | |
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energ, 6.25%, 12/10/24(d) | | | | | | | 200 | | | | 204,037 | |
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24(d) | | | | | | | 200 | | | | 204,412 | |
Calpine Corp.(b) | | | | | | | | | | | | |
5.25%, 06/01/26(g) | | | | | | | 221 | | | | 222,105 | |
4.50%, 02/15/28(g) | | | | | | | 445 | | | | 434,089 | |
5.13%, 03/15/28(g) | | | | | | | 1,275 | | | | 1,214,539 | |
4.63%, 02/01/29(g) | | | | | | | 106 | | | | 97,520 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
Independent Power and Renewable Electricity Producers (continued) | |
Calpine Corp.(b) (continued) | | | | | | | | | | | | |
5.00%, 02/01/31 | | | USD | | | | 64 | | | $ | 58,240 | |
3.75%, 03/01/31 | | | | | | | 5 | | | | 4,476 | |
Clearway Energy Operating LLC(b) | | | | | | | | | | | | |
4.75%, 03/15/28(g) | | | | | | | 287 | | | | 288,243 | |
3.75%, 01/15/32 | | | | | | | 262 | | | | 241,040 | |
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27(b) | | | | | | | 215 | | | | 205,327 | |
Greenko Dutch BV, 3.85%, 03/29/26(d) | | | | | | | 194 | | | | 183,088 | |
Greenko Mauritius Ltd., 6.25%, 02/21/23(d) | | | | | | | 200 | | | | 200,500 | |
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(d) | | | | | | | 200 | | | | 201,500 | |
India Green Energy Holdings | | | | | | | | | | | | |
5.38%, 04/29/24(b) | | | | | | | 250 | | | | 251,900 | |
5.38%, 04/29/24(d) | | | | | | | 250 | | | | 251,900 | |
Investment Energy Resources Ltd., 6.25%, 04/26/29(b) | | | | | | | 200 | | | | 202,000 | |
NRG Energy, Inc. | | | | | | | | | | | | |
6.63%, 01/15/27(g) | | | | | | | 720 | | | | 741,982 | |
5.75%, 01/15/28 | | | | | | | 63 | | | | 64,034 | |
5.25%, 06/15/29(b)(g) | | | | | | | 253 | | | | 247,239 | |
3.63%, 02/15/31(b)(g) | | | | | | | 277 | | | | 243,646 | |
3.88%, 02/15/32(b) | | | | | | | 134 | | | | 117,920 | |
ReNew Power Pvt Ltd., 5.88%, 03/05/27(d) | | | | | | | 200 | | | | 195,660 | |
ReNew Power Synthetic, 6.67%, 03/12/24(d) | | | | | | | 200 | | | | 203,038 | |
TerraForm Power Operating LLC(b) | | | | | | | | | | | | |
4.25%, 01/31/23 | | | | | | | 106 | | | | 105,735 | |
5.00%, 01/31/28 | | | | | | | 96 | | | | 95,592 | |
4.75%, 01/15/30 | | | | | | | 186 | | | | 181,406 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,661,168 | |
| | | |
Industrial Conglomerates — 0.0% | | | | | | | | | |
Metalloinvest Finance DAC, 3.38%, 10/22/28(b) | | | | | | | 309 | | | | 61,800 | |
| | | | | | | | |
| | | |
Insurance — 2.2% | | | | | | | | | |
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29(b) | | | | | | | 231 | | | | 213,590 | |
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)(g) | | | | | | | | | | | | |
4.25%, 10/15/27 | | | | | | | 1,112 | | | | 1,069,599 | |
6.75%, 10/15/27 | | | | | | | 1,882 | | | | 1,859,303 | |
5.88%, 11/01/29 | | | | | | | 1,196 | | | | 1,149,655 | |
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25(g) | | | | | | | 360 | | | | 367,112 | |
AmWINS Group, Inc., 4.88%, 06/30/29(b) | | | | | | | 266 | | | | 255,365 | |
Aon Global Ltd., 3.88%, 12/15/25(g) | | | | | | | 1,115 | | | | 1,138,443 | |
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%(a)(d)(h) | | | | | | | 306 | | | | 313,772 | |
BroadStreet Partners, Inc., 5.88%, 04/15/29(b) | | | | | | | 53 | | | | 49,423 | |
GTCR AP Finance, Inc., 8.00%, 05/15/27(b) | | | | | | | 330 | | | | 333,845 | |
HUB International Ltd.(b) | | | | | | | | | | | | |
7.00%, 05/01/26(g) | | | | | | | 1,226 | | | | 1,240,166 | |
5.63%, 12/01/29 | | | | | | | 53 | | | | 50,615 | |
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32(a)(b)(g) | | | | | | | 595 | | | | 585,953 | |
Ryan Specialty Group LLC, 4.38%, 02/01/30(b) | | | | | | | 135 | | | | 127,575 | |
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a)(g) | | | | | | | 3,500 | | | | 3,517,570 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 12,271,986 | |
| | | |
Interactive Media & Services — 0.4% | | | | | | | | | |
Arches Buyer, Inc., 4.25%, 06/01/28(b) | | | | | | | 110 | | | | 102,615 | |
Cablevision Lightpath LLC(b) 3.88%, 09/15/27 | | | | | | | 200 | | | | 187,000 | |
| | |
SCHEDULE OF INVESTMENTS | | 10 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
Interactive Media & Services (continued) | |
Cablevision Lightpath LLC(b) (continued) 5.63%, 09/15/28(g) | | | USD | | | | 400 | | | $ | 365,000 | |
Iliad SA, 2.38%, 06/17/26(d) | | | EUR | | | | 100 | | | | 107,333 | |
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.(b) | | | | | | | | | | | | |
4.75%, 04/30/27 | | | USD | | | | 303 | | | | 287,698 | |
6.00%, 02/15/28(g) | | | | | | | 309 | | | | 271,241 | |
Twitter, Inc.(b) | | | | | | | | | | | | |
3.88%, 12/15/27 | | | | | | | 295 | | | | 286,519 | |
5.00%, 03/01/30 | | | | | | | 267 | | | | 265,665 | |
United Group BV, 4.00%, 11/15/27(d) | | | EUR | | | | 100 | | | | 102,217 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,975,288 | |
| | | |
Internet & Direct Marketing Retail — 0.0% | | | | | | | | | |
Very Group Funding PLC, 6.50%, 08/01/26(d) | | | GBP | | | | 100 | | | | 124,271 | |
| | | | | | | | |
| | | |
Internet Software & Services — 1.0% | | | | | | | | | |
ANGI Group LLC, 3.88%, 08/15/28(b) | | | USD | | | | 262 | | | | 221,951 | |
Booking Holdings, Inc., 0.75%, 05/01/25(l) | | | | | | | 380 | | | | 548,340 | |
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b) | | | | | | | | | | | | |
5.25%, 12/01/27 | | | | | | | 303 | | | | 304,380 | |
3.50%, 03/01/29 | | | | | | | 125 | | | | 114,934 | |
Match Group Holdings II LLC(b) | | | | | | | | | | | | |
4.63%, 06/01/28 | | | | | | | 157 | | | | 152,094 | |
5.63%, 02/15/29 | | | | | | | 177 | | | | 175,851 | |
4.13%, 08/01/30 | | | | | | | 198 | | | | 185,540 | |
3.63%, 10/01/31 | | | | | | | 109 | | | | 97,493 | |
Uber Technologies, Inc. | | | | | | | | | | | | |
7.50%, 05/15/25(b)(g) | | | | | | | 667 | | | | 696,014 | |
0.00%, 12/15/25(j)(l) | | | | | | | 1,582 | | | | 1,415,890 | |
8.00%, 11/01/26(b)(g) | | | | | | | 311 | | | | 330,500 | |
7.50%, 09/15/27(b)(g) | | | | | | | 567 | | | | 604,569 | |
6.25%, 01/15/28(b)(g) | | | | | | | 318 | | | | 328,793 | |
4.50%, 08/15/29(b)(g) | | | | | | | 467 | | | | 437,813 | |
Zillow Group, Inc., 1.38%, 09/01/26(l) | | | | | | | 55 | | | | 72,772 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,686,934 | |
| | | |
IT Services — 1.0% | | | | | | | | | |
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) | | | | | | | 110 | | | | 98,276 | |
Booz Allen Hamilton, Inc.(b)(g) | | | | | | | | | | | | |
3.88%, 09/01/28 | | | | | | | 363 | | | | 350,400 | |
4.00%, 07/01/29 | | | | | | | 412 | | | | 402,293 | |
CA Magnum Holdings, 5.38%, 10/31/26(b) | | | | | | | 382 | | | | 372,450 | |
Camelot Finance SA, 4.50%, 11/01/26(b)(g) | | | | | | | 564 | | | | 548,490 | |
Castle U.S. Holding Corp., 9.50%, 02/15/28(b) | | | | | | | 157 | | | | 155,857 | |
Dun & Bradstreet Corp., 5.00%, 12/15/29(b) | | | | | | | 466 | | | | 438,040 | |
Fair Isaac Corp., 4.00%, 06/15/28(b)(g) | | | | | | | 366 | | | | 354,332 | |
Gartner, Inc.(b) | | | | | | | | | | | | |
4.50%, 07/01/28 | | | | | | | 35 | | | | 34,869 | |
3.63%, 06/15/29 | | | | | | | 117 | | | | 109,688 | |
3.75%, 10/01/30(g) | | | | | | | 435 | | | | 408,356 | |
International Business Machines Corp., 1.95%, 05/15/30(g) | | | | | | | 500 | | | | 454,925 | |
KBR, Inc., 4.75%, 09/30/28(b) | | | | | | | 186 | | | | 181,339 | |
La Financiere Atalian SASU, 5.13%, 05/15/25(d) | | | EUR | | | | 100 | | | | 98,408 | |
Rackspace Technology Global, Inc., 5.38%, 12/01/28(b)(g) | | | USD | | | | 60 | | | | 52,059 | |
Science Applications International Corp., 4.88%, 04/01/28(b)(g) | | | | | | | 254 | | | | 250,276 | |
Shift4 Payments, Inc., 0.00%, 12/15/25(j) | | | | | | | 349 | | | | 365,403 | |
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b) | | | | | | | 243 | | | | 245,126 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
IT Services (continued) | | | | | | | | | |
Twilio, Inc., 3.88%, 03/15/31 | | | USD | | | | 353 | | | $ | 328,120 | |
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b) | | | | | | | 392 | | | | 358,298 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,607,005 | |
| | | |
Leisure Products — 0.2% | | | | | | | | | |
Mattel, Inc. | | | | | | | | | | | | |
5.88%, 12/15/27(b) | | | | | | | 293 | | | | 306,507 | |
3.75%, 04/01/29(b) | | | | | | | 103 | | | | 99,109 | |
6.20%, 10/01/40 | | | | | | | 228 | | | | 262,274 | |
5.45%, 11/01/41 | | | | | | | 278 | | | | 295,931 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 963,821 | |
| | | |
Machinery — 0.7% | | | | | | | | | |
ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28(b) | | | | | | | 108 | | | | 101,520 | |
Colfax Corp., 6.38%, 02/15/26(b) | | | | | | | 127 | | | | 131,006 | |
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(i) | | | | | | | 240 | | | | 249,600 | |
Madison IAQ LLC(b) | | | | | | | | | | | | |
4.13%, 06/30/28 | | | | | | | 97 | | | | 89,399 | |
5.88%, 06/30/29 | | | | | | | 725 | | | | 650,687 | |
Mueller Water Products, Inc., 4.00%, 06/15/29(b) | | | | | | | 138 | | | | 130,718 | |
OT Merger Corp., 7.88%, 10/15/29(b) | | | | | | | 115 | | | | 99,475 | |
Stevens Holding Co., Inc., 6.13%, 10/01/26(b) | | | | | | | 167 | | | | 172,466 | |
Terex Corp., 5.00%, 05/15/29(b) | | | | | | | 333 | | | | 319,170 | |
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b)(g) | | | | | | | 813 | | | | 807,858 | |
TK Elevator Holdco GmbH, 7.63%, 07/15/28(b)(g) | | | | | | | 400 | | | | 396,500 | |
TK Elevator Midco GmbH, 4.38%, 07/15/27(d) | | | EUR | | | | 100 | | | | 109,131 | |
TK Elevator US Newco Inc., 5.25%, 07/15/27(b)(g) | | | USD | | | | 394 | | | | 389,678 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,647,208 | |
| | | |
Media — 9.3% | | | | | | | | | |
Altice Financing SA | | | | | | | | | | | | |
3.00%, 01/15/28(d) | | | EUR | | | | 100 | | | | 97,361 | |
5.00%, 01/15/28(b)(g) | | | USD | | | | 378 | | | | 338,820 | |
5.75%, 08/15/29(b)(g) | | | | | | | 1,186 | | | | 1,078,175 | |
Altice France Holding SA(b)(g) | | | | | | | | | | | | |
10.50%, 05/15/27 | | | | | | | 1,673 | | | | 1,750,803 | |
6.00%, 02/15/28 | | | | | | | 382 | | | | 329,475 | |
AMC Entertainment Holdings, Inc.(b)(g) | | | | | | | | | | | | |
7.50%, 02/15/29 | | | | | | | 461 | | | | 447,979 | |
(10.00% Cash or 12.00% PIK), 10.00%, 06/15/26(i) | | | | | | | 370 | | | | 332,231 | |
AMC Networks, Inc. | | | | | | | | | | | | |
4.75%, 08/01/25 | | | | | | | 222 | | | | 221,212 | |
4.25%, 02/15/29 | | | | | | | 123 | | | | 114,783 | |
Block Communications, Inc., 4.88%, 03/01/28(b) | | | | | | | 128 | | | | 123,520 | |
Cable One, Inc. | | | | | | | | | | | | |
1.13%, 03/15/28 | | | | | | | 1,028 | | | | 919,032 | |
4.00%, 11/15/30(b) | | | | | | | 94 | | | | 86,689 | |
CCO Holdings LLC/CCO Holdings Capital Corp. | | | | | | | | | | | | |
5.13%, 05/01/27(b)(g) | | | | | | | 565 | | | | 565,833 | |
5.00%, 02/01/28(b) | | | | | | | 34 | | | | 33,643 | |
5.38%, 06/01/29(b)(g) | | | | | | | 731 | | | | 731,000 | |
4.75%, 03/01/30(b) | | | | | | | 204 | | | | 195,889 | |
4.50%, 08/15/30(b)(g) | | | | | | | 1,099 | | | | 1,031,183 | |
4.25%, 02/01/31(b)(g) | | | | | | | 813 | | | | 737,797 | |
4.75%, 02/01/32(b) | | | | | | | 239 | | | | 222,566 | |
4.50%, 05/01/32(g) | | | | | | | 426 | | | | 389,662 | |
4.50%, 06/01/33(b) | | | | | | | 260 | | | | 233,350 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Media (continued) | | | | | | | | | |
CCO Holdings LLC/CCO Holdings Capital Corp. (continued) | | | | | | | | | | | | |
4.25%, 01/15/34(b)(g) | | | USD | | | | 991 | | | $ | 860,679 | |
Charter Communications Operating LLC/Charter Communications Operating Capital(g) | | | | | | | | | | | | |
4.91%, 07/23/25 | | | | | | | 2,425 | | | | 2,514,752 | |
5.38%, 05/01/47 | | | | | | | 425 | | | | 435,154 | |
Clear Channel International BV, 6.63%, 08/01/25(b) | | | | | | | 384 | | | | 390,720 | |
Clear Channel Outdoor Holdings, Inc.(b)(g) | | | | | | | | | | | | |
7.75%, 04/15/28 | | | | | | | 707 | | | | 710,698 | |
7.50%, 06/01/29 | | | | | | | 928 | | | | 926,009 | |
Clear Channel Worldwide Holdings, Inc., 5.13%, 08/15/27(b)(g) | | | | | | | 1,560 | | | | 1,543,136 | |
Comcast Corp., 3.95%, 10/15/25(g) | | | | | | | 3,000 | | | | 3,098,137 | |
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b)(g) | | | | | | | 2,266 | | | | 2,305,406 | |
CSC Holdings LLC | | | | | | | | | | | | |
5.25%, 06/01/24 | | | | | | | 123 | | | | 123,156 | |
6.50%, 02/01/29(b)(g) | | | | | | | 865 | | | | 871,868 | |
5.75%, 01/15/30(b)(g) | | | | | | | 660 | | | | 587,400 | |
4.13%, 12/01/30(b)(g) | | | | | | | 626 | | | | 548,917 | |
4.63%, 12/01/30(b)(g) | | | | | | | 220 | | | | 183,984 | |
3.38%, 02/15/31(b)(g) | | | | | | | 257 | | | | 216,523 | |
4.50%, 11/15/31(b)(g) | | | | | | | 268 | | | | 240,200 | |
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27(b)(g) | | | | | | | 459 | | | | 451,541 | |
Discovery Communications LLC(g) | | | | | | | | | | | | |
3.25%, 04/01/23 | | | | | | | 1,490 | | | | 1,491,180 | |
3.45%, 03/15/25 | | | | | | | 170 | | | | 168,363 | |
DISH DBS Corp. | | | | | | | | | | | | |
5.88%, 07/15/22(g) | | | | | | | 1,233 | | | | 1,239,140 | |
5.00%, 03/15/23 | | | | | | | 186 | | | | 186,658 | |
7.75%, 07/01/26(g) | | | | | | | 601 | | | | 597,093 | |
5.25%, 12/01/26(b)(g) | | | | | | | 1,226 | | | | 1,167,765 | |
5.75%, 12/01/28(b)(g) | | | | | | | 946 | | | | 895,152 | |
5.13%, 06/01/29(g) | | | | | | | 148 | | | | 126,035 | |
DISH Network Corp., 3.38%, 08/15/26(l) | | | | | | | 309 | | | | 277,946 | |
Frontier Communications Holdings LLC(b) | | | | | | | | | | | | |
5.88%, 10/15/27(g) | | | | | | | 462 | | | | 458,905 | |
5.00%, 05/01/28(g) | | | | | | | 879 | | | | 843,840 | |
6.75%, 05/01/29 | | | | | | | 573 | | | | 550,080 | |
6.00%, 01/15/30(g) | | | | | | | 375 | | | | 346,875 | |
GCI LLC, 4.75%, 10/15/28(b) | | | | | | | 89 | | | | 86,887 | |
iHeartCommunications, Inc. | | | | | | | | | | | | |
6.38%, 05/01/26 | | | | | | | 264 | | | | 271,436 | |
8.38%, 05/01/27 | | | | | | | 35 | | | | 36,188 | |
5.25%, 08/15/27(b) | | | | | | | 122 | | | | 120,628 | |
4.75%, 01/15/28(b) | | | | | | | 78 | | | | 74,490 | |
Iliad Holding SASU(b) | | | | | | | | | | | | |
6.50%, 10/15/26 | | | | | | | 486 | | | | 487,312 | |
7.00%, 10/15/28 | | | | | | | 498 | | | | 498,737 | |
Kaixo Bondco Telecom SA, 5.13%, 09/30/29(d) | | | EUR | | | | 100 | | | | 103,575 | |
Lamar Media Corp., 4.00%, 02/15/30 | | | USD | | | | 126 | | | | 119,858 | |
LCPR Senior Secured Financing DAC(b)(g) | | | | | | | | | | | | |
6.75%, 10/15/27 | | | | | | | 360 | | | | 369,828 | |
5.13%, 07/15/29 | | | | | | | 568 | | | | 542,267 | |
Liberty Broadband Corp.(b)(l) | | | | | | | | | | | | |
1.25%, 09/30/50 | | | | | | | 413 | | | | 395,448 | |
2.75%, 09/30/50 | | | | | | | 797 | | | | 786,061 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Media (continued) | | | | | | | | | |
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(i) | | | USD | | | | 507 | | | $ | 352,085 | |
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b)(g) | | | | | | | 567 | | | | 546,446 | |
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | | | | | | | 200 | | | | 189,500 | |
Live Nation Entertainment, Inc.(b) | | | | | | | | | | | | |
4.88%, 11/01/24 | | | | | | | 31 | | | | 31,124 | |
6.50%, 05/15/27(g) | | | | | | | 921 | | | | 980,883 | |
4.75%, 10/15/27 | | | | | | | 91 | | | | 88,725 | |
3.75%, 01/15/28 | | | | | | | 78 | | | | 73,311 | |
Lorca Telecom Bondco SA, 4.00%, 09/18/27(d) | | | EUR | | | | 100 | | | | 106,477 | |
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) | | | USD | | | | 177 | | | | 177,738 | |
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%(a)(d)(g)(h) | | | | | | | 520 | | | | 517,010 | |
Outfront Media Capital LLC/Outfront Media Capital Corp.(b) | | | | | | | | | | | | |
5.00%, 08/15/27(g) | | | | | | | 329 | | | | 321,624 | |
4.25%, 01/15/29 | | | | | | | 144 | | | | 133,956 | |
4.63%, 03/15/30 | | | | | | | 15 | | | | 14,119 | |
Radiate Holdco LLC/Radiate Finance, Inc.(b)(g) | | | | | | | | | | | | |
4.50%, 09/15/26 | | | | | | | 956 | | | | 922,540 | |
6.50%, 09/15/28 | | | | | | | 2,059 | | | | 1,947,042 | |
Sable International Finance Ltd. | | | | | | | | | | | | |
5.75%, 09/07/27(d) | | | | | | | 245 | | | | 246,703 | |
5.75%, 09/07/27(b) | | | | | | | 200 | | | | 201,390 | |
Scripps Escrow II, Inc., 3.88%, 01/15/29(b) | | | | | | | 17 | | | | 15,797 | |
Sinclair Television Group, Inc., 4.13%, 12/01/30(b) | | | | | | | 224 | | | | 199,734 | |
Sirius XM Radio, Inc.(b) | | | | | | | | | | | | |
3.13%, 09/01/26(g) | | | | | | | 491 | | | | 464,227 | |
5.00%, 08/01/27 | | | | | | | 170 | | | | 169,575 | |
4.00%, 07/15/28(g) | | | | | | | 467 | | | | 443,650 | |
5.50%, 07/01/29(g) | | | | | | | 722 | | | | 732,830 | |
4.13%, 07/01/30(g) | | | | | | | 58 | | | | 54,298 | |
3.88%, 09/01/31(g) | | | | | | | 528 | | | | 480,480 | |
Stagwell Global LLC, 5.63%, 08/15/29(b) | | | | | | | 101 | | | | 95,281 | |
Summer BC Holdco B Sarl, 5.75%, 10/31/26(d) | | | EUR | | | | 100 | | | | 112,049 | |
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28(b) | | | USD | | | | 200 | | | | 193,000 | |
Terrier Media Buyer, Inc., 8.88%, 12/15/27(b)(g) | | | | | | | 617 | | | | 627,797 | |
Univision Communications, Inc.(b) | | | | | | | | | | | | |
5.13%, 02/15/25 | | | | | | | 133 | | | | 133,112 | |
6.63%, 06/01/27 | | | | | | | 132 | | | | 138,270 | |
UPC Broadband Finco BV, 4.88%, 07/15/31(b)(g) | | | | | | | 449 | | | | 421,553 | |
UPCB Finance VII Ltd., 3.63%, 06/15/29(d) | | | EUR | | | | 100 | | | | 108,159 | |
Videotron Ltd., 3.63%, 06/15/29(b) | | | USD | | | | 262 | | | | 242,924 | |
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28(b)(g) | | | | | | | 754 | | | | 723,840 | |
VTR Comunicaciones SpA, 4.38%, 04/15/29(b) | | | | | | | 200 | | | | 182,000 | |
VZ Secured Financing BV, 3.50%, 01/15/32(d) | | | EUR | | | | 100 | | | | 101,554 | |
WMG Acquisition Corp., 3.88%, 07/15/30(b) | | | USD | | | | 136 | | | | 129,540 | |
Ziggo Bond Co. BV(b) | | | | | | | | | | | | |
6.00%, 01/15/27 | | | | | | | 199 | | | | 200,244 | |
5.13%, 02/28/30(g) | | | | | | | 225 | | | | 209,392 | |
Ziggo BV, 4.88%, 01/15/30(b)(g) | | | | | | | 200 | | | | 188,346 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 51,449,355 | |
| | | |
Metals & Mining — 1.4% | | | | | | | | | |
ABJA Investment Co. Pte. Ltd., 5.95%, 07/31/24(d) | | | | | | | 250 | | | | 260,312 | |
| | |
SCHEDULE OF INVESTMENTS | | 12 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Metals & Mining (continued) | | | | | | | | | |
Allegheny Technologies, Inc. | | | | | | | | | | | | |
4.88%, 10/01/29 | | | USD | | | | 101 | | | $ | 95,717 | |
5.13%, 10/01/31 | | | | | | | 114 | | | | 106,901 | |
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | | | | | | | 200 | | | | 186,160 | |
Arconic Corp.(b) | | | | | | | | | | | | |
6.00%, 05/15/25(g) | | | | | | | 332 | | | | 339,636 | |
6.13%, 02/15/28 | | | | | | | 343 | | | | 344,154 | |
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b)(g) | | | | | | | 839 | | | | 880,296 | |
Carpenter Technology Corp., 7.63%, 03/15/30 | | | | | | | 153 | | | | 156,658 | |
Commercial Metals Co. | | | | | | | | | | | | |
4.13%, 01/15/30 | | | | | | | 70 | | | | 65,363 | |
4.38%, 03/15/32 | | | | | | | 75 | | | | 69,656 | |
Constellium SE(b) | | | | | | | | | | | | |
5.88%, 02/15/26(g) | | | | | | | 588 | | | | 588,000 | |
5.63%, 06/15/28 | | | | | | | 250 | | | | 251,053 | |
3.75%, 04/15/29(g) | | | | | | | 256 | | | | 229,760 | |
JSW Steel Ltd., 5.95%, 04/18/24(d) | | | | | | | 200 | | | | 202,500 | |
Kaiser Aluminum Corp.(b) | | | | | | | | | | | | |
4.63%, 03/01/28 | | | | | | | 191 | | | | 179,418 | |
4.50%, 06/01/31 | | | | | | | 129 | | | | 116,305 | |
New Gold, Inc., 7.50%, 07/15/27(b)(g) | | | | | | | 545 | | | | 565,437 | |
Nexa Resources SA, 5.38%, 05/04/27(b)(g) | | | | | | | 237 | | | | 240,555 | |
Novelis Corp.(b)(g) | | | | | | | | | | | | |
3.25%, 11/15/26 | | | | | | | 416 | | | | 397,396 | |
4.75%, 01/30/30 | | | | | | | 748 | | | | 726,207 | |
3.88%, 08/15/31 | | | | | | | 483 | | | | 441,781 | |
Periama Holdings LLC, 5.95%, 04/19/26(d) | | | | | | | 200 | | | | 202,900 | |
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29(b) | | | | | | | 122 | | | | 113,765 | |
thyssenkrupp AG, 2.88%, 02/22/24(d) | | | EUR | | | | 84 | | | | 92,665 | |
U.S. Steel Corp., 6.88%, 03/01/29(g) | | | USD | | | | 491 | | | | 510,640 | |
Vedanta Resources Finance II PLC(d) | | | | | | | | | | | | |
13.88%, 01/21/24 | | | | | | | 200 | | | | 209,250 | |
8.95%, 03/11/25 | | | | | | | 293 | | | | 284,210 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 7,856,695 | |
| | | |
Multiline Retail — 0.2% | | | | | | | | | |
Bath & Body Works, Inc. | | | | | | | | | | | | |
6.88%, 11/01/35(g) | | | | | | | 401 | | | | 413,030 | |
6.75%, 07/01/36 | | | | | | | 71 | | | | 72,306 | |
7.60%, 07/15/37 | | | | | | | 60 | | | | 62,250 | |
Macy’s Retail Holdings LLC(b) | | | | | | | | | | | | |
5.88%, 03/15/30 | | | | | | | 48 | | | | 47,352 | |
6.13%, 03/15/32 | | | | | | | 48 | | | | 47,400 | |
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b) | | | | | | | 396 | | | | 406,692 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,049,030 | |
| | | |
Offshore Drilling & Other Services — 0.1% | | | | | | | | | |
Applied Materials, Inc., 3.90%, 10/01/25(g) | | | | | | | 285 | | | | 292,843 | |
Entegris, Inc., 4.38%, 04/15/28(b) | | | | | | | 71 | | | | 68,693 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 361,536 | |
| | | |
Oil, Gas & Consumable Fuels — 9.5% | | | | | | | | | |
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)(g) | | | | | | | 538 | | | | 558,283 | |
Antero Midstream Partners LP/Antero Midstream Finance Corp.(b) | | | | | | | | | | | | |
5.75%, 03/01/27 | | | | | | | 226 | | | | 230,156 | |
5.75%, 01/15/28 | | | | | | | 59 | | | | 60,254 | |
5.38%, 06/15/29 | | | | | | | 206 | | | | 205,790 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Oil, Gas & Consumable Fuels (continued) | | | | | | | | | |
Antero Resources Corp., 5.38%, 03/01/30(b) | | | USD | | | | 147 | | | $ | 150,124 | |
Apache Corp. | | | | | | | | | | | | |
4.25%, 01/15/30 | | | | | | | 235 | | | | 236,884 | |
5.10%, 09/01/40(g) | | | | | | | 424 | | | | 427,180 | |
5.25%, 02/01/42 | | | | | | | 40 | | | | 39,800 | |
5.35%, 07/01/49 | | | | | | | 128 | | | | 123,200 | |
Arcosa, Inc., 4.38%, 04/15/29(b)(g) | | | | | | | 374 | | | | 354,832 | |
Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b) | | | | | | | | | | | | |
9.00%, 11/01/27 | | | | | | | 596 | | | | 816,520 | |
5.88%, 06/30/29 | | | | | | | 291 | | | | 287,534 | |
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34(d)(j) | | | | | | | 144 | | | | 104,190 | |
Brand Industrial Services, Inc., 8.50%, 07/15/25(b)(g) | | | | | | | 498 | | | | 463,180 | |
Buckeye Partners LP | | | | | | | | | | | | |
4.13%, 03/01/25(b)(g) | | | | | | | 262 | | | | 258,382 | |
5.85%, 11/15/43 | | | | | | | 145 | | | | 123,604 | |
5.60%, 10/15/44 | | | | | | | 166 | | | | 139,156 | |
Callon Petroleum Co. | | | | | | | | | | | | |
6.13%, 10/01/24 | | | | | | | 126 | | | | 125,370 | |
9.00%, 04/01/25(b)(g) | | | | | | | 827 | | | | 876,620 | |
6.38%, 07/01/26 | | | | | | | 44 | | | | 43,753 | |
8.00%, 08/01/28(b)(g) | | | | | | | 620 | | | | 653,585 | |
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31(d)(l) | | | EUR | | | | 200 | | | | 190,627 | |
Cenovus Energy, Inc., 5.40%, 06/15/47(g) | | | USD | | | | 113 | | | | 127,232 | |
Centennial Resource Production LLC | | | | | | | | | | | | |
6.88%, 04/01/27(b) | | | | | | | 46 | | | | 46,235 | |
3.25%, 04/01/28(g)(l) | | | | | | | 478 | | | | 723,786 | |
Cheniere Energy Partners LP | | | | | | | | | | | | |
4.50%, 10/01/29(g) | | | | | | | 555 | | | | 557,775 | |
4.00%, 03/01/31(g) | | | | | | | 675 | | | | 654,338 | |
3.25%, 01/31/32(b) | | | | | | | 640 | | | | 581,946 | |
Cheniere Energy, Inc., 4.63%, 10/15/28(g) | | | | | | | 1,657 | | | | 1,662,551 | |
Chesapeake Energy Corp.(b) | | | | | | | | | | | | |
5.88%, 02/01/29 | | | | | | | 41 | | | | 42,333 | |
6.75%, 04/15/29(g) | | | | | | | 518 | | | | 548,632 | |
Citgo Holding, Inc., 9.25%, 08/01/24(b) | | | | | | | 228 | | | | 230,280 | |
Civitas Resources, Inc., 5.00%, 10/15/26(b) | | | | | | | 88 | | | | 87,233 | |
CNX Midstream Partners LP, 4.75%, 04/15/30(b) | | | | | | | 92 | | | | 86,155 | |
CNX Resources Corp. | | | | | | | | | | | | |
2.25%, 05/01/26(l) | | | | | | | 499 | | | | 864,018 | |
6.00%, 01/15/29(b) | | | | | | | 90 | | | | 90,900 | |
Colgate Energy Partners III LLC(b) | | | | | | | | | | | | |
7.75%, 02/15/26 | | | | | | | 272 | | | | 289,955 | |
5.88%, 07/01/29(g) | | | | | | | 353 | | | | 363,925 | |
Comstock Resources, Inc.(b)(g) | | | | | | | | | | | | |
7.50%, 05/15/25 | | | | | | | 160 | | | | 162,400 | |
6.75%, 03/01/29 | | | | | | | 623 | | | | 642,674 | |
5.88%, 01/15/30 | | | | | | | 435 | | | | 428,605 | |
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b) | | | | | | | 1,117 | | | | 1,097,341 | |
Crescent Energy Finance LLC, 7.25%, 05/01/26(b) | | | | | | | 677 | | | | 680,155 | |
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b) | | | | | | | | | | | | |
5.63%, 05/01/27 | | | | | | | 39 | | | | 38,643 | |
6.00%, 02/01/29 | | | | | | | 29 | | | | 28,891 | |
8.00%, 04/01/29 | | | | | | | 90 | | | | 96,064 | |
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25(b)(g) | | | | | | | 790 | | | | 805,196 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Oil, Gas & Consumable Fuels (continued) | | | | | | | | | |
DCP Midstream Operating LP(b) | | | | | | | | | | | | |
6.45%, 11/03/36 | | | USD | | | | 226 | | | $ | 260,408 | |
6.75%, 09/15/37(g) | | | | | | | 317 | | | | 371,682 | |
DT Midstream, Inc.(b)(g) | | | | | | | | | | | | |
4.13%, 06/15/29 | | | | | | | 408 | | | | 391,192 | |
4.38%, 06/15/31 | | | | | | | 484 | | | | 463,430 | |
Dycom Industries, Inc., 4.50%, 04/15/29(b) | | | | | | | 102 | | | | 96,135 | |
Ecopetrol SA, 4.63%, 11/02/31 | | | | | | | 190 | | | | 171,950 | |
eG Global Finance PLC | | | | | | | | | | | | |
6.75%, 02/07/25(b)(g) | | | | | | | 596 | | | | 594,510 | |
6.25%, 10/30/25(d) | | | EUR | | | | 142 | | | | 156,441 | |
8.50%, 10/30/25(b) | | | USD | | | | 252 | | | | 257,985 | |
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a)(g) | | | | | | | 1,565 | | | | 1,620,059 | |
Endeavor Energy Resources LP/EER Finance, Inc.(b) | | | | | | | | | | | | |
6.63%, 07/15/25 | | | | | | | 192 | | | | 199,200 | |
5.75%, 01/30/28 | | | | | | | 386 | | | | 399,027 | |
Energean Israel Finance Ltd., 4.88%, 03/30/26(b)(d) | | | | | | | 130 | | | | 126,360 | |
Energy Transfer LP(g) | | | | | | | | | | | | |
3.90%, 07/15/26 | | | | | | | 235 | | | | 236,261 | |
Series H, (5 year CMT + 5.69%), 6.50%(a)(h) | | | | | | | 644 | | | | 632,923 | |
EnLink Midstream LLC | | | | | | | | | | | | |
5.63%, 01/15/28(b) | | | | | | | 203 | | | | 207,060 | |
5.38%, 06/01/29 | | | | | | | 148 | | | | 147,630 | |
EnLink Midstream Partners LP | | | | | | | | | | | | |
4.40%, 04/01/24(g) | | | | | | | 240 | | | | 243,134 | |
4.15%, 06/01/25 | | | | | | | 17 | | | | 16,941 | |
4.85%, 07/15/26 | | | | | | | 115 | | | | 115,000 | |
5.60%, 04/01/44 | | | | | | | 226 | | | | 194,925 | |
5.05%, 04/01/45 | | | | | | | 32 | | | | 25,840 | |
5.45%, 06/01/47 | | | | | | | 60 | | | | 50,550 | |
EQM Midstream Partners LP | | | | | | | | | | | | |
6.00%, 07/01/25(b)(g) | | | | | | | 255 | | | | 260,111 | |
4.13%, 12/01/26 | | | | | | | 100 | | | | 96,003 | |
6.50%, 07/01/27(b)(g) | | | | | | | 364 | | | | 380,213 | |
4.50%, 01/15/29(b) | | | | | | | 136 | | | | 127,160 | |
4.75%, 01/15/31(b)(g) | | | | | | | 791 | | | | 739,585 | |
EQT Corp., 1.75%, 05/01/26(l) | | | | | | | 426 | | | | 1,009,620 | |
Genesis Energy LP/Genesis Energy Finance Corp. | | | | | | | | | | | | |
6.50%, 10/01/25 | | | | | | | 46 | | | | 45,370 | |
7.75%, 02/01/28 | | | | | | | 118 | | | | 118,626 | |
Geopark Ltd., 5.50%, 01/17/27(b) | | | | | | | 200 | | | | 189,475 | |
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(d) | | | | | | | 200 | | | | 182,537 | |
Great Western Petroleum LLC/Great Western Finance Corp., 12.00%, 09/01/25(b) | | | | | | | 164 | | | | 182,860 | |
Gulfport Energy Corp., 8.00%, 05/17/26(b) | | | | | | | 37 | | | | 38,062 | |
Harvest Midstream I LP, 7.50%, 09/01/28(b) | | | | | | | 60 | | | | 61,283 | |
Hess Corp., 4.30%, 04/01/27(g) | | | | | | | 50 | | | | 51,304 | |
Hess Midstream Operations LP, 4.25%, 02/15/30(b) | | | | | | | 240 | | | | 226,464 | |
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, 11/01/28(b) | | | | | | | 32 | | | | 32,160 | |
Hilong Holding Ltd., 9.75%, 11/18/24(d) | | | | | | | 207 | | | | 128,340 | |
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(d) | | | | | | | 200 | | | | 193,500 | |
HTA Group Ltd., 7.00%, 12/18/25(b) | | | | | | | 200 | | | | 197,625 | |
IHS Holding Ltd., 6.25%, 11/29/28(b) | | | | | | | 200 | | | | 186,500 | |
Impulsora Pipeline, 6.05%, 12/31/42(c) | | | | | | | 1,382 | | | | 1,212,808 | |
ITT Holdings LLC, 6.50%, 08/01/29(b) | | | | | | | 343 | | | | 316,836 | |
Leviathan Bond Ltd., 5.75%, 06/30/23(b)(d) | | | | | | | 170 | | | | 171,809 | |
Matador Resources Co., 5.88%, 09/15/26(g) | | | | | | | 1,054 | | | | 1,073,288 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Oil, Gas & Consumable Fuels (continued) | | | | | | | | | |
MC Brazil Downstream Trading SARL, 7.25%, 06/30/31(b) | | | USD | | | | 200 | | | $ | 182,000 | |
Medco Bell Pte. Ltd., 6.38%, 01/30/27(d) | | | | | | | 250 | | | | 242,500 | |
MEG Energy Corp., 6.50%, 01/15/25(b)(g) | | | | | | | 217 | | | | 220,526 | |
MPLX LP, 4.25%, 12/01/27(g) | | | | | | | 185 | | | | 191,062 | |
Murphy Oil Corp. | | | | | | | | | | | | |
5.75%, 08/15/25 | | | | | | | 63 | | | | 64,200 | |
5.88%, 12/01/27 | | | | | | | 56 | | | | 56,980 | |
6.38%, 12/01/42 | | | | | | | 29 | | | | 27,795 | |
Murphy Oil USA, Inc., 4.75%, 09/15/29 | | | | | | | 146 | | | | 144,770 | |
Nabors Industries Ltd.(b) | | | | | | | | | | | | |
7.25%, 01/15/26 | | | | | | | 55 | | | | 55,000 | |
7.50%, 01/15/28 | | | | | | | 140 | | | | 136,500 | |
Nabors Industries, Inc., 7.38%, 05/15/27(b) | | | | | | | 244 | | | | 253,455 | |
Neptune Energy Bondco PLC, 6.63%, 05/15/25(b) | | | | | | | 200 | | | | 201,098 | |
New Fortress Energy, Inc.(b)(g) | | | | | | | | | | | | |
6.75%, 09/15/25 | | | | | | | 657 | | | | 660,883 | |
6.50%, 09/30/26 | | | | | | | 1,012 | | | | 1,002,659 | |
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b) | | | | | | | 171 | | | | 168,211 | |
NGPL PipeCo LLC, 7.77%, 12/15/37(b)(g) | | | | | | | 227 | | | | 284,891 | |
Northern Oil and Gas, Inc., 8.13%, 03/01/28(b)(g) | | | | | | | 630 | | | | 656,347 | |
NuStar Logistics LP | | | | | | | | | | | | |
6.00%, 06/01/26 | | | | | | | 163 | | | | 164,833 | |
6.38%, 10/01/30 | | | | | | | 25 | | | | 25,339 | |
Occidental Petroleum Corp. | | | | | | | | | | | | |
6.95%, 07/01/24 | | | | | | | 63 | | | | 67,646 | |
5.50%, 12/01/25 | | | | | | | 100 | | | | 105,230 | |
5.55%, 03/15/26 | | | | | | | 36 | | | | 38,160 | |
8.88%, 07/15/30 | | | | | | | 86 | | | | 110,295 | |
6.63%, 09/01/30(g) | | | | | | | 526 | | | | 603,585 | |
4.30%, 08/15/39 | | | | | | | 518 | | | | 489,510 | |
6.20%, 03/15/40(g) | | | | | | | 944 | | | | 1,047,840 | |
4.50%, 07/15/44 | | | | | | | 64 | | | | 61,161 | |
4.63%, 06/15/45 | | | | | | | 558 | | | | 541,260 | |
6.60%, 03/15/46 | | | | | | | 37 | | | | 43,475 | |
4.40%, 04/15/46 | | | | | | | 613 | | | | 582,350 | |
4.20%, 03/15/48 | | | | | | | 600 | | | | 561,000 | |
4.40%, 08/15/49 | | | | | | | 37 | | | | 34,780 | |
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26(b)(i) | | | | | | | — | (m) | | | 34 | |
Oil and Gas Holding Co., 7.63%, 11/07/24(d) | | | | | | | 200 | | | | 210,500 | |
OQ SAOC, 5.13%, 05/06/28(b) | | | | | | | 200 | | | | 197,412 | |
PDC Energy, Inc. | | | | | | | | | | | | |
6.13%, 09/15/24 | | | | | | | 75 | | | | 75,918 | |
5.75%, 05/15/26 | | | | | | | 235 | | | | 238,229 | |
Pertamina Persero PT, 3.65%, 07/30/29(d) | | | | | | | 200 | | | | 197,980 | |
Petroleos Mexicanos(g) | | | | | | | | | | | | |
6.50%, 03/13/27 | | | | | | | 123 | | | | 124,445 | |
5.95%, 01/28/31 | | | | | | | 313 | | | | 288,570 | |
6.70%, 02/16/32 | | | | | | | 220 | | | | 209,000 | |
6.38%, 01/23/45 | | | | | | | 125 | | | | 99,349 | |
6.75%, 09/21/47 | | | | | | | 249 | | | | 199,935 | |
7.69%, 01/23/50 | | | | | | | 226 | | | | 196,620 | |
Pioneer Natural Resources Co., 0.25%, 05/15/25(l) | | | | | | | 283 | | | | 671,983 | |
Puma International Financing SA, 5.13%, 10/06/24(b) | | | | | | | 200 | | | | 190,000 | |
Range Resources Corp. | | | | | | | | | | | | |
5.88%, 07/01/22 | | | | | | | 44 | | | | 44,000 | |
5.00%, 08/15/22 | | | | | | | 252 | | | | 252,000 | |
5.00%, 03/15/23 | | | | | | | 189 | | | | 190,323 | |
| | |
SCHEDULE OF INVESTMENTS | | 14 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Oil, Gas & Consumable Fuels (continued) | | | | | | | | | |
Range Resources Corp. (continued) | | | | | | | | | | | | |
4.88%, 05/15/25 | | | USD | | | | 14 | | | $ | 14,170 | |
4.75%, 02/15/30(b) | | | | | | | 109 | | | | 108,257 | |
Rockcliff Energy II LLC, 5.50%, 10/15/29(b) | | | | | | | 339 | | | | 339,314 | |
SM Energy Co. | | | | | | | | | | | | |
10.00%, 01/15/25(b)(g) | | | | | | | 924 | | | | 1,008,694 | |
5.63%, 06/01/25 | | | | | | | 74 | | | | 73,907 | |
6.75%, 09/15/26 | | | | | | | 129 | | | | 132,647 | |
6.63%, 01/15/27 | | | | | | | 34 | | | | 34,855 | |
6.50%, 07/15/28 | | | | | | | 133 | | | | 137,247 | |
Southwestern Energy Co. | | | | | | | | | | | | |
5.95%, 01/23/25 | | | | | | | 18 | | | | 18,817 | |
5.38%, 02/01/29(g) | | | | | | | 378 | | | | 382,725 | |
4.75%, 02/01/32 | | | | | | | 161 | | | | 160,799 | |
Sunoco LP/Sunoco Finance Corp. | | | | | | | | | | | | |
6.00%, 04/15/27 | | | | | | | 63 | | | | 64,181 | |
5.88%, 03/15/28 | | | | | | | 124 | | | | 125,240 | |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b) | | | | | | | | | | | | |
6.00%, 03/01/27 | | | | | | | 41 | | | | 40,842 | |
6.00%, 12/31/30 | | | | | | | 28 | | | | 27,170 | |
6.00%, 09/01/31 | | | | | | | 105 | | | | 101,089 | |
Tap Rock Resources LLC, 7.00%, 10/01/26(b) | | | | | | | 744 | | | | 770,129 | |
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28(g) | | | | | | | 280 | | | | 286,413 | |
Transocean, Inc., 11.50%, 01/30/27(b) | | | | | | | 171 | | | | 176,557 | |
Venture Global Calcasieu Pass LLC(b)(g) | | | | | | | | | | | | |
3.88%, 08/15/29 | | | | | | | 807 | | | | 784,509 | |
4.13%, 08/15/31 | | | | | | | 705 | | | | 691,711 | |
3.88%, 11/01/33 | | | | | | | 1,322 | | | | 1,264,162 | |
Vivo Energy Investments BV, 5.13%, 09/24/27(b) | | | | | | | 200 | | | | 198,000 | |
Western Midstream Operating LP | | | | | | | | | | | | |
4.75%, 08/15/28 | | | | | | | 37 | | | | 38,189 | |
4.55%, 02/01/30 | | | | | | | 80 | | | | 79,600 | |
5.45%, 04/01/44 | | | | | | | 339 | | | | 343,665 | |
5.30%, 03/01/48 | | | | | | | 206 | | | | 203,940 | |
5.50%, 08/15/48 | | | | | | | 99 | | | | 97,762 | |
5.75%, 02/01/50(g) | | | | | | | 795 | | | | 775,125 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 52,497,824 | |
| | | |
Personal Products — 0.0% | | | | | | | | | |
Coty, Inc., 3.88%, 04/15/26(d) | | | EUR | | | | 100 | | | | 107,445 | |
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 4.75%, 01/15/29(b) | | | USD | | | | 150 | | | | 139,967 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 247,412 | |
| | | |
Pharmaceuticals — 2.1% | | | | | | | | | |
AbbVie, Inc., 2.95%, 11/21/26(g) | | | | | | | 1,750 | | | | 1,733,551 | |
Bausch Health Americas, Inc., 8.50%, 01/31/27(b)(g) | | | | | | | 973 | | | | 970,344 | |
Bausch Health Cos., Inc.(b) | | | | | | | | | | | | |
6.13%, 04/15/25(g) | | | | | | | 73 | | | | 73,639 | |
9.00%, 12/15/25(n) | | | | | | | 226 | | | | 234,153 | |
6.13%, 02/01/27 | | | | | | | 134 | | | | 134,850 | |
4.88%, 06/01/28 | | | | | | | 101 | | | | 96,708 | |
5.00%, 02/15/29 | | | | | | | 149 | | | | 116,072 | |
6.25%, 02/15/29(g) | | | | | | | 232 | | | | 190,240 | |
7.25%, 05/30/29(g) | | | | | | | 498 | | | | 424,759 | |
5.25%, 02/15/31 | | | | | | | 22 | | | | 17,124 | |
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(d) | | | EUR | | | | 100 | | | | 109,247 | |
CVS Health Corp.(g) 4.75%, 12/01/22 | | | USD | | | | 165 | | | | 167,167 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Pharmaceuticals (continued) | | | | | | | | | |
CVS Health Corp.(g) (continued) 3.25%, 08/15/29 | | | USD | | | | 1,750 | | | $ | 1,727,867 | |
Elanco Animal Health, Inc., 6.40%, 08/28/28 | | | | | | | 156 | | | | 167,313 | |
Endo Dac/Endo Finance LLC/Endo Finco, Inc., 9.50%, 07/31/27(b)(g) | | | | | | | 723 | | | | 634,432 | |
Endo Luxembourg Finance Co. I SARL/Endo U.S., Inc., 6.13%, 04/01/29(b)(g) | | | | | | | 481 | | | | 438,912 | |
Gruenenthal GmbH, 4.13%, 05/15/28(d) | | | EUR | | | | 100 | | | | 107,583 | |
Jazz Securities DAC, 4.38%, 01/15/29(b)(g) | | | USD | | | | 441 | | | | 427,219 | |
Nidda BondCo GmbH, 7.25%, 09/30/25(d) | | | EUR | | | | 100 | | | | 104,799 | |
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24(d) | | | | | | | 100 | | | | 105,923 | |
Option Care Health, Inc., 4.38%, 10/31/29(b) | | | USD | | | | 133 | | | | 124,688 | |
Organon and Co./Organon Foreign Debt Co-Issuer BV(b)(g) | | | | | | | | | | | | |
4.13%, 04/30/28 | | | | | | | 790 | | | | 752,637 | |
5.13%, 04/30/31 | | | | | | | 772 | | | | 744,980 | |
P&L Development LLC/PLD Finance Corp., 7.75%, 11/15/25(b) | | | | | | | 266 | | | | 244,720 | |
Par Pharmaceutical, Inc., 7.50%, 04/01/27(b)(g) | | | | | | | 1,251 | | | | 1,167,371 | |
PRA Health Sciences, Inc., 2.88%, 07/15/26(b)(g) | | | | | | | 484 | | | | 460,555 | |
Prestige Brands, Inc., 3.75%, 04/01/31(b) | | | | | | | 149 | | | | 132,982 | |
Teva Pharmaceutical Finance Netherlands II BV | | | | | | | | | | | | |
6.00%, 01/31/25 | | | EUR | | | | 100 | | | | 115,589 | |
3.75%, 05/09/27 | | | | | | | 100 | | | | 104,181 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 11,829,605 | |
| |
Real Estate Management & Development — 1.5% | | | | |
Adler Group SA, 2.75%, 11/13/26(d) | | | | | | | 100 | | | | 92,283 | |
Agile Group Holdings Ltd.(d) | | | | | | | | | | | | |
6.05%, 10/13/25 | | | USD | | | | 200 | | | | 64,000 | |
(5 year CMT + 11.08%), 7.75%(a)(h) | | | | | | | 400 | | | | 72,000 | |
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26(b)(g) | | | | | | | 260 | | | | 245,700 | |
China Aoyuan Group Ltd.(d)(e)(k) | | | | | | | | | | | | |
6.35%, 02/08/24 | | | | | | | 400 | | | | 64,000 | |
6.20%, 03/24/26 | | | | | | | 200 | | | | 32,000 | |
China Evergrande Group(e)(k) | | | | | | | | | | | | |
8.25%, 03/23/22 | | | | | | | 420 | | | | 54,600 | |
9.50%, 04/11/22(d) | | | | | | | 200 | | | | 25,000 | |
11.50%, 01/22/23(d) | | | | | | | 450 | | | | 56,250 | |
12.00%, 01/22/24(d) | | | | | | | 250 | | | | 31,250 | |
China SCE Group Holdings Ltd.(d) | | | | | | | | | | | | |
7.25%, 04/19/23 | | | | | | | 200 | | | | 146,412 | |
7.38%, 04/09/24 | | | | | | | 400 | | | | 221,075 | |
CIFI Holdings Group Co. Ltd.(d) | | | | | | | | | | | | |
6.00%, 07/16/25 | | | | | | | 200 | | | | 165,000 | |
5.25%, 05/13/26 | | | | | | | 335 | | | | 268,000 | |
Country Garden Holdings Co. Ltd.(d) | | | | | | | | | | | | |
6.50%, 04/08/24 | | | | | | | 200 | | | | 164,000 | |
6.15%, 09/17/25 | | | | | | | 200 | | | | 153,000 | |
5.13%, 01/14/27 | | | | | | | 200 | | | | 139,000 | |
DIC Asset AG, 2.25%, 09/22/26(d) | | | EUR | | | | 100 | | | | 96,797 | |
Easy Tactic Ltd.(d) | | | | | | | | | | | | |
8.13%, 02/27/23 | | | USD | | | | 200 | | | | 43,000 | |
11.75%, 08/02/23 | | | | | | | 200 | | | | 43,000 | |
8.63%, 02/27/24 | | | | | | | 200 | | | | 42,000 | |
Fantasia Holdings Group Co. Ltd.(d)(e)(k) | | | | | | | | | | | | |
11.75%, 04/17/22 | | | | | | | 400 | | | | 54,000 | |
11.88%, 06/01/23 | | | | | | | 200 | | | | 28,000 | |
9.25%, 07/28/23 | | | | | | | 200 | | | | 28,663 | |
9.88%, 10/19/23 | | | | | | | 200 | | | | 28,350 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | Par (000) | | | Value | |
| |
| |
Real Estate Management & Development (continued) | | | | |
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25(b)(g) | | | USD | | | | 389 | | | $ | 398,064 | |
Global Prime Capital Pte. Ltd., 5.50%, 10/18/23(d) | | | | 200 | | | | 195,412 | |
Greystar Real Estate Partners LLC, 5.75%, 12/01/25(b) | | | | 100 | | | | 100,750 | |
Haimen Zhongnan Investment Development International Co. Ltd., 12.00%, 06/08/22(d) | | | | 200 | | | | 76,600 | |
Howard Hughes Corp.(b) | | | | | | | | | | | | |
5.38%, 08/01/28 | | | | 180 | | | | 180,716 | |
4.13%, 02/01/29 | | | | 149 | | | | 139,801 | |
4.38%, 02/01/31 | | | | 140 | | | | 131,600 | |
Jingrui Holdings Ltd., 12.00%, 07/25/22(d) | | | | 200 | | | | 80,000 | |
Kaisa Group Holdings Ltd.(d)(e)(k) | | | | | | | | | | | | |
11.95%, 10/22/22 | | | | 200 | | | | 39,000 | |
11.50%, 01/30/23 | | | | 200 | | | | 38,000 | |
10.88%, 07/23/23 | | | | 600 | | | | 117,300 | |
11.70%, 11/11/25 | | | | 200 | | | | 36,913 | |
Kennedy-Wilson, Inc., 4.75%, 02/01/30 | | | | 136 | | | | 129,324 | |
KWG Group Holdings Ltd.(d) | | | | | | | | | | | | |
7.40%, 03/05/24 | | | | 200 | | | | 81,000 | |
5.88%, 11/10/24 | | | | 231 | | | | 87,780 | |
Logan Group Co. Ltd.(d) | | | | | | | | | | | | |
6.90%, 06/09/24 | | | | 200 | | | | 41,500 | |
4.50%, 01/13/28 | | | | 200 | | | | 40,000 | |
MAF Sukuk Ltd.(d) | | | | | | | | | | | | |
4.64%, 05/14/29(g) | | | | 275 | | | | 285,020 | |
3.93%, 02/28/30 | | | | 238 | | | | 237,003 | |
Modern Land China Co. Ltd., 9.80%, 04/11/23(d)(e)(k) | | | | | | | 431 | | | | 77,580 | |
New Metro Global Ltd., 6.80%, 08/05/23(d) | | | | 200 | | | | 152,000 | |
Powerlong Real Estate Holdings Ltd., 6.25%, 08/10/24(d) | | | | 350 | | | | 133,000 | |
Realogy Group LLC/Realogy Co.-Issuer Corp.(b) | | | | | | | | | | | | |
5.75%, 01/15/29 | | | | 291 | | | | 274,267 | |
5.25%, 04/15/30 | | | | 135 | | | | 124,200 | |
RKPF Overseas 2019 A Ltd., Series 2019-A, 6.00%, 09/04/25(d) | | | | | | | 200 | | | | 156,000 | |
RKPF Overseas 2020 A Ltd., Series 2020-A, 5.20%, 01/12/26(d) | | | | | | | 232 | | | | 178,640 | |
Ronshine China Holdings Ltd.(d) | | | | | | | | | | | | |
8.95%, 01/22/23 | | | | 200 | | | | 44,000 | |
7.35%, 12/15/23 | | | | 200 | | | | 34,000 | |
6.75%, 08/05/24 | | | | 200 | | | | 32,000 | |
Scenery Journey Ltd.(d)(e)(k) | | | | | | | | | | | | |
11.50%, 10/24/22 | | | | 219 | | | | 19,710 | |
13.00%, 11/06/22 | | | | 200 | | | | 18,000 | |
12.00%, 10/24/23 | | | | 200 | | | | 18,000 | |
Seazen Group Ltd., 6.45%, 06/11/22(d) | | | | 200 | | | | 187,000 | |
Shimao Group Holdings Ltd.(d) | | | | | | | | | | | | |
5.60%, 07/15/26 | | | | 200 | | | | 52,500 | |
3.45%, 01/11/31(g) | | | | 200 | | | | 50,000 | |
Shui On Development Holding Ltd.(d) | | | | | | | | | | | | |
5.75%, 11/12/23 | | | | 200 | | | | 191,000 | |
5.50%, 03/03/25 | | | | 209 | | | | 191,235 | |
Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22(d)(e)(k) | | | | 200 | | | | 4,000 | |
Sino-Ocean Land Treasure III Ltd., (5 year CMT + 3.26%), 4.90%(a)(d)(h) | | | | 200 | | | | 127,788 | |
Starwood Property Trust, Inc., 4.38%, 01/15/27(b) | | | | 77 | | | | 74,690 | |
Sunac China Holdings Ltd.(d) 6.50%, 01/10/25 | | | | 200 | | | | 49,000 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
Real Estate Management & Development (continued) | |
Sunac China Holdings Ltd.(d) (continued) 7.00%, 07/09/25(g) | | | USD | | | | 400 | | | $ | 98,000 | |
Theta Capital Pte. Ltd., 8.13%, 01/22/25(d) | | | | | | | 200 | | | | 201,000 | |
Times China Holdings Ltd.(d) | | | | | | | | | | | | |
6.75%, 07/08/25(g) | | | | | | | 390 | | | | 152,100 | |
6.20%, 03/22/26 | | | | | | | 277 | | | | 102,490 | |
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27(d) | | | GBP | | | | 40 | | | | 56,055 | |
Wanda Group Overseas Ltd., 7.50%, 07/24/22(d) | | | USD | | | | 400 | | | | 380,000 | |
Yango Justice International Ltd.(e)(k) | | | | | | | | | | | | |
10.25%, 09/15/22 | | | | | | | 200 | | | | 10,000 | |
7.88%, 09/04/24(d) | | | | | | | 200 | | | | 10,000 | |
7.50%, 02/17/25(d) | | | | | | | 200 | | | | 10,000 | |
Yanlord Land HK Co. Ltd., 6.80%, 02/27/24(d) | | | | | | | 400 | | | | 380,000 | |
Yuzhou Group Holdings Co. Ltd.(d)(e)(k) | | | | | | | | | | | | |
8.38%, 10/30/24 | | | | | | | 200 | | | | 26,100 | |
7.70%, 02/20/25 | | | | | | | 200 | | | | 28,000 | |
8.30%, 05/27/25 | | | | | | | 200 | | | | 28,000 | |
Zhenro Properties Group Ltd., 7.88%, 04/14/24(d) | | | | | | | 300 | | | | 33,000 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 8,496,518 | |
| | | |
Road & Rail(b) — 0.4% | | | | | | | | | |
Danaos Corp., 8.50%, 03/01/28 | | | | | | | 100 | | | | 107,000 | |
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(g) | | | | | | | 1,481 | | | | 1,586,363 | |
Seaspan Corp., 5.50%, 08/01/29(g) | | | | | | | 353 | | | | 330,496 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,023,859 | |
| | | |
Semiconductors & Semiconductor Equipment — 1.1% | | | | | | | | | |
Broadcom, Inc.(g) | | | | | | | | | | | | |
3.46%, 09/15/26 | | | | | | | 578 | | | | 576,175 | |
4.11%, 09/15/28 | | | | | | | 1,594 | | | | 1,612,934 | |
Microchip Technology, Inc.(l) | | | | | | | | | | | | |
0.13%, 11/15/24 | | | | | | | 250 | | | | 283,640 | |
1.63%, 02/15/25 | | | | | | | 86 | | | | 272,780 | |
1.63%, 02/15/27 | | | | | | | 61 | | | | 130,807 | |
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25(b) | | | | | | | 33 | | | | 32,006 | |
ON Semiconductor Corp., 3.88%, 09/01/28(b) | | | | | | | 290 | | | | 276,950 | |
QUALCOMM, Inc., 1.65%, 05/20/32(g) | | | | | | | 1,779 | | | | 1,542,455 | |
Sensata Technologies BV(b)(g) | | | | | | | | | | | | |
5.63%, 11/01/24 | | | | | | | 229 | | | | 236,729 | |
5.00%, 10/01/25 | | | | | | | 324 | | | | 328,455 | |
4.00%, 04/15/29 | | | | | | | 321 | | | | 305,666 | |
Sensata Technologies, Inc.(b) | | | | | | | | | | | | |
4.38%, 02/15/30(g) | | | | | | | 407 | | | | 389,232 | |
3.75%, 02/15/31 | | | | | | | 34 | | | | 31,450 | |
Synaptics, Inc., 4.00%, 06/15/29(b) | | | | | | | 192 | | | | 180,960 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,200,239 | |
| | | |
Software — 1.7% | | | | | | | | | |
ACI Worldwide, Inc., 5.75%, 08/15/26(b)(g) | | | | | | | 444 | | | | 453,990 | |
Black Knight InfoServ LLC, 3.63%, 09/01/28(b) | | | | | | | 386 | | | | 365,812 | |
Boxer Parent Co., Inc. | | | | | | | | | | | | |
6.50%, 10/02/25(d) | | | EUR | | | | 100 | | | | 111,538 | |
7.13%, 10/02/25(b)(g) | | | USD | | | | 388 | | | | 402,178 | |
9.13%, 03/01/26(b)(g) | | | | | | | 678 | | | | 698,340 | |
Cedacri Mergeco SpA, (3 mo. EURIBOR + 4.63%), 4.63%, 05/15/28(a)(d) | | | EUR | | | | 100 | | | | 109,837 | |
Condor Merger Sub, Inc., 7.38%, 02/15/30(b) | | | USD | | | | 574 | | | | 550,604 | |
Crowdstrike Holdings, Inc., 3.00%, 02/15/29 | | | | | | | 109 | | | | 100,008 | |
Elastic NV, 4.13%, 07/15/29(b)(g) | | | | | | | 376 | | | | 349,665 | |
| | |
SCHEDULE OF INVESTMENTS | | 16 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Software (continued) | | | | | | | | | |
Helios Software Holdings, Inc./ION Corp. Solutions Finance SARL, 4.63%, 05/01/28(b) | | | USD | | | | 200 | | | $ | 183,762 | |
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b) | | | | | | | 230 | | | | 215,625 | |
MicroStrategy, Inc., 6.13%, 06/15/28(b)(g) | | | | | | | 433 | | | | 421,322 | |
MSCI, Inc.(b) | | | | | | | | | | | | |
4.00%, 11/15/29 | | | | | | | 83 | | | | 80,608 | |
3.63%, 09/01/30 | | | | | | | 147 | | | | 137,796 | |
3.88%, 02/15/31(g) | | | | | | | 373 | | | | 353,662 | |
3.63%, 11/01/31 | | | | | | | 129 | | | | 121,421 | |
3.25%, 08/15/33 | | | | | | | 183 | | | | 164,483 | |
Nuance Communications, Inc., 5.63%, 12/15/26(g) | | | | | | | 237 | | | | 243,667 | |
Open Text Corp.(b) | | | | | | | | | | | | |
3.88%, 02/15/28(g) | | | | | | | 268 | | | | 256,950 | |
3.88%, 12/01/29 | | | | | | | 157 | | | | 149,150 | |
Open Text Holdings, Inc., 4.13%, 02/15/30(b)(g) | | | | | | | 256 | | | | 242,738 | |
Oracle Corp., 3.60%, 04/01/50(g) | | | | | | | 785 | | | | 651,049 | |
Playtika Holding Corp., 4.25%, 03/15/29(b)(g) | | | | | | | 476 | | | | 439,110 | |
PTC, Inc.(b) | | | | | | | | | | | | |
3.63%, 02/15/25 | | | | | | | 76 | | | | 75,145 | |
4.00%, 02/15/28 | | | | | | | 187 | | | | 182,188 | |
SS&C Technologies, Inc., 5.50%, 09/30/27(b)(g) | | | | | | | 1,507 | | | | 1,518,325 | |
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)(g) | | | | | | | 955 | | | | 906,013 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,484,986 | |
| | | |
Specialty Retail — 0.6% | | | | | | | | | |
Arko Corp., 5.13%, 11/15/29(b) | | | | | | | 181 | | | | 164,710 | |
National Vision Holdings, Inc., 2.50%, 05/15/25(l) | | | | | | | 244 | | | | 374,540 | |
PetSmart, Inc./PetSmart Finance Corp.(b) | | | | | | | | | | | | |
4.75%, 02/15/28 | | | | | | | 343 | | | | 331,477 | |
7.75%, 02/15/29(g) | | | | | | | 1,505 | | | | 1,553,913 | |
Staples, Inc.(b) | | | | | | | | | | | | |
7.50%, 04/15/26(g) | | | | | | | 742 | | | | 720,560 | |
10.75%, 04/15/27 | | | | | | | 202 | | | | 179,780 | |
Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.25%, 09/15/24(a)(d) | | | EUR | | | | 100 | | | | 109,786 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,434,766 | |
| |
Technology Hardware, Storage & Peripherals — 0.1% | | | | |
II-VI, Inc., 5.00%, 12/15/29(b) | | | USD | | | | 344 | | | | 336,260 | |
| | | | | | | | |
| |
Textiles, Apparel & Luxury Goods(b) — 0.1% | | | | |
Crocs, Inc. | | | | | | | | | | | | |
4.25%, 03/15/29 | | | | | | | 156 | | | | 138,060 | |
4.13%, 08/15/31 | | | | | | | 228 | | | | 192,660 | |
Kontoor Brands, Inc., 4.13%, 11/15/29 | | | | | | | 98 | | | | 89,670 | |
Levi Strauss & Co., 3.50%, 03/01/31 | | | | | | | 111 | | | | 101,649 | |
William Carter Co., 5.63%, 03/15/27 | | | | | | | 160 | | | | 162,362 | |
Wolverine World Wide, Inc., 4.00%, 08/15/29 | | | | | | | 101 | | | | 89,637 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 774,038 | |
| | | |
Thrifts & Mortgage Finance — 0.2% | | | | | | | | | |
Home Point Capital, Inc., 5.00%, 02/01/26(b) | | | | | | | 211 | | | | 172,874 | |
Jerrold Finco PLC, 5.25%, 01/15/27(d) | | | GBP | | | | 100 | | | | 126,176 | |
MGIC Investment Corp., 5.25%, 08/15/28 | | | USD | | | | 167 | | | | 164,981 | |
Nationstar Mortgage Holdings, Inc.(b) | | | | | | | | | | | | |
6.00%, 01/15/27 | | | | | | | 147 | | | | 149,587 | |
5.13%, 12/15/30 | | | | | | | 104 | | | | 96,200 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Thrifts & Mortgage Finance (continued) | | | | | | | | | |
Nationstar Mortgage Holdings, Inc.(b) (continued) 5.75%, 11/15/31 | | | USD | | | | 98 | | | $ | 93,464 | |
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26(b) | | | | | | | 131 | | | | 120,277 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 923,559 | |
| | | |
Transportation — 0.0% | | | | | | | | | |
Autostrade per l’Italia SpA, 2.00%, 12/04/28(d) | | | EUR | | | | 100 | | | | 107,598 | |
| | | | | | | | |
| | | |
Transportation Infrastructure — 0.2% | | | | | | | | | |
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61(b)(g) | | | USD | | | | 200 | | | | 182,350 | |
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b) | | | | | | | 200 | | | | 193,375 | |
Autostrade per l’Italia SpA, 1.63%, 01/25/28(d) | | | EUR | | | | 100 | | | | 106,096 | |
DP World Salaam, (5 year CMT + 5.75%), 6.00%(a)(d)(h) | | | USD | | | | 200 | | | | 206,937 | |
Heathrow Finance PLC, 4.63%, 09/01/29(d)(o) | | | GBP | | | | 100 | | | | 119,765 | |
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26(b)(g) | | | USD | | | | 435 | | | | 447,261 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,255,784 | |
| | | |
Utilities — 0.6% | | | | | | | | | |
Consensus Cloud Solutions, Inc.(b) | | | | | | | | | | | | |
6.00%, 10/15/26 | | | | | | | 71 | | | | 70,467 | |
6.50%, 10/15/28 | | | | | | | 64 | | | | 63,595 | |
FEL Energy VI Sarl, 5.75%, 12/01/40 | | | | | | | 193 | | | | 172,979 | |
Genneia SA, 8.75%, 09/02/27(b) | | | | | | | 80 | | | | 75,191 | |
India Cleantech Energy, 4.70%, 08/10/26(b) | | | | | | | 243 | | | | 226,339 | |
Inkia Energy Ltd., 5.88%, 11/09/27(b)(g) | | | | | | | 377 | | | | 362,698 | |
Mong Duong Finance Holdings BV, 5.13%, 05/07/29(d) | | | | | | | 250 | | | | 223,719 | |
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b)(g) | | | | | | | 519 | | | | 510,597 | |
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38(b) | | | | | | | 280 | | | | 277,690 | |
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(d) | | | | | | | 168 | | | | 176,892 | |
Thames Water Kemble Finance PLC, 4.63%, 05/19/26(d) | | | GBP | | | | 168 | | | | 212,682 | |
Vistra Operations Co. LLC(b) | | | | | | | | | | | | |
5.50%, 09/01/26 | | | USD | | | | 8 | | | | 8,044 | |
5.63%, 02/15/27(g) | | | | | | | 422 | | | | 421,643 | |
4.38%, 05/01/29 | | | | | | | 227 | | | | 214,515 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,017,051 | |
| |
Wireless Telecommunication Services — 2.2% | | | | |
Altice France SA | | | | | | | | | | | | |
5.88%, 02/01/27(d) | | | EUR | | | | 100 | | | | 113,114 | |
8.13%, 02/01/27(b)(g) | | | USD | | | | 507 | | | | 522,783 | |
5.50%, 01/15/28(b)(g) | | | | | | | 381 | | | | 353,073 | |
4.13%, 01/15/29(d) | | | EUR | | | | 100 | | | | 100,116 | |
5.13%, 01/15/29(b) | | | USD | | | | 200 | | | | 179,166 | |
5.13%, 07/15/29(b)(g) | | | | | | | 902 | | | | 808,417 | |
5.50%, 10/15/29(b) | | | | | | | 477 | | | | 428,003 | |
Kenbourne Invest SA, 6.88%, 11/26/24(b) | | | | | | | 275 | | | | 269,534 | |
Millicom International Cellular SA, 5.13%, 01/15/28(d) | | | | | | | 248 | | | | 244,481 | |
Rogers Communications, Inc., 5.00%, 03/15/44(g) | | | | | | | 545 | | | | 578,438 | |
SBA Communications Corp., 3.88%, 02/15/27(g) | | | | | | | 1,153 | | | | 1,124,665 | |
Sprint Corp.(g) | | | | | | | | | | | | |
7.88%, 09/15/23 | | | | | | | 177 | | | | 188,063 | |
7.13%, 06/15/24 | | | | | | | 374 | | | | 401,134 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
|
Wireless Telecommunication Services (continued) | |
Sprint Corp.(g) (continued) 7.63%, 03/01/26 | | | USD | | | | 552 | | | $ | 623,103 | |
T-Mobile USA, Inc. | | | | | | | | | | | | |
4.75%, 02/01/28(g) | | | | | | | 479 | | | | 486,856 | |
2.63%, 02/15/29 | | | | | | | 240 | | | | 219,055 | |
2.88%, 02/15/31(g) | | | | | | | 340 | | | | 306,316 | |
3.50%, 04/15/31(g) | | | | | | | 397 | | | | 373,569 | |
3.50%, 04/15/31(b)(g) | | | | | | | 362 | | | | 340,635 | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29(b)(g) | | | | | | | 481 | | | | 448,460 | |
VICI Properties LP/VICI Note Co., Inc.(b) | | | | | | | | | | | | |
3.50%, 02/15/25 | | | | | | | 387 | | | | 381,292 | |
4.25%, 12/01/26(g) | | | | | | | 968 | | | | 963,934 | |
3.75%, 02/15/27(g) | | | | | | | 343 | | | | 333,568 | |
4.63%, 12/01/29(g) | | | | | | | 498 | | | | 496,755 | |
4.13%, 08/15/30(g) | | | | | | | 923 | | | | 891,027 | |
Vmed O2 U.K. Financing I PLC | | | | | | | | | | | | |
4.00%, 01/31/29(d) | | | GBP | | | | 100 | | | | 120,100 | |
4.50%, 07/15/31(d) | | | | | | | 100 | | | | 120,560 | |
4.75%, 07/15/31(b)(g) | | | USD | | | | 797 | | | | 751,172 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 12,167,389 | |
| | | | | | | | |
| | | |
Total Corporate Bonds — 79.8% (Cost: $460,281,483) | | | | | | | | | | | 440,239,943 | |
| | | | | | | | |
| | | |
Floating Rate Loan Interests | | | | | | | | | | | | |
| | | |
Aerospace & Defense — 1.8% | | | | | | | | | |
Atlas CC Acquisition Corp.(a) | | | | | | | | | | | | |
Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28. | | | | | | | 2,580 | | | | 2,566,751 | |
Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 05/25/28. | | | | | | | 525 | | | | 522,051 | |
Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 5.01%, 10/30/26(a) | | | | | | | 286 | | | | 283,626 | |
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, 11/16/28(p) | | | | | | | 155 | | | | 153,128 | |
Dynasty Acquisition Co., Inc.(a) | | | | | | | | | | | | |
2020 CAD Term Loan B2, (3 mo. LIBOR + 3.50%), 4.51%, 04/06/26 | | | | | | | 786 | | | | 771,110 | |
2020 Term Loan B1, (3 mo. LIBOR + 3.50%), 4.51%, 04/06/26 | | | | | | | 1,462 | | | | 1,434,266 | |
Peraton Corp.(a) | | | | | | | | | | | | |
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 8.50%, 02/01/29 | | | | | | | 858 | | | | 849,827 | |
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/01/28. | | | | | | | 2,711 | | | | 2,687,864 | |
TransDigm, Inc., 2020 Term Loan F, (1 mo. LIBOR + 2.25%), 2.71%, 12/09/25(a) | | | | | | | 856 | | | | 840,537 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 10,109,160 | |
| | | |
Air Freight & Logistics(a) — 0.2% | | | | | | | | | |
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/06/28 | | | | | | | 276 | | | | 273,065 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Air Freight & Logistics (continued) | | | | | | | | | |
Kestrel Bidco, Inc., Term Loan B, (6 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 12/11/26 | | | USD | | | | 178 | | | $ | 171,614 | |
PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%), 4.76%, 12/17/28 | | | | | | | 604 | | | | 597,581 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,042,260 | |
| | | |
Airlines(a) — 1.3% | | | | | | | | | |
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 04/20/28 | | | | | | | 943 | | | | 953,293 | |
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/11/28 | | | | | | | 1,178 | | | | 1,165,923 | |
American Airlines, Inc. | | | | | | | | | | | | |
2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 2.20%, 01/29/27 | | | | | | | 692 | | | | 645,788 | |
2017 Incremental Term Loan, (6 mo. LIBOR + 2.00%), 2.84%, 12/14/23 | | | | | | | 953 | | | | 940,444 | |
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 6.25%, 06/20/27. | | | | | | | 1,583 | | | | 1,640,528 | |
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/21/28 | | | | | | | 1,681 | | | | 1,658,612 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 7,004,588 | |
| | | |
Auto Components(a) — 0.9% | | | | | | | | | |
Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/08/28 | | | | | | | 339 | | | | 332,520 | |
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/30/26 | | | | | | | 1,701 | | | | 1,677,279 | |
Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 01/31/28 | | | | | | | 973 | | | | 941,542 | |
USI, Inc. | | | | | | | | | | | | |
2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 4.01%, 05/16/24 | | | | | | | 1,067 | | | | 1,058,845 | |
2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 4.26%, 12/02/26 | | | | | | | 83 | | | | 82,327 | |
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 02/05/26 | | | | | | | 1,048 | | | | 1,014,931 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,107,444 | |
| | | |
Banks(a) — 0.3% | | | | | | | | | |
Directv Financing LLC, Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 08/02/27 | | | | | | | 1,342 | | | | 1,339,178 | |
LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 5.00%), 5.50%, 10/29/28 | | | | | | | 613 | | | | 603,388 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,942,566 | |
| | | |
Beverages(a) — 0.2% | | | | | | | | | |
Naked Juice LLC | | | | | | | | | | | | |
Delayed Draw Term Loan, (SOFR + 3.25%), 3.75%, 01/24/29 | | | | | | | 46 | | | | 45,465 | |
Term Loan, 01/24/29(p) | | | | | | | 938 | | | | 875,375 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 920,840 | |
| | | |
Building Materials(a) — 0.1% | | | | | | | | | |
CHI Overhead Doors, Inc, Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 3.96%, 07/31/25 | | | | | | | 79 | | | | 77,776 | |
Cornerstone Building Brands, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.25%), 3.75%, 04/12/28 | | | | | | | 125 | | | | 121,187 | |
MI Windows & Doors LLC, 2022 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 12/18/27 | | | | | | | 137 | | | | 135,029 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 333,992 | |
| | |
SCHEDULE OF INVESTMENTS | | 18 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Building Products — 0.9% | | | | | | | | | |
Associated Materials Inc., 6.50%, 03/08/29 | | | USD | | | | 396 | | | $ | 381,249 | |
CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 11/23/27(a) | | | | | | | 1,206 | | | | 1,170,408 | |
CPG International, Inc., 2017 Term Loan, (1 Week LIBOR + 2.50%, 0.75% Floor), 3.25%, 05/05/24(a) | | | | | | | 673 | | | | 666,584 | |
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 07/28/28(a) | | | | | | | 337 | | | | 333,346 | |
Standard Industries, Inc., 2021 Term Loan B, (6 mo. LIBOR + 2.50%), 3.79%, 09/22/28(a) | | | | | | | 678 | | | | 676,530 | |
Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.50%, 12/31/26(a) | | | | | | | 1,596 | | | | 1,548,950 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,777,067 | |
| | | |
Capital Markets(a) — 0.9% | | | | | | | | | |
AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, 08/02/29(c)(p) | | | | | | | 231 | | | | 228,702 | |
Deerfield Dakota Holding LLC | | | | | | | | | | | | |
2020 USD Term Loan B, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 04/09/27 | | | | | | | 2,458 | | | | 2,442,338 | |
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 7.50%, 04/07/28(c) | | | | | | | 642 | | | | 640,395 | |
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 4.06%, 11/12/27 | | | | | | | 577 | | | | 569,577 | |
Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.50%), 3.00%, 07/01/28 | | | | | | | 630 | | | | 620,942 | |
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 04/12/24 | | | | | | | 222 | | | | 219,864 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,721,818 | |
| | | |
Chemicals(a) — 1.8% | | | | | | | | | |
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 08/27/26 | | | | | | | 1,038 | | | | 1,033,377 | |
Atotech BV, 2021 USD Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 03/18/28 | | | | | | | 1,356 | | | | 1,336,435 | |
Axalta Coating Systems U.S. Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%), 2.76%, 06/01/24 | | | | | | | 515 | | | | 509,568 | |
CPC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 12/29/27(c) | | | | | | | 286 | | | | 277,527 | |
Element Materials Technology Group U.S. Holdings, Inc., 2017 USD Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.51%, 06/28/24 | | | | | | | 344 | | | | 338,881 | |
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.46%, 01/31/26 | | | | | | | 850 | | | | 841,231 | |
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 06/30/27 | | | | | | | 415 | | | | 400,277 | |
Lonza Group AG | | | | | | | | | | | | |
USD 1st Lien Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 07/03/28 | | | | | | | 17 | | | | 16,512 | |
USD Term Loan B, (6 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 07/03/28 | | | | | | | 383 | | | | 373,053 | |
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 3.51%, 03/02/26 | | | | | | | 680 | | | | 672,197 | |
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 3.70%, 05/15/24 | | | | | | | 686 | | | | 676,514 | |
New Arclin U.S. Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 09/30/28 | | | | | | | 516 | | | | 502,912 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
| | | |
Chemicals (continued) | | | | | | | | | |
Oxea Holding Drei GmbH, 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 3.56%, 10/14/24 | | | USD | | | | 733 | | | $ | 716,278 | |
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.50%), 3.00%, 06/09/28 | | | | | | | 672 | | | | 662,401 | |
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (6 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 03/16/27 | | | | | | | 435 | | | | 426,602 | |
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/02/28(c) | | | | | | | 593 | | | | 584,610 | |
Starfruit Finco BV, 2018 USD Term Loan B, (3 mo. LIBOR + 3.00%), 4.01%, 10/01/25 | | | | | | | 91 | | | | 89,621 | |
W.R. Grace & Co.-Conn., 2021 Term Loan B, (3 mo. LIBOR + 3.75%), 4.81%, 09/22/28 | | | | | | | 221 | | | | 219,231 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,677,227 | |
| | | |
Commercial Services & Supplies(a) — 1.8% | | | | | | | | | |
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 05/12/28. | | | | | | | 1,246 | | | | 1,225,711 | |
Aramark Services, Inc. | | | | | | | | | | | | |
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 2.21%, 03/11/25 | | | | | | | 375 | | | | 366,660 | |
2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.96%, 04/06/28 | | | | | | | 383 | | | | 377,439 | |
Asurion LLC | | | | | | | | | | | | |
2018 Term Loan B6, (1 mo. LIBOR + 3.12%), 3.58%, 11/03/23 | | | | | | | 183 | | | | 181,365 | |
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 3.46%, 11/03/24 | | | | | | | 377 | | | | 372,044 | |
2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 3.71%, 12/23/26 | | | | | | | 888 | | | | 867,329 | |
2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 5.71%, 01/31/28 | | | | | | | 364 | | | | 356,356 | |
2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 5.71%, 01/20/29 | | | | | | | 646 | | | | 630,658 | |
Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 10/08/28 | | | | | | | 425 | | | | 420,154 | |
Covanta Holding Corp.(p) | | | | | | | | | | | | |
2021 Term Loan B, 11/30/28 | | | | | | | 487 | | | | 484,005 | |
2021 Term Loan C, 11/30/28 | | | | | | | 36 | | | | 36,255 | |
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 4.71%, 12/12/25 | | | | | | | 834 | | | | 828,596 | |
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.75%, 1.00% Floor), 4.76%, 05/09/25 | | | | | | | 176 | | | | 172,514 | |
GFL Environmental, Inc., 2020 Term Loan, (3 mo. LIBOR + 3.00%), 3.50%, 05/30/25 | | | | | | | 175 | | | | 174,201 | |
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.75%, 09/19/26(c) | | | | | | | 459 | | | | 454,121 | |
Packers Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 03/09/28 | | | | | | | 748 | | | | 735,636 | |
Prime Security Services Borrower LLC, 2021 Term Loan, (6 mo. LIBOR + 2.75%, 0.75% Floor), 3.50%, 09/23/26 | | | | | | | 302 | | | | 299,090 | |
Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 8.76%, 06/16/26 | | | | | | | 123 | | | | 102,116 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Commercial Services & Supplies (continued) | | | | |
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.46%, 08/27/25 | | | USD | | | | 1,271 | | | $ | 1,264,571 | |
Viad Corp., Initial Term Loan, (1 mo. LIBOR + 5.00%), 5.50%, 07/30/28 | | | | | | | 354 | | | | 348,907 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,697,728 | |
| |
Communications Equipment — 0.2% | | | | |
ViaSat, Inc., Term Loan, (3 mo. LIBOR + 4.50%), 5.00%, 03/04/29 | | | | | | | 1,096 | | | | 1,088,998 | |
| | | | | | | | |
| |
Construction & Engineering(a) — 0.8% | | | | |
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 5.26%, 06/21/24 | | | | | | | 1,680 | | | | 1,600,521 | |
Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 01/21/28 | | | | | | | 424 | | | | 420,004 | |
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 06/02/28 | | | | | | | 1,839 | | | | 1,814,094 | |
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 05/12/28 | | | | | | | 712 | | | | 704,184 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,538,803 | |
| | | |
Construction Materials(a) — 0.7% | | | | | | | | | |
Core & Main LP, 2021 Term Loan B, (1 mo. LIBOR + 2.50%), 2.95%, 07/27/28 | | | | | | | 2,685 | | | | 2,658,010 | |
Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 03/29/25 | | | | | | | 1,122 | | | | 1,101,462 | |
Tamko Building Products LLC, Term Loan B, (2 mo. LIBOR + 3.00%), 3.30%, 05/29/26 | | | | | | | 356 | | | | 348,411 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,107,883 | |
| | | |
Containers & Packaging(a) — 0.9% | | | | | | | | | |
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 3.48%, 04/03/24 | | | | | | | 1,051 | | | | 1,035,071 | |
Charter NEX US, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27 | | | | | | | 2,239 | | | | 2,224,730 | |
Flex Acquisition Co., Inc., 2021 Term Loan, (3 mo. LIBOR + 3.50%), 4.00%, 03/02/28 | | | | | | | 472 | | | | 470,720 | |
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 4.46%, 08/01/26 | | | | | | | 137 | | | | 133,385 | |
Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 08/18/27(c) | | | | | | | 581 | | | | 566,805 | |
Trident TPI Holdings, Inc. | | | | | | | | | | | | |
2021 Delayed Draw Term Loan, 4.00%, 09/15/28 | | | | 41 | | | | 40,009 | |
2021 Incremental Term Loan, (1 mo. LIBOR + 4.00%), 4.50%, 09/17/28 | | | | | | | 455 | | | | 448,737 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,919,457 | |
| | | |
Distributors(a) — 0.4% | | | | | | | | | |
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 2.46%, 01/15/27 | | | | | | | 508 | | | | 500,700 | |
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 | | | | | | | 407 | | | | 386,849 | |
2020 Super Priority Second Out Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 08/28/24 | | | | | | | 1,313 | | | | 1,113,394 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,000,943 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Diversified Consumer Services — 1.1% | | | | |
Amentum Government Services Holdings LLC, 2022 Term Loan, (SOFR + 4.00%), 4.50%, 02/15/29(a) | | | USD | | | | 328 | | | $ | 324,310 | |
Ascend Learning, LLC(a) | | | | | | | | | | | | |
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 12/10/29 | | | | | | | 299 | | | | 296,758 | |
2021 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 12/10/28 | | | | | | | 602 | | | | 595,861 | |
Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.75%, 11/23/28(a) | | | | | | | 410 | | | | 404,848 | |
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 07/11/25(a) | | | | | | | 833 | | | | 821,755 | |
Midas Intermediate Holdco II LLC, 2020 Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.68%, 12/22/25(a) | | | | | | | 1,546 | | | | 1,441,150 | |
Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 2.76%, 05/15/24(a) | | | | | | | 406 | | | | 400,532 | |
Ola Singapore PTE, Ltd., Term Loan, (SOFR + 6.25%, 0.75% Floor), 7.00%, 12/15/26 | | | | | | | 356 | | | | 344,089 | |
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/28/27(a) | | | | | | | 296 | | | | 292,680 | |
Serta Simmons Bedding LLC(a) | | | | | | | | | | | | |
2020 Super Priority First Out Term Loan, (1 mo. LIBOR + 7.50%), 8.50%, 08/10/23 | | | | | | | 187 | | | | 187,083 | |
2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 08/10/23 | | | | | | | 251 | | | | 236,441 | |
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%), 5.00%, 01/15/27(a) | | | | | | | 628 | | | | 627,425 | |
Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 07/20/28(a) | | | | | | | 307 | | | | 302,758 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,275,690 | |
| |
Diversified Financial Services — 3.5% | | | | |
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 4.96%, 07/31/26(a) | | | | | | | 711 | | | | 707,552 | |
Alchemy Copyrights LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 03/10/28(a)(c) | | | | | | | 343 | | | | 341,506 | |
AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 02/04/28(a) | | | | | | | 774 | | | | 760,929 | |
AqGen Island Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 4.56%, 08/02/28(a)(c) | | | | | | | 1,511 | | | | 1,498,978 | |
Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 10/22/26(a) | | | | | | | 980 | | | | 952,615 | |
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 09/01/28(a) | | | | | | | 1,325 | | | | 1,313,883 | |
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.23%, 02/17/23(c) | | | | | | | 25 | | | | 4,900 | |
Delta TopCo, Inc.(a) | | | | | | | | | | | | |
2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 8.00%, 12/01/28 | | | | | | | 261 | | | | 255,344 | |
2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 12/01/27. | | | | | | | 755 | | | | 741,690 | |
EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR + 4.00%), 5.00%, 02/07/25(a) | | | | | | | 514 | | | | 504,337 | |
Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 10/01/27(a)(c) | | | | | | | 2,315 | | | | 2,309,323 | |
| | |
SCHEDULE OF INVESTMENTS | | 20 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Diversified Financial Services (continued) | | | | | | | | | |
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 02/16/28(a) | | | USD | | | | 207 | | | $ | 204,359 | |
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/03/24(a) | | | | | | | 681 | | | | 670,507 | |
KKR Apple Bidco LLC(a) | | | | | | | | | | | | |
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%), 6.25%, 09/21/29 | | | | | | | 100 | | | | 99,188 | |
2021 Term Loan, (1 mo. LIBOR + 3.00%), 3.50%, 09/23/28 | | | | | | | 245 | | | | 241,896 | |
LBM Acquisition LLC, Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.21%, 12/18/27(a) | | | | | | | 1,058 | | | | 1,030,535 | |
LEB Holdings (USA), Inc, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 11/02/27(a) | | | | 150 | | | | 149,214 | |
Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 09/25/26(a) | | | | 1,031 | | | | 1,021,493 | |
RVR Dealership Holdings LLC, Term Loan B, (SOFR + 3.75%, 0.75% Floor), 4.50%, 02/08/28(a) | | | | | | | 298 | | | | 283,267 | |
Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR + 2.00%), 3.01%, 11/05/28(a) | | | | | | | 591 | | | | 581,644 | |
SMG U.S. Midco 2, Inc., 2020 Term Loan, (3 mo. LIBOR + 2.50%), 2.96%, 01/23/25(a) | | | | | | | 530 | | | | 508,973 | |
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 5.26%, 07/30/25(a) | | | | | | | 752 | | | | 728,315 | |
Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.01%, 09/01/25(a) | | | | 2,599 | | | | 2,424,717 | |
VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 02/28/27(a) | | | | | | | 725 | | | | 717,635 | |
White Cap Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.75%), 4.25%, 10/19/27(a) | | | | | | | 539 | | | | 532,209 | |
Ziggo Financing Partnership, USD Term Loan I, (3 mo. LIBOR + 2.50%), 2.90%, 04/30/28(a) | | | | | | | 510 | | | | 501,794 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 19,086,803 | |
| |
Diversified Telecommunication Services(a) — 0.5% | | | | |
Cablevision Lightpath LLC, Term Loan B, (3 mo. LIBOR + 3.25%), 3.75%, 11/30/27 | | | | | | | 227 | | | | 223,945 | |
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 10/02/27 | | | | | | | 349 | | | | 325,954 | |
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.81%, 05/01/28 | | | | | | | 752 | | | | 739,097 | |
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 3.25%, 11/04/26 | | | | | | | 731 | | | | 724,176 | |
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 03/01/27 | | | | | | | 566 | | | | 555,069 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,568,241 | |
| | | |
Electric Utilities(a) — 0.6% | | | | | | | | | |
ExGen Renewables IV LLC, 2020 Term Loan, (3 mo. LIBOR + 2.50%, 1.00% Floor), 3.50%, 12/15/27 | | | | | | | 711 | | | | 702,754 | |
Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 4.51%, 03/31/28 | | | | | | | 2,551 | | | | 2,484,242 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,186,996 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Electrical Equipment(a) — 0.4% | | | | | | | | | |
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 06/23/28 | | | USD | | | | 633 | | | $ | 623,593 | |
Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.01% Floor), 3.25%, 03/31/27 | | | | | | | 861 | | | | 847,702 | |
II-VI, Inc., 2021 Bridge Term Loan B, 12/01/28(c)(p) | | | | | | | 662 | | | | 657,035 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,128,330 | |
|
Electronic Equipment, Instruments & Components — 0.0% | |
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 02/12/25(a) | | | | | | | 147 | | | | 144,594 | |
| | | | | | | | |
|
Environmental, Maintenance & Security Service(a) — 0.2% | |
Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 09/07/27 | | | | | | | 787 | | | | 777,288 | |
TruGreen LP, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 11/02/27 | | | | | | | 433 | | | | 429,575 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,206,863 | |
| |
Equity Real Estate Investment Trusts (REITs) — 0.0% | | | | |
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 05/11/24(a) | | | | | | | 242 | | | | 238,710 | |
| | | | | | | | |
| | | |
Food & Staples Retailing(a) — 0.2% | | | | | | | | | |
U.S. Foods, Inc. | | | | | | | | | | | | |
2019 Term Loan B, (3 mo. LIBOR + 2.00%), 2.51%, 09/13/26 | | | | | | | 397 | | | | 388,694 | |
2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.26%, 11/22/28 | | | | | | | 469 | | | | 462,487 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 851,181 | |
| | | |
Food Products(a) — 1.0% | | | | | | | | | |
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 10/01/25 | | | | | | | 656 | | | | 567,376 | |
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 2.96%, 10/10/26 | | | | | | | 163 | | | | 159,458 | |
Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 10/23/27 | | | | | | | 1,386 | | | | 1,359,910 | |
Froneri International Ltd., 2020 USD Term Loan, (1 mo. LIBOR + 2.25%), 2.71%, 01/29/27 | | | | | | | 1,721 | | | | 1,687,942 | |
Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 08/03/25 | | | | | | | 419 | | | | 413,419 | |
Naked Juice LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.00%), 6.65%, 01/24/30 | | | | | | | 496 | | | | 493,584 | |
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 3.71%, 02/05/26 | | | | | | | 255 | | | | 247,552 | |
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28 | | | | | | | 448 | | | | 442,327 | |
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 01/20/28 | | | | | | | 275 | | | | 270,327 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,641,895 | |
| | | |
Gas Utilities — 0.3% | | | | | | | | | |
Freeport LNG Investments, LLLP, Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 12/21/28(a) | | | | | | | 1,666 | | | | 1,653,437 | |
| | | | | | | | |
| | | |
Health Care Equipment & Supplies — 0.8% | | | | | | | | | |
Electron BidCo, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.25%), 4.26%, 11/01/28(a) | | | | | | | 1,009 | | | | 996,788 | |
Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 05/04/28(a)(c) | | | | | | | 286 | | | | 283,696 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Health Care Equipment & Supplies (continued) | | | | |
Medline Borrower, LP, USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 10/21/28(a) | | | USD | | | | 2,260 | | | $ | 2,235,950 | |
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.23%, 06/30/25(a) | | | | | | | 853 | | | | 849,566 | |
Venga Finance SARL, 2021 USD Term Loan B, 12/04/28(p) | | | | | | | 263 | | | | 254,735 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,620,735 | |
| |
Health Care Providers & Services(a) — 1.0% | | | | |
CHG Healthcare Services, Inc., 2021 Term Loan, (6 mo. LIBOR + 3.50%), 4.51%, 09/29/28 | | | | | | | 468 | | | | 462,829 | |
Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.01%, 01/08/27 | | | | | | | 677 | | | | 673,915 | |
Envision Healthcare Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 4.20%, 10/10/25 | | | | | | | 745 | | | | 492,968 | |
EyeCare Partners LLC | | | | | | | | | | | | |
2020 Term Loan, (3 mo. LIBOR + 3.75%), 4.76%, 02/18/27 | | | | | | | 861 | | | | 848,776 | |
2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%), 7.76%, 11/15/29 | | | | | | | 174 | | | | 173,585 | |
2021 Delayed Draw Term Loan, 4.76%, 11/15/28 | | | | 39 | | | | 38,751 | |
2021 Incremental Term Loan, (3 mo. LIBOR + 3.75%), 4.76%, 11/15/28 | | | | | | | 157 | | | | 155,004 | |
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 5.51%, 03/05/26(c) | | | | | | | 443 | | | | 397,363 | |
Orbcomm, Inc., Term Loan B, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 09/01/28 | | | | | | | 389 | | | | 384,621 | |
PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 02/14/25 | | | | | | | 21 | | | | 20,605 | |
Sotera Health Holdings LLC, 2021 Term Loan, (3 mo. LIBOR + 2.75%), 3.25%, 12/13/26 | | | | | | | 578 | | | | 569,810 | |
WP CityMD Bidco LLC, 2021 1st Lien Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 12/23/28 | | | | | | | 1,150 | | | | 1,142,260 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,360,487 | |
| | | |
Health Care Services(a) — 0.4% | | | | | | | | | |
Azalea Topco, Inc., Term Loan, (3 mo. LIBOR + 3.50%), 3.80%, 07/25/26 | | | | | | | 1,126 | | | | 1,110,124 | |
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.00%), 7.50%, 11/01/29 | | | | | | | 247 | | | | 237,120 | |
Unified Physician Management LLC, 2020 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 12/18/27 | | | | | | | 704 | | | | 695,373 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,042,617 | |
| | | |
Health Care Technology(a) — 0.5% | | | | | | | | | |
Athenahealth, Inc., 2022 Term Loan B, (SOFR + 3.50%), 4.00%, 02/15/29 | | | | | | | 1,312 | | | | 1,296,281 | |
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 10/10/25 | | | | | | | 577 | | | | 571,923 | |
Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 06/04/28 | | | | | | | 896 | | | | 885,860 | |
Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 07/25/26 | | | | | | | 271 | | | | 268,505 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,022,569 | |
| | | |
Hotels, Restaurants & Leisure(a) — 2.4% | | | | | | | | | |
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 11/19/26 | | | | | | | 990 | | | | 967,634 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Hotels, Restaurants & Leisure (continued) | | | | | | | | | |
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 4.21%, 02/02/26 | | | USD | | | | 277 | | | $ | 270,593 | |
Caesars Resort Collection LLC | | | | | | | | | | | | |
2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 3.21%, 12/23/24 | | | | | | | 1,136 | | | | 1,128,523 | |
2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 3.96%, 07/20/25 | | | | | | | 357 | | | | 355,639 | |
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 2.46%, 03/17/28 | | | | | | | 342 | | | | 337,118 | |
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.01%, 03/08/24 | | | | | | | 2,317 | | | | 2,173,150 | |
Fertitta Entertainment LLC, 2022 Term Loan B, (SOFR + 4.00%), 4.50%, 01/27/29 | | | | | | | 1,855 | | | | 1,843,199 | |
Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 2.46%, 11/30/23 | | | | | | | 545 | | | | 542,536 | |
Golden Nugget, Inc., 2020 Initial Term Loan, (1 mo. LIBOR + 12.00%, 1.00% Floor), 13.00%, 10/04/23(c) | | | | | | | 80 | | | | 84,480 | |
IRB Holding Corp., 2020 Term Loan B, (6 mo. LIBOR + 2.75%, 1.00% Floor), 3.76%, 02/05/25 | | | | | | | 609 | | | | 601,918 | |
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 03/11/28 | | | | | | | 582 | | | | 572,725 | |
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 3.21%, 08/14/24 | | | | | | | 357 | | | | 355,755 | |
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 07/21/26 | | | | | | | 564 | | | | 559,119 | |
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 02/08/27 | | | | | | | 836 | | | | 824,181 | |
Travelport Finance Luxembourg SARL(i) | | | | | | | | | | | | |
2020 Super Priority Term Loan, 02/28/25(p) | | | | | | | 527 | | | | 535,854 | |
2021 Consented Term Loan, (1.75% PIK), 6.01%, 05/29/26 | | | | | | | 831 | | | | 730,091 | |
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 10/01/28 | | | | | | | 301 | | | | 299,164 | |
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 08/03/28 | | | | | | | 941 | | | | 928,301 | |
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 05/30/25 | | | | | | | 200 | | | | 197,864 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 13,307,844 | |
| | | |
Household Durables — 0.6% | | | | | | | | | |
ACProducts Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.25%), 4.75%, 05/17/28(a) | | | | | | | 1,076 | | | | 968,114 | |
Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 2.21%, 02/04/27(a) | | | | | | | 139 | | | | 136,466 | |
Snap One Holdings Corp., Term Loan B, (3 mo. LIBOR + 4.50%), 5.51%, 12/08/28 | | | | | | | 494 | | | | 484,281 | |
Solis IV BV, USD Term Loan B1, (3 mo. LIBOR + 3.50%), 4.00%, 02/26/29 | | | | | | | 1,006 | | | | 984,622 | |
Springs Windows Fashions LLC, 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/06/28(a) | | | | | | | 359 | | | | 347,630 | |
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 10/30/27(a) | | | | | | | 406 | | | | 392,322 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,313,435 | |
| | |
SCHEDULE OF INVESTMENTS | | 22 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Household Products — 0.0% | | | | | | | | | |
Spectrum Brands, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.00%), 2.50%, 03/03/28(a) | | | USD | | | | 219 | | | $ | 215,646 | |
| | | | | | | | |
|
Independent Power and Renewable Electricity Producers(a) — 0.2% | |
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 01/15/25 . | | | | 881 | | | | 864,186 | |
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 2.46%, 08/12/26 | | | | | | | 286 | | | | 281,980 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,146,166 | |
| | | |
Industrial Conglomerates — 1.0% | | | | | | | | | |
AVSC Holding Corp.(i) | | | | | | | | | | | | |
2020 Term Loan B1, (0.25% PIK), 4.25%, 03/03/25(a) | | | | | | | 1,297 | | | | 1,216,660 | |
2020 Term Loan B3, (10.00% PIK), 5.00%, 10/15/26 | | | | | | | 429 | | | | 518,329 | |
Diamond BC BV, 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 09/29/28(a) | | | | | | | 1,096 | | | | 1,072,683 | |
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 7.75%, 11/28/23(a) | | | | | | | 453 | | | | 452,733 | |
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 7.76%, 07/28/28(a) | | | | | | | 263 | | | | 246,004 | |
Vertical US Newco, Inc., Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 07/30/27(a) | | | | | | | 733 | | | | 726,944 | |
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 2.99%, 03/02/27(a) | | | | | | | 1,488 | | | | 1,448,950 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 5,682,303 | |
| | | |
Insurance(a) — 1.4% | | | | | | | | | |
Alliant Holdings Intermediate LLC | | | | | | | | | | | | |
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 3.71%, 05/09/25 | | | | | | | 836 | | | | 826,062 | |
2021 Term Loan B4, (1 mo. LIBOR + 3.50%), 4.00%, 11/06/27 | | | | | | | 2,140 | | | | 2,123,894 | |
AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 3.00%, 02/19/28 | | | | | | | 1,012 | | | | 994,582 | |
AssuredPartners, Inc. | | | | | | | | | | | | |
2020 Term Loan B, (1 mo. LIBOR + 3.50%), 3.96%, 02/13/27 | | | | | | | 538 | | | | 530,538 | |
2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 02/12/27 | | | | | | | 285 | | | | 281,295 | |
Hub International Ltd. | | | | | | | | | | | | |
2018 Term Loan B, (2 mo. LIBOR + 3.00%), 3.27%, 04/25/25 | | | | | | | 350 | | | | 345,241 | |
2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 04/25/25. | | | | | | | 1,432 | | | | 1,421,980 | |
NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 3.71%, 02/13/27 | | | | | | | 114 | | | | 111,224 | |
Ryan Specialty Group LLC, Term Loan, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 09/01/27 | | | | | | | 202 | | | | 200,166 | |
Sedgwick Claims Management Services, Inc. | | | | | | | | |
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 4.21%, 09/03/26 | | | | | | | 523 | | | | 518,925 | |
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 5.25%, 09/03/26 | | | | | | | 185 | | | | 183,927 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 7,537,834 | |
| | | |
Interactive Media & Services(a) — 1.2% | | | | | | | | | |
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 2.75%, 0.75% Floor), 3.76%, 06/26/28 | | | | | | | 1,063 | | | | 1,045,597 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Interactive Media & Services (continued) | | | | | | | | | |
Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 12/06/27 | | | USD | | | | 933 | | | $ | 916,353 | |
Camelot U.S. Acquisition 1 Co., 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 10/31/26 | | | | | | | 1,618 | | | | 1,600,347 | |
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.45%, 08/10/27 | | | | | | | 829 | | | | 821,195 | |
Grab Holdings, Inc., Term Loan B, (6 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 01/29/26 | | | | | | | 2,185 | | | | 2,130,599 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,514,091 | |
| | | |
Internet & Direct Marketing Retail(a) — 0.1% | | | | | | | | | |
CNT Holdings I Corp., 2020 Term Loan, (3 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 11/08/27 | | | | | | | 300 | | | | 298,097 | |
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%), 4.75%, 02/13/27(c) | | | | | | | 111 | | | | 110,604 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 408,701 | |
| | | |
Internet Software & Services — 0.1% | | | | | | | | | |
Uber Technologies, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 3.96%, 02/25/27(a) | | | | | | | 837 | | | | 832,591 | |
| | | | | | | | |
| | | |
IT Services(a) — 2.4% | | | | | | | | | |
Aruba Investments, Inc., 2020 USD Term Loan, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/24/27 | | | | | | | 338 | | | | 332,535 | |
Banff Merger Sub, Inc., 2021 USD Term Loan, (3 mo. LIBOR + 3.75%), 4.21%, 10/02/25 | | | | | | | 757 | | | | 751,936 | |
Camelot U.S. Acquisition 1 Co., Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 10/31/26 | | | | | | | 1,506 | | | | 1,487,850 | |
CCC Intelligent Solutions, Inc., Term Loan B, (3 mo. LIBOR + 2.25%), 3.26%, 09/21/28 | | | | | | | 732 | | | | 724,111 | |
CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 06/04/28 | | | | | | | 1,826 | | | | 1,801,870 | |
Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 04/30/28. | | | | | | | 954 | | | | 936,838 | |
Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 12/01/27 | | | | | | | 2,576 | | | | 2,569,402 | |
Optiv Security, Inc., 1st Lien Term Loan, (6 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 02/01/24 | | | | | | | 503 | | | | 490,160 | |
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 02/13/27 | | | | | | | 1,219 | | | | 1,193,479 | |
Trans Union LLC | | | | | | | | | | | | |
2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 2.21%, 11/16/26. | | | | | | | 759 | | | | 746,802 | |
2021 Term Loan B6, (1 mo. LIBOR + 2.25%), 2.75%, 12/01/28 | | | | | | | 1,118 | | | | 1,107,938 | |
Virtusa Corp., 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28(c) | | | | | | | 444 | | | | 440,065 | |
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 2.71%, 03/31/28 | | | | | | | 433 | | | | 426,837 | |
ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 02/02/26 | | | | | | | 89 | | | | 88,555 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 13,098,378 | |
| | | |
Leisure Products — 0.0% | | | | | | | | | |
Fender Musical Instruments Corp., 2021 Term Loan B, (SOFR + 4.00%), 4.50%, 12/01/28(a) | | | | | | | 299 | | | | 296,304 | |
| | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Life Sciences Tools & Services(a) — 1.2% | | | | | | | | | |
Avantor Funding, Inc. | | | | | | | | | | | | |
2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.50%, 11/21/24 | | | USD | | | | 168 | | | $ | 166,501 | |
2021 Term Loan B5, (1 mo. LIBOR + 2.25%), 2.75%, 11/08/27 | | | | | | | 1,264 | | | | 1,252,784 | |
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 02/04/27 | | | | | | | 1,841 | | | | 1,832,072 | |
ICON Luxembourg SARL | | | | | | | | | | | | |
LUX Term Loan, (3 mo. LIBOR + 2.25%), 3.31%, 07/01/28 | | | | | | | 1,038 | | | | 1,032,288 | |
US Term Loan, (3 mo. LIBOR + 2.25%), 3.31%, 07/01/28 | | | | | | | 259 | | | | 257,196 | |
Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. LIBOR + 3.00%), 3.50%, 10/19/27(c) | | | | | | | 481 | | | | 478,603 | |
Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 11/15/28 | | | | | | | 1,477 | | | | 1,464,420 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 6,483,864 | |
| | | |
Machinery(a) — 1.4% | | | | | | | | | |
Albion Financing 3 SARL, USD Term Loan, (3 mo. LIBOR + 5.25%), 5.75%, 08/17/26 | | | | | | | 761 | | | | 752,908 | |
ASP Blade Holdings, Inc., Initial Term Loan, (1 mo. LIBOR + 4.00%), 4.50%, 10/15/28 | | | | | | | 273 | | | | 269,323 | |
Clark Equipment Co., 2021 Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 05/18/24 | | | | | | | 535 | | | | 533,496 | |
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.81%, 05/14/28 | | | | | | | 163 | | | | 160,374 | |
Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 10/21/28 | | | | | | | 498 | | | | 490,299 | |
Fluidra SA, 2022 USD Term Loan B, (SOFR + 2.00%), 2.50%, 01/29/29 | | | | | | | 128 | | | | 126,499 | |
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. LIBOR + 1.75%), 2.21%, 02/28/27 | | | | | | | 569 | | | | 558,608 | |
Madison IAQ LLC, Term Loan, (6 mo. LIBOR + 3.25%), 4.52%, 06/21/28 | | | | | | | 2,320 | | | | 2,280,974 | |
SPX Flow, Inc., 03/16/29(p) | | | | | | | 594 | | | | 578,158 | |
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.01%, 03/28/25 | | | | | | | 2,084 | | | | 2,035,294 | |
Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.75%, 10/04/28 | | | | | | | 64 | | | | 63,414 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 7,849,347 | |
| | | |
Media — 4.8% | | | | | | | | | |
A-L Parent LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/01/23(a) | | | | 1,078 | | | | 1,023,098 | |
Altice Financing SA(a) | | | | | | | | | | | | |
2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 2.99%, 07/15/25 | | | | | | | 439 | | | | 427,296 | |
USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 2.99%, 01/31/26 | | | | | | | 529 | | | | 508,852 | |
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 4.51%, 08/14/26(a) | | | | | | | 1,328 | | | | 1,302,130 | |
AMC Entertainment Holdings, Inc., 2019 Term Loan B, 04/22/26(a)(p) | | | | | | | 439 | | | | 390,184 | |
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 2.46%, 05/03/28(a) | | | | | | | 409 | | | | 402,367 | |
Charter Communications Operating LLC, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 2.21%, 04/30/25(a) | | | | | | | 1,257 | | | | 1,251,154 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Media (continued) | | | | | | | | | |
City Football Group Ltd., Term Loan, (6 mo. LIBOR + 3.50%), 4.00%, 07/21/28(a) | | | USD | | | | 678 | | | $ | 663,886 | |
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 3.80%, 08/21/26(a) | | | | | | | 2,124 | | | | 2,086,275 | |
CMG Media Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 12/17/26(a) | | | | | | | 583 | | | | 573,413 | |
Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 12/12/26(a) | | | | | | | 3,110 | | | | 3,079,998 | |
CSC Holdings LLC(a) | | | | | | | | | | | | |
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 2.65%, 07/17/25 | | | | | | | 649 | | | | 636,942 | |
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 2.90%, 04/15/27 | | | | | | | 1,000 | | | | 981,115 | |
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 3.00%, 0.75% Floor), 3.75%, 01/07/28(a) | | | | | | | 359 | | | | 356,238 | |
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 03/24/25(a) | | | | | | | 516 | | | | 508,057 | |
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 2.25%, 10/19/26(a) | | | | | | | 1,081 | | | | 1,054,074 | |
MH Sub I LLC(a) | | | | | | | | | | | | |
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 3.96%, 09/13/24 | | | | | | | 1,895 | | | | 1,869,111 | |
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 09/15/24 | | | | | | | 1,460 | | | | 1,441,922 | |
2021 2nd Lien Term Loan, (1 mo. LIBOR + 6.25%), 6.71%, 02/23/29 | | | | | | | 581 | | | | 574,464 | |
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 09/28/23(a)(c) | | | | | | | 1,479 | | | | 1,464,731 | |
Trader Interactive LLC, 2021 Term Loan B, (1 mo. LIBOR + 4.00%), 4.50%, 07/28/28(a)(c) | | | | | | | 230 | | | | 226,512 | |
UPC Financing Partnership, 2021 USD Term Loan AX, (3 mo. LIBOR + 3.00%), 3.40%, 01/31/29(a) | | | | | | | 228 | | | | 224,676 | |
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 3.65%, 01/31/29(a) | | | | | | | 917 | | | | 910,700 | |
Voyage Digital Ltd., 03/03/29(c)(p) | | | | | | | 431 | | | | 422,380 | |
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.21%, 05/18/25(a) | | | | | | | 1,925 | | | | 1,890,578 | |
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 2.58%, 01/20/28(a) | | | | | | | 261 | | | | 258,093 | |
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 03/09/27(a) | | | | | | | 2,250 | | | | 2,187,362 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 26,715,608 | |
| | | |
Oil, Gas & Consumable Fuels(a) — 0.8% | | | | | | | | | |
Ascent Resources - Utica, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 10.00%, 11/01/25(c) | | | | | | | 330 | | | | 352,275 | |
Citgo Holding, Inc., 2019 Term Loan B, (1 mo. LIBOR + 7.00%, 0.01% Floor), 8.00%, 08/01/23 | | | | | | | 2 | | | | 1,921 | |
Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 4.21%, 12/13/25 | | | | | | | 361 | | | | 331,788 | |
Lealand Finance Co. BV | | | | | | | | | | | | |
2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 3.46%, 06/28/24(c) | | | | | | | 16 | | | | 9,466 | |
2020 Take Back Term Loan, (1 mo. LIBOR + 1.00%), 1.46%, 06/30/25 | | | | | | | 113 | | | | 56,188 | |
| | |
SCHEDULE OF INVESTMENTS | | 24 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Oil, Gas & Consumable Fuels (continued) | | | | | | | | | |
Lucid Energy Group II Borrower LLC, 2021 Term Loan, (1 mo. LIBOR + 4.25%, 0.75% Floor), 5.00%, 11/24/28 | | | USD | | | | 1,499 | | | $ | 1,488,393 | |
Medallion Midland Acquisition, LLC, 10/18/28(p) | | | | | | | 903 | | | | 892,281 | |
Oryx Midstream Services Permian Basin LLC, Term Loan B, 09/30/28(p) | | | | | | | 1,503 | | | | 1,489,489 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 4,621,801 | |
| | | |
Personal Products — 0.4% | | | | | | | | | |
Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.76%, 10/01/26(a) | | | | | | | 2,220 | | | | 2,203,066 | |
| | | |
Pharmaceuticals — 1.3% | | | | | | | | | |
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 05/04/25(a) | | | | | | | 753 | | | | 740,740 | |
Bausch Health Americas Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.46%, 06/02/25(a) | | | | | | | 937 | | | | 928,082 | |
Bausch Health Cos., Inc., 2022 Term Loan B, 5.75%, 01/27/27 | | | | | | | 1,079 | | | | 1,066,861 | |
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%), 2.50%, 02/22/28(a)(c) | | | | | | | 1,045 | | | | 1,042,685 | |
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 1.98%, 08/01/27(a) | | | | | | | 281 | | | | 276,112 | |
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 11/15/27(a) | | | | | | | 656 | | | | 644,348 | |
Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 05/05/28(a) | | | | | | | 740 | | | | 736,670 | |
Organon & Co., USD Term Loan, (3 mo. LIBOR + 3.00%), 3.56%, 06/02/28(a) | | | | | | | 675 | | | | 670,699 | |
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 4.01%, 11/18/27(a) | | | | | | | 1,076 | | | | 1,053,596 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 7,159,793 | |
| | | |
Professional Services(a) — 0.4% | | | | | | | | | |
Dun & Bradstreet Corp. | | | | | | | | | | | | |
2022 Incremental Term Loan B2, (SOFR + 3.25%), 3.56%, 01/18/29(c) | | | | | | | 306 | | | | 302,940 | |
Term Loan, (1 mo. LIBOR + 3.25%), 3.70%, 02/06/26 | | | | | | | 1,820 | | | | 1,800,997 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 2,103,937 | |
| |
Real Estate Management & Development(a) — 0.3% | | | | |
Chamberlain Group, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 4.51%, 11/03/28 | | | | | | | 1,050 | | | | 1,036,366 | |
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 3.21%, 08/21/25 | | | | | | | 559 | | | | 550,268 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,586,634 | |
| | | |
Road & Rail — 0.1% | | | | | | | | | |
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 5.80%, 08/04/25(a) | | | | | | | 379 | | | | 345,227 | |
| | | | | | | | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
|
Semiconductors & Semiconductor Equipment(a) — 0.1% | |
CMC Materials, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 2.50%, 11/17/25 | | | USD | | | | 458 | | | $ | 453,453 | |
Synaptics, Inc., Term Loan B, (3 mo. LIBOR + 2.25%), 2.75%, 12/02/28 | | | | | | | 255 | | | | 253,367 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 706,820 | |
| | | |
Software — 5.6% | | | | | | | | | |
Applied Systems, Inc.(a) | | | | | | | | | | | | |
2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%), /24 5.50%, 09/19/24 | | | | | | | 98 | | | | 95,698 | |
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 6.51%, 09/19/25 | | | | | | | 251 | | | | 249,236 | |
Barracuda Networks, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.73%, 02/12/25(a) . | | | | | | | 1,291 | | | | 1,283,895 | |
Cloudera, Inc.(a) | | | | | | | | | | | | |
2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%), 6.50%, 10/08/29(c) | | | | | | | 618 | | | | 607,185 | |
2021 Term Loan, (1 mo. LIBOR + 3.75%), 4.25%, 10/08/28 | | | | | | | 1,118 | | | | 1,102,628 | |
ConnectWise LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 09/30/28(a) | | | | | | | 494 | | | | 489,812 | |
Cornerstone OnDemand, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%), 4.25%, 10/15/28(a) | | | | | | | 520 | | | | 514,150 | |
Digicel International Finance Ltd., 2017 Term Loan B, (6 mo. LIBOR + 3.25%), 3.50%, 05/27/24(a) | | | | | | | 441 | | | | 419,134 | |
E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 02/04/28(a) | | | | | | | 113 | | | | 111,785 | |
Epicor Software Corp.(a) | | | | | | | | | | | | |
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 8.75%, 07/31/28 | | | | | | | 850 | | | | 865,938 | |
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 4.00%, 07/31/27 | | | | | | | 289 | | | | 286,621 | |
Helios Software Holdings, Inc., 2021 USD Term Loan B, (6 mo. LIBOR + 3.75%), 5.25%, 03/11/28(a) | | | | | | | 868 | | | | 859,121 | |
Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 3.25%, 10/29/28(a) | | | | | | | 2,284 | | | | 2,257,437 | |
Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.27%, 10/29/28(a)(c) | | | | | | | 312 | | | | 310,440 | |
IPS Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 4.00%, 10/01/28(a) | | | | | | | 255 | | | | 247,923 | |
Magenta Buyer LLC(a) | | | | | | | | | | | | |
2021 USD 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 07/27/28 | | | | | | | 1,514 | | | | 1,499,765 | |
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 0.75% Floor), 9.00%, 07/27/29 | | | | | | | 1,211 | | | | 1,197,376 | |
McAfee LLC, 2022 USD Term Loan B, (3 mo. LIBOR + 4.00%), 4.50%, 03/01/29 | | | | | | | 1,642 | | | | 1,627,633 | |
Netsmart Technologies, Inc., 2020 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 10/01/27(a) | | | | | | | 578 | | | | 574,934 | |
Planview Parent, Inc., Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 5.01%, 12/17/27(a) | | | | | | | 1,029 | | | | 1,014,947 | |
Proofpoint, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.25%), 3.76%, 08/31/28(a) | | | | | | | 1,774 | | | | 1,752,594 | |
RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.75%, 04/22/28(a) | | | | | | | 3,479 | | | | 3,435,467 | |
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 3.71%, 05/30/25(a) | | | | 31 | | | | 30,732 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Software (continued) | | | | | | | | | |
Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR + 2.50%), 3.00%, 10/20/28(a) | | | USD | | | | 468 | | | $ | 458,381 | |
Severin Acquisition LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.45%, 08/01/25(a) | | | | | | | 604 | | | | 596,506 | |
Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.25%), 4.26%, 10/07/27(a) | | | | | | | 752 | | | | 743,728 | |
SS&C Technologies Inc, 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 2.21%, 04/16/25(a) | | | | | | | 468 | | | | 459,703 | |
SS&C Technologies, Inc., 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 2.21%, 04/16/25(a) | | | | | | | 576 | | | | 566,620 | |
Tempo Acquisition LLC, 2022 Term Loan B, (SOFR + 3.00%), 3.50%, 08/31/28(a) | | | | | | | 2,301 | | | | 2,283,110 | |
Tibco Software Inc., 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 7.71%, 03/04/28(a) | | | | | | | 1,429 | | | | 1,424,034 | |
Ultimate Software Group, Inc.(a) | | | | | | | | | | | | |
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%), 5.75%, 05/03/27 | | | | | | | 843 | | | | 834,923 | |
2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 05/04/26 | | | | | | | 1,879 | | | | 1,861,969 | |
Term Loan B, (3 mo. LIBOR + 3.75%), 4.76%, 05/03/26 | | | | | | | 1,051 | | | | 1,046,259 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 31,109,684 | |
| | | |
Specialty Retail(a) — 1.8% | | | | | | | | | |
Belron Finance U.S. LLC | | | | | | | | | | | | |
2018 Term Loan B, (3 mo. LIBOR + 2.25%), 2.69%, 11/13/25 | | | | | | | 180 | | | | 178,305 | |
2019 USD Term Loan B3, (3 mo. LIBOR + 2.25%), 2.56%, 10/30/26 | | | | | | | 411 | | | | 405,677 | |
2021 USD Term Loan B, (3 mo. LIBOR + 2.75%), 3.25%, 04/13/28 | | | | | | | 1,227 | | | | 1,216,721 | |
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (SONIA CMPD + 4.50%), 4.96%, 06/23/25 | | | GBP | | | | 1,000 | | | | 1,280,480 | |
EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%), 5.25%, 03/31/26 | | | USD | | | | 234 | | | | 230,628 | |
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/24/28 | | | | | | | 313 | | | | 310,083 | |
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 05/04/28 | | | | | | | 1,277 | | | | 1,267,588 | |
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 4.71%, 08/31/26 | | | | | | | 826 | | | | 816,415 | |
Medical Solutions LLC, 2021 First Lien Term Loan, (3 mo. LIBOR + 3.50%), 4.51%, 11/01/28 | | | | | | | 1,087 | | | | 1,076,147 | |
PetSmart, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 02/11/28 | | | | | | | 2,212 | | | | 2,202,661 | |
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.00%), 2.46%, 08/04/28 | | | | | | | 431 | | | | 424,282 | |
Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 6.50%, 12/20/24 | | | | | | | 304 | | | | 297,484 | |
WOOF Holding, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.68%, 12/21/27 | | | | | | | 228 | | | | 225,708 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,932,179 | |
| |
Technology Hardware, Storage & Peripherals — 0.1% | | | | |
Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR + 5.00%), 5.46%, 07/23/26(a) | | | | | | | 395 | | | | 384,080 | |
| | | | | | | | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Textiles, Apparel & Luxury Goods — 0.1% | | | | | | | | | |
Crocs, Inc., Term Loan B, (SOFR + 3.50%), 3.50%, 02/17/29(a) | | | USD | | | | 732 | | | $ | 712,917 | |
| | | | | | | | |
| |
Trading Companies & Distributors(a) — 0.4% | | | | |
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 05/19/28 | | | | | | | 617 | | | | 607,329 | |
Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%), 3.75%, 01/31/28. | | | | | | | 690 | | | | 676,881 | |
ION Trading Finance Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%), 5.76%, 04/01/28 | | | | | | | 301 | | | | 297,970 | |
SRS Distribution, Inc., 2022 Incremental Term Loan, (SOFR + 3.50%), 4.00%, 06/04/28 | | | | | | | 410 | | | | 404,138 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,986,318 | |
| |
Wireless Telecommunication Services(a) — 0.3% | | | | |
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 04/30/28. | | | | | | | 434 | | | | 430,023 | |
MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/02/28 | | | | | | | 263 | | | | 260,506 | |
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 2.21%, 04/11/25 | | | | | | | 1,061 | | | | 1,046,452 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,736,981 | |
| | | | | | | | |
| |
Total Floating Rate Loan Interests — 52.2% (Cost: $290,167,348) | | | | 288,011,471 | |
| | | | | | | | |
| | | |
Foreign Agency Obligations | | | | | | | | | | | | |
| | | |
Argentina — 0.0% | | | | | | | | | |
Argentine Republic Government International Bond, 2.50%, 07/09/41(g)(o) | | | | | | | 351 | | | | 123,629 | |
| | | | | | | | |
| | | |
Bahrain — 0.0% | | | | | | | | | |
Bahrain Government International Bond, 6.75%, 09/20/29(d) | | | | | | | 200 | | | | 210,725 | |
| | | | | | | | |
| | | |
Chile — 0.0% | | | | | | | | | |
Chile Government International Bond, 4.34%, 03/07/42(g) | | | | | | | 200 | | | | 205,400 | |
| | | |
Colombia — 0.2% | | | | | | | | | |
Colombia Government International Bond | | | | | | | | | | | | |
4.50%, 01/28/26(g) | | | | | | | 443 | | | | 442,945 | |
3.88%, 04/25/27(g) | | | | | | | 200 | | | | 192,537 | |
3.13%, 04/15/31 | | | | | | | 200 | | | | 169,225 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 804,707 | |
| | | |
Dominican Republic — 0.2% | | | | | | | | | |
Dominican Republic International Bond | | | | | | | | | | | | |
5.95%, 01/25/27(d)(g) | | | | | | | 491 | | | | 494,682 | |
5.50%, 02/22/29(b) | | | | | | | 155 | | | | 153,092 | |
4.50%, 01/30/30(b) | | | | | | | 200 | | | | 183,663 | |
4.88%, 09/23/32(b) | | | | | | | 335 | | | | 303,552 | |
6.40%, 06/05/49(d) | | | | | | | 150 | | | | 140,231 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 1,275,220 | |
| | | |
Egypt — 0.0% | | | | | | | | | |
Egypt Government International Bond, 7.50%, 02/16/61(b) | | | | | | | 200 | | | | 158,500 | |
| | | | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 26 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Guatemala — 0.1% | | | | | | | | | |
Guatemala Government Bond(b) | | | | | | | | | | | | |
5.38%, 04/24/32 | | | USD | | | | 200 | | | $ | 209,162 | |
4.65%, 10/07/41 | | | | | | | 200 | | | | 185,663 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 394,825 | |
| | | |
Iceland — 0.6% | | | | | | | | | |
Iceland Government International Bond, 5.88%, 05/11/22(d)(g) | | | | | | | 3,030 | | | | 3,043,516 | |
| | | | | | | | |
| | | |
Indonesia — 0.1% | | | | | | | | | |
Indonesia Government International Bond | | | | | | | | | | | | |
4.10%, 04/24/28 | | | | | | | 221 | | | | 234,647 | |
5.35%, 02/11/49(g) | | | | | | | 200 | | | | 230,272 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 464,919 | |
| | | |
Ivory Coast — 0.0% | | | | | | | | | |
Ivory Coast Government International Bond, 6.38%, 03/03/28(d) | | | | | | | 200 | | | | 203,038 | |
| | | | | | | | |
| | | |
Mexico — 0.1% | | | | | | | | | |
Mexico Government International Bond(g) | | | | | | | | | | | | |
4.15%, 03/28/27 | | | | | | | 397 | | | | 417,842 | |
3.75%, 01/11/28 | | | | | | | 200 | | | | 203,700 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 621,542 | |
| | | |
Mongolia — 0.1% | | | | | | | | | |
Mongolia Government International Bond, 5.13%, 04/07/26(d) | | | | | | | 250 | | | | 246,278 | |
| | | | | | | | |
| | | |
Morocco — 0.1% | | | | | | | | | |
Morocco Government International Bond | | | | | | | | | | | | |
3.00%, 12/15/32(b)(g) | | | | | | | 300 | | | | 258,750 | |
4.00%, 12/15/50(d) | | | | | | | 222 | | | | 177,322 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 436,072 | |
| | | |
Nigeria — 0.0% | | | | | | | | | |
Nigeria Government International Bond, 7.88%, 02/16/32(d) | | | | | | | 200 | | | | 187,750 | |
| | | | | | | | |
| | | |
Oman — 0.1% | | | | | | | | | |
Oman Government International Bond, 6.50%, 03/08/47(d) | | | | | | | 308 | | | | 301,840 | |
| | | | | | | | |
| | | |
Panama — 0.1% | | | | | | | | | |
Panama Government International Bond(g) | | | | | | | | | | | | |
3.16%, 01/23/30 | | | | | | | 445 | | | | 434,932 | |
4.50%, 04/16/50 | | | | | | | 211 | | | | 209,259 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 644,191 | |
| | | |
Paraguay — 0.1% | | | | | | | | | |
Paraguay Government International Bond | | | | | | | | | | | | |
5.40%, 03/30/50(d) | | | | | | | 200 | | | | 201,163 | |
5.40%, 03/30/50(b) | | | | | | | 200 | | | | 201,162 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 402,325 | |
| | | |
Peru — 0.1% | | | | | | | | | |
Peruvian Government International Bond(g) | | | | | | | | | | | | |
2.78%, 01/23/31 | | | | | | | 29 | | | | 27,356 | |
1.86%, 12/01/32 | | | | | | | 259 | | | | 221,817 | |
3.00%, 01/15/34 | | | | | | | 116 | | | | 108,692 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 357,865 | |
| | | |
Portugal — 0.6% | | | | | | | | | |
Portugal Government International Bond, 5.13%, 10/15/24(b)(g) | | | | | | | 3,190 | | | | 3,370,095 | |
| | | | | | | | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Qatar — 0.0% | | | | | | | | | |
Qatar Government International Bond, 4.00%, 03/14/29(b)(g) | | | USD | | | | 200 | | | $ | 213,500 | |
| | | | | | | | |
| | | |
Romania — 0.0% | | | | | | | | | |
Romanian Government International Bond, 3.00%, 02/14/31(b)(g) | | | | | | | 140 | | | | 129,675 | |
| | | | | | | | |
| | | |
Saudi Arabia — 0.1% | | | | | | | | | |
Saudi Government International Bond(d) | | | | | | | | | | | | |
4.50%, 04/17/30(g) | | | | | | | 325 | | | | 355,062 | |
2.25%, 02/02/33 | | | | | | | 200 | | | | 183,500 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 538,562 | |
| | | |
South Africa — 0.1% | | | | | | | | | |
Republic of South Africa Government International Bond | | | | | | | | | | | | |
5.65%, 09/27/47 | | | | | | | 200 | | | | 174,225 | |
5.75%, 09/30/49 | | | | | | | 200 | | | | 174,413 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 348,638 | |
| | | |
Sri Lanka — 0.1% | | | | | | | | | |
Sri Lanka Government International Bond(d) | | | | | | | | | | | | |
6.85%, 03/14/24 | | | | | | | 400 | | | | 196,044 | |
6.35%, 06/28/24 | | | | | | | 200 | | | | 98,022 | |
7.85%, 03/14/29 | | | | | | | 400 | | | | 189,044 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 483,110 | |
| | | |
Ukraine — 0.0% | | | | | | | | | |
Ukraine Government International Bond | | | | | | | | | | | | |
9.75%, 11/01/28(d) | | | | | | | 236 | | | | 99,120 | |
7.25%, 03/15/33(b)(g) | | | | | | | 200 | | | | 82,500 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 181,620 | |
| | | |
Uruguay — 0.0% | | | | | | | | | |
Uruguay Government International Bond, 4.98%, 04/20/55. | | | | | | | 87 | | | | 101,696 | |
| | | | | | | | |
| |
Total Foreign Agency Obligations — 2.8% (Cost: $16,305,245) | | | | 15,449,238 | |
| | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Investment Companies | | | | | | | | | | | | |
| | | |
Fixed Income Funds — 0.5% | | | | | | | | | |
Invesco Senior Loan ETF | | | | | | | 120,501 | | | | 2,623,307 | |
| | | | | | | | |
| | | |
Total Investment Companies — 0.5% (Cost: $2,672,796) | | | | | | | | | | | 2,623,307 | |
| | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| |
Non-Agency Mortgage-Backed Securities | | | | | |
|
Collateralized Mortgage Obligations — 0.6% | |
Alternative Loan Trust | | | | | | | | | | | | |
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 | | | USD | | | | 1,120 | | | | 797,173 | |
Series 2006-J8, Class A5, 6.00%, 02/25/37 | | | | | | | 1,892 | | | | 1,091,310 | |
Countrywide Alternative Loan Trust, Series 2007-19, Class 1A1, 6.00%, 08/25/37 | | | | | | | 563 | | | | 376,214 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| |
Collateralized Mortgage Obligations (continued) | | | | |
Countrywide Home Loan Mortgage Pass-Through Trust | | | | | | | | | | | | |
Series 2005-17, Class 1A6, 5.50%, 09/25/35 | | | USD | | | | 122 | | | $ | 119,581 | |
Series 2006-17, Class A2, 6.00%, 12/25/36 | | | | | | | 662 | | | | 372,297 | |
Series 2007-HY5, Class 3A1, 3.01%, 09/25/37(a) | | | | | | | 335 | | | | 326,583 | |
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.64%, 10/25/35(a) | | | | | | | 334 | | | | 222,715 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 3,305,873 | |
| |
Commercial Mortgage-Backed Securities — 0.8% | | | | |
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33(a)(b) | | | | | | | 4,830 | | | | 4,720,005 | |
| | | | | | | | |
| |
Total Non-Agency Mortgage-Backed Securities — 1.4% (Cost: $8,745,361) | | | | 8,025,878 | |
| | | | | | | | |
| | | |
| | | | | Benefical Interest (000) | | | | |
| | | |
Other Interests(q) | | | | | | | | | | | | |
| | | |
IT Services(c) — 0.0% | | | | | | | | | |
Millennium Corp. | | | USD | | | | 861 | | | | — | |
Millennium Lender Claim Trust | | | | | | | 918 | | | | — | |
| | | | | | | | |
| | |
Total Other Interests — 0.0% (Cost: $ — ) | | | | | | | | — | |
| | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
| | | |
Preferred Securities | | | | | | | | | | | | |
| | | |
Capital Trusts — 5.1% | | | | | | | | | |
| | | |
Automobiles — 0.1% | | | | | | | | | |
General Motors Financial Co., Inc., Series C, 5.70%(a)(g)(h) | | | USD | | | | 365 | | | | 382,410 | |
Volkswagen International Finance NV, 4.38%, 12/31/49. | | | EUR | | | | 100 | | | | 110,167 | |
| | | | | | | | |
| | | |
| | | | | | | | 492,577 | |
| | | |
Banks(a)(h) — 1.4% | | | | | | | | | |
Al Ahli Bank of Kuwait KSCP, 7.25%(d) | | | USD | | | | 200 | | | | 203,100 | |
Banco Mercantil del Norte SA, 6.75%(b)(g) | | | | | | | 396 | | | | 385,803 | |
Bank of East Asia Ltd., 5.88%(d) | | | | | | | 250 | | | | 249,031 | |
Burgan Bank SAK, 5.75%(d) | | | | | | | 250 | | | | 240,984 | |
Industrial & Commercial Bank of China Ltd., 3.20%(d). | | | | | | | 200 | | | | 195,250 | |
ING Groep NV, 3.88%(g) | | | | | | | 1,750 | | | | 1,522,500 | |
Kasikornbank PCL, 5.28%(d) | | | | | | | 405 | | | | 393,939 | |
Nanyang Commercial Bank Ltd., 5.00%(d) | | | | | | | 200 | | | | 199,875 | |
Nordea Bank Abp, 3.75%(b)(g) | | | | | | | 560 | | | | 480,665 | |
Rizal Commercial Banking Corp., 6.50%(d) | | | | | | | 200 | | | | 190,100 | |
TMBThanachart Bank PCL, 4.90%(d) | | | | | | | 250 | | | | 239,578 | |
U.S. Bancorp, 3.70%(g) | | | | | | | 1,665 | | | | 1,506,825 | |
Wells Fargo & Co.(g) | | | | | | | | | | | | |
Series S, 5.90% | | | | | | | 1,500 | | | | 1,511,250 | |
Series U, 5.88% | | | | | | | 384 | | | | 401,203 | |
| | | | | | | | |
| | | |
| | | | | | | | 7,720,103 | |
| | | | | | | | | | | | |
Security | | | | | Par (000) | | | Value | |
| | | |
Capital Markets — 0.5% | | | | | | | | | |
Bank of New York Mellon Corp., Series I, 3.75%(a)(g)(h) | | | USD | | | | 3,110 | | | $ | 2,874,884 | |
| | | | | | | | |
| | | |
Diversified Financial Services(a)(h) — 2.6% | | | | | | | | | |
Bank of America Corp.(g) | | | | | | | | | | | | |
Series AA, 6.10% | | | | | | | 15 | | | | 15,646 | |
Series DD, 6.30% | | | | | | | 215 | | | | 228,642 | |
Series X, 6.25% | | | | | | | 1,929 | | | | 1,994,007 | |
Series Z, 6.50% | | | | | | | 143 | | | | 149,435 | |
Barclays PLC, 4.38%(g) | | | | | | | 455 | | | | 400,741 | |
Credit Agricole S.A., 4.75%(b) | | | | | | | 400 | | | | 362,972 | |
Credit Suisse Group AG | | | | | | | | | | | | |
6.38%(b)(g) | | | | | | | 295 | | | | 291,186 | |
6.25%(d) | | | | | | | 200 | | | | 201,500 | |
HSBC Holdings PLC(g) | | | | | | | | | | | | |
6.25% | | | | | | | 695 | | | | 704,327 | |
6.00% | | | | | | | 415 | | | | 422,262 | |
JPMorgan Chase & Co.(g) | | | | | | | | | | | | |
Series FF, 5.00% | | | | | | | 2,865 | | | | 2,855,474 | |
Series HH, 4.60% | | | | | | | 253 | | | | 243,829 | |
Series R, 6.00% | | | | | | | 92 | | | | 93,150 | |
Lloyds Banking Group PLC, 7.50%(g) | | | | | | | 1,250 | | | | 1,328,644 | |
Natwest Group PLC, 6.00%(g) | | | | | | | 1,185 | | | | 1,210,063 | |
Societe Generale SA, 5.38%(b)(g) | | | | | | | 2,250 | | | | 2,098,260 | |
UBS Group AG, 3.88%(b)(g) | | | | | | | 1,500 | | | | 1,381,425 | |
Woori Bank, 4.25%(d) | | | | | | | 250 | | | | 244,031 | |
| | | | | | | | |
| | | |
| | | | | | | | 14,225,594 | |
| | | |
Electric Utilities(a) — 0.4% | | | | | | | | | |
Edison International, Series B, 5.00%(h) | | | | | | | 175 | | | | 164,238 | |
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79(g) | | | | | | | 1,750 | | | | 1,796,167 | |
| | | | | | | | |
| | | |
| | | | | | | | 1,960,405 | |
|
Independent Power and Renewable Electricity Producers — 0.1% | |
Vistra Corp., 7.00%(a)(b)(h) | | | | | | | 240 | | | | 233,700 | |
| | | | | | | | |
| | | |
Insurance — 0.0% | | | | | | | | | |
Heungkuk Life Insurance Co. Ltd., 4.48%(a)(d)(h) | | | | | | | 200 | | | | 199,038 | |
| | | | | | | | |
| | | |
Oil, Gas & Consumable Fuels — 0.0% | | | | | | | | | |
Abertis Infraestructuras Finance BV, 3.25%(a)(d)(h) | | | EUR | | | | 100 | | | | 108,181 | |
| | | | | | | | |
| |
Real Estate Management & Development — 0.0% | | | | |
Heimstaden Bostad AB, 3.00%(a)(d)(h) | | | | | | | 100 | | | | 92,633 | |
| | | | | | | | |
| | | |
Transportation Infrastructure — 0.0% | | | | | | | | | |
Poste Italiane SpA, 2.63%(a)(d)(h) | | | | | | | 100 | | | | 96,411 | |
| | | | | | | | |
| | | |
Utilities — 0.0% | | | | | | | | | |
Electricite de France SA, 3.00%(a)(d)(h) | | | | | | | 200 | | | | 205,209 | |
| | | | | | | | |
| | | |
Wireless Telecommunication Services — 0.0% | | | | | | | | | |
Vodafone Group PLC, 2.63%, 08/27/80(a)(d) | | | | | | | 100 | | | | 107,412 | |
| | | | | | | | |
| | | |
| | | | | | | | 28,316,147 | |
| | | | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 28 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
| | | | | | | | | | | | |
Security | | | | | Shares | | | Value | |
| | | |
Preferred Stocks — 1.8% | | | | | | | | | |
| | | |
Banks — 0.0% | | | | | | | | | |
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $134,650)(f) | | | | | | | 137,556 | | | $ | 1,416 | |
| | | | | | | | |
| | | |
Capital Markets(a)(h) — 1.8% | | | | | | | | | |
Goldman Sachs Group, Inc., Series J, 5.50% | | | | | | | 202,526 | | | | 5,158,337 | |
Morgan Stanley | | | | | | | | | | | | |
Series F, 6.88% | | | | | | | 120,000 | | | | 3,205,200 | |
Series K, 5.85% | | | | | | | 53,253 | | | | 1,392,566 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,756,103 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 9,757,519 | |
| | | | | | | | |
| | | |
Total Preferred Securities — 6.9% (Cost: $39,380,091) | | | | | | | | | | | 38,073,666 | |
| | | | | | | | |
| | | |
| | | | | Par (000) | | | | |
|
U.S. Government Sponsored Agency Securities | |
| | | |
Agency Obligations(b) — 0.1% | | | | | | | | | |
Dominican Republic International Bond, 6.00%, 02/22/33 | | | USD | | | | 150 | | | | 145,997 | |
Romanian Government International Bond, 3.63%, 03/27/32 | | | | | | | 94 | | | | 88,947 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 234,944 | |
| |
Collateralized Mortgage Obligations — 0.2% | | | | |
Fannie Mae Connecticut Avenue Securities, Series 2017-C03, Class 1M2, (1 mo. LIBOR US + 3.00%), 3.46%, 10/25/29(a) | | | | | | | 1,148 | | | | 1,172,509 | |
| | | | | | | | |
| | | |
Mortgage-Backed Securities — 4.8% | | | | | | | | | |
Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1, 1.03%, 12/25/24(a) | | | | | | | 32,504 | | | | 770,229 | |
| | | |
Uniform Mortgage-Backed Securities | | | | | | | | | |
5.00%, 08/01/23 | | | | | | | 8 | | | | 7,723 | |
2.00%, 04/18/37(r) | | | | | | | 12,500 | | | | 12,140,137 | |
2.50%, 10/01/51 - 01/01/52(g) | | | | | | | 14,198 | | | | 13,630,412 | |
| | | | | | | | |
| | | |
| | | | | | | | | | | 26,548,501 | |
| | | | | | | | |
| |
Total U.S. Government Sponsored Agency Securities — 5.1% (Cost: $29,065,586) | | | | 27,955,954 | |
| | | | | | | | |
| | | |
U.S. Treasury Obligations | | | | | | | | | | | | |
U.S. Treasury Bonds(g) | | | | | | | | | | | | |
2.88%, 05/15/49 | | | | | | | 1,350 | | | | 1,451,777 | |
1.88%, 02/15/51(s) | | | | | | | 3,250 | | | | 2,839,815 | |
U.S. Treasury Notes(g) | | | | | | | | | | | | |
2.75%, 04/30/23 - 08/31/25 | | | | | | | 14,150 | | | | 14,275,453 | |
1.25%, 03/31/28 | | | | | | | 8,000 | | | | 7,461,875 | |
1.13%, 02/15/31 | | | | | | | 6,500 | | | | 5,869,043 | |
| | | | | | | | |
| | | |
Total U.S. Treasury Obligations — 5.8% (Cost: $32,616,097) | | | | | | | | | | | 31,897,963 | |
| | | | | | | | |
| | | |
| | | | | Shares | | | | |
| | | |
Warrants | | | | | | | | | | | | |
| | | |
Metals & Mining — 0.0% | | | | | | | | | |
Ameriforge Group, Inc. (Expires 06/08/24)(e) | | | | | | | 2,542 | | | | — | |
| | | | | | | | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Oil, Gas & Consumable Fuels — 0.0% | | | | | | |
California Resources Corp. (Expires 10/24/24)(e) | | | 345 | | | $ | 4,964 | |
| | | | | | | | |
| | |
Total Warrants — 0.0% (Cost: $ — ) | | | | | | | 4,964 | |
| | | | | | | | |
| | |
Total Long-Term Investments — 158.4% (Cost: $908,643,132) | | | | | | | 874,238,537 | |
| | | | | | | | |
| | |
Short-Term Securities | | | | | | | | |
| | |
Money Market Funds — 1.0% | | | | | | |
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%(t)(u) | | | 5,378,843 | | | | 5,378,843 | |
| | | | | | | | |
| | |
Total Short-Term Securities — 1.0% (Cost: $5,378,843) | | | | | 5,378,843 | |
| | | | | | | | |
| | |
Options Purchased — 0.3% (Cost: $1,533,578) | | | | | | | 1,746,648 | |
| | | | | | | | |
| |
Total Investments Before Options Written — 159.7% (Cost: $915,555,553) | | | | 881,364,028 | |
| | | | | | | | |
| |
Options Written — (0.9)% (Premiums Received: $(2,405,711)) | | | | (4,892,735 | ) |
| | | | | | | | |
| |
Total Investments, Net of Options Written — 158.8% (Cost: $913,149,842) | | | | 876,471,293 | |
| | |
Liabilities in Excess of Other Assets — (58.8)% | | | | | | | (324,661,889 | ) |
| | | | | | | | |
| | |
Net Assets — 100.0% | | | | | | $ | 551,809,404 | |
| | | | | | | | |
(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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(e) | Non-income producing security. |
(f) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $1,416, representing less than 0.05% of its net assets as of period end, and an original cost of $134,650. |
(g) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(h) | Perpetual security with no stated maturity date. |
(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. |
(k) | Issuer filed for bankruptcy and/or is in default. |
(l) | Convertible security. |
(m) | Rounds to less than 1,000. |
(n) | All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
(o) | 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. |
(p) | 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. |
(q) | Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities. |
(r) | Represents or includes a TBA transaction. |
(s) | All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
(t) | Affiliate of the Fund. |
(u) | Annualized 7-day yield as of period end. |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
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 March 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
Affiliated Issuer | | Value at 12/31/21 | | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 03/31/22 | | | Shares Held at 03/31/22 | | | Income | | | Capital Gain Distributions from Underlying Funds | |
| |
| | | | | | | | | |
BlackRock Liquidity Funds, T-Fund, Institutional Class | | $ | 4,969,680 | | | $ | 409,163 | (a) | | $ | — | | | $ | — | | | $ | — | | | $ | 5,378,843 | | | | 5,378,843 | | | $ | 583 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Represents net amount purchased (sold). | |
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. | | | 0.55 | %(b) | | | 06/29/21 | | | | Open | | | $ | 790,119 | | | $ | 791,929 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 371,995 | | | | 373,416 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 326,430 | | | | 327,677 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 1,023,710 | | | | 1,027,620 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 536,270 | | | | 538,318 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 518,141 | | | | 520,120 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 549,010 | | | | 551,107 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 385,328 | | | | 386,799 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 196,284 | | | | 197,033 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 06/29/21 | | | | Open | | | | 561,045 | | | | 563,188 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/12/21 | | | | Open | | | | 1,266,580 | | | | 1,270,267 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 07/15/21 | | | | Open | | | | 428,106 | | | | 429,646 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 07/15/21 | | | | Open | | | | 1,213,212 | | | | 1,217,577 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 07/15/21 | | | | Open | | | | 170,435 | | | | 171,048 | | | Capital Trusts | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.70 | (b) | | | 07/16/21 | | | | Open | | | | 123,895 | | | | 124,291 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 07/19/21 | | | | Open | | | | 732,929 | | | | 735,525 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 210,313 | | | | 210,901 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 642,366 | | | | 644,165 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 1,023,390 | | | | 1,026,255 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 149,425 | | | | 149,843 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 256,883 | | | | 257,602 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 07/22/21 | | | | Open | | | | 174,500 | | | | 174,989 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 08/02/21 | | | | Open | | | | 535,435 | | | | 537,227 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 08/06/21 | | | | Open | | | | 430,200 | | | | 431,604 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.63 | (b) | | | 08/23/21 | | | | Open | | | | 396,880 | | | | 397,802 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.63 | (b) | | | 08/23/21 | | | | Open | | | | 426,073 | | | | 427,062 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.53 | (b) | | | 09/20/21 | | | | Open | | | | 155,691 | | | | 155,925 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.63 | (b) | | | 10/15/21 | | | | Open | | | | 367,965 | | | | 368,606 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 10/26/21 | | | | Open | | | | 985,455 | | | | 986,736 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 10/26/21 | | | | Open | | | | 1,883,612 | | | | 1,887,694 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 10/26/21 | | | | Open | | | | 618,540 | | | | 619,880 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 10/27/21 | | | | Open | | | | 646,949 | | | | 648,341 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/02/21 | | | | Open | | | | 498,995 | | | | 500,028 | | | Corporate Bonds | | | Open/Demand | | | |
| | RBC Capital Markets LLC | | | 0.65 | (b) | | | 11/05/21 | | | | Open | | | | 169,125 | | | | 169,396 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/16/21 | | | | Open | | | | 175,840 | | | | 176,170 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.30 | (b) | | | 11/18/21 | | | | Open | | | | 41,698 | | | | 41,744 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 11/18/21 | | | | Open | | | | 143,003 | | | | 143,161 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 11/18/21 | | | | Open | | | | 239,401 | | | | 239,667 | | | Capital Trusts | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 11/18/21 | | | | Open | | | | 303,613 | | | | 303,949 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 11/18/21 | | | | Open | | | | 89,700 | | | | 89,799 | | | Capital Trusts | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.55 | (b) | | | 11/18/21 | | | | Open | | | | 124,583 | | | | 124,721 | | | Corporate Bonds | | | Open/Demand | | | |
| | Barclays Capital, Inc. | | | 0.70 | (b) | | | 11/18/21 | | | | Open | | | | 52,938 | | | | 53,026 | | | Corporate Bonds | | | Open/Demand | | | |
| | |
SCHEDULE OF INVESTMENTS | | 30 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.75 | %(b) | | | 11/18/21 | | | | Open | | | $ | 159,428 | | | $ | 159,722 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/18/21 | | | | Open | | | | 308,438 | | | | 309,007 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/18/21 | | | | Open | | | | 43,875 | | | | 43,956 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/18/21 | | | | Open | | | | 42,033 | | | | 42,110 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/19/21 | | | | Open | | | | 537,460 | | | | 538,430 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/19/21 | | | | Open | | | | 537,460 | | | | 538,430 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 11/22/21 | | | | Open | | | | 588,627 | | | | 589,682 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 12/01/21 | | | | Open | | | | 1,509,941 | | | | 1,512,479 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 12/01/21 | | | | Open | | | | 1,072,750 | | | | 1,074,553 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.30 | (b) | | | 12/06/21 | | | | Open | | | | 499,796 | | | | 500,275 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | (0.35 | )(b) | | | 12/20/21 | | | | Open | | | | 123,370 | | | | 123,162 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 12/20/21 | | | | Open | | | | 783,035 | | | | 783,914 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 12/27/21 | | | | Open | | | | 187,750 | | | | 187,995 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.55 | (b) | | | 01/04/22 | | | | Open | | | | 563,036 | | | | 563,440 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 01/05/22 | | | | Open | | | | 661,819 | | | | 662,569 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 01/05/22 | | | | Open | | | | 798,380 | | | | 799,417 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 01/06/22 | | | | Open | | | | 342,756 | | | | 343,076 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | (1.75 | )(b) | | | 01/10/22 | | | | Open | | | | 270,443 | | | | 269,391 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 01/10/22 | | | | Open | | | | 520,822 | | | | 521,401 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/12/22 | | | | Open | | | | 200,640 | | | | 200,805 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 01/14/22 | | | | Open | | | | 820,052 | | | | 820,884 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 01/14/22 | | | | Open | | | | 712,470 | | | | 713,409 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 01/18/22 | | | | Open | | | | 198,284 | | | | 198,505 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.55 | (b) | | | 01/19/22 | | | | Open | | | | 585,972 | | | | 586,616 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 01/20/22 | | | | Open | | | | 91,823 | | | | 91,930 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 01/21/22 | | | | Open | | | | 180,380 | | | | 180,565 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.95 | (b) | | | 01/31/22 | | | | Open | | | | 156,694 | | | | 156,874 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 381,753 | | | | 381,990 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 370,099 | | | | 370,329 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 378,675 | | | | 378,911 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 355,833 | | | | 356,054 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 348,075 | | | | 348,292 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 367,200 | | | | 367,429 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 477,374 | | | | 477,671 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 409,371 | | | | 409,626 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 347,839 | | | | 348,055 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 327,600 | | | | 327,804 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 01/31/22 | | | | Open | | | | 346,090 | | | | 346,306 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/03/22 | | | | Open | | | | 398,216 | | | | 398,619 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 02/04/22 | | | | Open | | | | 321,810 | | | | 321,990 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.54 | (b) | | | 02/11/22 | | | | Open | | | | 26,064 | | | | 26,073 | | | Foreign Agency Obligations | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 02/11/22 | | | | Open | | | | 864,000 | | | | 864,497 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.75 | (b) | | | 02/11/22 | | | | Open | | | | 576,150 | | | | 576,518 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 02/11/22 | | | | Open | | | | 297,238 | | | | 297,382 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 273,750 | | | | 273,921 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 335,265 | | | | 335,475 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 286,943 | | | | 287,122 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 298,726 | | | | 298,913 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 258,319 | | | | 258,480 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 319,770 | | | | 319,970 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 320,780 | | | | 320,980 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 319,880 | | | | 320,080 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 02/14/22 | | | | Open | | | | 406,700 | | | | 406,944 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 02/14/22 | | | | Open | | | | 593,512 | | | | 593,869 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 02/14/22 | | | | Open | | | | 303,406 | | | | 303,588 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.75 | (b) | | | 02/14/22 | | | | Open | | | | 172,133 | | | | 172,240 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 02/14/22 | | | | Open | | | | 1,091,719 | | | | 1,092,469 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 02/14/22 | | | | Open | | | | 335,800 | | | | 336,031 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 02/14/22 | | | | Open | | | | 139,600 | | | | 139,696 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 02/14/22 | | | | Open | | | | 1,573,775 | | | | 1,574,857 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 1,151,150 | | | | 1,152,013 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 176,750 | | | | 176,883 | | | Corporate Bonds | | | Open/Demand | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.85 | %(b) | | | 02/14/22 | | | | Open | | | $ | 509,977 | | | $ | 510,360 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 968,830 | | | | 969,557 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 131,750 | | | | 131,849 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 327,656 | | | | 327,902 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 1,564,412 | | | | 1,565,586 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 02/14/22 | | | | Open | | | | 196,188 | | | | 196,335 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.88 | (b) | | | 02/14/22 | | | | Open | | | | 226,313 | | | | 226,491 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 02/14/22 | | | | Open | | | | 225,425 | | | | 225,603 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 02/14/22 | | | | Open | | | | 207,818 | | | | 207,981 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 532,875 | | | | 533,308 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 334,588 | | | | 334,859 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 620,085 | | | | 620,589 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 1,828,170 | | | | 1,829,655 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 799,680 | | | | 800,330 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 412,665 | | | | 413,000 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 211,840 | | | | 212,012 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 334,468 | | | | 334,739 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 386,360 | | | | 386,674 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 298,148 | | | | 298,390 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 223,780 | | | | 223,962 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 221,003 | | | | 221,182 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 316,020 | | | | 316,277 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 02/14/22 | | | | Open | | | | 380,188 | | | | 380,496 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 02/14/22 | | | | Open | | | | 641,112 | | | | 641,417 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 279,825 | | | | 279,965 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 294,690 | | | | 294,837 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 309,660 | | | | 309,815 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 302,155 | | | | 302,306 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 306,180 | | | | 306,333 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 299,663 | | | | 299,812 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 274,160 | | | | 274,297 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 290,513 | | | | 290,658 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 282,360 | | | | 282,501 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 02/14/22 | | | | Open | | | | 274,010 | | | | 274,147 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 02/16/22 | | | | Open | | | | 666,947 | | | | 667,386 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 02/16/22 | | | | Open | | | | 278,509 | | | | 278,635 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 02/17/22 | | | | Open | | | | 212,800 | | | | 212,924 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 02/22/22 | | | | Open | | | | 570,745 | | | | 571,016 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.74 | (b) | | | 02/22/22 | | | | Open | | | | 409,538 | | | | 409,749 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.74 | (b) | | | 02/22/22 | | | | Open | | | | 568,800 | | | | 569,094 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 02/23/22 | | | | Open | | | | 2,970 | | | | 3,004 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 02/24/22 | | | | Open | | | | 429,660 | | | | 429,861 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 02/24/22 | | | | Open | | | | 355,504 | | | | 355,635 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.70 | (b) | | | 03/01/22 | | | | Open | | | | 555,015 | | | | 555,223 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 421,094 | | | | 421,269 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 887,412 | | | | 887,782 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 365,944 | | | | 366,096 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 1,173,956 | | | | 1,174,445 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 100,766 | | | | 100,808 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 784,550 | | | | 784,877 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 406,980 | | | | 407,150 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 1,148,487 | | | | 1,148,966 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 439,875 | | | | 440,058 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 902,457 | | | | 902,834 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 453,850 | | | | 454,039 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 650,737 | | | | 651,009 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 1,364,467 | | | | 1,365,036 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 919,150 | | | | 919,533 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 277,179 | | | | 277,294 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 552,062 | | | | 552,293 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 2,113,347 | | | | 2,114,228 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 662,970 | | | | 663,246 | | | Corporate Bonds | | | Open/Demand | |
| | |
SCHEDULE OF INVESTMENTS | | 32 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.75 | %(b) | | | 03/01/22 | | | | Open | | | $ | 526,297 | | | $ | 526,517 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/01/22 | | | | Open | | | | 326,525 | | | | 326,566 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/01/22 | | | | Open | | | | 733,460 | | | | 733,552 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/01/22 | | | | Open | | | | 836,991 | | | | 837,326 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/01/22 | | | | Open | | | | 780,481 | | | | 780,793 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/01/22 | | | | Open | | | | 703,099 | | | | 703,380 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/01/22 | | | | Open | | | | 851,700 | | | | 852,041 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.75 | (b) | | | 03/01/22 | | | | Open | | | | 393,374 | | | | 393,538 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 257,726 | | | | 257,844 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 306,990 | | | | 307,131 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 901,170 | | | | 901,583 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 639,975 | | | | 640,268 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 865,740 | | | | 866,137 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 517,412 | | | | 517,650 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 5,730,400 | | | | 5,733,026 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A.. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 767,332 | | | | 767,684 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 500,544 | | | | 500,773 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 1,449,850 | | | | 1,450,515 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 497,260 | | | | 497,488 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/01/22 | | | | Open | | | | 662,590 | | | | 662,894 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/01/22 | | | | Open | | | | 518,387 | | | | 518,647 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/01/22 | | | | Open | | | | 581,394 | | | | 581,684 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/01/22 | | | | Open | | | | 1,334,565 | | | | 1,335,232 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/01/22 | | | | Open | | | | 341,834 | | | | 342,005 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/01/22 | | | | Open | | | | 1,084,601 | | | | 1,085,144 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/01/22 | | | | Open | | | | 486,412 | | | | 486,668 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/01/22 | | | | Open | | | | 542,587 | | | | 542,870 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 239,468 | | | | 239,597 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 1,300,917 | | | | 1,301,622 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 1,200,306 | | | | 1,200,956 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 504,780 | | | | 505,053 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 703,711 | | | | 704,092 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 667,019 | | | | 667,380 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/01/22 | | | | Open | | | | 573,881 | | | | 574,192 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/01/22 | | | | Open | | | | 1,348,856 | | | | 1,349,621 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 1.05 | (b) | | | 03/01/22 | | | | Open | | | | 512,645 | | | | 512,987 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 1.05 | (b) | | | 03/01/22 | | | | Open | | | | 406,698 | | | | 406,969 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 1.15 | (b) | | | 03/01/22 | | | | Open | | | | 529,849 | | | | 530,246 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 1,435,987 | | | | 1,436,287 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 294,325 | | | | 294,386 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 360,900 | | | | 360,975 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 1,525,492 | | | | 1,525,810 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 1,108,031 | | | | 1,108,262 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 571,497 | | | | 571,617 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.50 | (b) | | | 03/01/22 | | | | Open | | | | 166,388 | | | | 166,422 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 430,440 | | | | 430,576 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 611,319 | | | | 611,512 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 520,747 | | | | 520,912 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 524,970 | | | | 525,136 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 54,780 | | | | 54,797 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 378,000 | | | | 378,120 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 322,691 | | | | 322,793 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.63 | (b) | | | 03/01/22 | | | | Open | | | | 794,211 | | | | 794,463 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 693,412 | | | | 693,692 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 181,250 | | | | 181,323 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 206,455 | | | | 206,538 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 263,873 | | | | 263,979 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 1,185,765 | | | | 1,186,243 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 335,393 | | | | 335,528 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 406,766 | | | | 406,930 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 488,910 | | | | 489,107 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 302,651 | | | | 302,773 | | | Corporate Bonds | | | Open/Demand | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.75 | %(b) | | | 03/02/22 | | | | Open | | | $ | 216,405 | | | $ | 216,492 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 357,885 | | | | 358,029 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 412,125 | | | | 412,291 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 250,408 | | | | 250,508 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 422,153 | | | | 422,323 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 844,234 | | | | 844,574 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 326,690 | | | | 326,822 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 368,195 | | | | 368,343 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 1,377,832 | | | | 1,378,387 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 447,758 | | | | 447,938 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 147,475 | | | | 147,534 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 382,955 | | | | 383,109 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 174,000 | | | | 174,070 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 336,600 | | | | 336,736 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/02/22 | | | | Open | | | | 391,230 | | | | 391,388 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/02/22 | | | | Open | | | | 59,630 | | | | 59,656 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/02/22 | | | | Open | | | | 455,666 | | | | 455,916 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.55 | (b) | | | 03/03/22 | | | | Open | | | | 319,550 | | | | 319,625 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.55 | (b) | | | 03/03/22 | | | | Open | | | | 220,106 | | | | 220,158 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.55 | (b) | | | 03/03/22 | | | | Open | | | | 143,715 | | | | 143,749 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/03/22 | | | | Open | | | | 341,500 | | | | 341,633 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/03/22 | | | | Open | | | | 203,683 | | | | 203,762 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/03/22 | | | | Open | | | | 409,176 | | | | 409,335 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 230,300 | | | | 230,350 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 392,531 | | | | 392,617 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 400,950 | | | | 401,037 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 287,494 | | | | 287,556 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 1,451,625 | | | | 1,451,941 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 1,601,970 | | | | 1,602,319 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 137,375 | | | | 137,405 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 1,456,875 | | | | 1,457,192 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 883,125 | | | | 883,317 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 992,162 | | | | 992,379 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/03/22 | | | | Open | | | | 645,937 | | | | 646,078 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 1.75 | (b) | | | 03/03/22 | | | | Open | | | | 435,000 | | | | 435,095 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.55 | (b) | | | 03/04/22 | | | | Open | | | | 603,630 | | | | 603,756 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 350,875 | | | | 350,997 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 660,060 | | | | 660,289 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 136,890 | | | | 136,938 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 560,900 | | | | 561,095 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 324,945 | | | | 325,058 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 108,570 | | | | 108,608 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 11,306 | | | | 11,310 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 467,066 | | | | 467,228 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 343,853 | | | | 343,972 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 656,530 | | | | 656,758 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 216,456 | | | | 216,531 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 620,876 | | | | 621,092 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/04/22 | | | | Open | | | | 737,412 | | | | 737,669 | | | Capital Trusts | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.80 | (b) | | | 03/04/22 | | | | Open | | | | 645,137 | | | | 645,384 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/08/22 | | | | Open | | | | 962,186 | | | | 962,494 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.33 | (b) | | | 03/08/22 | | | | Open | | | | 1,527,187 | | | | 1,527,275 | | | U.S. Treasury Obligations | | | Open/Demand | |
BNP Paribas S.A. | | | 0.33 | (b) | | | 03/08/22 | | | | Open | | | | 7,770,000 | | | | 7,770,447 | | | U.S. Treasury Obligations | | | Open/Demand | |
BNP Paribas S.A. | | | 0.33 | (b) | | | 03/08/22 | | | | Open | | | | 6,118,125 | | | | 6,118,477 | | | U.S. Treasury Obligations | | | Open/Demand | |
BNP Paribas S.A. | | | 0.36 | (b) | | | 03/08/22 | | | | Open | | | | 243,338 | | | | 243,355 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.36 | (b) | | | 03/08/22 | | | | Open | | | | 1,836,562 | | | | 1,836,692 | | | Capital Trusts | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/08/22 | | | | Open | | | | 183,656 | | | | 183,674 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/08/22 | | | | Open | | | | 136,120 | | | | 136,133 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/08/22 | | | | Open | | | | 153,918 | | | | 153,932 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.40 | (b) | | | 03/08/22 | | | | Open | | | | 283,158 | | | | 283,185 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.53 | (b) | | | 03/08/22 | | | | Open | | | | 1,419,412 | | | | 1,419,666 | | | Capital Trusts | | | Open/Demand | |
BNP Paribas S.A. | | | 0.53 | (b) | | | 03/08/22 | | | | Open | | | | 2,655,162 | | | | 2,655,637 | | | Capital Trusts | | | Open/Demand | |
| | |
SCHEDULE OF INVESTMENTS | | 34 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.56 | %(b) | | | 03/08/22 | | | | Open | | | $ | 616,225 | | | $ | 616,347 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 161,081 | | | | 161,128 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 1,443,750 | | | | 1,444,165 | | | Capital Trusts | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 543,637 | | | | 543,794 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 633,041 | | | | 633,223 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 3,523,500 | | | | 3,524,513 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 946,906 | | | | 947,178 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 279,650 | | | | 279,730 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 3,026,250 | | | | 3,027,120 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 1,297,187 | | | | 1,297,560 | | | Capital Trusts | | | Open/Demand | |
BNP Paribas S.A. | | | 0.70 | (b) | | | 03/08/22 | | | | Open | | | | 820,000 | | | | 820,236 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/08/22 | | | | Open | | | | 656,529 | | | | 656,730 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/08/22 | | | | Open | | | | 461,169 | | | | 461,310 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.73 | (b) | | | 03/08/22 | | | | Open | | | | 1,205,625 | | | | 1,205,995 | | | Capital Trusts | | | Open/Demand | |
BNP Paribas S.A. | | | 0.74 | (b) | | | 03/08/22 | | | | Open | | | | 731,737 | | | | 731,967 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.75 | (b) | | | 03/08/22 | | | | Open | | | | 1,250,669 | | | | 1,251,068 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.75 | (b) | | | 03/08/22 | | | | Open | | | | 560,835 | | | | 561,014 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.75 | (b) | | | 03/08/22 | | | | Open | | | | 1,007,977 | | | | 1,008,299 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 270,788 | | | | 270,883 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 622,765 | | | | 622,984 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 372,775 | | | | 372,906 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 1,057,095 | | | | 1,057,466 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 896,070 | | | | 896,385 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 64,149 | | | | 64,171 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 408,500 | | | | 408,644 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 512,352 | | | | 512,533 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 541,231 | | | | 541,421 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 770,931 | | | | 771,202 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 717,577 | | | | 717,830 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 300,800 | | | | 300,906 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 1,291,912 | | | | 1,292,366 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 509,312 | | | | 509,491 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 316,538 | | | | 316,649 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 268,931 | | | | 269,026 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 281,775 | | | | 281,874 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 458,160 | | | | 458,321 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 42,129 | | | | 42,144 | | | Foreign Agency Obligations | | | Open/Demand | |
BNP Paribas S.A. | | | 0.80 | (b) | | | 03/08/22 | | | | Open | | | | 446,670 | | | | 446,827 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/08/22 | | | | Open | | | | 216,631 | | | | 216,714 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.85 | (b) | | | 03/08/22 | | | | Open | | | | 494,375 | | | | 494,565 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/08/22 | | | | Open | | | | 560,092 | | | | 560,318 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A.. | | | 0.88 | (b) | | | 03/08/22 | | | | Open | | | | 407,046 | | | | 407,210 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/08/22 | | | | Open | | | | 281,295 | | | | 281,408 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/08/22 | | | | Open | | | | 748,807 | | | | 749,109 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 527,617 | | | | 527,837 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 668,700 | | | | 668,978 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 47,923 | | | | 47,942 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 362,194 | | | | 362,344 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 566,886 | | | | 567,122 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 472,320 | | | | 472,516 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 878,460 | | | | 878,825 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 109,280 | | | | 109,325 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 405,223 | | | | 405,391 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 597,872 | | | | 598,121 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 489,837 | | | | 490,041 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 518,100 | | | | 518,315 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 303,600 | | | | 303,726 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 803,700 | | | | 804,034 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 382,144 | | | | 382,302 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 222,045 | | | | 222,137 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 203,873 | | | | 203,957 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 637,130 | | | | 637,395 | | | Corporate Bonds | | | Open/Demand | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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. | | | 0.90 | %(b) | | | 03/08/22 | | | | Open | | | $ | 662,462 | | | $ | 662,738 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 104,860 | | | | 104,904 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/08/22 | | | | Open | | | | 414,585 | | | | 414,757 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/08/22 | | | | Open | | | | 2,300,719 | | | | 2,301,718 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/08/22 | | | | Open | | | | 300,514 | | | | 300,644 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/08/22 | | | | Open | | | | 314,100 | | | | 314,236 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/08/22 | | | | Open | | | | 687,885 | | | | 688,184 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.93 | (b) | | | 03/08/22 | | | | Open | | | | 2,243,587 | | | | 2,244,562 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 1.05 | (b) | | | 03/08/22 | | | | Open | | | | 417,055 | | | | 417,268 | | | Corporate Bonds | | | Open/Demand | |
HSBC Securities (USA), Inc. | | | 0.31 | (b) | | | 03/08/22 | | | | Open | | | | 6,342,187 | | | | 6,342,512 | | | U.S. Treasury Obligations | | | Open/Demand | |
HSBC Securities (USA), Inc. | | | 0.31 | (b) | | | 03/08/22 | | | | Open | | | | 8,210,000 | | | | 8,210,420 | | | U.S. Treasury Obligations | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/09/22 | | | | Open | | | | 177,500 | | | | 177,532 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.53 | (b) | | | 03/09/22 | | | | Open | | | | 423,563 | | | | 423,638 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/09/22 | | | | Open | | | | 113,040 | | | | 113,069 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/09/22 | | | | Open | | | | 195,570 | | | | 195,620 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/09/22 | | | | Open | | | | 146,094 | | | | 146,131 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/09/22 | | | | Open | | | | 75,834 | | | | 75,853 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/09/22 | | | | Open | | | | 294,500 | | | | 294,575 | | | Corporate Bonds | | | Open/Demand | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 321,408 | | | | 321,467 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 253,055 | | | | 253,102 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 586,561 | | | | 586,669 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 199,590 | | | | 199,627 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 149,155 | | | | 149,182 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 207,314 | | | | 207,352 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 355,731 | | | | 355,797 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 257,606 | | | | 257,654 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 136,814 | | | | 136,840 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 172,829 | | | | 172,861 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 379,325 | | | | 379,395 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 776,048 | | | | 776,191 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 176,020 | | | | 176,052 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 201,664 | | | | 201,702 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 158,304 | | | | 158,334 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 203,192 | | | | 203,230 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 331,340 | | | | 331,401 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 475,784 | | | | 475,872 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 161,112 | | | | 161,142 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 236,983 | | | | 237,026 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 156,028 | | | | 156,057 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 376,921 | | | | 376,991 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
| | |
SCHEDULE OF INVESTMENTS | | 36 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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) |
| |
| | | | | | | |
Cantor Fitzgerald & Co. | | | 0.37 | % | | | 03/10/22 | | | | 05/12/22 | | | $ | 379,210 | | | $ | 379,280 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 301,213 | | | | 301,268 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 314,444 | | | | 314,502 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 5,536,292 | | | | 5,537,316 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 312,889 | | | | 312,946 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
Cantor Fitzgerald & Co. | | | 0.37 | | | | 03/10/22 | | | | 05/12/22 | | | | 305,813 | | | | 305,869 | | | U.S. Government Sponsored Agency Securities | | | 31 - 90 Days | |
BNP Paribas S.A. | | | 0.88 | (b) | | | 03/10/22 | | | | Open | | | | 129,203 | | | | 129,250 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.54 | (b) | | | 03/14/22 | | | | Open | | | | 234,175 | | | | 234,207 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A. | | | 0.90 | (b) | | | 03/14/22 | | | | Open | | | | 508,596 | | | | 508,752 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 330,704 | | | | 330,769 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 318,796 | | | | 318,859 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 375,599 | | | | 375,673 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 328,213 | | | | 328,278 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 345,750 | | | | 345,819 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.67 | (b) | | | 03/14/22 | | | | Open | | | | 701,222 | | | | 701,362 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.00 | (b) | | | 03/15/22 | | | | Open | | | | 24,000 | | | | 23,997 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.25 | (b) | | | 03/15/22 | | | | Open | | | | 195,000 | | | | 195,022 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.30 | (b) | | | 03/15/22 | | | | Open | | | | 2,643,675 | | | | 2,644,027 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.30 | (b) | | | 03/15/22 | | | | Open | | | | 2,104,314 | | | | 2,104,595 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.40 | (b) | | | 03/15/22 | | | | Open | | | | 234,000 | | | | 234,042 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.50 | (b) | | | 03/15/22 | | | | Open | | | | 2,998,600 | | | | 2,999,266 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.50 | (b) | | | 03/15/22 | | | | Open | | | | 362,160 | | | | 362,241 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 144,468 | | | | 144,488 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 192,631 | | | | 192,657 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 1,182,812 | | | | 1,182,970 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 161,733 | | | | 161,755 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 420,000 | | | | 420,056 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 93,090 | | | | 93,102 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 1,502,209 | | | | 1,502,409 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 1,640,000 | | | | 1,640,219 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 507,237 | | | | 507,305 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 596,831 | | | | 596,911 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 1,825,000 | | | | 1,825,243 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 234,901 | | | | 234,933 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 1,389,062 | | | | 1,389,248 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 160,250 | | | | 160,271 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 77,172 | | | | 77,182 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/15/22 | | | | Open | | | | 317,281 | | | | 317,359 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.60 | (b) | | | 03/15/22 | | | | Open | | | | 93,938 | | | | 93,952 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.60 | (b) | | | 03/15/22 | | | | Open | | | | 2,752,500 | | | | 2,752,928 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.65 | (b) | | | 03/15/22 | | | | Open | | | | 213,664 | | | | 213,702 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.65 | (b) | | | 03/15/22 | | | | Open | | | | 207,383 | | | | 207,420 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.65 | (b) | | | 03/15/22 | | | | Open | | | | 219,816 | | | | 219,855 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.65 | (b) | | | 03/15/22 | | | | Open | | | | 393,163 | | | | 393,232 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.65 | (b) | | | 03/15/22 | | | | Open | | | | 373,244 | | | | 373,310 | | | Foreign Agency Obligations | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 1,164,062 | | | | 1,164,321 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 308,029 | | | | 308,097 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 2,673,125 | | | | 2,673,719 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 581,750 | | | | 581,879 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 1,205,050 | | | | 1,205,318 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 965,775 | | | | 965,990 | | | Capital Trusts | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 352,125 | | | | 352,203 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.75 | (b) | | | 03/15/22 | | | | Open | | | | 336,256 | | | | 336,331 | | | Capital Trusts | | | Open/Demand | |
Toronto-Dominion Bank | | | 0.00 | (b) | | | 03/15/22 | | | | Open | | | | 178,000 | | | | 178,024 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.65 | (b) | | | 03/16/22 | | | | Open | | | | 161,303 | | | | 161,329 | | | Corporate Bonds | | | Open/Demand | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 | | | 0.47 | %(b) | | | 03/17/22 | | | | Open | | | $ | 437,500 | | | $ | 437,580 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.47 | (b) | | | 03/17/22 | | | | Open | | | | 453,125 | | | | 453,208 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.47 | (b) | | | 03/17/22 | | | | Open | | | | 1,366,875 | | | | 1,367,125 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.47 | (b) | | | 03/17/22 | | | | Open | | | | 1,645,000 | | | | 1,645,301 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.47 | (b) | | | 03/17/22 | | | | Open | | | | 1,675,625 | | | | 1,675,931 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.47 | (b) | | | 03/17/22 | | | | Open | | | | 1,344,375 | | | | 1,344,621 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.50 | (b) | | | 03/17/22 | | | | Open | | | | 673,841 | | | | 673,972 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.50 | (b) | | | 03/17/22 | | | | Open | | | | 833,750 | | | | 833,912 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 193,065 | | | | 193,104 | | | Foreign Agency Obligations | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 216,600 | | | | 216,644 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 182,688 | | | | 182,724 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 186,750 | | | | 186,788 | | | Foreign Agency Obligations | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 222,250 | | | | 222,295 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 122,500 | | | | 122,525 | | | Foreign Agency Obligations | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 50,125 | | | | 50,135 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.52 | (b) | | | 03/17/22 | | | | Open | | | | 411,188 | | | | 411,271 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 251,119 | | | | 251,172 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 362,045 | | | | 362,122 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 228,179 | | | | 228,228 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 214,200 | | | | 214,246 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 305,270 | | | | 305,335 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 294,866 | | | | 294,929 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 286,493 | | | | 286,554 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 320,823 | | | | 320,891 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 231,600 | | | | 231,650 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 321,210 | | | | 321,279 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 225,743 | | | | 225,791 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.57 | (b) | | | 03/17/22 | | | | Open | | | | 798,750 | | | | 798,927 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.57 | (b) | | | 03/17/22 | | | | Open | | | | 309,833 | | | | 309,901 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.57 | (b) | | | 03/17/22 | | | | Open | | | | 433,148 | | | | 433,244 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.57 | (b) | | | 03/17/22 | | | | Open | | | | 374,949 | | | | 375,032 | | | Corporate Bonds | | | Open/Demand | |
| | |
SCHEDULE OF INVESTMENTS | | 38 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 | | | 0.57 | %(b) | | | 03/17/22 | | | | Open | | | $ | 332,979 | | | $ | 333,053 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 216,745 | | | | 216,795 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 343,406 | | | | 343,485 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 377,100 | | | | 377,187 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 411,294 | | | | 411,388 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 370,440 | | | | 370,525 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 695,200 | | | | 695,360 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 331,500 | | | | 331,576 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 425,315 | | | | 425,413 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 436,489 | | | | 436,589 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 479,960 | | | | 480,070 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 299,500 | | | | 299,569 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 414,863 | | | | 414,958 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 456,120 | | | | 456,225 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 330,630 | | | | 330,706 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 344,500 | | | | 344,579 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 598,175 | | | | 598,312 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.59 | (b) | | | 03/17/22 | | | | Open | | | | 332,175 | | | | 332,251 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 541,417 | | | | 541,544 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.61 | (b) | | | 03/17/22 | | | | Open | | | | 513,305 | | | | 513,427 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.61 | (b) | | | 03/17/22 | | | | Open | | | | 483,035 | | | | 483,150 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.61 | (b) | | | 03/17/22 | | | | Open | | | | 485,939 | | | | 486,054 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.61 | (b) | | | 03/17/22 | | | | Open | | | | 109,705 | | | | 109,731 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.63 | (b) | | | 03/17/22 | | | | Open | | | | 339,565 | | | | 339,648 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.63 | (b) | | | 03/17/22 | | | | Open | | | | 408,660 | | | | 408,760 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.63 | (b) | | | 03/17/22 | | | | Open | | | | 454,175 | | | | 454,286 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.63 | (b) | | | 03/17/22 | | | | Open | | | | 440,700 | | | | 440,808 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.63 | (b) | | | 03/17/22 | | | | Open | | | | 406,350 | | | | 406,450 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.65 | (b) | | | 03/17/22 | | | | Open | | | | 379,500 | | | | 379,596 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.67 | (b) | | | 03/17/22 | | | | Open | | | | 91,000 | | | | 91,024 | | | Corporate Bonds | | | Open/Demand | |
Credit Agricole Corporate and Investment Bank | | | 0.67 | (b) | | | 03/17/22 | | | | Open | | | | 253,013 | | | | 253,078 | | | Corporate Bonds | | | Open/Demand | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 | | | 0.67 | %(b) | | | 03/17/22 | | | | Open | | | $ | 74,588 | | | $ | 74,607 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (usa) Llc | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 487,207 | | | | 487,321 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (usa) Llc | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 369,639 | | | | 369,725 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (usa) Llc | | | 0.65 | (b) | | | 03/17/22 | | | | Open | | | | 302,575 | | | | 302,651 | | | Capital Trusts | | | Open/Demand | |
Credit Suisse Securities (usa) Llc | | | 0.65 | (b) | | | 03/17/22 | | | | Open | | | | 322,444 | | | | 322,525 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (usa) Llc | | | 0.65 | (b) | | | 03/17/22 | | | | Open | | | | 331,570 | | | | 331,654 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (USA) LLC | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 1,190,625 | | | | 1,190,880 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (USA) LLC | | | 0.55 | (b) | | | 03/17/22 | | | | Open | | | | 194,000 | | | | 194,041 | | | Foreign Agency Obligations | | | Open/Demand | |
Credit Suisse Securities (USA) LLC | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 264,688 | | | | 264,749 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (USA) LLC | | | 0.70 | (b) | | | 03/17/22 | | | | Open | | | | 1,490,000 | | | | 1,490,406 | | | Corporate Bonds | | | Open/Demand | |
Credit Suisse Securities (USA) LLC | | | 0.70 | (b) | | | 03/17/22 | | | | Open | | | | 105,627 | | | | 105,656 | | | Corporate Bonds | | | Open/Demand | |
Nomura Securities International, Inc. | | | 0.50 | (b) | | | 03/17/22 | | | | Open | | | | 196,678 | | | | 196,717 | | | Foreign Agency Obligations | | | Open/Demand | |
Nomura Securities International, Inc. | | | 0.50 | (b) | | | 03/17/22 | | | | Open | | | | 186,445 | | | | 186,481 | | | Foreign Agency Obligations | | | Open/Demand | |
Nomura Securities International, Inc. | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 224,558 | | | | 224,610 | | | Corporate Bonds | | | Open/Demand | |
Nomura Securities International, Inc. | | | 0.60 | (b) | | | 03/17/22 | | | | Open | | | | 230,100 | | | | 230,154 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | (1.70 | )(b) | | | 03/22/22 | | | | Open | | | | 564,200 | | | | 563,960 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/22/22 | | | | Open | | | | 471,069 | | | | 471,157 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.80 | (b) | | | 03/22/22 | | | | Open | | | | 1,550,906 | | | | 1,551,216 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.90 | (b) | | | 03/22/22 | | | | Open | | | | 548,625 | | | | 548,748 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.93 | (b) | | | 03/23/22 | | | | Open | | | | 551,250 | | | | 551,364 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.80 | (b) | | | 03/25/22 | | | | Open | | | | 533,700 | | | | 533,747 | | | Corporate Bonds | | | Open/Demand | |
BNP Paribas S.A | | | 0.90 | (b) | | | 03/25/22 | | | | Open | | | | 388,429 | | | | 388,468 | | | Corporate Bonds | | | Open/Demand | |
Nomura Securities International, Inc. | | | 0.32 | (b) | | | 03/25/22 | | | | Open | | | | 2,591,250 | | | | 2,591,391 | | | U.S. Treasury Obligations | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/29/22 | | | | Open | | | | 670,887 | | | | 670,915 | | | Corporate Bonds | | | Open/Demand | |
Barclays Bank PLC | | | 0.55 | (b) | | | 03/30/22 | | | | Open | | | | 174,872 | | | | 174,872 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/30/22 | | | | Open | | | | 485,358 | | | | 485,357 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | (3.00 | )(b) | | | 03/30/22 | | | | Open | | | | 45,000 | | | | 44,996 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/30/22 | | | | Open | | | | 1,316,660 | | | | 1,316,687 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/30/22 | | | | Open | | | | 833,866 | | | | 833,884 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.75 | (b) | | | 03/30/22 | | | | Open | | | | 789,480 | | | | 789,480 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.00 | (b) | | | 03/31/22 | | | | Open | | | | 357,300 | | | | 357,300 | | | Corporate Bonds | | | Open/Demand | |
RBC Capital Markets LLC | | | 0.00 | (b) | | | 03/31/22 | | | | Open | | | | 257,125 | | | | 257,125 | | | Corporate Bonds | | | Open/Demand | |
Barclays Capital, Inc. | | | 0.00 | (b) | | | 03/31/22 | | | | Open | | | | 672,861 | | | | 672,861 | | | Corporate Bonds | | | Open/Demand | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | 328,797,790 | | | $ | 328,959,551 | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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 | | | | | | | | | | | | | | | | |
10-Year U.S. Ultra Long Treasury Note | | | 38 | | | | 06/21/22 | | | $ | 5,147 | | | $ | (65,535 | ) |
2-Year U.S. Treasury Note | | | 200 | | | | 06/30/22 | | | | 42,359 | | | | (179,106 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | | (244,641 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Short Contracts 10-Year U.S. Treasury Note | | | 298 | | | | 06/21/22 | | | | 36,580 | | | | 947,153 | |
U.S. Long Bond | | | 40 | | | | 06/21/22 | | | | 6,006 | | | | 229,279 | |
Ultra U.S. Treasury Bond | | | 75 | | | | 06/21/22 | | | | 13,275 | | | | 477,466 | |
5-Year U.S. Treasury Note | | | 37 | | | | 06/30/22 | | | | 4,239 | | | | 75,975 | |
90-Day Eurodollar | | | 37 | | | | 12/16/24 | | | | 8,996 | | | | 119,572 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | | 1,849,445 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | $ | 1,604,804 | |
| | | | | | | | | | | | | | | | |
| | |
SCHEDULE OF INVESTMENTS | | 40 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
Forward Foreign Currency Exchange Contracts
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | Currency Purchased | | | Currency Sold | | | Counterparty | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | | |
| | | | | |
| | | | | | | | |
| | EUR | | | 255,996 | | | USD | | | 282,353 | | | Barclays Bank PLC | | | 06/15/22 | | | $ | 1,607 | | | |
| | EUR | | | 319,178 | | | USD | | | 352,041 | | | Barclays Bank PLC | | | 06/15/22 | | | | 2,004 | | | |
| | GBP | | | 30,708 | | | USD | | | 40,184 | | | Bank of America N.A. | | | 06/15/22 | | | | 144 | | | |
| | USD | | | 68,229 | | | EUR | | | 61,000 | | | Deutsche Bank AG | | | 06/15/22 | | | | 565 | | | |
| | USD | | | 383,181 | | | EUR | | | 344,000 | | | Morgan Stanley & Co. International PLC | | | 06/15/22 | | | | 1,603 | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | 5,923 | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | USD | | | 8,127,355 | | | EUR | | | 7,386,000 | | | BNP Paribas SA | | | 06/15/22 | | | | (65,475 | ) | | |
| | USD | | | 3,311 | | | EUR | | | 3,000 | | | JPMorgan Chase Bank N.A. | | | 06/15/22 | | | | (17 | ) | | |
| | USD | | | 872,569 | | | EUR | | | 793,000 | | | JPMorgan Chase Bank N.A. | | | 06/15/22 | | | | (7,056 | ) | | |
| | USD | | | 98,049 | | | EUR | | | 89,000 | | | State Street Bank and Trust Co. | | | 06/15/22 | | | | (673 | ) | | |
| | USD | | | 1,241,796 | | | GBP | | | 952,000 | | | Bank of America N.A. | | | 06/15/22 | | | | (8,436 | ) | | |
| | USD | | | 1,863,999 | | | GBP | | | 1,429,000 | | | Bank of America N.A. | | | 06/15/22 | | | | (12,662 | ) | | |
| | USD | | | 381,926 | | | GBP | | | 291,859 | | | State Street Bank and Trust Co. | | | 06/15/22 | | | | (1,363 | ) | | |
| | USD | | | 3,340,858 | | | GBP | | | 2,561,000 | | | Toronto-Dominion Bank | | | 06/15/22 | | | | (22,424 | ) | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | (118,106 | ) | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | $ | (112,183 | ) | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
| |
| | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year U.S. Treasury Note Future | | | 31 | | | | 04/22/22 | | | | USD | | | | 126.00 | | | | USD | | | | 3,805 | | | $ | 2,906 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year U.S. Treasury Note Future | | | 16 | | | | 04/22/22 | | | | USD | | | | 121.50 | | | | USD | | | | 1,964 | | | | 6,250 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | $ | 9,156 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Interest Rate Swaptions Purchased
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | Description | | Paid by the Fund | | | | Received by the Fund | | Counterparty | | Expiration Date | | | Exercise Rate | | | Notional Amount (000) | | | Value | | | |
| Rate | | | Frequency | | | | Rate | | | Frequency |
| | | | | |
| | | | | | | | | | | | | |
| | Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 5-Year Interest Rate Swap, 01/14/28 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.59% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 01/12/23 | | | | 1.59% | | | | USD | | | | 7,130 | | | $ | 48,426 | | | |
| | 10-Year Interest Rate Swap, 11/17/33 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.94% | | | Semi-Annual | | Bank of America N.A. | | | 11/15/23 | | | | 1.94 | | | | USD | | | | 2,752 | | | | 71,687 | | | |
| | 10-Year Interest Rate Swap, 06/26/34 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.71% | | | Semi-Annual | | Goldman Sachs Bank USA | | | 06/24/24 | | | | 1.71 | | | | USD | | | | 1,720 | | | | 58,419 | | | |
| | 10-Year Interest Rate Swap, 06/30/34 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.74% | | | Semi-Annual | | Goldman Sachs Bank USA | | | 06/28/24 | | | | 1.74 | | | | USD | | | | 1,720 | | | | 60,448 | | | |
| | 10-Year Interest Rate Swap, 07/24/34 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.42% | | | Semi-Annual | | Goldman Sachs Bank USA | | | 07/22/24 | | | | 1.42 | | | | USD | | | | 1,740 | | | | 44,471 | | | |
| | 10-Year Interest Rate Swap, 07/31/34 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.55% | | | Semi-Annual | | Bank of America N.A. | | | 07/29/24 | | | | 1.55 | | | | USD | | | | 2,228 | | | | 50,142 | | | |
| | 10-Year Interest Rate Swap, 08/04/34 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.42% | | | Semi-Annual | | Wells Fargo Bank, National Association | | | 08/02/24 | | | | 1.42 | | | | USD | | | | 33 | | | | 844 | | | |
| | 10-Year Interest Rate Swap, 08/09/35 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 0.91% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 08/07/25 | | | | 0.91 | | | | USD | | | | 1,540 | | | | 24,930 | | | |
| | 10-Year Interest Rate Swap, 08/09/50 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 0.65% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 08/07/40 | | | | 0.65 | | | | USD | | | | 870 | | | | 32,712 | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 392,079 | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 5-Year Interest Rate Swap, 08/03/27 | | | 2.75% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Bank of America N.A. | | | 08/01/22 | | | | 2.75 | | | | USD | | | | 5,970 | | | | 39,285 | | | |
| | 5-Year Interest Rate Swap, 01/14/28 | | | 2.59% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Deutsche Bank AG | | | 01/12/23 | | | | 2.59 | | | | USD | | | | 7,130 | | | | 109,845 | | | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 Amount (000) | | | Value | |
Description | | Rate | | | Frequency | | | | Rate | | | Frequency |
| |
| | | | | | | | | | | |
Put (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year Interest Rate Swap, 02/17/33 | | | 2.13 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Deutsche Bank AG | | | 02/15/23 | | | | 2.13 | % | | | USD | | | | 2,920 | | | $ | 106,253 | |
10-Year Interest Rate Swap, 11/17/33 | | | 1.94 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Bank of America N.A. | | | 11/15/23 | | | | 1.94 | | | | USD | | | | 2,752 | | | | 180,464 | |
10-Year Interest Rate Swap, 06/26/34 | | | 1.71 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Goldman Sachs Bank USA | | | 06/24/24 | | | | 1.71 | | | | USD | | | | 1,720 | | | | 114,439 | |
10-Year Interest Rate Swap, 06/30/34 | | | 1.74 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Goldman Sachs Bank USA | | | 06/28/24 | | | | 1.74 | | | | USD | | | | 1,720 | | | | 111,920 | |
10-Year Interest Rate Swap, 07/24/34 | | | 1.42 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Goldman Sachs Bank USA | | | 07/22/24 | | | | 1.42 | | | | USD | | | | 1,740 | | | | 144,041 | |
10-Year Interest Rate Swap, 08/04/34 | | | 1.42 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Wells Fargo Bank, National Association | | | 08/02/24 | | | | 1.42 | | | | USD | | | | 33 | | | | 2,684 | |
10-Year Interest Rate Swap, 08/07/34 | | | 1.54 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Deutsche Bank AG | | | 08/05/24 | | | | 1.54 | | | | USD | | | | 3,157 | | | | 239,634 | |
10-Year Interest Rate Swap, 08/09/35 | | | 0.91 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Morgan Stanley & Co. International PLC | | | 08/07/25 | | | | 0.91 | | | | USD | | | | 1,540 | | | | 204,177 | |
10-Year Interest Rate Swap, 08/09/50 | | | 0.65 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Morgan Stanley & Co. International PLC | | | 08/07/40 | | | | 0.65 | | | | USD | | | | 870 | | | | 92,671 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | 1,345,413 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,737,492 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Written
| | | | | | | | | | | | | | | | | | | | | | | | |
| |
Description | | Number of Contracts | | | Expiration Date | | | Exercise Price | | | Notional Amount (000) | | | Value | |
| |
| | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year U.S. Treasury Note Future | | | 31 | | | | 04/22/22 | | | USD | 128.00 | | | | USD | | | | 3,805 | | | $ | (1,453 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
OTC Interest Rate Swaptions Written
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| |
| | Paid by the Fund | | | | Received by the Fund | | | | Expiration | | | Exercise | | | Notional | | | | |
Description | | Rate | | | Frequency | | | | Rate | | | Frequency | | Counterparty | | Date | | | Rate | | | Amount (000) | | | Value | |
| |
| | | | | | | | | | | |
Call | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
2-Year Interest Rate Swap, 04/03/24 | | | 0.61 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 04/01/22 | | | | | | | | | | | | | |
| | 0.01 | % | | | USD | | | | 24,880 | | | $ | — | |
10-Year Interest Rate Swap, 08/05/32 | | | 1.45 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Deutsche Bank AG | | | 08/03/22 | | | | 1.45 | | | | USD | | | | 1,135 | | | | (4,036 | ) |
10-Year Interest Rate Swap, 08/10/32 | | | 1.55 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Barclays Bank PLC | | | 08/08/22 | | | | 1.55 | | | | USD | | | | 1,135 | | | | (5,526 | ) |
10-Year Interest Rate Swap, 09/03/32 | | | 1.53 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Morgan Stanley & Co. International PLC | | | 09/01/22 | | | | 1.53 | | | | USD | | | | 3,742 | | | | (11,307 | ) |
10-Year Interest Rate Swap, 10/09/32 | | | 1.80 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Deutsche Bank AG | | | 10/07/22 | | | | 1.80 | | | | USD | | | | 2,515 | | | | (18,321 | ) |
10-Year Interest Rate Swap, 10/15/32 | | | 1.80 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Deutsche Bank AG | | | 10/13/22 | | | | 1.79 | | | | USD | | | | 1,258 | | | | (9,378 | ) |
10-Year Interest Rate Swap, 11/17/32 | | | 1.85 | % | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Bank of America N.A. | | | 11/15/22 | | | | 1.85 | | | | USD | | | | 3,825 | | | | (37,230 | ) |
2-Year Interest Rate Swap, 11/17/24 | | | 1.74 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Goldman Sachs Bank USA | | | 11/15/22 | | | | 1.74 | | | | USD | | | | 20,180 | | | | (38,353 | ) |
2-Year Interest Rate Swap, 11/17/24 | | | 1.78 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Goldman Sachs Bank USA | | | 11/15/22 | | | | 1.78 | | | | USD | | | | 20,180 | | | | (40,944 | ) |
10-Year Interest Rate Swap, 12/07/32 | | | 1.45 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 12/05/22 | | | | 1.45 | | | | USD | | | | 484 | | | | (3,899 | ) |
10-Year Interest Rate Swap, 12/15/32 | | | 1.43 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Morgan Stanley & Co. International PLC | | | 12/13/22 | | | | 1.43 | | | | USD | | | | 3,013 | | | | (24,310 | ) |
10-Year Interest Rate Swap, 12/17/32 | | | 1.42 | % | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | JPMorgan Chase Bank N.A. | | | 12/15/22 | | | | 1.42 | | | | USD | | | | 3,012 | | | | (23,970 | ) |
| | |
SCHEDULE OF INVESTMENTS | | 42 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
OTC Interest Rate Swaptions Written (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| | | | Paid by the Fund | | | | Received by the Fund | | | | Expiration | | | Exercise | | | Notional | | | | | | | |
| | Description | | Rate | | | Frequency | | | | Rate | | | Frequency | | Counterparty | | Date | | | Rate | | | Amount (000) | | | Value | | | | |
| | | | | | | |
| | | | | | | | | | | | | |
| | Call (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 10-Year Interest Rate Swap, 12/18/32 | | | 1.23% | | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Goldman Sachs Bank USA | | | 12/16/22 | | | | 1.23 | % | | | USD | | | | 1,742 | | | $ | (6,060 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/18/32 | | | 1.25% | | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Goldman Sachs Bank USA | | | 12/16/22 | | | | 1.25 | | | | USD | | | | 1,743 | | | | (6,203 | ) | | | | |
| | 10-Year Interest Rate Swap, 01/01/33 | | | 1.25% | | | Semi-Annual | | | |
| 3-Month LIBOR, 0.
96% |
| | Quarterly | | Citibank N.A. | | | 12/30/22 | | | | 1.25 | | | | USD | | | | 1,930 | | | | (7,506 | ) | | | | |
| | 2-Year Interest Rate Swap, 01/12/25 | | | 1.25% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Deutsche Bank AG | | | 01/10/23 | | | | 1.25 | | | | USD | | | | 14,350 | | | | (17,085 | ) | | | | |
| | 2-Year Interest Rate Swap, 01/14/25 | | | 1.25% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Barclays Bank PLC | | | 01/12/23 | | | | 1.25 | | | | USD | | | | 14,350 | | | | (17,180 | ) | | | | |
| | 2-Year Interest Rate Swap, 01/20/25 | | | 1.36% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Wells Fargo Bank, National Association | | | 01/18/23 | | | | 1.36 | | | | USD | | | | 5,990 | | | | (8,717 | ) | | | | |
| | 2-Year Interest Rate Swap, 02/19/25 | | | 1.39% | | | Semi-Annual | | | |
| 1-Day SOFR, 0.33% | | | Quarterly | | Morgan Stanley & Co. International PLC | | | 02/17/23 | | | | 1.39 | | | | USD | | | | 7,475 | | | | (13,020 | ) | | | | |
| | 10-Year Interest Rate Swap, 03/03/33 | | | 2.01% | | | Semi-Annual | | | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | Bank of America N.A. | | | 03/01/23 | | | | 2.01 | | | | USD | | | | 2,740 | | | | (49,041 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (342,086 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | Put | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 2-Year Interest Rate Swap, 04/03/24 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 0.61% | | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 04/01/22 | | | | 0.01 | | | | USD | | | | 24,880 | | | | (936,648 | ) | | | | |
| | 2-Year Interest Rate Swap, 04/08/24 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 0.74% | | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 04/06/22 | | | | 0.74 | | | | USD | | | | 14,870 | | | | (523,366 | ) | | | | |
| | 10-Year Interest Rate Swap, 08/05/32 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.95% | | | Semi-Annual | | Deutsche Bank AG | | | 08/03/22 | | | | 1.95 | | | | USD | | | | 1,135 | | | | (38,492 | ) | | | | |
| | 10-Year Interest Rate Swap, 08/10/32 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 2.05% | | | Semi-Annual | | Barclays Bank PLC | | | 08/08/22 | | | | 2.05 | | | | USD | | | | 1,135 | | | | (32,785 | ) | | | | |
| | 10-Year Interest Rate Swap, 09/03/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.53% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 09/01/22 | | | | 1.53 | | | | USD | | | | 3,742 | | | | (317,097 | ) | | | | |
| | 10-Year Interest Rate Swap, 10/09/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.80% | | | Semi-Annual | | Deutsche Bank AG | | | 10/07/22 | | | | 1.80 | | | | USD | | | | 2,515 | | | | (163,316 | ) | | | | |
| | 10-Year Interest Rate Swap, 10/15/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.80% | | | Semi-Annual | | Deutsche Bank AG | | | 10/13/22 | | | | 1.79 | | | | USD | | | | 1,258 | | | | (82,461 | ) | | | | |
| | 10-Year Interest Rate Swap, 11/17/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.85% | | | Semi-Annual | | Bank of America N.A. | | | 11/15/22 | | | | 1.85 | | | | USD | | | | 3,825 | | | | (242,066 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/07/32 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.45% | | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 12/05/22 | | | | 1.45 | | | | USD | | | | 484 | | | | (35,832 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/15/32 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.43% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 12/13/22 | | | | 1.43 | | | | USD | | | | 3,013 | | | | (227,685 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/17/32 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.42% | | | Semi-Annual | | JPMorgan Chase Bank N.A. | | | 12/15/22 | | | | 1.42 | | | | USD | | | | 3,012 | | | | (230,141 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/18/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.23% | | | Semi-Annual | | Goldman Sachs Bank USA | | | 12/16/22 | | | | 1.23 | | | | USD | | | | 1,742 | | | | (193,570 | ) | | | | |
| | 10-Year Interest Rate Swap, 12/18/32 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.25% | | | Semi-Annual | | Goldman Sachs Bank USA | | | 12/16/22 | | | | 1.25 | | | | USD | | | | 1,743 | | | | (191,796 | ) | | | | |
| | 10-Year Interest Rate Swap, 01/01/33 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 1.25% | | | Semi-Annual | | Citibank N.A. | | | 12/30/22 | | | | 1.25 | | | | USD | | | | 1,930 | | | | (211,353 | ) | | | | |
| | 2-Year Interest Rate Swap, 01/12/25 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.75% | | | Semi-Annual | | Deutsche Bank AG | | | 01/10/23 | | | | 1.75 | | | | USD | | | | 14,350 | | | | (308,407 | ) | | | | |
| | 2-Year Interest Rate Swap, 01/14/25 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 1.75% | | | Semi-Annual | | Barclays Bank PLC | | | 01/12/23 | | | | 1.75 | | | | USD | | | | 14,350 | | | | (308,151 | ) | | | | |
| | 2-Year Interest Rate Swap, 02/17/25 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 2.25% | | | Semi-Annual | | Deutsche Bank AG | | | 02/15/23 | | | | 2.25 | | | | USD | | | | 13,460 | | | | (201,681 | ) | | | | |
| | 2-Year Interest Rate Swap, 02/19/25 | |
| 1-Day SOFR, 0.33% | | | Quarterly | | | | | 2.39% | | | Semi-Annual | | Morgan Stanley & Co. International PLC | | | 02/17/23 | | | | 2.39 | | | | USD | | | | 11,210 | | | | (149,662 | ) | | | | |
| | 10-Year Interest Rate Swap, 03/03/33 | |
| 3-Month LIBOR, 0.96% | | | Quarterly | | | | | 2.01% | | | Semi-Annual | | Bank of America N.A. | | | 03/01/23 | | | | 2.01 | | | | USD | | | | 2,740 | | | | (154,687 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (4,549,196 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (4,891,282 | ) | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
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.38.V1 | | 5.00% | | Quarterly | | | 06/20/27 | | | | USD | | | | 4,840 | | | $ | (274,056 | ) | | $ | (221,968 | ) | | $ | (52,088 | ) |
CDX.NA.IG.38.V1 | | 1.00 | | Quarterly | | | 06/20/27 | | | | USD | | | | 16,810 | | | | (275,012 | ) | | | (255,800 | ) | | | (19,212 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | $ | (549,068 | ) | | $ | (477,768 | ) | | $ | (71,300 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swaps
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | | | |
| | Rate | | Frequency | | Rate | | Frequency |
| | | | | |
| | | | | | | | | | | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.24% | | Annual | | | N/A | | | | 12/08/23 | | | USD | | | 10,280 | | | $ | (322,325 | ) | | $ | (211,508 | ) | | $ | (110,817 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.08% | | Annual | | | N/A | | | | 12/13/23 | | | USD | | | 60 | | | | (2,093 | ) | | | (1,417 | ) | | | (676 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.19% | | Annual | | | N/A | | | | 12/14/23 | | | USD | | | 10,211 | | | | (334,875 | ) | | | (224,169 | ) | | | (110,706 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.25% | | Annual | | | N/A | | | | 01/12/24 | | | USD | | | 27,570 | | | | (931,884 | ) | | | (607,281 | ) | | | (324,603 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.24% | | Annual | | | N/A | | | | 01/22/24 | | | USD | | | 7,070 | | | | (245,289 | ) | | | (162,477 | ) | | | (82,812 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.25% | | Annual | | | N/A | | | | 03/04/24 | | | USD | | | 15,490 | | | | (582,247 | ) | | | (350,671 | ) | | | (231,576 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.49% | | Annual | | | N/A | | | | 03/04/24 | | | USD | | | 34,870 | | | | (1,144,011 | ) | | | (627,743 | ) | | | (516,268 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 0.52% | | Semi-Annual | | | N/A | | | | 03/07/24 | | | USD | | | 9,205 | | | | (339,557 | ) | | | 39 | | | | (339,596 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 0.56% | | Semi-Annual | | | N/A | | | | 03/25/24 | | | USD | | | 9,205 | | | | (349,487 | ) | | | 40 | | | | (349,527 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 0.57% | | Semi-Annual | | | N/A | | | | 03/25/24 | | | USD | | | 17,990 | | | | (681,202 | ) | | | 79 | | | | (681,281 | ) | | |
| | 0.99% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 04/07/22 | (a) | | | 04/08/24 | | | USD | | | 4,440 | | | | 111,790 | | | | 20 | | | | 111,770 | | | |
| | 0.99% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 04/07/22 | (a) | | | 04/08/24 | | | USD | | | 4,440 | | | | 111,965 | | | | 20 | | | | 111,945 | | | |
| | 1.47% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 04/06/22 | (a) | | | 04/08/24 | | | USD | | | 45,390 | | | | 710,704 | | | | (11,345 | ) | | | 722,049 | | | |
| | 0.65% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/11/22 | (a) | | | 04/11/24 | | | USD | | | 6,040 | | | | 224,203 | | | | 27 | | | | 224,176 | | | |
| | 0.69% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/12/22 | (a) | | | 04/12/24 | | | USD | | | 6,060 | | | | 220,544 | | | | 27 | | | | 220,517 | | | |
| | 0.73% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/14/22 | (a) | | | 04/15/24 | | | USD | | | 6,730 | | | | 240,988 | | | | 30 | | | | 240,958 | | | |
| | 0.79% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/14/22 | (a) | | | 04/15/24 | | | USD | | | 6,030 | | | | 208,740 | | | | 27 | | | | 208,713 | | | |
| | 0.80% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/14/22 | (a) | | | 04/15/24 | | | USD | | | 6,030 | | | | 207,715 | | | | 27 | | | | 207,688 | | | |
| | 0.76% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/19/22 | (a) | | | 04/19/24 | | | USD | | | 4,430 | | | | 156,620 | | | | 20 | | | | 156,600 | | | |
| | 0.76% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/19/22 | (a) | | | 04/19/24 | | | USD | | | 4,430 | | | | 156,520 | | | | 20 | | | | 156,500 | | | |
| | 0.92% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/20/22 | (a) | | | 04/22/24 | | | USD | | | 1,375 | | | | 44,600 | | | | 6 | | | | 44,594 | | | |
| | 0.91% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/25/22 | (a) | | | 04/25/24 | | | USD | | | 6,040 | | | | 197,521 | | | | 27 | | | | 197,494 | | | |
| | 0.93% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/25/22 | (a) | | | 04/25/24 | | | USD | | | 3,020 | | | | 97,787 | | | | 13 | | | | 97,774 | | | |
| | 0.94% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/25/22 | (a) | | | 04/25/24 | | | USD | | | 6,040 | | | | 193,752 | | | | 27 | | | | 193,725 | | | |
| | 0.98% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/26/22 | (a) | | | 04/26/24 | | | USD | | | 3,020 | | | | 95,246 | | | | 13 | | | | 95,233 | | | |
| | 0.99% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/26/22 | (a) | | | 04/26/24 | | | USD | | | 3,020 | | | | 94,669 | | | | 13 | | | | 94,656 | | | |
| | 0.99% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/26/22 | (a) | | | 04/26/24 | | | USD | | | 3,020 | | | | 94,184 | | | | 13 | | | | 94,171 | | | |
| | 1.00% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/29/22 | (a) | | | 04/29/24 | | | USD | | | 3,020 | | | | 94,406 | | | | 13 | | | | 94,393 | | | |
| | 1.01% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 05/03/22 | (a) | | | 05/03/24 | | | USD | | | 9,045 | | | | 282,899 | | | | 40 | | | | 282,859 | | | |
| | 1.02% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 05/03/22 | (a) | | | 05/03/24 | | | USD | | | 9,045 | | | | 281,050 | | | | 40 | | | | 281,010 | | | |
| | 1.05% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 05/12/22 | (a) | | | 05/13/24 | | | USD | | | 6,010 | | | | 185,789 | | | | 27 | | | | 185,762 | | | |
| | 1.11% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 05/16/22 | (a) | | | 05/16/24 | | | USD | | | 7,790 | | | | 233,131 | | | | 35 | | | | 233,096 | | | |
| | 1.22% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 06/07/22 | (a) | | | 06/07/24 | | | USD | | | 2,975 | | | | 85,848 | | | | 13 | | | | 85,835 | | | |
| | 1.25% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 06/07/22 | (a) | | | 06/07/24 | | | USD | | | 2,975 | | | | 84,230 | | | | 13 | | | | 84,217 | | | |
| | 1.01% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 06/09/22 | (a) | | | 06/10/24 | | | USD | | | 2,970 | | | | 84,383 | | | | 13 | | | | 84,370 | | | |
| | 1.28% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 06/17/22 | (a) | | | 06/17/24 | | | USD | | | 2,235 | | | | 63,378 | | | | 10 | | | | 63,368 | | | |
| | 0.73% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 06/21/22 | (a) | | | 06/21/24 | | | USD | | | 4,910 | | | | 192,353 | | | | 22 | | | | 192,331 | | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.50% | | Annual | | | 07/05/22 | (a) | | | 07/05/24 | | | USD | | | 5,300 | | | | (2,312 | ) | | | 23 | | | | (2,335 | ) | | |
| | 1.30% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 07/18/22 | (a) | | | 07/18/24 | | | USD | | | 1,820 | | | | 44,477 | | | | 8 | | | | 44,469 | | | |
| | 1.31% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 07/18/22 | (a) | | | 07/18/24 | | | USD | | | 2,220 | | | | 53,775 | | | | 10 | | | | 53,765 | | | |
| | 1.45% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 07/28/22 | (a) | | | 07/29/24 | | | USD | | | 2,215 | | | | 48,593 | | | | 10 | | | | 48,583 | | | |
| | 1.47% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 07/29/22 | (a) | | | 07/29/24 | | | USD | | | 2,220 | | | | 47,628 | | | | 10 | | | | 47,618 | | | |
| | 1.48% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 07/29/22 | (a) | | | 07/29/24 | | | USD | | | 2,220 | | | | 47,282 | | | | 10 | | | | 47,272 | | | |
| | 1.62% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/08/22 | (a) | | | 08/08/24 | | | USD | | | 4,400 | | | | 83,171 | | | | 20 | | | | 83,151 | | | |
| | 0.74% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 7,960 | | | | 325,287 | | | | 35 | | | | 325,252 | | | |
| | 1.76% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 4,390 | | | | 71,617 | | | | 19 | | | | 71,598 | | | |
| | 1.76% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 4,390 | | | | 71,660 | | | | 19 | | | | 71,641 | | | |
| | 1.81% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 4,370 | | | | 67,202 | | | | 19 | | | | 67,183 | | | |
| | 1.94% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 4,360 | | | | 55,875 | | | | 19 | | | | 55,856 | | | |
| | 1.94% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/12/22 | (a) | | | 08/12/24 | | | USD | | | 4,360 | | | | 55,322 | | | | 19 | | | | 55,303 | | | |
| | |
SCHEDULE OF INVESTMENTS | | 44 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | | | |
| | Rate | | Frequency | | Rate | | Frequency |
| | | | | |
| | | | | | | | | | | | |
| | 0.78% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 08/15/22 | (a) | | | 08/15/24 | | | USD | | | 4,595 | | | $ | 184,658 | | | $ | 20 | | | $ | 184,638 | | | |
| | 1.90% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/15/22 | (a) | | | 08/15/24 | | | USD | | | 2,540 | | | | 34,605 | | | | 11 | | | | 34,594 | | | |
| | 1.90% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 08/17/22 | (a) | | | 08/19/24 | | | USD | | | 3,210 | | | | 44,347 | | | | 14 | | | | 44,333 | | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.70% | | Annual | | | 09/02/22 | (a) | | | 09/03/24 | | | USD | | | 2,150 | | | | (38,578 | ) | | | 10 | | | | (38,588 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.72% | | Annual | | | 09/02/22 | (a) | | | 09/03/24 | | | USD | | | 2,150 | | | | (37,845 | ) | | | 10 | | | | (37,855 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.79% | | Annual | | | 09/02/22 | (a) | | | 09/03/24 | | | USD | | | 4,190 | | | | (68,122 | ) | | | 19 | | | | (68,141 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.42% | | Annual | | | 09/06/22 | (a) | | | 09/06/24 | | | USD | | | 4,300 | | | | (101,410 | ) | | | 19 | | | | (101,429 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.46% | | Annual | | | 09/06/22 | (a) | | | 09/06/24 | | | USD | | | 2,155 | | | | (48,978 | ) | | | 10 | | | | (48,988 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.52% | | Annual | | | 09/06/22 | (a) | | | 09/06/24 | | | USD | | | 4,305 | | | | (92,777 | ) | | | 19 | | | | (92,796 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.52% | | Annual | | | 09/06/22 | (a) | | | 09/06/24 | | | USD | | | 4,305 | | | | (93,028 | ) | | | 19 | | | | (93,047 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.61% | | Annual | | | 09/07/22 | (a) | | | 09/09/24 | | | USD | | | 2,140 | | | | (42,574 | ) | | | 10 | | | | (42,584 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.71% | | Annual | | | 09/07/22 | (a) | | | 09/09/24 | | | USD | | | 2,100 | | | | (37,642 | ) | | | 9 | | | | (37,651 | ) | | |
| | 2.43% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/07/22 | (a) | | | 09/09/24 | | | USD | | | 2,140 | | | | 8,498 | | | | 10 | | | | 8,488 | | | |
| | 2.45% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/07/22 | (a) | | | 09/09/24 | | | USD | | | 2,140 | | | | 7,788 | | | | 10 | | | | 7,778 | | | |
| | 1.89% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/13/22 | (a) | | | 09/13/24 | | | USD | | | 2,100 | | | | 30,746 | | | | 9 | | | | 30,737 | | | |
| | 1.89% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/13/22 | (a) | | | 09/13/24 | | | USD | | | 4,220 | | | | 61,219 | | | | 19 | | | | 61,200 | | | |
| | 2.07% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/16/22 | (a) | | | 09/16/24 | | | USD | | | 1,040 | | | | 11,578 | | | | 5 | | | | 11,573 | | | |
| | 2.08% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/16/22 | (a) | | | 09/16/24 | | | USD | | | 1,040 | | | | 11,391 | | | | 5 | | | | 11,386 | | | |
| | 2.12% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/16/22 | (a) | | | 09/16/24 | | | USD | | | 1,040 | | | | 10,531 | | | | 5 | | | | 10,526 | | | |
| | 2.07% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/19/22 | (a) | | | 09/19/24 | | | USD | | | 2,090 | | | | 23,448 | | | | 9 | | | | 23,439 | | | |
| | 2.07% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/19/22 | (a) | | | 09/19/24 | | | USD | | | 2,090 | | | | 23,367 | | | | 9 | | | | 23,358 | | | |
| | 2.08% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/19/22 | (a) | | | 09/19/24 | | | USD | | | 2,090 | | | | 22,961 | | | | 9 | | | | 22,952 | | | |
| | 2.27% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/24 | | | USD | | | 4,170 | | | | 30,351 | | | | 18 | | | | 30,333 | | | |
| | 2.28% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/24 | | | USD | | | 2,050 | | | | 14,503 | | | | 9 | | | | 14,494 | | | |
| | 2.30% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/24 | | | USD | | | 4,120 | | | | 27,665 | | | | 18 | | | | 27,647 | | | |
| | 2.31% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/24 | | | USD | | | 2,060 | | | | 13,593 | | | | 9 | | | | 13,584 | | | |
| | 2.31% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/24 | | | USD | | | 2,060 | | | | 13,432 | | | | 9 | | | | 13,423 | | | |
| | 2.46% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/23/22 | (a) | | | 09/23/24 | | | USD | | | 2,100 | | | | 7,926 | | | | 9 | | | | 7,917 | | | |
| | 2.47% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/23/22 | (a) | | | 09/23/24 | | | USD | | | 2,100 | | | | 7,273 | | | | 9 | | | | 7,264 | | | |
| | 2.51% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/26/22 | (a) | | | 09/26/24 | | | USD | | | 1,410 | | | | 4,008 | | | | 6 | | | | 4,002 | | | |
| | 2.67% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 09/27/22 | (a) | | | 09/27/24 | | | USD | | | 2,110 | | | | (715 | ) | | | 9 | | | | (724 | ) | | |
| | 2.68% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 09/27/22 | (a) | | | 09/27/24 | | | USD | | | 2,110 | | | | (756 | ) | | | 9 | | | | (765 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.70% | | Annual | | | 09/30/22 | (a) | | | 09/30/24 | | | USD | | | 2,487 | | | | 2,027 | | | | 11 | | | | 2,016 | | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.73% | | Annual | | | 09/30/22 | (a) | | | 09/30/24 | | | USD | | | 22,383 | | | | 28,888 | | | | 99 | | | | 28,789 | | | |
| | 2.81% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 10/03/22 | (a) | | | 10/03/24 | | | USD | | | 2,120 | | | | (5,942 | ) | | | 9 | | | | (5,951 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.64% | | Annual | | | 10/04/22 | (a) | | | 10/04/24 | | | USD | | | 10,500 | | | | (6,122 | ) | | | 46 | | | | (6,168 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.71% | | Annual | | | 12/09/22 | (a) | | | 12/09/24 | | | USD | | | 12,010 | | | | (232,504 | ) | | | 53 | | | | (232,557 | ) | | |
| | 1.89% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 02/22/23 | (a) | | | 02/24/25 | | | USD | | | 1,495 | | | | 23,981 | | | | 7 | | | | 23,974 | | | |
| | 1.99% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 02/27/23 | (a) | | | 02/27/25 | | | USD | | | 2,165 | | | | 30,668 | | | | 10 | | | | 30,658 | | | |
| | 1-Day SOFR, 0.33% | | Annual | | 0.67% | | Annual | | | N/A | | | | 09/17/26 | | | USD | | | 4,910 | | | | (319,993 | ) | | | (224,145 | ) | | | (95,848 | ) | | |
| | 1.33% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | N/A | | | | 01/14/27 | | | USD | | | 7,960 | | | | 314,140 | | | | 70 | | | | 314,070 | | | |
| | 1.50% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/04/27 | | | USD | | | 2,040 | | | | 69,191 | | | | 19 | | | | 69,172 | | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.73% | | Annual | | | N/A | | | | 03/15/27 | | | USD | | | 410 | | | | (9,615 | ) | | | 4 | | | | (9,619 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 1.75% | | Annual | | | N/A | | | | 03/15/27 | | | USD | | | 410 | | | | (9,167 | ) | | | 4 | | | | (9,171 | ) | | |
| | 1-Day SOFR, 0.33% | | Annual | | 2.05% | | Annual | | | N/A | | | | 03/18/27 | | | USD | | | 1,600 | | | | (13,295 | ) | | | 15 | | | | (13,310 | ) | | |
| | 1.97% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/22/27 | | | USD | | | 9,180 | | | | 115,674 | | | | 84 | | | | 115,590 | | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.13% | | Annual | | | N/A | | | | 03/25/27 | | | USD | | | 820 | | | | (3,960 | ) | | | 8 | | | | (3,968 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.13% | | Annual | | | N/A | | | | 03/25/27 | | | USD | | | 820 | | | | (3,940 | ) | | | 8 | | | | (3,948 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.29% | | Annual | | | 03/31/22 | (a) | | | 03/31/27 | | | USD | | | 415 | | | | 1,062 | | | | 4 | | | | 1,058 | | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.30% | | Annual | | | 03/31/22 | (a) | | | 03/31/27 | | | USD | | | 415 | | | | 1,091 | | | | 4 | | | | 1,087 | | | |
| | 1-Day SOFR, 0.96% | | Annual | | 2.35% | | Annual | | | 03/31/22 | (a) | | | 03/31/27 | | | USD | | | 830 | | | | 4,428 | | | | 8 | | | | 4,420 | | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.63% | | Semi-Annual | | | 05/26/22 | (a) | | | 05/26/27 | | | USD | | | 4,920 | | | | (215,924 | ) | | | 46 | | | | (215,970 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.63% | | Semi-Annual | | | 05/26/22 | (a) | | | 05/26/27 | | | USD | | | 1,230 | | | | (54,241 | ) | | | 11 | | | | (54,252 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 1.23% | | Annual | | | 06/14/22 | (a) | | | 06/14/27 | | | USD | | | 240 | | | | (12,156 | ) | | | 2 | | | | (12,158 | ) | | |
| | 1-Day SOFR, 0.96% | | Annual | | 1.25% | | Annual | | | 07/05/22 | (a) | | | 07/06/27 | | | USD | | | 910 | | | | (45,847 | ) | | | 8 | | | | (45,855 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.35% | | Semi-Annual | | | 07/08/22 | (a) | | | 07/08/27 | | | USD | | | 4,600 | | | | (269,401 | ) | | | 43 | | | | (269,444 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.19% | | Semi-Annual | | | 07/19/22 | (a) | | | 07/19/27 | | | USD | | | 730 | | | | (48,346 | ) | | | 7 | | | | (48,353 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.48% | | Semi-Annual | | | 08/01/22 | (a) | | | 08/02/27 | | | USD | | | 3,710 | | | | (195,799 | ) | | | 34 | | | | (195,833 | ) | | |
| | 3-Month LIBOR, 0.96% | | Quarterly | | 1.49% | | Semi-Annual | | | 08/01/22 | (a) | | | 08/02/27 | | | USD | | | 3,710 | | | | (194,067 | ) | | | 34 | | | | (194,101 | ) | | |
| | 1.50% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/06/22 | (a) | | | 09/07/27 | | | USD | | | 1,770 | | | | 69,453 | | | | 16 | | | | 69,437 | | | |
| | 1.62% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/07/22 | (a) | | | 09/07/27 | | | USD | | | 880 | | | | 29,818 | | | | 8 | | | | 29,810 | | | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
|
|
Rate | | Frequency | | Rate | | Frequency |
| | | | | | | | | | |
1-Day SOFR, 0.33% | | Annual | | 2.03% | | Annual | | | 09/16/22 | (a) | | | 09/16/27 | | | USD | | | 1,700 | | | $ | (24,536 | ) | | $ | 16 | | | $ | (24,552 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.99% | | Annual | | | 09/19/22 | (a) | | | 09/20/27 | | | USD | | | 860 | | | | (14,287 | ) | | | 8 | | | | (14,295 | ) |
1-Day SOFR, 0.33% | | Annual | | 2.00% | | Annual | | | 09/19/22 | (a) | | | 09/20/27 | | | USD | | | 860 | | | | (13,823 | ) | | | 8 | | | | (13,831 | ) |
1-Day SOFR, 0.33% | | Annual | | 2.01% | | Annual | | | 09/19/22 | (a) | | | 09/20/27 | | | USD | | | 860 | | | | (13,359 | ) | | | 8 | | | | (13,367 | ) |
2.09% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 09/20/22 | (a) | | | 09/20/27 | | | USD | | | 3,120 | | | | 37,078 | | | | 29 | | | | 37,049 | |
2.44% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 09/30/22 | (a) | | | 09/30/27 | | | USD | | | 326 | | | | (1,514 | ) | | | 3 | | | | (1,517 | ) |
2.48% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 09/30/22 | (a) | | | 09/30/27 | | | USD | | | 2,934 | | | | (19,127 | ) | | | 27 | | | | (19,154 | ) |
3-Month LIBOR, 0.96% | | Quarterly | | 1.68% | | Semi-Annual | | | 11/21/22 | (a) | | | 11/22/27 | | | USD | | | 20 | | | | (886 | ) | | | — | | | | (886 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.90% | | Annual | | | 02/14/23 | (a) | | | 02/14/28 | | | USD | | | 910 | | | | (17,768 | ) | | | 8 | | | | (17,776 | ) |
1.27% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 02/15/28 | | | USD | | | 930 | | | | 60,758 | | | | 11 | | | | 60,747 | |
2.31% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 03/28/23 | (a) | | | 03/28/28 | | | USD | | | 2,740 | | | | 177 | | | | 25 | | | | 152 | |
1.78% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22 | (a) | | | 02/15/29 | | | USD | | | 7,200 | | | | 196,276 | | | | (9,270 | ) | | | 205,546 | |
1-Day SOFR, 0.33% | | Annual | | 2.07% | | Annual | | | 06/30/22 | (a) | | | 02/15/29 | | | USD | | | 3,260 | | | | (30,845 | ) | | | 42 | | | | (30,887 | ) |
3-Month LIBOR, 0.96% | | Quarterly | | 1.57% | | Semi-Annual | | | N/A | | | | 02/11/30 | | | USD | | | 5 | | | | (310 | ) | | | 168 | | | | (478 | ) |
1.39% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 09/22/31 | | | USD | | | 1,870 | | | | 163,564 | | | | 28 | | | | 163,536 | |
1.43% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 09/22/31 | | | USD | | | 1,870 | | | | 157,469 | | | | 28 | | | | 157,441 | |
1.52% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 09/24/31 | | | USD | | | 4,050 | | | | 309,890 | | | | 62 | | | | 309,828 | |
1.78% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 10/20/31 | | | USD | | | 2,150 | | | | 101,912 | | | | 34 | | | | 101,878 | |
1-Day SOFR, 0.33% | | Annual | | 1.63% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 2,970 | | | | (133,771 | ) | | | 48 | | | | (133,819 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.80% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 2,820 | | | | (85,532 | ) | | | 46 | | | | (85,578 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.82% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 5,270 | | | | (154,022 | ) | | | 13,363 | | | | (167,385 | ) |
2.05% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 2,930 | | | | 26,730 | | | | 47 | | | | 26,683 | |
2.09% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 3,900 | | | | 23,644 | | | | 63 | | | | 23,581 | |
2.12% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22 | (a) | | | 11/17/31 | | | USD | | | 1,530 | | | | 5,308 | | | | 25 | | | | 5,283 | |
1.48% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | N/A | | | | 11/26/31 | | | USD | | | 1,250 | | | | 63,731 | | | | 20 | | | | 63,711 | |
1-Day SOFR, 0.96% | | Annual | | 1.19% | | Annual | | | N/A | | | | 12/08/31 | | | USD | | | 403 | | | | (31,440 | ) | | | 6 | | | | (31,446 | ) |
1-Day SOFR, 0.96% | | Annual | | 1.24% | | Annual | | | N/A | | | | 12/08/31 | | | USD | | | 1,220 | | | | (89,415 | ) | | | 19 | | | | (89,434 | ) |
1.61% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | N/A | | | | 01/12/32 | | | USD | | | 920 | | | | 38,346 | | | | 15 | | | | 38,331 | |
1-Day SOFR, 0.33% | | Annual | | 1.67% | | Annual | | | N/A | | | | 03/02/32 | | | USD | | | 450 | | | | (17,335 | ) | | | 7 | | | | (17,342 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.68% | | Annual | | | N/A | | | | 03/02/32 | | | USD | | | 450 | | | | (16,807 | ) | | | 7 | | | | (16,814 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.51% | | Annual | | | N/A | | | | 03/03/32 | | | USD | | | 900 | | | | (47,816 | ) | | | 14 | | | | (47,830 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.54% | | Annual | | | N/A | | | | 03/03/32 | | | USD | | | 890 | | | | (45,273 | ) | | | 14 | | | | (45,287 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.57% | | Annual | | | N/A | | | | 03/03/32 | | | USD | | | 890 | | | | (42,538 | ) | | | 14 | | | | (42,552 | ) |
1.74% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/04/32 | | | USD | | | 435 | | | | 14,111 | | | | 7 | | | | 14,104 | |
1.75% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/04/32 | | | USD | | | 435 | | | | 13,600 | | | | 7 | | | | 13,593 | |
1-Day SOFR, 0.33% | | Annual | | 1.55% | | Annual | | | N/A | | | | 03/08/32 | | | USD | | | 445 | | | | (22,031 | ) | | | 7 | | | | (22,038 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.60% | | Annual | | | N/A | | | | 03/08/32 | | | USD | | | 445 | | | | (20,020 | ) | | | 7 | | | | (20,027 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.61% | | Annual | | | N/A | | | | 03/08/32 | | | USD | | | 445 | | | | (19,618 | ) | | | 7 | | | | (19,625 | ) |
1-Day SOFR, 0.33% | | Annual | | 1.59% | | Annual | | | N/A | | | | 03/09/32 | | | USD | | | 440 | | | | (20,534 | ) | | | 7 | | | | (20,541 | ) |
1.67% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/10/32 | | | USD | | | 640 | | | | 24,900 | | | | 10 | | | | 24,890 | |
1.73% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/11/32 | | | USD | | | 90 | | | | 3,006 | | | | 1 | | | | 3,005 | |
1.76% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/11/32 | | | USD | | | 218 | | | | 6,741 | | | | 4 | | | | 6,737 | |
1.77% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/11/32 | | | USD | | | 217 | | | | 6,612 | | | | 4 | | | | 6,608 | |
1.81% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/15/32 | | | USD | | | 440 | | | | 11,732 | | | | 7 | | | | 11,725 | |
1.81% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/15/32 | | | USD | | | 880 | | | | 23,384 | | | | 14 | | | | 23,370 | |
1.81% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/15/32 | | | USD | | | 260 | | | | 6,851 | | | | 4 | | | | 6,847 | |
1.84% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/15/32 | | | USD | | | 440 | | | | 10,539 | | | | 7 | | | | 10,532 | |
1.90% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/16/32 | | | USD | | | 510 | | | | 9,527 | | | | 8 | | | | 9,519 | |
1.93% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/16/32 | | | USD | | | 430 | | | | 7,016 | | | | 7 | | | | 7,009 | |
1.97% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/16/32 | | | USD | | | 860 | | | | 10,242 | | | | 14 | | | | 10,228 | |
1.91% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/17/32 | | | USD | | | 350 | | | | 6,116 | | | | 6 | | | | 6,110 | |
2.00% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/18/32 | | | USD | | | 260 | | | | 2,503 | | | | 4 | | | | 2,499 | |
2.09% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/18/32 | | | USD | | | 430 | | | | 547 | | | | 7 | | | | 540 | |
2.05% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/23/32 | | | USD | | | 270 | | | | 1,555 | | | | 4 | | | | 1,551 | |
2.09% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/23/32 | | | USD | | | 440 | | | | 688 | | | | 7 | | | | 681 | |
2.10% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/23/32 | | | USD | | | 440 | | | | 529 | | | | 7 | | | | 522 | |
2.15% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/23/32 | | | USD | | | 435 | | | | (1,735 | ) | | | 7 | | | | (1,742 | ) |
2.18% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/23/32 | | | USD | | | 435 | | | | (2,894 | ) | | | 7 | | | | (2,901 | ) |
2.23% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/24/32 | | | USD | | | 450 | | | | (4,921 | ) | | | 7 | | | | (4,928 | ) |
2.15% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | N/A | | | | 03/25/32 | | | USD | | | 700 | | | | (2,532 | ) | | | (109 | ) | | | (2,423 | ) |
1-Day SOFR, 0.96% | | Annual | | 2.21% | | Annual | | | N/A | | | | 03/25/32 | | | USD | | | 460 | | | | 4,155 | | | | 7 | | | | 4,148 | |
| | |
SCHEDULE OF INVESTMENTS | | 46 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
Centrally Cleared Interest Rate Swaps (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid by the Fund | | Received by the Fund | | Effective Date | | | Termination Date | | | Notional Amount (000) | | | Value | | | Upfront Premium Paid (Received) | | | Unrealized Appreciation (Depreciation) | |
|
|
Rate | | Frequency | | Rate | | Frequency |
| | | | | | | | | | |
2.20% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | N/A | | | | 03/29/32 | | | USD | | | 320 | | | $ | (2,612 | ) | | $ | 5 | | | $ | (2,617 | ) |
1.61% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | N/A | | | | 03/30/32 | | | USD | | | 9,300 | | | | 672,012 | | | | 149 | | | | 671,863 | |
2.29% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | N/A | | | | 03/30/32 | | | USD | | | 170 | | | | (2,712 | ) | | | 3 | | | | (2,715 | ) |
1.66% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 04/25/22(a | ) | | | 04/26/32 | | | USD | | | 9,020 | | | | 622,202 | | | | 147 | | | | 622,055 | |
1-Day SOFR, 0.33% | | Annual | | 2.27% | | Annual | | | 06/24/22(a | ) | | | 06/24/32 | | | USD | | | 1,300 | | | | 12,881 | | | | 21 | | | | 12,860 | |
0.83% | | Semi-Annual | | 3-Month LIBOR, 0.96% | | Quarterly | | | 08/15/22(a | ) | | | 08/16/32 | | | USD | | | 870 | | | | 126,700 | | | | 5,259 | | | | 121,441 | |
3-Month LIBOR, 0.96% | | Quarterly | | 1.67% | | Semi-Annual | | | 08/06/24(a | ) | | | 08/07/34 | | | USD | | | 1,680 | | | | (101,664 | ) | | | 27 | | | | (101,691 | ) |
1-Day SOFR, 0.96% | | Annual | | 1.80% | | Annual | | | 01/15/27(a | ) | | | 01/15/37 | | | USD | | | 730 | | | | (14,485 | ) | | | 12 | | | | (14,497 | ) |
1.84% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 01/15/32(a | ) | | | 01/15/42 | | | USD | | | 220 | | | | 4,235 | | | | 232 | | | | 4,003 | |
1.83% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22(a | ) | | | 08/15/47 | | | USD | | | 1,320 | | | | 61,362 | | | | 37 | | | | 61,325 | |
1-Day SOFR, 0.33% | | Annual | | 2.05% | | Annual | | | 06/30/22(a | ) | | | 08/15/47 | | | USD | | | 1,320 | | | | (3,030 | ) | | | 37 | | | | (3,067 | ) |
1-Day SOFR, 0.33% | | Annual | | 2.13% | | Annual | | | 06/30/22(a | ) | | | 08/15/47 | | | USD | | | 1,310 | | | | 16,942 | | | | 36 | | | | 16,906 | |
1.83% | | Annual | | 1-Day SOFR, 0.33% | | Annual | | | 06/30/22(a | ) | | | 11/16/48 | | | USD | | | 1,260 | | | | 55,911 | | | | (5,847 | ) | | | 61,758 | |
3-Month LIBOR, 0.96% | | Quarterly | | 0.99% | | Semi-Annual | | | N/A | | | | 08/22/50 | | | USD | | | 155 | | | | (43,372 | ) | | | 5 | | | | (43,377 | ) |
3-Month LIBOR, 0.96% | | Quarterly | | 1.00% | | Semi-Annual | | | N/A | | | | 08/22/50 | | | USD | | | 155 | | | | (43,024 | ) | | | 5 | | | | (43,029 | ) |
3-Month LIBOR, 0.96% | | Quarterly | | 1.93% | | Semi-Annual | | | N/A | | | | 10/23/51 | | | USD | | | 2,500 | | | | (180,081 | ) | | | 78 | | | | (180,159 | ) |
1-Day SOFR, 0.96% | | Annual | | 1.39% | | Annual | | | N/A | | | | 12/15/51 | | | USD | | | 180 | | | | (23,476 | ) | | | 6 | | | | (23,482 | ) |
1.67% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 01/15/25(a | ) | | | 01/15/55 | | | USD | | | 130 | | | | 6,406 | | | | 4 | | | | 6,402 | |
1.69% | | Annual | | 1-Day SOFR, 0.96% | | Annual | | | 01/15/27(a | ) | | | 01/15/57 | | | USD | | | 90 | | | | 3,014 | | | | 3 | | | | 3,011 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,494,944 | | | $ | (2,413,546 | ) | | $ | 3,908,490 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 (Received) | | | Unrealized Appreciation (Depreciation) | | | |
| | | | | |
| | | | | | | | | | | | |
| | Adler Real Estate AG | | | 5.00 | % | | Quarterly | | Morgan Stanley & Co. International PLC | | 12/20/25 | | B | | | EUR | | | | 10 | | | $ | (69 | ) | | $ | 1,299 | | | $ | (1,368 | ) | | |
| | Virgin Media Finance PLC | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 12/20/25 | | B | | | EUR | | | | 10 | | | | 1,101 | | | | 1,005 | | | | 96 | | | |
| | Adler Real Estate AG | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 06/20/26 | | N/R | | | EUR | | | | 10 | | | | 2 | | | | 882 | | | | (880 | ) | | |
| | Adler Real Estate AG | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 06/20/26 | | N/R | | | EUR | | | | 10 | | | | 1 | | | | 990 | | | | (989 | ) | | |
| | Adler Real Estate AG | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 12/20/26 | | B | | | EUR | | | | 10 | | | | 78 | | | | — | | | | 78 | | | |
| | CMA CGM SA | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 12/20/26 | | BB- | | | EUR | | | | 30 | | | | 2,452 | | | | 1,251 | | | | 1,201 | | | |
| | Jaguar Land Rover Automotive PLC | | | 5.00 | | | Quarterly | | Bank of America N.A. | | 12/20/26 | | B+ | | | EUR | | | | 20 | | | | (245 | ) | | | (822 | ) | | | 577 | | | |
| | Jaguar Land Rover Automotive PLC | | | 5.00 | | | Quarterly | | Barclays Bank PLC | | 12/20/26 | | B+ | | | EUR | | | | 10 | | | | (125 | ) | | | 417 | | | | (542 | ) | | |
| | Jaguar Land Rover Automotive PLC | | | 5.00 | | | Quarterly | | Credit Suisse International | | 12/20/26 | | B+ | | | EUR | | | | 10 | | | | (121 | ) | | | 429 | | | | (550 | ) | | |
| | K&S AG | | | 5.00 | | | Quarterly | | JPMorgan Chase Bank N.A. | | 12/20/26 | | B+ | | | EUR | | | | 10 | | | | 1,509 | | | | 847 | | | | 662 | | | |
| | CMBX.NA.8 | | | 3.00 | | | Monthly | | Barclays Bank PLC | | 10/17/57 | | N/R | | | USD | | | | 5,000 | | | | (646,935 | ) | | | (485,247 | ) | | | (161,688 | ) | | |
| | CMBX.NA.8 | | | 3.00 | | | Monthly | | Credit Suisse International Morgan Stanley & Co. | | 10/17/57 | | N/R | | | USD | | | | 2,500 | | | | (323,468 | ) | | | (240,066 | ) | | | (83,402 | ) | | |
| | CMBX.NA.8 | | | 3.00 | | | Monthly | | International PLC | | 10/17/57 | | N/R | | | USD | | | | 4,450 | | | | (575,772 | ) | | | (565,950 | ) | | | (9,822 | ) | | |
| | CMBX.NA.9 | | | 3.00 | | | Monthly | | Credit Suisse International Morgan Stanley & Co. | | 09/17/58 | | N/R | | | USD | | | | 5,000 | | | | (507,543 | ) | | | (520,842 | ) | | | 13,299 | | | |
| | CMBX.NA.9 | | | 3.00 | | | Monthly | | International PLC | | 09/17/58 | | N/R | | | USD | | | | 1,528 | | | | (155,105 | ) | | | (166,768 | ) | | | 11,663 | | | |
| | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | $ | (2,204,240 | ) | | $ | (1,972,575 | ) | | $ | (231,665 | ) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (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. | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 | | $ | — | | | $ | 20,596,029 | | | $ | 1,042,223 | | | $ | 21,638,252 | |
Common Stocks | | | | | | | | | | | | | | | | |
Auto Components | | | 25,381 | | | | — | | | | — | | | | 25,381 | |
Construction & Engineering | | | 31,572 | | | | — | | | | — | | | | 31,572 | |
Diversified Financial Services | | | — | | | | — | | | | 5,468 | | | | 5,468 | |
Diversified Telecommunication Services | | | 4,923 | | | | — | | | | — | | | | 4,923 | |
Household Durables | | | — | | | | — | | | | — | | | | — | |
Metals & Mining | | | — | | | | 801 | | | | 416 | | | | 1,217 | |
Oil, Gas & Consumable Fuels | | | 31,311 | | | | — | | | | — | | | | 31,311 | |
Software | | | 241 | | | | — | | | | — | | | | 241 | |
Specialty Retail | | | — | | | | 217,788 | | | | — | | | | 217,788 | |
Corporate Bonds | | | | | | | | | | | | | | | | |
Advertising Agencies | | | — | | | | 237,919 | | | | — | | | | 237,919 | |
Aerospace & Defense | | | — | | | | 12,332,747 | | | | — | | | | 12,332,747 | |
Airlines | | | — | | | | 9,661,913 | | | | — | | | | 9,661,913 | |
Auto Components | | | — | | | | 6,145,959 | | | | — | | | | 6,145,959 | |
Automobiles | | | — | | | | 9,718,138 | | | | — | | | | 9,718,138 | |
Banks | | | — | | | | 7,706,797 | | | | — | | | | 7,706,797 | |
Beverages | | | — | | | | 7,511,333 | | | | — | | | | 7,511,333 | |
Biotechnology | | | — | | | | 103,591 | | | | — | | | | 103,591 | |
Building Materials | | | — | | | | 3,484,467 | | | | — | | | | 3,484,467 | |
Building Products | | | — | | | | 3,579,715 | | | | — | | | | 3,579,715 | |
Capital Markets | | | — | | | | 5,349,793 | | | | — | | | | 5,349,793 | |
Chemicals | | | — | | | | 9,317,129 | | | | — | | | | 9,317,129 | |
Commercial Services & Supplies | | | — | | | | 4,307,655 | | | | — | | | | 4,307,655 | |
Communications Equipment | | | — | | | | 3,249,380 | | | | — | | | | 3,249,380 | |
Construction Materials | | | — | | | | 2,316,833 | | | | — | | | | 2,316,833 | |
Consumer Discretionary | | | — | | | | 8,195,073 | | | | — | | | | 8,195,073 | |
Consumer Finance | | | — | | | | 7,168,345 | | | | — | | | | 7,168,345 | |
Containers & Packaging | | | — | | | | 1,579,251 | | | | — | | | | 1,579,251 | |
Diversified Consumer Services | | | — | | | | 7,795,690 | | | | — | | | | 7,795,690 | |
| | |
SCHEDULE OF INVESTMENTS | | 48 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | 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 Financial Services | | $ | — | | | $ | 16,314,109 | | | $ | — | | | $ | 16,314,109 | |
Diversified Telecommunication Services | | | — | | | | 16,849,854 | | | | — | | | | 16,849,854 | |
Electric Utilities | | | — | | | | 3,531,581 | | | | — | | | | 3,531,581 | |
Electrical Equipment | | | — | | | | 478,798 | | | | — | | | | 478,798 | |
Electronic Equipment, Instruments & Components | | | — | | | | 2,239,483 | | | | — | | | | 2,239,483 | |
Energy Equipment & Services | | | — | | | | 1,922,287 | | | | — | | | | 1,922,287 | |
Environmental, Maintenance & Security Service | | | — | | | | 3,171,665 | | | | — | | | | 3,171,665 | |
Equity Real Estate Investment Trusts (REITs) | | | — | | | | 9,058,734 | | | | — | | | | 9,058,734 | |
Food & Staples Retailing | | | — | | | | 5,523,784 | | | | — | | | | 5,523,784 | |
Food Products | | | — | | | | 2,877,156 | | | | — | | | | 2,877,156 | |
Gas Utilities | | | — | | | | 85,313 | | | | — | | | | 85,313 | |
Health Care Equipment & Supplies | | | — | | | | 3,333,013 | | | | — | | | | 3,333,013 | |
Health Care Providers & Services | | | — | | | | 22,888,112 | | | | — | | | | 22,888,112 | |
Health Care Technology | | | — | | | | 4,046,262 | | | | — | | | | 4,046,262 | |
Hotels, Restaurants & Leisure | | | 16,776 | | | | 24,086,243 | | | | — | | | | 24,103,019 | |
Household Durables | | | — | | | | 3,426,230 | | | | — | | | | 3,426,230 | |
Household Products | | | — | | | | 115,830 | | | | — | | | | 115,830 | |
Independent Power and Renewable Electricity Producers | | | — | | | | 6,661,168 | | | | — | | | | 6,661,168 | |
Industrial Conglomerates | | | — | | | | 61,800 | | | | — | | | | 61,800 | |
Insurance | | | — | | | | 12,271,986 | | | | — | | | | 12,271,986 | |
Interactive Media & Services | | | — | | | | 1,975,288 | | | | — | | | | 1,975,288 | |
Internet & Direct Marketing Retail | | | — | | | | 124,271 | | | | — | | | | 124,271 | |
Internet Software & Services | | | — | | | | 5,686,934 | | | | — | | | | 5,686,934 | |
IT Services | | | — | | | | 5,607,005 | | | | — | | | | 5,607,005 | |
Leisure Products | | | — | | | | 963,821 | | | | — | | | | 963,821 | |
Machinery | | | — | | | | 3,647,208 | | | | — | | | | 3,647,208 | |
Media | | | — | | | | 51,449,355 | | | | — | | | | 51,449,355 | |
Metals & Mining | | | — | | | | 7,856,695 | | | | — | | | | 7,856,695 | |
Multiline Retail | | | — | | | | 1,049,030 | | | | — | | | | 1,049,030 | |
Offshore Drilling & Other Services | | | — | | | | 361,536 | | | | — | | | | 361,536 | |
Oil, Gas & Consumable Fuels | | | 190,627 | | | | 51,094,389 | | | | 1,212,808 | | | | 52,497,824 | |
Personal Products | | | — | | | | 247,412 | | | | — | | | | 247,412 | |
Pharmaceuticals | | | — | | | | 11,829,605 | | | | — | | | | 11,829,605 | |
Real Estate Management & Development | | | — | | | | 8,496,518 | | | | — | | | | 8,496,518 | |
Road & Rail | | | — | | | | 2,023,859 | | | | — | | | | 2,023,859 | |
Semiconductors & Semiconductor Equipment | | | — | | | | 6,200,239 | | | | — | | | | 6,200,239 | |
Software | | | — | | | | 9,484,986 | | | | — | | | | 9,484,986 | |
Specialty Retail | | | — | | | | 3,434,766 | | | | — | | | | 3,434,766 | |
Technology Hardware, Storage & Peripherals | | | — | | | | 336,260 | | | | — | | | | 336,260 | |
Textiles, Apparel & Luxury Goods | | | — | | | | 774,038 | | | | — | | | | 774,038 | |
Thrifts & Mortgage Finance | | | — | | | | 923,559 | | | | — | | | | 923,559 | |
Transportation | | | — | | | | 107,598 | | | | — | | | | 107,598 | |
Transportation Infrastructure | | | — | | | | 1,255,784 | | | | — | | | | 1,255,784 | |
Utilities | | | — | | | | 3,017,051 | | | | — | | | | 3,017,051 | |
Wireless Telecommunication Services | | | — | | | | 12,167,389 | | | | — | | | | 12,167,389 | |
Floating Rate Loan Interests | | | — | | | | 273,914,144 | | | | 14,097,327 | | | | 288,011,471 | |
Foreign Agency Obligations | | | — | | | | 15,449,238 | | | | — | | | | 15,449,238 | |
Investment Companies | | | 2,623,307 | | | | — | | | | — | | | | 2,623,307 | |
Non-Agency Mortgage-Backed Securities | | | — | | | | 8,025,878 | | | | — | | | | 8,025,878 | |
Other Interests | | | — | | | | — | | | | — | | | | — | |
Preferred Securities | | | | | | | | | | | | | | | | |
Capital Trusts | | | — | | | | 28,316,147 | | | | — | | | | 28,316,147 | |
Preferred Stocks | | | 9,756,103 | | | | — | | | | — | | | | 9,756,103 | |
U.S. Government Sponsored Agency Securities | | | — | | | | 27,955,954 | | | | — | | | | 27,955,954 | |
U.S. Treasury Obligations | | | — | | | | 31,897,963 | | | | — | | | | 31,897,963 | |
Warrants | | | 4,964 | | | | — | | | | — | | | | 4,964 | |
Short-Term Securities | | | | | | | | | | | | | | | | |
Money Market Funds | | | 5,378,843 | | | | — | | | | — | | | | 5,378,843 | |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued) (continued)
| | | | | | | | | | | | | | | | |
| | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| | | | |
Options Purchased | | | | | | | | | | | | | | | | |
Interest Rate Contracts | | $ | 9,156 | | | $ | 1,737,492 | | | $ | — | | | $ | 1,746,648 | |
Liabilities | | | | | | | | | | | | | | | | |
Unfunded Floating Rate Loan Interests(a) | | | — | | | | (9,835 | ) | | | — | | | | (9,835 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | $ | 18,073,204 | | | $ | 846,921,331 | | | $ | 16,358,242 | | | | 881,352,777 | |
| | | | | | | | | | | | | | | | |
Investments Valued at NAV(b) | | | | | | | | | | | | | | | 1,416 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | | | | | | | $ | 881,354,193 | |
| | | | | | | | | | | | | | | | |
Derivative Financial Instruments(c) | | | | | | | | | | | | | | | | |
Assets | | | | | | | | | | | | | | | | |
Credit Contracts | | $ | — | | | $ | 27,576 | | | $ | — | | | $ | 27,576 | |
Foreign Currency Exchange Contracts | | | — | | | | 5,923 | | | | — | | | | 5,923 | |
Interest Rate Contracts | | | 1,849,445 | | | | 9,960,850 | | | | — | | | | 11,810,295 | |
Liabilities | | | | | | | | | | | | | | | | |
Credit Contracts | | | — | | | | (330,541 | ) | | | — | | | | (330,541 | ) |
Foreign Currency Exchange Contracts | | | — | | | | (118,106 | ) | | | — | | | | (118,106 | ) |
Interest Rate Contracts | | | (246,094 | ) | | | (10,943,642 | ) | | | — | | | | (11,189,736 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| | $ | 1,603,351 | | | $ | (1,397,940 | ) | | $ | — | | | $ | 205,411 | |
| | | | | | | | | | | | | | | | |
| (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 reporting purposes. As of period end, reverse repurchase agreements of $328,959,551 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 Interests | | | Other Interests | | | Unfunded Floating Rate Loan Interests | | | Total | |
| |
| | | | | | | |
Assets | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Opening balance, as of December 31, 2021 | | $ | 1,084,298 | | | $ | 5,841 | | | $ | 1,347,279 | | | $ | 6,516,371 | | | $ | — | (a) | | $ | (127 | ) | | $ | 8,953,662 | |
Transfers into Level 3(b) | | | — | | | | — | | | | — | | | | 9,800,114 | | | | — | | | | — | | | | 9,800,114 | |
Transfers out of Level 3(c) | | | — | | | | — | | | | — | | | | (3,077,731 | ) | | | — | | | | 127 | | | | (3,077,604 | ) |
Accrued discounts/premiums | | | (22,390 | ) | | | — | | | | — | | | | 2,786 | | | | — | | | | — | | | | (19,604 | ) |
Net realized gain (loss) | | | — | | | | — | | | | — | | | | (692 | ) | | | — | | | | — | | | | (692 | ) |
Net change in unrealized appreciation (depreciation)(d) | | | (19,685 | ) | | | 43 | | | | (115,851 | ) | | | (130,851 | ) | | | — | | | | — | | | | (266,344 | ) |
Purchases | | | — | | | | — | | | | — | | | | 1,210,453 | | | | — | | | | — | | | | 1,210,453 | |
Sales | | | — | | | | — | | | | (18,620 | ) | | | (223,123 | ) | | | — | | | | — | | | | (241,743 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Closing balance, as of March 31, 2022 | | $ | 1,042,223 | | | $ | 5,884 | | | $ | 1,212,808 | | | $ | 14,097,327 | | | $ | — | (a) | | $ | — | (a) | | $ | 16,358,242 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2022(d) | | $ | (19,685 | ) | | $ | 43 | | | $ | (115,852 | ) | | $ | (129,150 | ) | | $ | — | | | $ | — | | | $ | (264,644 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | Rounds to less than $1. | |
| (b) | As of December 31, 2021, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2022, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the fair value hierarchy. | |
| (c) | As of December 31, 2021, the Fund used significant unobservable inputs in determining the value of certain investments. As of March 31, 2022, the Fund used observable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the fair value hierarchy. | |
| (d) | Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2022 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.
| | |
SCHEDULE OF INVESTMENTS | | 50 |
| | |
Schedule of Investments (unaudited) (continued) March 31, 2022 | | BlackRock Limited Duration Income Trust (BLW) |
| | |
Currency Abbreviation |
| |
EUR | | Euro |
| |
GBP | | British Pound |
| |
USD | | United States Dollar |
| | |
Portfolio Abbreviation |
| |
ABS | | Asset-Backed Security |
| |
CDI | | CREST Depository Interest |
| |
CLO | | Collateralized Loan Obligation |
| |
CMT | | Constant Maturity Treasury |
| |
DAC | | Designated Activity Company |
| |
DIP | | Debtor-In-Possession |
| |
ETF | | Exchange-Traded Fund |
| |
EURIBOR | | Euro Interbank Offered Rate |
| |
LIBOR | | London Interbank Offered Rate |
| |
PCL | | Public Company Limited |
| |
PIK | | Payment-in-Kind |
| |
PJSC | | Public Joint Stock Company |
| |
REIT | | Real Estate Investment Trust |
| |
SAB | | Special Assessment Bonds |
| |
SOFR | | Secured Overnight Financing Rate |
| |
SONIA | | Sterling Overnight Interbank Average Rate |