Schedule of Investments (unaudited) September 30, 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%), 4.81%, 04/20/34(a)(b) | USD | 1,000 | $ | 897,015 | ||||||||
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 5.73%, 10/21/28(a)(b) | 1,000 | 905,049 | ||||||||||
ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 8.51%, 10/15/29(a)(b) | 285 | 236,756 | ||||||||||
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 8.29%, 01/28/31(a)(b) | 850 | 698,815 | ||||||||||
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 5.39%, 01/28/31(a)(b) | 250 | 223,814 | ||||||||||
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 6.29%, 01/28/31(a)(b) | 1,000 | 902,721 | ||||||||||
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 3.38%, 06/25/36(a) | 4,297 | 2,890,535 | ||||||||||
Bain Capital Credit CLO Ltd.(a)(b) Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 6.04%, 07/19/34 | 300 | 263,167 | ||||||||||
Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 5.88%, 07/24/34 | 250 | 220,013 | ||||||||||
Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 4.56%, 07/15/34(a)(b) | 250 | 224,481 | ||||||||||
CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 8.51%, 07/16/31(a)(b) | 500 | 407,401 | ||||||||||
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 04/20/32(a)(b) | 250 | 231,214 | ||||||||||
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 9.15%, 07/20/32(a)(b) | 500 | 432,011 | ||||||||||
Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34(a)(b) | 250 | 234,025 | ||||||||||
Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3 mo. LIBOR US + 1.60%), 4.11%, 07/15/33(a)(b) | 500 | 468,561 | ||||||||||
CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 5.57%, 04/27/31(a)(b) | 250 | 222,795 | ||||||||||
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36(c) | 349 | 230,112 | ||||||||||
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 5.66%, 10/20/30(a)(b) | 250 | 224,035 | ||||||||||
Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 3.22%, 06/25/37(a) | 549 | 498,662 | ||||||||||
Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30(b) | 245 | 230,808 | ||||||||||
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 5.39%, 04/18/31(a)(b) | 250 | 220,639 | ||||||||||
Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 9.98%, 04/20/32(a)(b) | 250 | 210,427 | ||||||||||
Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), 9.51%, 04/20/34(a)(b) | 250 | 225,865 | ||||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%), 4.21%, 04/15/33(a)(b) | 500 | 476,741 | ||||||||||
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 10/20/34(a)(b) | 436 | 391,544 | ||||||||||
Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.31%, 10/20/29(a)(b) | 250 | 226,177 |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities (continued) | ||||||||||||
Generate CLO 4 Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 9.46%, 04/20/32(a)(b) | USD | 1,000 | $ | 885,225 | ||||||||
Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 6.26%, 01/22/35(a)(b) | 750 | 659,037 | ||||||||||
Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 9.27%, 07/20/34(a)(b) | 250 | 222,967 | ||||||||||
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 8.96%, 04/15/33(a)(b) | 250 | 223,827 | ||||||||||
Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 4.31%, 07/15/34(a)(b) | 250 | 238,480 | ||||||||||
Madison Park Funding XXIX Ltd., Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 8.44%, 10/18/30(a)(b) | 250 | 213,928 | ||||||||||
Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34(a)(b) | 250 | 234,520 | ||||||||||
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3 mo. LIBOR US + 6.50%), 9.01%, 07/15/34(a)(b) | 790 | 671,085 | ||||||||||
Neuberger Berman Loan Advisers CLO 32 Ltd., | 425 | 363,852 | ||||||||||
Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 5.56%, 07/15/34(a)(b) | 250 | 219,931 | ||||||||||
Octagon Investment Partners 31 Ltd., Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 9.01%, 07/20/30(a)(b) | 500 | 426,560 | ||||||||||
Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3 mo. LIBOR US + 1.40%), 4.18%, 01/25/31(a)(b) | 250 | 235,654 | ||||||||||
OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 4.43%, 10/25/34(a)(b) | 250 | 236,440 | ||||||||||
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 5.89%, 10/17/29(a)(b) | 250 | 227,111 | ||||||||||
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 8.25%, 01/20/31(a)(b) | 250 | 199,014 | ||||||||||
Rad CLO Ltd., 0.00%, 10/20/35(a)(b) | 250 | 245,000 | ||||||||||
Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 5.81%, 01/20/35(a)(b) | 250 | 219,689 | ||||||||||
Regional Management Issuance, 3.88%, 10/17/33(b)(d) | 980 | 882,000 | ||||||||||
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 5.36%, 10/15/29(a)(b) | 500 | 463,758 | ||||||||||
Sterling COOFS Trust(b)(d) | 719 | 7,190 | ||||||||||
Series 2004-2, Class Note, 2.08%, 03/30/30 | 1,088 | 10,884 | ||||||||||
TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 5.81%, 04/26/28(a)(b) | 500 | 478,091 | ||||||||||
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 9.56%, 04/15/33(a)(b) | 250 | 227,603 | ||||||||||
Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 6.03%, 10/25/34(a)(b) | 500 | 462,218 | ||||||||||
Unique Pub Finance Co. PLC(e) | GBP | 37 | 40,925 | |||||||||
Series N, 6.46%, 03/30/32 | 50 | 62,737 |
1 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Asset-Backed Securities (continued) |
| |||||||||||
Voya CLO Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 4.39%, 10/17/32(a)(b) | USD | 500 | $ | 467,663 | ||||||||
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 6.13%, 10/24/34(a)(b) | 500 | 450,717 | ||||||||||
Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 5.86%, 10/15/34(a)(b) | 250 | 231,243 | ||||||||||
|
| |||||||||||
Total Asset-Backed Securities — 4.7% | 21,900,732 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Common Stocks |
| |||||||||||
Construction & Engineering — 0.0% | ||||||||||||
McDermott International Ltd.(f) | 47,837 | 21,527 | ||||||||||
|
| |||||||||||
Diversified Financial Services — 0.0% | ||||||||||||
Kcad Holdings I Ltd.(d) | 546,753,936 | 5,467 | ||||||||||
|
| |||||||||||
Household Durables — 0.0% | ||||||||||||
Berkline Benchcraft Equity LLC(d) | 3,155 | — | ||||||||||
|
| |||||||||||
Metals & Mining — 0.0% | ||||||||||||
Ameriforge Group, Inc | 801 | 401 | ||||||||||
Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $100,687)(d)(g) | 5,738 | 350 | ||||||||||
|
| |||||||||||
751 | ||||||||||||
Software — 0.0% | ||||||||||||
Avaya Holdings Corp.(f) | 19 | 30 | ||||||||||
|
| |||||||||||
Specialty Retail — 0.0% | ||||||||||||
NMG Parent LLC | 1,330 | 224,992 | ||||||||||
|
| |||||||||||
Total Common Stocks — 0.0% (Cost: $6,923,500) | 252,767 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Corporate Bonds |
| |||||||||||
Advertising Agencies — 0.0% | ||||||||||||
Interpublic Group of Cos., Inc., 5.40%, 10/01/48 | USD | 200 | 174,690 | |||||||||
|
| |||||||||||
Aerospace & Defense — 2.7% | ||||||||||||
Amsted Industries, Inc., 5.63%, 07/01/27(b) | 156 | 143,520 | ||||||||||
Boeing Co., 3.20%, 03/01/29 | 500 | �� | 417,475 | |||||||||
Bombardier, Inc. (b) 7.50%, 03/15/25 | 39 | 37,923 | ||||||||||
7.13%, 06/15/26 | 715 | 655,777 | ||||||||||
7.88%, 04/15/27 | 605 | 556,600 | ||||||||||
6.00%, 02/15/28 | 539 | 450,967 | ||||||||||
7.45%, 05/01/34 | 100 | 93,272 | ||||||||||
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b) | 423 | 327,914 | ||||||||||
Howmet Aerospace, Inc., 5.13%, 10/01/24 | 5 | 4,887 | ||||||||||
Northrop Grumman Corp., 3.85%, 04/15/45 | 600 | 456,949 | ||||||||||
Rolls-Royce PLC, 5.75%, 10/15/27(b) | 1,018 | 884,387 | ||||||||||
Spirit AeroSystems, Inc.(b) 5.50%, 01/15/25 | 181 | 171,045 | ||||||||||
7.50%, 04/15/25 | 32 | 30,151 |
Security | Par (000) | Value | ||||||||||
Aerospace & Defense (continued) |
| |||||||||||
TransDigm, Inc. 8.00%, 12/15/25(b) | USD | 815 | $ | 826,581 | ||||||||
6.25%, 03/15/26(b) | 6,141 | 5,956,770 | ||||||||||
6.38%, 06/15/26 | 46 | 43,459 | ||||||||||
7.50%, 03/15/27 | 105 | 99,960 | ||||||||||
4.63%, 01/15/29 | 457 | 367,899 | ||||||||||
4.88%, 05/01/29 | 300 | 242,491 | ||||||||||
Triumph Group, Inc., 8.88%, 06/01/24(b) | 685 | 676,705 | ||||||||||
|
| |||||||||||
12,444,732 | ||||||||||||
Airlines — 2.0% | ||||||||||||
Air Canada, 3.88%, 08/15/26(b) | 464 | 398,460 | ||||||||||
Air France-KLM, 3.88%, 07/01/26(e) | EUR | 100 | 79,599 | |||||||||
Allegiant Travel Co., 7.25%, 08/15/27(b) | USD | 113 | 106,503 | |||||||||
American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24 | 622 | 614,696 | ||||||||||
American Airlines, Inc., 11.75%, 07/15/25(b) | 596 | 622,427 | ||||||||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b) | ||||||||||||
5.50%, 04/20/26 | 775 | 727,490 | ||||||||||
5.75%, 04/20/29 | 1,304 | 1,137,569 | ||||||||||
Avianca Midco 2 Ltd., 9.00%, 12/01/28(b) | 151 | 114,617 | ||||||||||
Azul Investments LLP, 5.88%, 10/26/24(e) | 200 | 145,500 | ||||||||||
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28(b) | 9 | 8,568 | ||||||||||
Deutsche Lufthansa AG, 3.50%, 07/14/29(e) | EUR | 100 | 71,772 | |||||||||
Finnair OYJ, 4.25%, 05/19/25(e) | 100 | 76,444 | ||||||||||
Gol Finance SA, 7.00%, 01/31/25(b) | USD | 200 | 92,725 | |||||||||
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b) | 249 | 219,616 | ||||||||||
International Consolidated Airlines Group SA, 2.75%, 03/25/25(e) | EUR | 100 | 81,526 | |||||||||
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b) | USD | 720 | 704,819 | |||||||||
United Airlines Pass-Through Trust Series 2015-1, Class A, 3.70%, 06/01/24 | 2,430 | 2,420,730 | ||||||||||
Series 2020-1, Class A, 5.88%, 04/15/29 | 576 | 555,073 | ||||||||||
Series 2020-1, Class B, 4.88%, 07/15/27 | 40 | 37,172 | ||||||||||
United Airlines, Inc.(b) | ||||||||||||
4.38%, 04/15/26 | 535 | 477,487 | ||||||||||
4.63%, 04/15/29 | 619 | 512,185 | ||||||||||
|
| |||||||||||
9,204,978 | ||||||||||||
Auto Components — 1.2% | ||||||||||||
Aptiv PLC, 4.40%, 10/01/46 | 240 | 175,704 | ||||||||||
Clarios Global LP, 6.75%, 05/15/25(b) | 486 | 475,906 | ||||||||||
Clarios Global LP/Clarios U.S. Finance Co.(b) 6.25%, 05/15/26 | 1,409 | 1,345,595 | ||||||||||
8.50%, 05/15/27 | 2,669 | 2,547,534 | ||||||||||
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b) | 334 | 293,927 | ||||||||||
Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29(b) | 111 | 80,037 | ||||||||||
Faurecia SE, 2.75%, 02/15/27(e) | EUR | 100 | 75,219 | |||||||||
Goodyear Tire & Rubber Co. | USD | 147 | 120,003 | |||||||||
5.63%, 04/30/33 | 109 | 87,336 | ||||||||||
ZF Finance GmbH(e) | EUR | 100 | 86,737 | |||||||||
2.00%, 05/06/27 | 100 | 75,701 | ||||||||||
|
| |||||||||||
5,363,699 |
SCHEDULE OF INVESTMENTS | 2 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Automobiles — 1.9% | ||||||||||||
Allison Transmission, Inc., 5.88%, 06/01/29(b) | USD | 276 | $ | 249,780 | ||||||||
Asbury Automotive Group, Inc. | ||||||||||||
4.50%, 03/01/28 | 129 | 109,005 | ||||||||||
4.75%, 03/01/30 | 124 | 96,842 | ||||||||||
5.00%, 02/15/32(b) | 157 | 120,899 | ||||||||||
Carvana Co.(b) | ||||||||||||
5.50%, 04/15/27 | 290 | 158,050 | ||||||||||
4.88%, 09/01/29 | 224 | 109,200 | ||||||||||
Constellation Automotive Financing PLC, 4.88%, 07/15/27(e) | GBP | 100 | 75,646 | |||||||||
Ford Motor Co. | ||||||||||||
0.00%, 03/15/26(h)(i) | USD | 406 | 371,287 | |||||||||
4.35%, 12/08/26 | 11 | 10,095 | ||||||||||
3.25%, 02/12/32 | 623 | 448,766 | ||||||||||
6.10%, 08/19/32 | 179 | 157,806 | ||||||||||
5.29%, 12/08/46 | 48 | 33,840 | ||||||||||
Ford Motor Credit Co. LLC | ||||||||||||
3.35%, 11/01/22 | 215 | 214,697 | ||||||||||
3.81%, 01/09/24 | 629 | 608,558 | ||||||||||
4.69%, 06/09/25 | 200 | 185,599 | ||||||||||
5.13%, 06/16/25 | 490 | 462,369 | ||||||||||
4.13%, 08/04/25 | 411 | 373,003 | ||||||||||
3.38%, 11/13/25 | 200 | 176,701 | ||||||||||
4.39%, 01/08/26 | 400 | 362,043 | ||||||||||
2.70%, 08/10/26 | 295 | 244,670 | ||||||||||
4.95%, 05/28/27 | 200 | 178,556 | ||||||||||
3.82%, 11/02/27 | 400 | 336,000 | ||||||||||
2.90%, 02/16/28 | 295 | 231,861 | ||||||||||
5.11%, 05/03/29 | 526 | 456,410 | ||||||||||
4.00%, 11/13/30 | 200 | 156,000 | ||||||||||
3.63%, 06/17/31 | 400 | 297,180 | ||||||||||
General Motors Financial Co., Inc., 2.70%, 08/20/27 | 1,500 | 1,270,078 | ||||||||||
Group 1 Automotive, Inc., 4.00%, 08/15/28(b) | 45 | 36,234 | ||||||||||
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28(e) | EUR | 100 | 63,463 | |||||||||
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) | USD | 122 | 99,709 | |||||||||
LCM Investments Holdings II LLC, 4.88%, 05/01/29(b) | 292 | 226,115 | ||||||||||
Lithia Motors, Inc., 3.88%, 06/01/29(b) | 131 | 105,128 | ||||||||||
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) | 178 | 122,722 | ||||||||||
Penske Automotive Group, Inc. | ||||||||||||
3.50%, 09/01/25 | 214 | 195,897 | ||||||||||
3.75%, 06/15/29 | 69 | 54,841 | ||||||||||
Renault SA, 2.38%, 05/25/26(e) | EUR | 100 | 81,700 | |||||||||
Sonic Automotive, Inc., 4.63%, 11/15/29(b) | USD | 59 | 46,315 | |||||||||
TML Holdings Pte. Ltd., 4.35%, 06/09/26(e) | 200 | 167,600 | ||||||||||
Wabash National Corp., 4.50%, 10/15/28(b) | 220 | 170,545 | ||||||||||
|
| |||||||||||
8,865,210 | ||||||||||||
Banks — 1.3% | ||||||||||||
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(e) | EUR | 100 | 78,796 | |||||||||
Banco Espirito Santo SA(e)(f)(j) | ||||||||||||
0.00%, 01/15/22(a) | 100 | 11,761 | ||||||||||
0.00%, 01/21/22 | 100 | 11,761 | ||||||||||
Bangkok Bank PCL, (5 year CMT + 4.73%), 5.00%(a)(e)(k) | USD | 201 | 177,357 | |||||||||
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%(a)(e)(k) | 200 | 191,000 | ||||||||||
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(e)(k) | 250 | 240,281 |
Security | Par (000) | Value | ||||||||||
Banks (continued) | ||||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) | USD | 200 | $ | 143,875 | ||||||||
Intesa Sanpaolo SpA(b) | ||||||||||||
5.02%, 06/26/24 | 2,442 | 2,276,954 | ||||||||||
5.71%, 01/15/26 | 200 | 181,903 | ||||||||||
Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%(a)(e)(k) | 202 | 162,610 | ||||||||||
NBK Tier 1 Ltd., 3.63%(a)(b)(k) | 279 | 237,551 | ||||||||||
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24(a)(b) | 1,500 | 1,485,250 | ||||||||||
SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%(a)(k) | 1,000 | 736,122 | ||||||||||
Wells Fargo & Co., Series BB, (5 year CMT + 3.45%), 3.90%(a)(k) | 365 | 308,653 | ||||||||||
|
| |||||||||||
6,243,874 | ||||||||||||
Beverages — 1.4% | ||||||||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46 | 800 | 695,264 | ||||||||||
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(l) | 633 | 433,746 | ||||||||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29(b) | 2,234 | 1,636,077 | ||||||||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(b) | ||||||||||||
4.75%, 07/15/27 | GBP | 100 | 72,324 | |||||||||
5.25%, 08/15/27 | USD | 252 | 157,684 | |||||||||
Ball Corp. | ||||||||||||
2.88%, 08/15/30 | 36 | 27,628 | ||||||||||
3.13%, 09/15/31 | 377 | 284,164 | ||||||||||
Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b) | 211 | 185,548 | ||||||||||
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 | 34 | 34,000 | ||||||||||
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24(b) | 794 | 754,300 | ||||||||||
OI European Group BV, 2.88%, 02/15/25(e) | EUR | 100 | 87,714 | |||||||||
Silgan Holdings, Inc., 4.13%, 02/01/28 | USD | 84 | 74,508 | |||||||||
Trivium Packaging Finance BV(b) | ||||||||||||
5.50%, 08/15/26 | 1,004 | 897,947 | ||||||||||
8.50%, 08/15/27 | 1,367 | 1,206,805 | ||||||||||
|
| |||||||||||
6,547,709 | ||||||||||||
Biotechnology — 0.0% | ||||||||||||
Cidron Aida Finco SARL, 5.00%, 04/01/28(e) | EUR | 100 | 80,247 | |||||||||
|
| |||||||||||
Building Materials(b) — 0.5% | ||||||||||||
James Hardie International Finance DAC, 5.00%, 01/15/28 | USD | 200 | 180,622 | |||||||||
Jeld-Wen, Inc., 6.25%, 05/15/25 | 146 | 137,240 | ||||||||||
Masonite International Corp. | ||||||||||||
Class C, 5.38%, 02/01/28 | 101 | 89,338 | ||||||||||
Class C, 3.50%, 02/15/30 | 214 | 163,604 | ||||||||||
New Enterprise Stone & Lime Co., Inc. | ||||||||||||
5.25%, 07/15/28 | 81 | 66,949 | ||||||||||
9.75%, 07/15/28 | 38 | 32,054 | ||||||||||
SRM Escrow Issuer LLC, 6.00%, 11/01/28 | 503 | 408,808 | ||||||||||
Standard Industries, Inc. | ||||||||||||
5.00%, 02/15/27 | 174 | 153,974 | ||||||||||
4.75%, 01/15/28 | 80 | 67,590 | ||||||||||
4.38%, 07/15/30 | 683 | 522,495 |
3 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Building Materials (continued) | ||||||||||||
Standard Industries, Inc. (continued) | ||||||||||||
3.38%, 01/15/31 | USD | 283 | $ | 199,034 | ||||||||
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29 | 235 | 206,800 | ||||||||||
|
| |||||||||||
2,228,508 | ||||||||||||
Building Products(b) — 0.8% | ||||||||||||
Advanced Drainage Systems, Inc. | ||||||||||||
5.00%, 09/30/27 | 218 | 200,482 | ||||||||||
6.38%, 06/15/30 | 499 | 483,456 | ||||||||||
Beacon Roofing Supply, Inc., 4.13%, 05/15/29 | 123 | 99,619 | ||||||||||
Camelot Return Merger Sub, Inc., 8.75%, 08/01/28 | 207 | 170,610 | ||||||||||
Foundation Building Materials, Inc., 6.00%, 03/01/29 | 111 | 81,010 | ||||||||||
GYP Holdings III Corp., 4.63%, 05/01/29 | 237 | 180,274 | ||||||||||
LBM Acquisition LLC, 6.25%, 01/15/29 | 122 | 82,655 | ||||||||||
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 | 87 | 71,989 | ||||||||||
SRS Distribution, Inc. | ||||||||||||
4.63%, 07/01/28 | 516 | 443,239 | ||||||||||
6.13%, 07/01/29 | 493 | 395,929 | ||||||||||
6.00%, 12/01/29 | 566 | 451,396 | ||||||||||
White Cap Buyer LLC, 6.88%, 10/15/28 | 1,055 | 860,838 | ||||||||||
White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26(l) | 210 | 177,912 | ||||||||||
|
| |||||||||||
3,699,409 | ||||||||||||
Capital Markets — 1.2% | ||||||||||||
AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b) | 77 | 72,380 | ||||||||||
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%(a)(k) | 2,835 | 2,082,543 | ||||||||||
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b) | 214 | 167,932 | ||||||||||
Icahn Enterprises LP/Icahn Enterprises Finance Corp. | ||||||||||||
6.25%, 05/15/26 | 394 | 368,209 | ||||||||||
5.25%, 05/15/27 | 674 | 590,094 | ||||||||||
4.38%, 02/01/29 | 295 | 237,440 | ||||||||||
Kane Bidco Ltd., 6.50%, 02/15/27(e) | GBP | 100 | 95,778 | |||||||||
NFP Corp.(b) | ||||||||||||
4.88%, 08/15/28 | USD | 595 | 507,722 | |||||||||
6.88%, 08/15/28 | 1,373 | 1,070,940 | ||||||||||
SURA Asset Management SA, 4.88%, 04/17/24(e) | 188 | 182,689 | ||||||||||
|
| |||||||||||
5,375,727 | ||||||||||||
Chemicals — 1.8% | ||||||||||||
Alpek SAB de CV, 3.25%, 02/25/31(b) | 200 | 147,350 | ||||||||||
Ashland LLC, 3.38%, 09/01/31(b) | 296 | 228,783 | ||||||||||
Avient Corp., 7.13%, 08/01/30(b) | 164 | 151,360 | ||||||||||
Axalta Coating Systems LLC, 3.38%, 02/15/29(b) | 447 | 350,426 | ||||||||||
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b) | 170 | 151,442 | ||||||||||
Braskem Idesa SAPI, 6.99%, 02/20/32(b) | 200 | 132,500 | ||||||||||
Celanese U.S. Holdings LLC, 6.17%, 07/15/27 | 275 | 260,261 | ||||||||||
Diamond BC BV, 4.63%, 10/01/29(b) | 558 | 388,268 | ||||||||||
Element Solutions, Inc., 3.88%, 09/01/28(b)(m) | 1,433 | 1,153,852 | ||||||||||
EverArc Escrow SARL, 5.00%, 10/30/29(b) | 550 | 443,985 | ||||||||||
GCP Applied Technologies, Inc., 5.50%, 04/15/26(b) | 165 | 167,269 | ||||||||||
HB Fuller Co., 4.25%, 10/15/28 | 110 | 92,554 | ||||||||||
Herens Holdco SARL, 4.75%, 05/15/28(b) | 612 | 489,600 | ||||||||||
Herens Midco SARL, 5.25%, 05/15/29(e) | EUR | 100 | 61,344 | |||||||||
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b) | USD | 368 | 305,440 |
Security | Par (000) | Value | ||||||||||
Chemicals (continued) | ||||||||||||
Ingevity Corp., 3.88%, 11/01/28(b) | USD | 84 | $ | 69,450 | ||||||||
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(l) | 259 | 204,610 | ||||||||||
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b) | 113 | 84,750 | ||||||||||
Lune Holdings SARL, 5.63%, 11/15/28(e) | EUR | 100 | 73,533 | |||||||||
Minerals Technologies, Inc., 5.00%, 07/01/28(b) | USD | 169 | 147,085 | |||||||||
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(e) | EUR | 100 | 88,695 | |||||||||
NOVA Chemicals Corp., 4.88%, 06/01/24(b) | USD | 67 | 62,955 | |||||||||
Sasol Financing USA LLC, 5.50%, 03/18/31 | 200 | 149,600 | ||||||||||
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26(b) | 239 | 184,627 | ||||||||||
Scotts Miracle-Gro Co. | ||||||||||||
4.00%, 04/01/31 | 169 | 118,976 | ||||||||||
4.38%, 02/01/32 | 27 | 19,202 | ||||||||||
WESCO Distribution, Inc.(b) | ||||||||||||
7.13%, 06/15/25 | 676 | 676,372 | ||||||||||
7.25%, 06/15/28 | 636 | 622,931 | ||||||||||
WR Grace Holdings LLC(b) | ||||||||||||
5.63%, 10/01/24 | 216 | 210,060 | ||||||||||
5.63%, 08/15/29 | 1,331 | 998,250 | ||||||||||
|
| |||||||||||
8,235,530 | ||||||||||||
Commercial Services & Supplies — 0.8% | ||||||||||||
ADT Security Corp. | ||||||||||||
4.13%, 06/15/23 | 9 | 8,917 | ||||||||||
4.13%, 08/01/29(b) | 27 | 22,410 | ||||||||||
4.88%, 07/15/32(b) | 44 | 35,484 | ||||||||||
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b) | 200 | 169,086 | ||||||||||
APX Group, Inc., 5.75%, 07/15/29(b) | 268 | 211,874 | ||||||||||
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29(b) | 36 | 29,561 | ||||||||||
Fortress Transportation & Infrastructure Investors LLC(b) | 57 | 53,546 | ||||||||||
5.50%, 05/01/28 | 310 | 247,957 | ||||||||||
Garden Spinco Corp., 8.63%, 07/20/30(b) | 199 | 205,593 | ||||||||||
Herc Holdings, Inc., 5.50%, 07/15/27(b) | 362 | 325,800 | ||||||||||
Hertz Corp.(b) | ||||||||||||
4.63%, 12/01/26 | 126 | 102,358 | ||||||||||
5.00%, 12/01/29 | 101 | 75,119 | ||||||||||
Metis Merger Sub LLC, 6.50%, 05/15/29(b) | 214 | 166,920 | ||||||||||
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) | 239 | 199,204 | ||||||||||
Prime Security Services Borrower LLC/Prime Finance, Inc.(b) 5.25%, 04/15/24 | 141 | 136,065 | ||||||||||
5.75%, 04/15/26 | 480 | 451,651 | ||||||||||
6.25%, 01/15/28 | 180 | 153,607 | ||||||||||
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25(b) | 187 | 183,441 | ||||||||||
Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b) | 653 | 539,456 | ||||||||||
United Rentals North America, Inc. 5.50%, 05/15/27 | 170 | 164,280 | ||||||||||
5.25%, 01/15/30 | 161 | 145,710 | ||||||||||
Williams Scotsman International, Inc., 4.63%, 08/15/28(b) | 243 | 212,612 | ||||||||||
|
| |||||||||||
3,840,651 | ||||||||||||
Communications Equipment — 0.5% | ||||||||||||
Avaya, Inc., 6.13%, 09/15/28(b) | 481 | 239,297 | ||||||||||
Ciena Corp., 4.00%, 01/31/30(b) | 104 | 86,840 | ||||||||||
CommScope Technologies LLC, 6.00%, 06/15/25(b) | 713 | 633,465 |
SCHEDULE OF INVESTMENTS | 4 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Communications Equipment (continued) | ||||||||||||
CommScope, Inc.(b) | USD | 132 | $ | 121,535 | ||||||||
8.25%, 03/01/27 | 86 | 71,057 | ||||||||||
7.13%, 07/01/28 | 138 | 106,524 | ||||||||||
4.75%, 09/01/29 | 416 | 339,315 | ||||||||||
Nokia OYJ, 4.38%, 06/12/27 | 149 | 134,286 | ||||||||||
Viasat, Inc.(b) 5.63%, 09/15/25 | 270 | 209,604 | ||||||||||
5.63%, 04/15/27 | 67 | 55,742 | ||||||||||
6.50%, 07/15/28 | 161 | 107,065 | ||||||||||
Viavi Solutions, Inc., 3.75%, 10/01/29(b) | 355 | 284,028 | ||||||||||
|
| |||||||||||
2,388,758 | ||||||||||||
Construction Materials(b) — 0.4% | ||||||||||||
American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/28 | 281 | 245,813 | ||||||||||
3.88%, 11/15/29 | 59 | 46,216 | ||||||||||
BCPE Empire Holdings, Inc., 7.63%, 05/01/27 | 109 | 94,515 | ||||||||||
H&E Equipment Services, Inc., 3.88%, 12/15/28 | 58 | 45,530 | ||||||||||
IAA, Inc., 5.50%, 06/15/27 | 372 | 339,450 | ||||||||||
Picasso Finance Sub, Inc., 6.13%, 06/15/25 | 403 | 394,988 | ||||||||||
Thor Industries, Inc., 4.00%, 10/15/29 | 107 | 80,416 | ||||||||||
Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26 | 672 | 403,200 | ||||||||||
Winnebago Industries, Inc., 6.25%, 07/15/28 | 76 | 70,300 | ||||||||||
|
| |||||||||||
1,720,428 | ||||||||||||
Consumer Discretionary — 1.3% | ||||||||||||
APi Group DE, Inc.(b) | 132 | 104,610 | ||||||||||
4.75%, 10/15/29 | 100 | 82,865 | ||||||||||
Carnival Corp. 10.13%, 02/01/26(e) | EUR | 100 | 96,535 | |||||||||
10.50%, 02/01/26(b) | USD | 669 | 661,915 | |||||||||
5.75%, 03/01/27(b) | 939 | 657,816 | ||||||||||
9.88%, 08/01/27(b) | 381 | 373,380 | ||||||||||
4.00%, 08/01/28(b) | 694 | 559,878 | ||||||||||
6.00%, 05/01/29(b) | 313 | 205,506 | ||||||||||
CoreLogic, Inc., 4.50%, 05/01/28(b) | 511 | 347,480 | ||||||||||
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b) | 91 | 77,926 | ||||||||||
Life Time, Inc. (b) | 258 | 234,780 | ||||||||||
8.00%, 04/15/26 | 215 | 183,825 | ||||||||||
NCL Corp. Ltd., 5.88%, 03/15/26(b) | 253 | 192,467 | ||||||||||
NCL Finance Ltd., 6.13%, 03/15/28(b) | 261 | 192,481 | ||||||||||
Nielsen Finance LLC/Nielsen Finance Co.(b) | 479 | 475,421 | ||||||||||
5.88%, 10/01/30 | 192 | 191,206 | ||||||||||
Royal Caribbean Cruises Ltd.(b) | 90 | 92,025 | ||||||||||
9.13%, 06/15/23 | 153 | 155,677 | ||||||||||
11.50%, 06/01/25 | 120 | 127,500 | ||||||||||
5.50%, 08/31/26 | 91 | 69,615 | ||||||||||
11.63%, 08/15/27 | 176 | 160,164 | ||||||||||
5.50%, 04/01/28 | 178 | 124,714 | ||||||||||
8.25%, 01/15/29(m) | 191 | 185,913 |
Security | Par (000) | Value | ||||||||||
Consumer Discretionary (continued) | ||||||||||||
Royal Caribbean Cruises Ltd.(b) (continued) | USD | 262 | $ | 258,163 | ||||||||
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b) | 183 | 142,283 | ||||||||||
|
| |||||||||||
5,954,145 | ||||||||||||
Consumer Finance — 1.2% | ||||||||||||
American Express Co., (5 year CMT + 2.85%), 3.55%(a)(k) | 735 | 566,447 | ||||||||||
Equifax, Inc., 2.60%, 12/15/25 | 59 | 53,954 | ||||||||||
HealthEquity, Inc., 4.50%, 10/01/29(b) | 636 | 537,255 | ||||||||||
MPH Acquisition Holdings LLC, 5.50%, 09/01/28(b) | 220 | 181,596 | ||||||||||
Navient Corp. | 77 | 76,701 | ||||||||||
6.13%, 03/25/24 | 86 | 83,743 | ||||||||||
5.88%, 10/25/24 | 82 | 77,700 | ||||||||||
5.50%, 03/15/29 | 278 | 211,321 | ||||||||||
OneMain Finance Corp. | 226 | 212,406 | ||||||||||
7.13%, 03/15/26 | 305 | 274,928 | ||||||||||
3.50%, 01/15/27 | 304 | 236,808 | ||||||||||
6.63%, 01/15/28 | 240 | 205,920 | ||||||||||
5.38%, 11/15/29 | 38 | 29,450 | ||||||||||
4.00%, 09/15/30 | 110 | 77,188 | ||||||||||
Sabre Global, Inc.(b) | 164 | 157,015 | ||||||||||
7.38%, 09/01/25 | 252 | 225,699 | ||||||||||
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b) | 431 | 393,018 | ||||||||||
Shift4 Payments, Inc., 0.00%, 12/15/25(h)(i) | 174 | 153,555 | ||||||||||
SLM Corp., 3.13%, 11/02/26 | 173 | 143,204 | ||||||||||
Verscend Escrow Corp., 9.75%, 08/15/26(b) | 1,817 | 1,753,405 | ||||||||||
|
| |||||||||||
5,651,313 | ||||||||||||
Containers & Packaging — 0.6% | ||||||||||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC (b) | 400 | 376,681 | ||||||||||
3.25%, 09/01/28 | 200 | 163,192 | ||||||||||
Clydesdale Acquisition Holdings, Inc.(b) 6.63%, 04/15/29 | 532 | 484,088 | ||||||||||
8.75%, 04/15/30 | 377 | 311,790 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 | 196 | 177,553 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 | 424 | 394,909 | ||||||||||
Graham Packaging Co., Inc., 7.13%, 08/15/28(b) | 60 | 48,234 | ||||||||||
Graphic Packaging International LLC(b) 4.75%, 07/15/27 | 89 | 81,483 | ||||||||||
3.50%, 03/15/28 | 17 | 14,455 | ||||||||||
3.50%, 03/01/29 | 61 | 50,180 | ||||||||||
Klabin Austria GmbH, 3.20%, 01/12/31(b) | 200 | 145,500 | ||||||||||
LABL, Inc., 5.88%, 11/01/28(b) | 261 | 211,384 | ||||||||||
Sealed Air Corp.(b) | 46 | 44,390 | ||||||||||
4.00%, 12/01/27 | 73 | 63,171 | ||||||||||
Suzano Austria GmbH, 3.13%, 01/15/32 | 71 | 50,809 | ||||||||||
|
| |||||||||||
2,617,819 |
5 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Diversified Consumer Services — 1.3% | ||||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp.(b) | USD | 1,737 | $ | 1,548,101 | ||||||||
9.75%, 07/15/27 | 601 | 494,010 | ||||||||||
6.00%, 06/01/29 | 1,356 | 875,127 | ||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28(b) | 1,348 | 1,029,215 | ||||||||||
Clarivate Science Holdings Corp.(b) 3.88%, 07/01/28 | 631 | 520,449 | ||||||||||
4.88%, 07/01/29 | 434 | 339,822 | ||||||||||
Garda World Security Corp., 4.63%, 02/15/27(b) | 132 | 113,189 | ||||||||||
Graham Holdings Co., 5.75%, 06/01/26(b) | 140 | 135,757 | ||||||||||
Rekeep SpA, 7.25%, 02/01/26(e) | EUR | 100 | 85,754 | |||||||||
Service Corp. International | USD | 238 | 216,290 | |||||||||
3.38%, 08/15/30 | 263 | 205,690 | ||||||||||
4.00%, 05/15/31 | 333 | 267,795 | ||||||||||
Sotheby’s, 7.38%, 10/15/27(b) | 451 | 414,239 | ||||||||||
|
| |||||||||||
6,245,438 | ||||||||||||
Diversified Financial Services — 2.8% | ||||||||||||
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b) | 403 | 336,505 | ||||||||||
ASG Finance Designated Activity Co., | 200 | 186,500 | ||||||||||
Barclays PLC | 3,600 | 3,404,103 | ||||||||||
5.20%, 05/12/26 | 200 | 190,114 | ||||||||||
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(k) | 1,500 | 960,293 | ||||||||||
Central Garden & Pet Co. | 194 | 154,419 | ||||||||||
4.13%, 04/30/31(b) | 177 | 139,166 | ||||||||||
Citigroup, Inc.(a)(k) | ||||||||||||
(5 year CMT + 3.42%), 3.88% | 2,000 | 1,649,260 | ||||||||||
Series W, (5 year CMT + 3.60%), 4.00% | 155 | 130,588 | ||||||||||
Series Y, (5 year CMT + 3.00%), 4.15% | 490 | 389,550 | ||||||||||
Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/27(l) | 210 | 28,401 | ||||||||||
Garfunkelux Holdco 3 SA, 7.75%, 11/01/25(e) | GBP | 100 | 87,091 | |||||||||
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(l) | USD | 232 | 174,165 | |||||||||
Goldman Sachs Group, Inc., Series R, | 730 | 660,650 | ||||||||||
HSBC Holdings PLC 4.38%, 11/23/26 | 395 | 367,677 | ||||||||||
(5 year CMT + 3.22%), 4.00%(a)(k) | 290 | 232,000 | ||||||||||
(5 year USD ICE Swap + 4.37%), | 1,250 | 1,126,187 | ||||||||||
Intrum AB, 3.00%, 09/15/27(e) | EUR | 100 | 72,524 | |||||||||
ION Trading Technologies SARL, 5.75%, 05/15/28(b) | USD | 200 | 163,000 | |||||||||
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b) | 325 | 239,687 | ||||||||||
JPMorgan Chase & Co., (1 day SOFR + 2.58%), 5.72%, 09/14/33(a) | 195 | 184,401 | ||||||||||
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b) 4.25%, 02/01/27 | 170 | 136,885 | ||||||||||
4.75%, 06/15/29 | 67 | 50,160 | ||||||||||
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(k) | 450 | 403,755 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
Morgan Stanley, 4.00%, 07/23/25 | USD | 965 | $ | 934,019 | ||||||||
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b) | 300 | 175,931 | ||||||||||
OWL Rock Core Income Corp., 7.75%, 09/16/27(b) | 201 | 197,948 | ||||||||||
Spectrum Brands, Inc.(b) | 141 | 112,164 | ||||||||||
5.50%, 07/15/30 | 154 | 120,418 | ||||||||||
|
| |||||||||||
13,007,561 | ||||||||||||
Diversified Telecommunication Services — 3.2% | ||||||||||||
AT&T, Inc., 4.30%, 02/15/30 | 1,350 | 1,233,458 | ||||||||||
Consolidated Communications, Inc., | 489 | 365,528 | ||||||||||
Frontier Communications Holdings LLC, 8.75%, 05/15/30(b) | 300 | 300,192 | ||||||||||
Level 3 Financing, Inc.(b) | 88 | 73,700 | ||||||||||
4.63%, 09/15/27 | 202 | 167,171 | ||||||||||
4.25%, 07/01/28 | 785 | 612,308 | ||||||||||
3.63%, 01/15/29 | 136 | 100,693 | ||||||||||
3.75%, 07/15/29 | 380 | 278,350 | ||||||||||
Lumen Technologies, Inc. | 839 | 721,884 | ||||||||||
4.00%, 02/15/27(b) | 718 | 602,961 | ||||||||||
4.50%, 01/15/29(b) | 664 | 466,460 | ||||||||||
5.38%, 06/15/29(b) | 455 | 338,139 | ||||||||||
Series U, 7.65%, 03/15/42 | 104 | 70,383 | ||||||||||
Series W, 6.75%, 12/01/23 | 512 | 522,005 | ||||||||||
Series Y, 7.50%, 04/01/24 | 266 | 273,980 | ||||||||||
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(l) | 200 | 57,375 | ||||||||||
SoftBank Group Corp., 4.75%, 07/30/25(e) | EUR | 100 | 88,791 | |||||||||
Sprint Capital Corp. 6.88%, 11/15/28 | USD | 1,355 | 1,392,262 | |||||||||
8.75%, 03/15/32 | 870 | 1,008,113 | ||||||||||
Switch Ltd.(b) | 312 | 310,050 | ||||||||||
4.13%, 06/15/29 | 616 | 610,109 | ||||||||||
Telecom Italia Capital SA | 222 | 172,589 | ||||||||||
6.00%, 09/30/34 | 432 | 321,935 | ||||||||||
7.20%, 07/18/36 | 98 | 76,801 | ||||||||||
7.72%, 06/04/38 | 44 | 35,105 | ||||||||||
Telecom Italia SpA 4.00%, 04/11/24(e) | EUR | 150 | 141,786 | |||||||||
5.30%, 05/30/24(b) | USD | 200 | 188,838 | |||||||||
1.63%, 01/18/29(e) | EUR | 100 | 69,100 | |||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28(b) | USD | 89 | 70,307 | |||||||||
Verizon Communications, Inc. 2.36%, 03/15/32 | 169 | 129,594 | ||||||||||
3.70%, 03/22/61 | 1,000 | 678,879 | ||||||||||
Zayo Group Holdings, Inc.(b) | 3,087 | 2,477,163 | ||||||||||
6.13%, 03/01/28 | 1,772 | 1,243,194 | ||||||||||
|
| |||||||||||
15,199,203 | ||||||||||||
Electric Utilities — 0.6% | ||||||||||||
Black Hills Corp., 3.15%, 01/15/27 | 305 | 279,243 | ||||||||||
Comision Federal de Electricidad, | 200 | 195,500 |
SCHEDULE OF INVESTMENTS | 6 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Electric Utilities (continued) | ||||||||||||
Empresas Publicas de Medellin ESP, | USD | 200 | $ | 143,250 | ||||||||
Enel Finance International NV, 3.63%, 05/25/27(b) | 900 | 807,155 | ||||||||||
Exelon Corp., 3.40%, 04/15/26 | 140 | 131,782 | ||||||||||
FirstEnergy Corp. | 87 | 70,253 | ||||||||||
Series B, 2.25%, 09/01/30 | 21 | 16,156 | ||||||||||
Series C, 3.40%, 03/01/50 | 698 | 457,190 | ||||||||||
FirstEnergy Transmission LLC(b) | ||||||||||||
5.45%, 07/15/44 | 458 | 414,193 | ||||||||||
4.55%, 04/01/49 | 163 | 127,316 | ||||||||||
NextEra Energy Operating Partners LP(b) 4.25%, 07/15/24 | 170 | 162,796 | ||||||||||
4.25%, 09/15/24 | 9 | 8,595 | ||||||||||
Pike Corp., 5.50%, 09/01/28(b) | 80 | 64,800 | ||||||||||
Texas Competitive Electric Holdings, | 780 | — | ||||||||||
|
| |||||||||||
2,878,229 | ||||||||||||
Electrical Equipment(b) — 0.1% | ||||||||||||
Gates Global LLC/Gates Corp., 6.25%, 01/15/26 | 416 | 382,720 | ||||||||||
GrafTech Finance, Inc., 4.63%, 12/15/28 | 136 | 101,660 | ||||||||||
|
| |||||||||||
484,380 | ||||||||||||
Electronic Equipment, Instruments & Components — 0.4% | ||||||||||||
BWX Technologies, Inc.(b) 4.13%, 06/30/28 | 268 | 234,066 | ||||||||||
4.13%, 04/15/29 | 208 | 179,926 | ||||||||||
CDW LLC/CDW Finance Corp. 3.28%, 12/01/28 | 55 | 45,899 | ||||||||||
3.25%, 02/15/29 | 72 | 58,470 | ||||||||||
Energizer Holdings, Inc.(b) 4.75%, 06/15/28 | 140 | 110,921 | ||||||||||
4.38%, 03/31/29 | 19 | 14,094 | ||||||||||
Imola Merger Corp., 4.75%, 05/15/29(b) | 510 | 430,261 | ||||||||||
Vertiv Group Corp., 4.13%, 11/15/28(b) | 920 | 740,600 | ||||||||||
Xerox Corp., 4.80%, 03/01/35 | 2 | 1,303 | ||||||||||
|
| |||||||||||
1,815,540 | ||||||||||||
Energy Equipment & Services — 0.5% | ||||||||||||
Archrock Partners LP/Archrock Partners Finance Corp.(b) | 139 | 124,486 | ||||||||||
6.25%, 04/01/28 | 729 | 640,787 | ||||||||||
Halliburton Co., 3.80%, 11/15/25 | 3 | 2,889 | ||||||||||
Nabors Industries, Inc., 5.75%, 02/01/25 | 288 | 260,727 | ||||||||||
Petroleos Mexicanos | ||||||||||||
8.75%, 06/02/29(b) | 235 | 199,226 | ||||||||||
6.70%, 02/16/32 | 271 | 189,266 | ||||||||||
USA Compression Partners LP/USA Compression Finance Corp. | ||||||||||||
6.88%, 04/01/26 | 263 | 241,960 | ||||||||||
6.88%, 09/01/27 | 406 | 368,983 | ||||||||||
Vallourec SA, 8.50%, 06/30/26(e) | EUR | 25 | 22,844 | |||||||||
Weatherford International Ltd.(b) | ||||||||||||
11.00%, 12/01/24 | USD | 16 | 16,280 | |||||||||
6.50%, 09/15/28 | 166 | 149,400 | ||||||||||
8.63%, 04/30/30 | 208 | 181,136 | ||||||||||
|
| |||||||||||
2,397,984 |
Security | Par (000) | Value | ||||||||||
Entertainment(b) — 0.1% | ||||||||||||
AMC Entertainment Holdings, Inc., | USD | 74 | $ | 57,165 | ||||||||
Lindblad Expeditions LLC, 6.75%, 02/15/27 | 305 | 268,400 | ||||||||||
NCL Corp. Ltd., 7.75%, 02/15/29 | 109 | 82,262 | ||||||||||
|
| |||||||||||
407,827 | ||||||||||||
Environmental, Maintenance & Security Service — 0.7% | ||||||||||||
Clean Harbors, Inc.(b) | 250 | 227,887 | ||||||||||
5.13%, 07/15/29 | 129 | 118,768 | ||||||||||
Covanta Holding Corp. | 107 | 86,484 | ||||||||||
5.00%, 09/01/30 | 105 | 82,294 | ||||||||||
GFL Environmental, Inc.(b) | 86 | 80,652 | ||||||||||
3.75%, 08/01/25 | 136 | 124,440 | ||||||||||
5.13%, 12/15/26 | 501 | 466,554 | ||||||||||
4.00%, 08/01/28 | 431 | 359,230 | ||||||||||
3.50%, 09/01/28 | 198 | 166,975 | ||||||||||
4.75%, 06/15/29 | 378 | 318,465 | ||||||||||
4.38%, 08/15/29 | 317 | 264,308 | ||||||||||
Stericycle, Inc., 3.88%, 01/15/29(b) | 162 | 134,156 | ||||||||||
Tervita Corp., 11.00%, 12/01/25(b) | 114 | 122,835 | ||||||||||
Waste Pro USA, Inc., 5.50%, 02/15/26(b) | 601 | 527,997 | ||||||||||
|
| |||||||||||
3,081,045 | ||||||||||||
Equity Real Estate Investment Trusts (REITs) — 1.2% | ||||||||||||
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50 | 450 | 335,464 | ||||||||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b) | 178 | 145,947 | ||||||||||
CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28(b) | 47 | 38,658 | ||||||||||
ERP Operating LP, 3.38%, 06/01/25 | 1,015 | 965,005 | ||||||||||
Global Net Lease, Inc./Global Net Lease Operating | ||||||||||||
Partnership LP, 3.75%, 12/15/27(b) | 142 | 110,763 | ||||||||||
Iron Mountain, Inc.(b) | 172 | 142,325 | ||||||||||
5.63%, 07/15/32 | 417 | 333,600 | ||||||||||
LMIRT Capital Pte. Ltd., 7.25%, 06/19/24(e) | 229 | 160,300 | ||||||||||
MPT Operating Partnership LP/MPT Finance Corp. 5.00%, 10/15/27 | 66 | 57,041 | ||||||||||
4.63%, 08/01/29 | 433 | 348,379 | ||||||||||
3.50%, 03/15/31 | 1,400 | 974,750 | ||||||||||
RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27 | 678 | 589,860 | ||||||||||
4.50%, 02/15/29(b) | 179 | 148,520 | ||||||||||
RLJ Lodging Trust LP(b) | 135 | 115,298 | ||||||||||
4.00%, 09/15/29 | 97 | 75,987 | ||||||||||
Trust Fibra Uno, 5.25%, 01/30/26(b) | 200 | 181,037 | ||||||||||
Ventas Realty LP, 4.13%, 01/15/26 | 650 | 621,988 | ||||||||||
VICI Properties LP/VICI Note Co., Inc., | 50 | 41,945 | ||||||||||
|
| |||||||||||
5,386,867 | ||||||||||||
Food & Staples Retailing — 1.1% | ||||||||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons | ||||||||||||
LP/Albertsons LLC(b) | 582 | 511,192 | ||||||||||
7.50%, 03/15/26 | 107 | 107,638 |
7 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Food & Staples Retailing (continued) | ||||||||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons | ||||||||||||
LP/Albertsons LLC (b) (continued) 4.63%, 01/15/27 | USD | 766 | $ | 684,667 | ||||||||
5.88%, 02/15/28 | 320 | 295,200 | ||||||||||
4.88%, 02/15/30 | 214 | 181,046 | ||||||||||
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(e) | GBP | 100 | 84,022 | |||||||||
Darling Ingredients, Inc., 6.00%, 06/15/30(b) | USD | 434 | 413,034 | |||||||||
Kraft Heinz Foods Co. 6.50%, 02/09/40 | 155 | 155,758 | ||||||||||
4.88%, 10/01/49 | 397 | 327,202 | ||||||||||
5.50%, 06/01/50 | 691 | 621,609 | ||||||||||
Lamb Weston Holdings, Inc. (b) 4.88%, 05/15/28 | 257 | 233,132 | ||||||||||
4.13%, 01/31/30 | 312 | 264,027 | ||||||||||
4.38%, 01/31/32 | 216 | 178,470 | ||||||||||
Ocado Group PLC, 3.88%, 10/08/26(e) | GBP | 100 | 81,443 | |||||||||
Performance Food Group, Inc., 4.25%, 08/01/29(b) | USD | 395 | 328,877 | |||||||||
Post Holdings, Inc. (b) 5.75%, 03/01/27 | 89 | 84,889 | ||||||||||
5.50%, 12/15/29 | 261 | 225,635 | ||||||||||
4.63%, 04/15/30 | 118 | 96,908 | ||||||||||
U.S. Foods, Inc. (b) 4.75%, 02/15/29 | 335 | 286,760 | ||||||||||
4.63%, 06/01/30 | 39 | 32,273 | ||||||||||
|
| |||||||||||
5,193,782 | ||||||||||||
Food Products — 0.6% | ||||||||||||
Aramark Services, Inc. (b) 5.00%, 04/01/25 | 435 | 415,450 | ||||||||||
6.38%, 05/01/25 | 188 | 184,240 | ||||||||||
5.00%, 02/01/28 | 479 | 426,650 | ||||||||||
BRF SA, 4.88%, 01/24/30(e) | 200 | 156,975 | ||||||||||
Chobani LLC/Chobani Finance Corp., Inc. (b) 7.50%, 04/15/25 | 840 | 768,449 | ||||||||||
4.63%, 11/15/28 | 480 | 408,259 | ||||||||||
JBS USA LUX SA/JBS USA Food Co./JBS USA | ||||||||||||
Finance, Inc., 3.75%, 12/01/31(b) | 280 | 224,151 | ||||||||||
Pilgrim’s Pride Corp., 3.50%, 03/01/32(b) | 175 | 131,927 | ||||||||||
Simmons Foods, Inc./Simmons Prepared Foods, | ||||||||||||
Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b) | 284 | 232,170 | ||||||||||
|
| |||||||||||
2,948,271 | ||||||||||||
Gas Utilities — 0.0% | ||||||||||||
DCP Midstream Operating LP, 5.63%, 07/15/27 | 49 | 47,327 | ||||||||||
Rockies Express Pipeline LLC, 4.95%, 07/15/29(b) | 51 | 43,748 | ||||||||||
Suburban Propane Partners LP/Suburban Energy | ||||||||||||
Finance Corp., 5.00%, 06/01/31(b) | 91 | 74,693 | ||||||||||
|
| |||||||||||
165,768 | ||||||||||||
Health Care Equipment & Supplies(b) — 0.2% | ||||||||||||
Avantor Funding, Inc. 4.63%, 07/15/28 | 872 | 776,032 | ||||||||||
3.88%, 11/01/29 | 185 | 150,257 | ||||||||||
Embecta Corp., 6.75%, 02/15/30 | 152 | 140,329 | ||||||||||
Hologic, Inc., 3.25%, 02/15/29 | 46 | 37,618 | ||||||||||
|
| |||||||||||
1,104,236 | ||||||||||||
Health Care Providers & Services — 3.2% | ||||||||||||
180 Medical, Inc., 3.88%, 10/15/29(b) | 200 | 165,694 | ||||||||||
Acadia Healthcare Co., Inc. (b) 5.50%, 07/01/28 | 115 | 104,942 |
Security | Par (000) | Value | ||||||||||
Health Care Providers & Services (continued) | ||||||||||||
Acadia Healthcare Co., Inc.(b) (continued) 5.00%, 04/15/29 | USD | 55 | $ | 48,709 | ||||||||
AdaptHealth LLC(b) | 73 | 65,386 | ||||||||||
5.13%, 03/01/30 | 26 | 21,438 | ||||||||||
AHP Health Partners, Inc., 5.75%, 07/15/29(b) | 324 | 251,100 | ||||||||||
Cano Health LLC, 6.25%, 10/01/28(b) | 125 | 118,076 | ||||||||||
Centene Corp. | 687 | 559,369 | ||||||||||
4.63%, 12/15/29 | 1,058 | 950,719 | ||||||||||
3.00%, 10/15/30 | 652 | 516,345 | ||||||||||
2.50%, 03/01/31 | 1,077 | 811,823 | ||||||||||
2.63%, 08/01/31 | 334 | 251,727 | ||||||||||
CHS/Community Health Systems, Inc.(b) 8.00%, 03/15/26 | 98 | 84,847 | ||||||||||
5.63%, 03/15/27 | 345 | 265,546 | ||||||||||
6.00%, 01/15/29 | 474 | 348,384 | ||||||||||
5.25%, 05/15/30 | 84 | 58,485 | ||||||||||
Elevance Health, Inc., 2.75%, 10/15/42(h) | 38 | 245,659 | ||||||||||
Encompass Health Corp. | 15 | 12,847 | ||||||||||
4.75%, 02/01/30 | 510 | 419,565 | ||||||||||
4.63%, 04/01/31 | 211 | 166,744 | ||||||||||
HCA, Inc., 5.50%, 06/15/47 | 650 | 549,117 | ||||||||||
Legacy LifePoint Health LLC(b) | 190 | 179,781 | ||||||||||
4.38%, 02/15/27 | 217 | 179,314 | ||||||||||
LifePoint Health, Inc., 5.38%, 01/15/29(b) | 160 | 111,553 | ||||||||||
Medline Borrower LP(b) | 487 | 390,423 | ||||||||||
5.25%, 10/01/29 | 1,208 | 912,040 | ||||||||||
ModivCare, Inc., 5.88%, 11/15/25(b) | 61 | 56,298 | ||||||||||
Molina Healthcare, Inc.(b) | 303 | 273,457 | ||||||||||
3.88%, 11/15/30 | 226 | 189,675 | ||||||||||
3.88%, 05/15/32 | 238 | 194,952 | ||||||||||
Owens & Minor, Inc., 6.63%, 04/01/30(b) | 9 | 7,920 | ||||||||||
Prime Healthcare Services, Inc., 7.25%, 11/01/25(b) | 287 | 256,162 | ||||||||||
RegionalCare Hospital Partners Holdings, | 45 | 40,266 | ||||||||||
Surgery Center Holdings, Inc.(b) 6.75%, 07/01/25 | 611 | 564,656 | ||||||||||
10.00%, 04/15/27 | 621 | 603,916 | ||||||||||
Teleflex, Inc. 4.63%, 11/15/27 | 80 | 72,073 | ||||||||||
4.25%, 06/01/28(b) | 331 | 287,894 | ||||||||||
Tenet Healthcare Corp. | 204 | 197,264 | ||||||||||
4.63%, 09/01/24(b) | 367 | 355,197 | ||||||||||
4.88%, 01/01/26(b) | 1,618 | 1,503,559 | ||||||||||
6.25%, 02/01/27(b) | 179 | 167,034 | ||||||||||
5.13%, 11/01/27(b) | 614 | 550,934 | ||||||||||
4.63%, 06/15/28(b) | 81 | 70,791 | ||||||||||
6.13%, 10/01/28(b) | 183 | 160,324 | ||||||||||
4.25%, 06/01/29(b) | 48 | 39,756 | ||||||||||
6.13%, 06/15/30(b) | 353 | 323,348 | ||||||||||
UnitedHealth Group, Inc., 3.75%, 07/15/25 | 1,470 | 1,428,998 | ||||||||||
|
| |||||||||||
15,134,107 | ||||||||||||
Health Care Technology — 0.9% | ||||||||||||
AthenaHealth Group, Inc., 6.50%, 02/15/30(b) | 1,251 | 989,003 |
SCHEDULE OF INVESTMENTS | 8 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Health Care Technology (continued) | ||||||||||||
Catalent Pharma Solutions, Inc.(b) | USD | 365 | $ | 325,573 | ||||||||
3.13%, 02/15/29 | 157 | 121,086 | ||||||||||
3.50%, 04/01/30 | 349 | 274,565 | ||||||||||
Change Healthcare Holdings LLC/Change | ||||||||||||
Healthcare Finance, Inc., 5.75%, 03/01/25(b) | 804 | 799,132 | ||||||||||
Charles River Laboratories International, Inc.(b) 4.25%, 05/01/28 | 159 | 138,468 | ||||||||||
3.75%, 03/15/29 | 34 | 28,282 | ||||||||||
4.00%, 03/15/31 | 67 | 54,030 | ||||||||||
Chrome Bidco SASU, 3.50%, 05/31/28(e) | EUR | 100 | 77,547 | |||||||||
IQVIA, Inc.(b) | USD | 463 | 441,173 | |||||||||
5.00%, 05/15/27 | 437 | 407,503 | ||||||||||
Syneos Health, Inc., 3.63%, 01/15/29(b) | 857 | 682,412 | ||||||||||
|
| |||||||||||
4,338,774 | ||||||||||||
Hotels, Restaurants & Leisure — 3.1% | ||||||||||||
1011778 BC ULC/New Red Finance, Inc.(b) 5.75%, 04/15/25 | 207 | 205,086 | ||||||||||
3.88%, 01/15/28 | 438 | 381,152 | ||||||||||
4.38%, 01/15/28 | 134 | 116,111 | ||||||||||
4.00%, 10/15/30 | 146 | 114,987 | ||||||||||
Accor SA, 0.70%, 12/07/27(e)(h) | EUR | 31 | 11,658 | |||||||||
Airbnb, Inc., 0.00%, 03/15/26(h)(i) | USD | 307 | 254,196 | |||||||||
Boyd Gaming Corp. | 179 | 158,417 | ||||||||||
4.75%, 06/15/31(b) | 376 | 304,447 | ||||||||||
Boyne USA, Inc., 4.75%, 05/15/29(b) | 344 | 288,181 | ||||||||||
Caesars Entertainment, Inc.(b) | 1,466 | 1,412,858 | ||||||||||
8.13%, 07/01/27 | 1,508 | 1,440,268 | ||||||||||
4.63%, 10/15/29 | 624 | 476,788 | ||||||||||
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b) | 478 | 461,222 | ||||||||||
Carnival Corp., 7.63%, 03/01/26(b) | 71 | 53,960 | ||||||||||
CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b) | 668 | 583,374 | ||||||||||
Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25(b) | 296 | 284,731 | ||||||||||
Champion Path Holdings Ltd., 4.50%, 01/27/26(e) | 232 | 156,600 | ||||||||||
Churchill Downs, Inc.(b) | 675 | 624,605 | ||||||||||
4.75%, 01/15/28 | 435 | 376,308 | ||||||||||
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b) | 483 | 399,683 | ||||||||||
6.75%, 01/15/30 | 68 | 51,644 | ||||||||||
Fortune Star BVI Ltd., 6.75%, 07/02/23(e) | 200 | 126,000 | ||||||||||
Hilton Domestic Operating Co., Inc. 5.38%, 05/01/25(b) | 145 | 141,716 | ||||||||||
5.75%, 05/01/28(b) | 112 | 104,720 | ||||||||||
3.75%, 05/01/29(b) | 146 | 120,564 | ||||||||||
4.88%, 01/15/30 | 953 | 829,110 | ||||||||||
4.00%, 05/01/31(b) | 281 | 227,141 | ||||||||||
3.63%, 02/15/32(b) | 15 | 11,488 | ||||||||||
McDonald’s Corp., 3.70%, 01/30/26 | 405 | 390,439 | ||||||||||
Melco Resorts Finance Ltd., 5.25%, 04/26/26(e) | 250 | 173,000 | ||||||||||
Merlin Entertainments Ltd., 5.75%, 06/15/26(b) | 200 | 186,169 | ||||||||||
MGM China Holdings Ltd., 5.88%, 05/15/26(e) | 250 | 203,125 |
Security | Par (000) | Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
MGM Resorts International | USD | 416 | $ | 416,125 | ||||||||
5.75%, 06/15/25 | 29 | 27,714 | ||||||||||
Midwest Gaming Borrower LLC/Midwest Gaming | ||||||||||||
Finance Corp., 4.88%, 05/01/29(b) | 235 | 193,587 | ||||||||||
Premier Entertainment Sub LLC/Premier | 116 | 80,300 | ||||||||||
5.88%, 09/01/31 | 116 | 78,300 | ||||||||||
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b) | 177 | 152,225 | ||||||||||
Royal Caribbean Cruises Ltd., 5.38%, 07/15/27(b) | 206 | 151,521 | ||||||||||
Scientific Games International, Inc.(b) | 203 | 207,829 | ||||||||||
7.00%, 05/15/28 | 174 | 164,056 | ||||||||||
7.25%, 11/15/29 | 51 | 47,466 | ||||||||||
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b) | 269 | 268,887 | ||||||||||
Station Casinos LLC, 4.63%, 12/01/31(b) | 277 | 209,214 | ||||||||||
Stonegate Pub Co. Financing PLC, | GBP | 100 | 97,419 | |||||||||
Vail Resorts, Inc., 6.25%, 05/15/25(b) | USD | 154 | 151,909 | |||||||||
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b) . | 158 | 138,886 | ||||||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital | ||||||||||||
Corp., 5.25%, 05/15/27(b) | 192 | 168,998 | ||||||||||
Wynn Macau Ltd., 5.50%, 01/15/26(e) | 347 | 260,909 | ||||||||||
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b) | 239 | 233,458 | ||||||||||
5.13%, 10/01/29 | 618 | 499,468 | ||||||||||
Yum! Brands, Inc. | 196 | 171,286 | ||||||||||
3.63%, 03/15/31 | 96 | 76,723 | ||||||||||
5.38%, 04/01/32 | 38 | 33,692 | ||||||||||
5.35%, 11/01/43 | 71 | 56,378 | ||||||||||
|
| |||||||||||
14,556,098 | ||||||||||||
Household Durables — 0.5% | ||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) | 100 | 72,605 | ||||||||||
4.63%, 04/01/30 | 145 | 103,842 | ||||||||||
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b) | 208 | 153,976 | ||||||||||
4.88%, 02/15/30 | 412 | 304,989 | ||||||||||
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b) | 253 | 229,324 | ||||||||||
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b) | 219 | 210,240 | ||||||||||
Mattamy Group Corp., 4.63%, 03/01/30(b) | 199 | 151,975 | ||||||||||
Meritage Homes Corp., 5.13%, 06/06/27 | 50 | 44,311 | ||||||||||
NCR Corp.(b) | 220 | 199,318 | ||||||||||
5.00%, 10/01/28 | 110 | 86,546 | ||||||||||
5.13%, 04/15/29 | 145 | 108,753 | ||||||||||
6.13%, 09/01/29 | 92 | 79,214 | ||||||||||
SWF Escrow Issuer Corp., 6.50%, 10/01/29(b) | 330 | 195,525 | ||||||||||
Taylor Morrison Communities, Inc.(b) | 245 | 228,156 | ||||||||||
5.13%, 08/01/30 | 54 | 43,589 | ||||||||||
Tempur Sealy International, Inc.(b) | 224 | 176,518 |
9 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Household Durables (continued) | ||||||||||||
Tempur Sealy International, Inc.(b) (continued) | ||||||||||||
3.88%, 10/15/31 | USD | 180 | $ | 131,850 | ||||||||
Tri Pointe Group, Inc./Tri Pointe Homes, Inc., |
| 11 | 10,782 | |||||||||
Tri Pointe Homes, Inc., 5.25%, 06/01/27 | 15 | 12,971 | ||||||||||
|
| |||||||||||
2,544,484 | ||||||||||||
Household Products — 0.0% | ||||||||||||
Berkline Benchcraft LLC, | 200 | — | ||||||||||
Energizer Holdings, Inc., 6.50%, 12/31/27(b) | 117 | 103,860 | ||||||||||
|
| |||||||||||
103,860 | ||||||||||||
Independent Power and Renewable Electricity Producers — 0.8% | ||||||||||||
Azure Power Solar Energy Pvt Ltd., | 200 | 167,000 | ||||||||||
Calpine Corp.(b) | ||||||||||||
5.25%, 06/01/26 | 221 | 208,326 | ||||||||||
5.13%, 03/15/28 | 1,060 | 910,398 | ||||||||||
4.63%, 02/01/29 | 106 | 86,375 | ||||||||||
5.00%, 02/01/31 | 43 | 34,166 | ||||||||||
Clearway Energy Operating LLC(b) | ||||||||||||
4.75%, 03/15/28 | 336 | 299,175 | ||||||||||
3.75%, 01/15/32 | 262 | 203,110 | ||||||||||
Continuum Energy Levanter Pte. Ltd., | 211 | 171,105 | ||||||||||
Greenko Mauritius Ltd., 6.25%, 02/21/23(e) | 200 | 195,500 | ||||||||||
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(e) | 200 | 166,250 | ||||||||||
NRG Energy, Inc. | ||||||||||||
6.63%, 01/15/27 | 720 | 705,072 | ||||||||||
5.75%, 01/15/28 | 63 | 58,141 | ||||||||||
5.25%, 06/15/29(b) | 253 | 221,375 | ||||||||||
3.63%, 02/15/31(b) | 277 | 216,060 | ||||||||||
3.88%, 02/15/32(b) | 16 | 12,481 | ||||||||||
TerraForm Power Operating LLC(b) | ||||||||||||
5.00%, 01/31/28 | 96 | 84,579 | ||||||||||
4.75%, 01/15/30 | 186 | 157,873 | ||||||||||
|
| |||||||||||
3,896,986 | ||||||||||||
Industrial Conglomerates — 0.0% | ||||||||||||
OCP SA, 5.13%, 06/23/51(e) | 200 | 125,600 | ||||||||||
Resideo Funding, Inc., 4.00%, 09/01/29(b) | 59 | 47,553 | ||||||||||
|
| |||||||||||
173,153 | ||||||||||||
Insurance — 2.3% | ||||||||||||
Acrisure LLC/Acrisure Finance, Inc., | ||||||||||||
6.00%, 08/01/29(b) | 231 | 177,870 | ||||||||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b) | ||||||||||||
4.25%, 10/15/27 | 1,166 | 995,971 | ||||||||||
6.75%, 10/15/27 | 1,896 | �� | 1,633,952 | |||||||||
5.88%, 11/01/29 | 1,182 | 960,046 | ||||||||||
Allied World Assurance Co. Holdings Ltd., | 360 | 341,951 | ||||||||||
AmWINS Group, Inc., 4.88%, 06/30/29(b) | 285 | 236,568 | ||||||||||
Aon Global Ltd., 3.88%, 12/15/25 | 1,115 | 1,071,313 | ||||||||||
GTCR AP Finance, Inc., 8.00%, 05/15/27(b) | 330 | 303,582 | ||||||||||
HUB International Ltd.(b) | ||||||||||||
7.00%, 05/01/26 | 1,280 | 1,213,971 | ||||||||||
5.63%, 12/01/29 | 53 | 44,255 |
Security | Par (000) | Value | ||||||||||
Insurance (continued) | ||||||||||||
NFP Corp., 7.50%, 10/01/30(b) | USD | 105 | $ | 99,635 | ||||||||
Ryan Specialty Group LLC, 4.38%, 02/01/30(b) | 135 | 114,499 | ||||||||||
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a) | 3,500 | 3,395,000 | ||||||||||
|
| |||||||||||
10,588,613 | ||||||||||||
Interactive Media & Services — 0.3% | ||||||||||||
Arches Buyer, Inc., 4.25%, 06/01/28(b) | 110 | 85,800 | ||||||||||
Cablevision Lightpath LLC(b) | 200 | 167,295 | ||||||||||
5.63%, 09/15/28 | 400 | 320,000 | ||||||||||
Iliad SA, 2.38%, 06/17/26(e) | EUR | 100 | 86,303 | |||||||||
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. (b) | USD | 303 | 263,610 | |||||||||
6.00%, 02/15/28 | 309 | 239,524 | ||||||||||
Twitter, Inc.(b) | 295 | 276,629 | ||||||||||
5.00%, 03/01/30 | 142 | 136,080 | ||||||||||
|
| |||||||||||
1,575,241 | ||||||||||||
Internet Software & Services — 1.1% | ||||||||||||
ANGI Group LLC, 3.88%, 08/15/28(b) | 262 | 184,793 | ||||||||||
Booking Holdings, Inc., 0.75%, 05/01/25(h) | 228 | 273,896 | ||||||||||
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b) | 303 | 279,069 | ||||||||||
3.50%, 03/01/29 | 204 | 166,848 | ||||||||||
Match Group Holdings II LLC(b) | 157 | 137,179 | ||||||||||
5.63%, 02/15/29 | 177 | 161,165 | ||||||||||
4.13%, 08/01/30 | 198 | 162,608 | ||||||||||
3.63%, 10/01/31 | 207 | 156,285 | ||||||||||
NortonLifeLock, Inc., 7.13%, 09/30/30(b) | 231 | 223,426 | ||||||||||
Uber Technologies, Inc. | 667 | 665,332 | ||||||||||
0.00%, 12/15/25(h)(i) | 916 | 760,195 | ||||||||||
8.00%, 11/01/26(b) | 311 | 310,509 | ||||||||||
7.50%, 09/15/27(b) | 622 | 609,560 | ||||||||||
6.25%, 01/15/28(b) | 402 | 373,860 | ||||||||||
4.50%, 08/15/29(b) | 671 | 564,059 | ||||||||||
|
| |||||||||||
5,028,784 | ||||||||||||
IT Services — 1.3% | ||||||||||||
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) | 150 | 127,857 | ||||||||||
Block, Inc., 3.50%, 06/01/31 | 1,224 | 948,986 | ||||||||||
Booz Allen Hamilton, Inc.(b) | 272 | 233,992 | ||||||||||
4.00%, 07/01/29 | 391 | 334,524 | ||||||||||
CA Magnum Holdings, 5.38%, 10/31/26(b) | 382 | 318,970 | ||||||||||
Camelot Finance SA, 4.50%, 11/01/26(b) | 564 | 510,313 | ||||||||||
Condor Merger Sub, Inc., 7.38%, 02/15/30(b) | 786 | 642,606 | ||||||||||
Dun & Bradstreet Corp., 5.00%, 12/15/29(b) | 503 | 414,975 | ||||||||||
Fair Isaac Corp., 4.00%, 06/15/28(b) | 366 | 311,861 | ||||||||||
Gartner, Inc.(b) | 67 | 59,911 | ||||||||||
3.63%, 06/15/29 | 87 | 72,428 | ||||||||||
3.75%, 10/01/30 | 308 | 252,143 | ||||||||||
Global Payments, Inc., 4.95%, 08/15/27 | 100 | 95,274 |
SCHEDULE OF INVESTMENTS | 10 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
IT Services (continued) | ||||||||||||
International Business Machines Corp., | USD | 500 | $ | 397,296 | ||||||||
KBR, Inc., 4.75%, 09/30/28(b) | 206 | 176,970 | ||||||||||
La Financiere Atalian SASU, 5.13%, 05/15/25(e) | EUR | 100 | 92,982 | |||||||||
Science Applications International Corp., | USD | 289 | 257,110 | |||||||||
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b) | 163 | 158,834 | ||||||||||
Twilio, Inc., 3.88%, 03/15/31 | 353 | 277,095 | ||||||||||
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b) | 692 | 564,630 | ||||||||||
|
| |||||||||||
6,248,757 | ||||||||||||
Leisure Products — 0.1% | ||||||||||||
Mattel, Inc. | 74 | 62,219 | ||||||||||
6.20%, 10/01/40 | 219 | 206,143 | ||||||||||
5.45%, 11/01/41 | 278 | 232,905 | ||||||||||
|
| |||||||||||
501,267 | ||||||||||||
Machinery — 0.7% | ||||||||||||
ATS Automation Tooling Systems, Inc., | 108 | 89,549 | ||||||||||
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(l) | 240 | 225,000 | ||||||||||
Madison IAQ LLC, 5.88%, 06/30/29(b) | 647 | 450,674 | ||||||||||
Mueller Water Products, Inc., 4.00%, 06/15/29(b) | 138 | 117,439 | ||||||||||
OT Merger Corp., 7.88%, 10/15/29(b) | 115 | 77,912 | ||||||||||
Stevens Holding Co., Inc., 6.13%, 10/01/26(b) | 167 | 163,209 | ||||||||||
Terex Corp., 5.00%, 05/15/29(b) | 333 | 285,793 | ||||||||||
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b) | 852 | 673,448 | ||||||||||
TK Elevator Holdco GmbH, 7.63%, 07/15/28(b) | 400 | 335,000 | ||||||||||
TK Elevator Midco GmbH, 4.38%, 07/15/27(e) | EUR | 205 | 168,262 | |||||||||
TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b) | USD | 1,033 | 878,267 | |||||||||
|
| |||||||||||
3,464,553 | ||||||||||||
Media — 8.9% | ||||||||||||
Altice Financing SA | EUR | 100 | 73,688 | |||||||||
5.00%, 01/15/28(b) | USD | 378 | 291,166 | |||||||||
5.75%, 08/15/29(b) | 1,047 | 801,185 | ||||||||||
Altice France Holding SA, 10.50%, 05/15/27(b) | 1,193 | 934,424 | ||||||||||
AMC Networks, Inc. | 222 | 198,364 | ||||||||||
4.25%, 02/15/29 | 123 | 90,941 | ||||||||||
Block Communications, Inc., 4.88%, 03/01/28(b) | 128 | 110,720 | ||||||||||
Cable One, Inc. | 620 | 446,400 | ||||||||||
4.00%, 11/15/30(b) | 298 | 231,966 | ||||||||||
CCO Holdings LLC/CCO Holdings Capital Corp. | 565 | 509,913 | ||||||||||
5.38%, 06/01/29(b) | 731 | 639,859 | ||||||||||
6.38%, 09/01/29(b) | 734 | 673,885 | ||||||||||
4.75%, 03/01/30(b) | 287 | 232,829 | ||||||||||
4.50%, 08/15/30(b) | 996 | 787,677 | ||||||||||
4.25%, 02/01/31(b) | 764 | 586,019 | ||||||||||
4.75%, 02/01/32(b) | 562 | 437,674 | ||||||||||
4.50%, 05/01/32 | 463 | 353,116 | ||||||||||
4.50%, 06/01/33(b) | 260 | 192,080 |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
CCO Holdings LLC/CCO Holdings Capital Corp. (continued) | USD | 991 | $ | 709,338 | ||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital | 2,425 | 2,364,761 | ||||||||||
5.38%, 05/01/47 | 425 | 328,751 | ||||||||||
Clear Channel International BV, 6.63%, 08/01/25(b) | 384 | 356,816 | ||||||||||
Clear Channel Outdoor Holdings, Inc.(b) | 1,676 | 1,415,780 | ||||||||||
7.75%, 04/15/28 | 956 | 721,780 | ||||||||||
7.50%, 06/01/29 | 803 | 582,175 | ||||||||||
CMG Media Corp., 8.88%, 12/15/27(b) | 617 | 471,366 | ||||||||||
Comcast Corp., 3.95%, 10/15/25 | 3,000 | 2,914,377 | ||||||||||
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b) | 1,866 | 1,631,914 | ||||||||||
CSC Holdings LLC | 123 | 113,775 | ||||||||||
6.50%, 02/01/29(b) | 865 | 763,363 | ||||||||||
5.75%, 01/15/30(b) | 660 | 469,105 | ||||||||||
4.13%, 12/01/30(b) | 626 | 467,747 | ||||||||||
3.38%, 02/15/31(b) | 257 | 181,185 | ||||||||||
4.50%, 11/15/31(b) | 488 | 366,576 | ||||||||||
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27(b) | 459 | 395,709 | ||||||||||
Discovery Communications LLC | 1,490 | 1,476,759 | ||||||||||
3.45%, 03/15/25 | 170 | 161,193 | ||||||||||
DISH DBS Corp. | 601 | 461,009 | ||||||||||
5.25%, 12/01/26(b) | 1,146 | 938,857 | ||||||||||
5.75%, 12/01/28(b) | 893 | 674,876 | ||||||||||
Frontier Communications Holdings LLC (b) | 267 | 239,293 | ||||||||||
5.00%, 05/01/28 | 598 | 513,204 | ||||||||||
6.75%, 05/01/29 | 573 | 472,725 | ||||||||||
6.00%, 01/15/30 | 266 | 208,976 | ||||||||||
GCI LLC, 4.75%, 10/15/28(b) | 198 | 164,391 | ||||||||||
iHeartCommunications, Inc. | 264 | 245,082 | ||||||||||
5.25%, 08/15/27(b) | 122 | 104,218 | ||||||||||
4.75%, 01/15/28(b) | 78 | 65,013 | ||||||||||
Iliad Holding SASU (b) | 686 | 599,838 | ||||||||||
7.00%, 10/15/28 | 498 | 426,647 | ||||||||||
Kaixo Bondco Telecom SA, 5.13%, 09/30/29(e) | EUR | 100 | 76,596 | |||||||||
Lamar Media Corp. | USD | 39 | 34,067 | |||||||||
4.00%, 02/15/30 | 126 | 105,573 | ||||||||||
LCPR Senior Secured Financing DAC(b) | 360 | 298,800 | ||||||||||
5.13%, 07/15/29 | 768 | 578,355 | ||||||||||
Liberty Broadband Corp.(b)(h) | 413 | 390,285 | ||||||||||
2.75%, 09/30/50 | 478 | 458,270 | ||||||||||
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(l) | 359 | 139,646 | ||||||||||
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b) . | 748 | 557,260 |
11 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b) | USD | 200 | $ | 158,000 | ||||||||
Live Nation Entertainment, Inc.(b) | 31 | 29,988 | ||||||||||
6.50%, 05/15/27 | 1,285 | 1,236,491 | ||||||||||
4.75%, 10/15/27 | 186 | 161,482 | ||||||||||
3.75%, 01/15/28 | 196 | 166,110 | ||||||||||
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) | 177 | 157,699 | ||||||||||
Network i2i Ltd., (5 year CMT + 4.27%), | 300 | 275,681 | ||||||||||
Outfront Media Capital LLC/Outfront Media Capital Corp.(b) | 412 | 359,903 | ||||||||||
4.25%, 01/15/29 | 144 | 113,112 | ||||||||||
4.63%, 03/15/30 | 15 | 11,687 | ||||||||||
Radiate Holdco LLC/Radiate Finance, Inc.(b) 4.50%, 09/15/26 | 1,150 | 943,265 | ||||||||||
6.50%, 09/15/28 | 2,120 | 1,478,700 | ||||||||||
Sable International Finance Ltd. | 245 | 214,069 | ||||||||||
5.75%, 09/07/27(b) | 200 | 174,750 | ||||||||||
Scripps Escrow II, Inc., 3.88%, 01/15/29(b) | 17 | 13,552 | ||||||||||
Sinclair Television Group, Inc., 4.13%, 12/01/30(b) | 495 | 372,488 | ||||||||||
Sirius XM Radio, Inc.(b) | 491 | 431,208 | ||||||||||
5.00%, 08/01/27 | 346 | 317,455 | ||||||||||
4.00%, 07/15/28 | 347 | 295,151 | ||||||||||
5.50%, 07/01/29 | 722 | 649,426 | ||||||||||
4.13%, 07/01/30 | 36 | 29,262 | ||||||||||
3.88%, 09/01/31 | 445 | 345,071 | ||||||||||
Stagwell Global LLC, 5.63%, 08/15/29(b) | 101 | 83,080 | ||||||||||
Summer BC Holdco B SARL, 5.75%, 10/31/26(e) | EUR | 100 | 83,324 | |||||||||
Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28(b) | USD | 200 | 173,454 | |||||||||
Univision Communications, Inc.(b) | 133 | 126,266 | ||||||||||
6.63%, 06/01/27 | 234 | 220,829 | ||||||||||
7.38%, 06/30/30 | 209 | 199,448 | ||||||||||
UPC Broadband Finco BV, 4.88%, 07/15/31(b) | 449 | 348,437 | ||||||||||
Videotron Ltd., 3.63%, 06/15/29(b) | 262 | 212,217 | ||||||||||
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28(b) | 754 | 609,798 | ||||||||||
VZ Secured Financing BV, 3.50%, 01/15/32(e) | EUR | 100 | 70,074 | |||||||||
WMG Acquisition Corp., 3.88%, 07/15/30(b) | USD | 136 | 111,420 | |||||||||
Ziggo Bond Co. BV(b) | 199 | 166,165 | ||||||||||
5.13%, 02/28/30 | 225 | 160,875 | ||||||||||
Ziggo BV, 4.88%, 01/15/30(b) | 200 | 158,000 | ||||||||||
|
| |||||||||||
41,895,294 | ||||||||||||
Metals & Mining — 1.7% | ||||||||||||
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24(e) | 250 | 246,563 | ||||||||||
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 | 200 | 155,475 | ||||||||||
Arconic Corp.(b) | 332 | 319,572 | ||||||||||
6.13%, 02/15/28 | 378 | 333,899 | ||||||||||
ATI, Inc. | 101 | 83,857 | ||||||||||
5.13%, 10/01/31 | 273 | 223,022 |
Security | Par (000) | Value | ||||||||||
Metals & Mining (continued) | ||||||||||||
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b) | USD | 922 | $ | 848,590 | ||||||||
Carpenter Technology Corp. | 44 | 40,806 | ||||||||||
7.63%, 03/15/30 | 303 | 291,728 | ||||||||||
Commercial Metals Co. | 70 | 57,471 | ||||||||||
4.38%, 03/15/32 | 75 | 59,250 | ||||||||||
Constellium SE(b) | 588 | 539,490 | ||||||||||
5.63%, 06/15/28 | 500 | 410,077 | ||||||||||
3.75%, 04/15/29 | 756 | 551,941 | ||||||||||
FMG Resources August Pty. Ltd., 6.13%, 04/15/32(b) | 405 | 347,996 | ||||||||||
JSW Steel Ltd., 5.95%, 04/18/24(e) | 200 | 190,750 | ||||||||||
Kaiser Aluminum Corp.(b) | 191 | 155,841 | ||||||||||
4.50%, 06/01/31 | 347 | 253,914 | ||||||||||
Mineral Resources Ltd., 8.50%, 05/01/30(b) | 128 | 123,699 | ||||||||||
New Gold, Inc., 7.50%, 07/15/27(b) | 545 | 430,550 | ||||||||||
Novelis Corp.(b) | 650 | 542,574 | ||||||||||
4.75%, 01/30/30 | 951 | 779,820 | ||||||||||
3.88%, 08/15/31 | 571 | 425,920 | ||||||||||
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(e) | EUR | 200 | 153,917 | |||||||||
Roller Bearing Co. of America, Inc., | USD | 122 | 102,906 | |||||||||
thyssenkrupp AG, 2.88%, 02/22/24(e) | EUR | 84 | 77,220 | |||||||||
U.S. Steel Corp., 6.88%, 03/01/29 | USD | 246 | 223,577 | |||||||||
Vedanta Resources Finance II PLC, 13.88%, 01/21/24(e) | 200 | 166,413 | ||||||||||
|
| |||||||||||
8,136,838 | ||||||||||||
Multiline Retail — 0.1% | ||||||||||||
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b) | 396 | 363,865 | ||||||||||
|
| |||||||||||
Offshore Drilling & Other Services — 0.1% | ||||||||||||
Applied Materials, Inc., 3.90%, 10/01/25 | 285 | 279,028 | ||||||||||
Entegris, Inc.(b) | 246 | 208,564 | ||||||||||
3.63%, 05/01/29 | 112 | 88,632 | ||||||||||
|
| |||||||||||
576,224 | ||||||||||||
Oil, Gas & Consumable Fuels — 8.6% | ||||||||||||
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b) | 728 | 703,496 | ||||||||||
Antero Midstream Partners LP/Antero Midstream Finance Corp. (b) | 298 | 275,610 | ||||||||||
5.75%, 01/15/28 | 59 | 53,690 | ||||||||||
5.38%, 06/15/29 | 206 | 181,877 | ||||||||||
Apache Corp. | 205 | 179,273 | ||||||||||
5.10%, 09/01/40 | 269 | 217,154 | ||||||||||
5.35%, 07/01/49 | 137 | 107,545 | ||||||||||
Arcosa, Inc., 4.38%, 04/15/29(b) | 374 | 317,900 | ||||||||||
Ascent Resources Utica Holdings LLC/ARU Finance Corp. (b) | 639 | 779,455 | ||||||||||
5.88%, 06/30/29 | 291 | 258,990 | ||||||||||
Buckeye Partners LP | 262 | 239,796 |
SCHEDULE OF INVESTMENTS | 12 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Buckeye Partners LP (continued) | USD | 145 | $ | 107,409 | ||||||||
5.60%, 10/15/44 | 86 | 60,371 | ||||||||||
Callon Petroleum Co. | 119 | 107,230 | ||||||||||
8.00%, 08/01/28(b) | 583 | 537,818 | ||||||||||
7.50%, 06/15/30(b) | 549 | 480,652 | ||||||||||
Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31(e)(h) | EUR | 100 | 63,844 | |||||||||
Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b) | USD | 558 | 530,488 | |||||||||
Cheniere Energy Partners LP | 812 | 714,877 | ||||||||||
4.00%, 03/01/31 | 750 | 628,860 | ||||||||||
3.25%, 01/31/32 | 607 | 466,088 | ||||||||||
Chesapeake Energy Corp.(b) | 41 | 38,022 | ||||||||||
6.75%, 04/15/29 | 459 | 440,007 | ||||||||||
Citgo Holding, Inc., 9.25%, 08/01/24(b) | 228 | 226,235 | ||||||||||
Civitas Resources, Inc., 5.00%, 10/15/26(b) | 88 | 79,946 | ||||||||||
CNX Midstream Partners LP, 4.75%, 04/15/30(b) | 96 | 75,351 | ||||||||||
CNX Resources Corp. | 298 | 412,581 | ||||||||||
6.00%, 01/15/29(b) | 110 | 100,375 | ||||||||||
7.38%, 01/15/31(b) | 205 | 200,505 | ||||||||||
Colgate Energy Partners III LLC(b) | 509 | 499,597 | ||||||||||
5.88%, 07/01/29 | 353 | 315,098 | ||||||||||
Comstock Resources, Inc.(b) | 647 | 596,733 | ||||||||||
5.88%, 01/15/30 | 543 | 472,929 | ||||||||||
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b) | 1,367 | 1,157,200 | ||||||||||
Crescent Energy Finance LLC, 7.25%, 05/01/26(b) | 708 | 636,081 | ||||||||||
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b) | 52 | 47,060 | ||||||||||
6.00%, 02/01/29 | 47 | 42,065 | ||||||||||
8.00%, 04/01/29 | 90 | 86,625 | ||||||||||
CrownRock LP/CrownRock Finance, Inc.(b) | 685 | 655,798 | ||||||||||
5.00%, 05/01/29 | 44 | 38,822 | ||||||||||
DCP Midstream Operating LP | 52 | 48,725 | ||||||||||
6.45%, 11/03/36(b) | 162 | 148,004 | ||||||||||
6.75%, 09/15/37(b) | 295 | 286,043 | ||||||||||
DT Midstream, Inc.(b) | 384 | 324,480 | ||||||||||
4.38%, 06/15/31 | 518 | 427,205 | ||||||||||
Dycom Industries, Inc., 4.50%, 04/15/29(b) | 102 | 85,953 | ||||||||||
Earthstone Energy Holdings LLC, 8.00%, 04/15/27(b) | 307 | 289,348 | ||||||||||
Ecopetrol SA, 4.13%, 01/16/25 | 198 | 180,341 | ||||||||||
eG Global Finance PLC | 396 | 357,200 | ||||||||||
6.25%, 10/30/25(e) | EUR | 142 | 120,329 | |||||||||
8.50%, 10/30/25(b) | USD | 252 | 220,395 | |||||||||
EIG Pearl Holdings SARL, 3.55%, 08/31/36(b) | 244 | 193,980 | ||||||||||
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a) | 1,565 | 1,406,465 | ||||||||||
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28(b) | 386 | 367,132 |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Energy Transfer LP | USD | 235 | $ | 219,012 | ||||||||
Series H, (5 year CMT + 5.69%), 6.50%(a)(k) |
| 701 | 610,644 | |||||||||
EnLink Midstream LLC | 348 | 325,380 | ||||||||||
5.38%, 06/01/29 | 339 | 310,185 | ||||||||||
6.50%, 09/01/30(b) | 232 | 226,548 | ||||||||||
EnLink Midstream Partners LP | 7 | 6,498 | ||||||||||
4.85%, 07/15/26 | 115 | 105,614 | ||||||||||
5.60%, 04/01/44 | 226 | 171,918 | ||||||||||
5.05%, 04/01/45 | 40 | 28,035 | ||||||||||
5.45%, 06/01/47 | 60 | 43,828 | ||||||||||
EQM Midstream Partners LP | 94 | 86,915 | ||||||||||
4.13%, 12/01/26 | 100 | 84,717 | ||||||||||
6.50%, 07/01/27(b) | 364 | 336,368 | ||||||||||
4.50%, 01/15/29(b) | 21 | 16,919 | ||||||||||
7.50%, 06/01/30(b) | 84 | 79,378 | ||||||||||
4.75%, 01/15/31(b) | 663 | 526,256 | ||||||||||
EQT Corp., 1.75%, 05/01/26(h) | 101 | 278,327 | ||||||||||
Genesis Energy LP/Genesis Energy Finance Corp. | 72 | 65,095 | ||||||||||
7.75%, 02/01/28 | 118 | 102,660 | ||||||||||
Gulfport Energy Corp., 8.00%, 05/17/26(b) | 37 | 36,815 | ||||||||||
Harvest Midstream I LP, 7.50%, 09/01/28(b) | 60 | 56,079 | ||||||||||
Hess Corp., 4.30%, 04/01/27 | 50 | 47,036 | ||||||||||
Hess Midstream Operations LP, 4.25%, 02/15/30(b) | 240 | 193,800 | ||||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.(b) | 145 | 133,789 | ||||||||||
5.75%, 02/01/29 | 60 | 52,456 | ||||||||||
6.00%, 04/15/30 | 27 | 23,531 | ||||||||||
6.00%, 02/01/31 | 16 | 13,862 | ||||||||||
Hilong Holding Ltd., 9.75%, 11/18/24(e) | 207 | 86,940 | ||||||||||
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(e) | 200 | 182,500 | ||||||||||
HTA Group Ltd., 7.00%, 12/18/25(b) | 200 | 174,163 | ||||||||||
IHS Holding Ltd., 6.25%, 11/29/28(b) | 200 | 153,975 | ||||||||||
Impulsora Pipeline LLC, 6.05%, 12/31/42(a)(d) | 1,364 | 1,176,324 | ||||||||||
ITT Holdings LLC, 6.50%, 08/01/29(b) | 343 | 266,089 | ||||||||||
Kinetik Holdings LP, 5.88%, 06/15/30(b) | 553 | 506,359 | ||||||||||
Leviathan Bond Ltd., 5.75%, 06/30/23(b)(e) | 105 | 103,016 | ||||||||||
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b) | 32 | 30,668 | ||||||||||
Matador Resources Co., 5.88%, 09/15/26 | 466 | 449,536 | ||||||||||
Medco Bell Pte. Ltd., 6.38%, 01/30/27(e) | 250 | 197,813 | ||||||||||
MPLX LP, 4.25%, 12/01/27 | 185 | 172,230 | ||||||||||
Murphy Oil Corp. | 25 | 24,108 | ||||||||||
5.88%, 12/01/27 | 56 | 52,345 | ||||||||||
6.13%, 12/01/42 | 29 | 23,066 | ||||||||||
Murphy Oil USA, Inc., 4.75%, 09/15/29 | 146 | 129,210 | ||||||||||
Nabors Industries Ltd.(b) | 199 | 173,154 | ||||||||||
7.50%, 01/15/28 | 248 | 202,443 | ||||||||||
Nabors Industries, Inc., 7.38%, 05/15/27(b) | 331 | 305,496 | ||||||||||
New Fortress Energy, Inc.(b) | 743 | 703,770 | ||||||||||
6.50%, 09/30/26 | 1,162 | 1,073,572 | ||||||||||
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b) | 171 | 152,123 | ||||||||||
NGPL PipeCo LLC, 7.77%, 12/15/37(b) | 227 | 229,425 |
13 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Northern Oil & Gas, Inc., 8.13%, 03/01/28(b) | USD | 837 | $ | 784,687 | ||||||||
NuStar Logistics LP | 163 | 149,208 | ||||||||||
6.38%, 10/01/30 | 25 | 21,392 | ||||||||||
Occidental Petroleum Corp. | 63 | 64,733 | ||||||||||
8.00%, 07/15/25 | 36 | 38,160 | ||||||||||
5.88%, 09/01/25 | 117 | 117,354 | ||||||||||
8.88%, 07/15/30 | 100 | 111,330 | ||||||||||
6.63%, 09/01/30 | 713 | 723,695 | ||||||||||
7.50%, 05/01/31 | 94 | 98,230 | ||||||||||
6.45%, 09/15/36 | 179 | 179,000 | ||||||||||
6.20%, 03/15/40 | 899 | 869,782 | ||||||||||
6.60%, 03/15/46 | 64 | 65,920 | ||||||||||
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26(b)(l) | — | (n) | 33 | |||||||||
Oil & Gas Holding Co. BSCC, 7.63%, 11/07/24(e) | 200 | 198,040 | ||||||||||
PDC Energy, Inc. | 75 | 73,813 | ||||||||||
5.75%, 05/15/26 | 235 | 217,408 | ||||||||||
Permian Resources Operating LLC | 46 | 44,503 | ||||||||||
3.25%, 04/01/28(h) | 237 | 315,684 | ||||||||||
Pertamina Persero PT, 3.65%, 07/30/29(e) | 384 | 332,232 | ||||||||||
Petroleos Mexicanos | 237 | 198,464 | ||||||||||
5.95%, 01/28/31 | 273 | 183,756 | ||||||||||
6.75%, 09/21/47 | 57 | 31,635 | ||||||||||
Pioneer Natural Resources Co., 0.25%, 05/15/25(h) | 179 | 387,714 | ||||||||||
Puma International Financing SA, 5.13%, 10/06/24(b) | 200 | 189,000 | ||||||||||
Range Resources Corp. | 189 | 188,356 | ||||||||||
4.88%, 05/15/25 | 14 | 13,196 | ||||||||||
Rockcliff Energy II LLC, 5.50%, 10/15/29(b) | 377 | 330,092 | ||||||||||
SM Energy Co. | 74 | 71,040 | ||||||||||
6.75%, 09/15/26 | 156 | 150,150 | ||||||||||
6.63%, 01/15/27 | 21 | 20,157 | ||||||||||
6.50%, 07/15/28 | 91 | 86,479 | ||||||||||
Southwestern Energy Co. | 18 | 17,624 | ||||||||||
5.38%, 02/01/29 | 279 | 252,997 | ||||||||||
4.75%, 02/01/32 | 161 | 134,934 | ||||||||||
Sunoco LP/Sunoco Finance Corp. | 63 | 60,074 | ||||||||||
5.88%, 03/15/28 | 124 | 112,523 | ||||||||||
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b) | 41 | 37,198 | ||||||||||
6.00%, 12/31/30 | 28 | 23,803 | ||||||||||
6.00%, 09/01/31 | 131 | 110,695 | ||||||||||
Tap Rock Resources LLC, 7.00%, 10/01/26(b) | 768 | 702,086 | ||||||||||
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28 | 280 | 256,809 | ||||||||||
Transocean, Inc., 11.50%, 01/30/27(b) | 171 | 158,165 | ||||||||||
Venture Global Calcasieu Pass LLC(b) 3.88%, 08/15/29 | 870 | 746,356 | ||||||||||
4.13%, 08/15/31 | 705 | 584,776 | ||||||||||
3.88%, 11/01/33 | 1,545 | 1,201,237 | ||||||||||
Vermilion Energy, Inc., 6.88%, 05/01/30(b) | 159 | 146,280 |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Vivo Energy Investments BV, 5.13%, 09/24/27(b) | USD | 200 | $ | 182,000 | ||||||||
Western Midstream Operating LP | 37 | 33,670 | ||||||||||
5.45%, 04/01/44 | 339 | 278,096 | ||||||||||
5.30%, 03/01/48 | 199 | 163,678 | ||||||||||
5.50%, 08/15/48 | 99 | 80,066 | ||||||||||
5.50%, 02/01/50 | 795 | 641,963 | ||||||||||
|
| |||||||||||
40,519,316 | ||||||||||||
Pharmaceuticals — 0.7% | ||||||||||||
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(e) | EUR | 100 | 80,338 | |||||||||
Elanco Animal Health, Inc., 6.40%, 08/28/28 | USD | 156 | 137,715 | |||||||||
Gruenenthal GmbH, 4.13%, 05/15/28(e) | EUR | 100 | 81,164 | |||||||||
Jazz Securities DAC, 4.38%, 01/15/29(b) | USD | 441 | 380,914 | |||||||||
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24(e) | EUR | 100 | 88,695 | |||||||||
Option Care Health, Inc., 4.38%, 10/31/29(b) | USD | 245 | 207,025 | |||||||||
Organon & Co./Organon Foreign Debt Co-Issuer BV(b) | 790 | 675,450 | ||||||||||
5.13%, 04/30/31 | 772 | 632,391 | ||||||||||
PRA Health Sciences, Inc., 2.88%, 07/15/26(b) | 484 | 425,846 | ||||||||||
Prestige Brands, Inc., 3.75%, 04/01/31(b) | 149 | 115,758 | ||||||||||
Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25 | EUR | 100 | 95,665 | |||||||||
Teva Pharmaceutical Finance Netherlands III BV, 4.75%, 05/09/27 | USD | 200 | 168,987 | |||||||||
|
| |||||||||||
3,089,948 | ||||||||||||
Real Estate — 0.0% | ||||||||||||
VICI Properties LP/VICI Note Co., Inc., 4.50%, 01/15/28(b) | 98 | 86,944 | ||||||||||
|
| |||||||||||
Real Estate Management & Development — 0.5% | ||||||||||||
Adler Group SA, 2.75%, 11/13/26(e) | EUR | 100 | 49,003 | |||||||||
China Aoyuan Group Ltd.(e)(f)(j) | USD | 400 | 25,000 | |||||||||
6.20%, 03/24/26 | 200 | 12,500 | ||||||||||
CIFI Holdings Group Co. Ltd., 6.00%, 07/16/25(e) | 200 | 44,000 | ||||||||||
Country Garden Holdings Co. Ltd., 6.50%, 04/08/24(e) | 200 | 79,663 | ||||||||||
DIC Asset AG, 2.25%, 09/22/26(e) | EUR | 100 | 69,811 | |||||||||
Fantasia Holdings Group Co. Ltd.(e)(f)(j) 11.75%, 10/17/22 | USD | 400 | 34,000 | |||||||||
11.88%, 06/01/23 | 200 | 17,000 | ||||||||||
9.25%, 07/28/23 | 200 | 17,000 | ||||||||||
9.88%, 10/19/23 | 200 | 17,000 | ||||||||||
Global Prime Capital Pte. Ltd., 5.50%, 10/18/23(e) | 200 | 197,725 | ||||||||||
Greystar Real Estate Partners LLC, 5.75%, 12/01/25(b) | 100 | 93,860 | ||||||||||
Howard Hughes Corp.(b) | 79 | 65,570 | ||||||||||
4.13%, 02/01/29 | 149 | 115,102 | ||||||||||
4.38%, 02/01/31 | 140 | 100,563 | ||||||||||
Jingrui Holdings Ltd., 12.00%, 07/25/22(e)(f)(j) | 200 | 38,732 | ||||||||||
KWG Group Holdings Ltd., 5.88%, 11/10/24(e) | 231 | 43,890 | ||||||||||
MAF Sukuk Ltd., 4.64%, 05/14/29(e) | 275 | 262,591 | ||||||||||
Modern Land China Co. Ltd., 9.80%, 04/11/23(e)(f)(j) | 431 | 66,805 | ||||||||||
Realogy Group LLC/Realogy Co.-Issuer Corp.(b) | 456 | 328,890 | ||||||||||
5.25%, 04/15/30 | 135 | 91,677 | ||||||||||
Ronshine China Holdings Ltd., 6.75%, 08/05/24(e)(f)(j) | 200 | 11,000 |
SCHEDULE OF INVESTMENTS | 14 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Real Estate Management & Development (continued) | ||||||||||||
Shimao Group Holdings Ltd., | USD | 200 | $ | 23,500 | ||||||||
Shui On Development Holding Ltd., | 209 | 137,940 | ||||||||||
Sinic Holdings Group Co. Ltd., | 200 | 2,000 | ||||||||||
Starwood Property Trust, Inc., 4.38%, 01/15/27(b) | 77 | 65,641 | ||||||||||
Sunac China Holdings Ltd., | 200 | 26,000 | ||||||||||
Theta Capital Pte. Ltd., 8.13%, 01/22/25(e) | 200 | 154,412 | ||||||||||
Times China Holdings Ltd., 6.20%, 03/22/26(e) | 277 | 33,240 | ||||||||||
Yanlord Land HK Co. Ltd., 6.80%, 02/27/24(e) | 200 | 166,000 | ||||||||||
Yuzhou Group Holdings Co. Ltd.(e)(f)(j) | 200 | 12,500 | ||||||||||
7.70%, 02/20/25 | 200 | 12,500 | ||||||||||
8.30%, 05/27/25 | 200 | 12,500 | ||||||||||
|
| |||||||||||
2,427,615 | ||||||||||||
Road & Rail — 0.5% | ||||||||||||
Danaos Corp., 8.50%, 03/01/28(b) | 100 | 95,946 | ||||||||||
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(b) | 1,440 | 1,360,975 | ||||||||||
Seaspan Corp., 5.50%, 08/01/29(b) | 328 | 259,120 | ||||||||||
Union Pacific Corp., 3.20%, 05/20/41 | 600 | 447,236 | ||||||||||
|
| |||||||||||
2,163,277 | ||||||||||||
Semiconductors & Semiconductor Equipment — 1.4% | ||||||||||||
Broadcom, Inc. | 578 | 537,041 | ||||||||||
4.11%, 09/15/28 | 1,594 | 1,435,969 | ||||||||||
Entegris Escrow Corp., 4.75%, 04/15/29(b) | 1,292 | 1,138,025 | ||||||||||
Microchip Technology, Inc.(h) | 250 | 253,138 | ||||||||||
1.63%, 02/15/25 | 86 | 230,529 | ||||||||||
1.63%, 02/15/27 | 61 | 105,695 | ||||||||||
NXP BV/NXP Funding LLC/NXP USA, Inc., | 33 | 30,531 | ||||||||||
QUALCOMM, Inc., 1.65%, 05/20/32 | 1,779 | 1,331,783 | ||||||||||
Sensata Technologies BV(b) | 229 | 227,713 | ||||||||||
5.00%, 10/01/25 | 324 | 309,119 | ||||||||||
4.00%, 04/15/29 | 168 | 139,018 | ||||||||||
5.88%, 09/01/30 | 237 | 221,752 | ||||||||||
Sensata Technologies, Inc.(b) | 596 | 497,964 | ||||||||||
3.75%, 02/15/31 | 34 | 26,782 | ||||||||||
Synaptics, Inc., 4.00%, 06/15/29(b) | 226 | 181,942 | ||||||||||
|
| |||||||||||
6,667,001 | ||||||||||||
Software — 1.9% | ||||||||||||
ACI Worldwide, Inc., 5.75%, 08/15/26(b) | 444 | 419,447 | ||||||||||
Black Knight InfoServ LLC, 3.63%, 09/01/28(b) | 386 | 329,065 | ||||||||||
Boxer Parent Co., Inc. | EUR | 100 | 91,635 | |||||||||
7.13%, 10/02/25(b) | USD | �� | 398 | 390,070 | ||||||||
9.13%, 03/01/26(b) | 678 | 651,558 | ||||||||||
Elastic NV, 4.13%, 07/15/29(b) | 376 | 296,980 | ||||||||||
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b) | 200 | 149,400 | ||||||||||
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b) | 230 | 178,041 | ||||||||||
MicroStrategy, Inc., 6.13%, 06/15/28(b) | 451 | 371,602 | ||||||||||
MSCI, Inc.(b) | 83 | 71,687 | ||||||||||
3.63%, 09/01/30 | 147 | 120,951 |
Security | Par (000) | Value | ||||||||||
Software (continued) | ||||||||||||
MSCI, Inc.(b) (continued) | USD | 373 | $ | 314,053 | ||||||||
3.63%, 11/01/31 | 129 | 103,499 | ||||||||||
3.25%, 08/15/33 | 183 | 141,318 | ||||||||||
Open Text Corp.(b) | 268 | 221,641 | ||||||||||
3.88%, 12/01/29 | 265 | 204,111 | ||||||||||
Open Text Holdings, Inc., 4.13%, 02/15/30(b) | 271 | 216,423 | ||||||||||
Oracle Corp., 3.60%, 04/01/50 | 785 | 491,177 | ||||||||||
Picard Midco, Inc., 6.50%, 03/31/29(b) | 2,007 | 1,695,313 | ||||||||||
Playtika Holding Corp., 4.25%, 03/15/29(b) | 391 | 312,698 | ||||||||||
PTC, Inc.(b) | 76 | 70,796 | ||||||||||
4.00%, 02/15/28 | 187 | 163,547 | ||||||||||
SS&C Technologies, Inc., 5.50%, 09/30/27(b) | 1,523 | 1,389,272 | ||||||||||
Veritas U.S., Inc./Veritas Bermuda Ltd., | 656 | 502,394 | ||||||||||
|
| |||||||||||
8,896,678 | ||||||||||||
Specialty Retail — 0.3% | ||||||||||||
Arko Corp., 5.13%, 11/15/29(b) | 181 | 141,180 | ||||||||||
Carvana Co., 10.25%, 05/01/30(b) | 166 | 110,805 | ||||||||||
PetSmart, Inc./PetSmart Finance Corp.(b) 4.75%, 02/15/28 | 343 | 293,535 | ||||||||||
7.75%, 02/15/29 | 587 | 524,743 | ||||||||||
Staples, Inc., 7.50%, 04/15/26(b) | 411 | 345,080 | ||||||||||
Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.52%, 09/15/24(a)(e) | EUR | 100 | 92,468 | |||||||||
|
| |||||||||||
1,507,811 | ||||||||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||||||||
Coherent Corp., 5.00%, 12/15/29(b) | USD | 495 | 409,464 | |||||||||
|
| |||||||||||
Textiles, Apparel & Luxury Goods(b) — 0.1% | ||||||||||||
Crocs, Inc. | 25 | 19,875 | ||||||||||
4.13%, 08/15/31 | 149 | 113,416 | ||||||||||
Kontoor Brands, Inc., 4.13%, 11/15/29 | 98 | 78,080 | ||||||||||
Levi Strauss & Co., 3.50%, 03/01/31 | 190 | 148,200 | ||||||||||
William Carter Co., 5.63%, 03/15/27 | 160 | �� | 149,590 | |||||||||
|
| |||||||||||
509,161 | ||||||||||||
Thrifts & Mortgage Finance — 0.2% | ||||||||||||
Home Point Capital, Inc., 5.00%, 02/01/26(b) | 194 | 121,493 | ||||||||||
Jerrold Finco PLC, 5.25%, 01/15/27(e) | GBP | 100 | 83,350 | |||||||||
MGIC Investment Corp., 5.25%, 08/15/28 | USD | 167 | 149,194 | |||||||||
Nationstar Mortgage Holdings, Inc.(b) 6.00%, 01/15/27 | 147 | 125,501 | ||||||||||
5.13%, 12/15/30 | 104 | 75,421 | ||||||||||
5.75%, 11/15/31 | 98 | 71,871 | ||||||||||
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26(b) | 442 | 362,440 | ||||||||||
|
| |||||||||||
989,270 | ||||||||||||
Transportation — 0.0% | ||||||||||||
Autostrade per l’Italia SpA, 2.00%, 12/04/28(e) | EUR | 100 | 75,442 | |||||||||
|
| |||||||||||
Transportation Infrastructure — 0.3% | ||||||||||||
Aeropuertos Dominicanos Siglo XXI SA, | USD | 200 | 184,600 | |||||||||
DP World Salaam, (5 year CMT + 5.75%), | 200 | 192,813 | ||||||||||
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(e) | 200 | 162,538 |
15 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Transportation Infrastructure (continued) | ||||||||||||
Heathrow Finance PLC, 4.13%, 09/01/29(c)(e) | GBP | 100 | $ | 78,823 | ||||||||
Mexico City Airport Trust, 5.50%, 07/31/47(e) | USD | 200 | 123,940 | |||||||||
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26(b) | 435 | 415,062 | ||||||||||
|
| |||||||||||
1,157,776 | ||||||||||||
Utilities — 0.6% | ||||||||||||
American Water Capital Corp., 4.45%, 06/01/32 | 900 | 835,374 | ||||||||||
Consensus Cloud Solutions, Inc.(b) | 71 | 62,565 | ||||||||||
6.50%, 10/15/28 | 64 | 54,328 | ||||||||||
FEL Energy VI SARL, 5.75%, 12/01/40(e) | 188 | 128,721 | ||||||||||
Genneia SA, 8.75%, 09/02/27(b) | 70 | 64,691 | ||||||||||
Inkia Energy Ltd., 5.88%, 11/09/27(b) | 377 | 346,840 | ||||||||||
Mong Duong Finance Holdings BV, | 250 | 194,062 | ||||||||||
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b) | 352 | 305,166 | ||||||||||
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(e) | 165 | 148,837 | ||||||||||
Thames Water Kemble Finance PLC, | GBP | 168 | 155,686 | |||||||||
Vistra Operations Co. LLC(b) | USD | 19 | 17,623 | |||||||||
5.63%, 02/15/27 | 422 | 395,097 | ||||||||||
5.00%, 07/31/27 | 10 | 9,033 | ||||||||||
4.38%, 05/01/29 | 140 | 116,442 | ||||||||||
|
| |||||||||||
2,834,465 | ||||||||||||
Wireless Telecommunication Services — 1.3% | ||||||||||||
Altice France SA | EUR | 100 | 84,544 | |||||||||
8.13%, 02/01/27(b) | USD | 507 | 453,131 | |||||||||
5.50%, 01/15/28(b) | 381 | 301,710 | ||||||||||
5.13%, 01/15/29(b) | 200 | 147,548 | ||||||||||
5.13%, 07/15/29(b) | 702 | 524,471 | ||||||||||
5.50%, 10/15/29(b) | 277 | 208,410 | ||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24(b) | 275 | 255,286 | ||||||||||
Millicom International Cellular SA, 5.13%, 01/15/28(e) | 247 | 204,930 | ||||||||||
Rogers Communications, Inc., 5.00%, 03/15/44 | 545 | 446,950 | ||||||||||
SBA Communications Corp. | 158 | 127,075 | ||||||||||
3.88%, 02/15/27 | 1,106 | 980,923 | ||||||||||
Sprint Corp., 7.63%, 03/01/26 | 506 | 523,372 | ||||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29(b) | 342 | 229,211 | ||||||||||
VICI Properties LP/VICI Note Co., Inc.(b) | 108 | 99,831 | ||||||||||
4.63%, 06/15/25 | 120 | 112,923 | ||||||||||
4.50%, 09/01/26 | 8 | 7,306 | ||||||||||
4.25%, 12/01/26 | 18 | 16,247 | ||||||||||
4.63%, 12/01/29 | 198 | 171,773 | ||||||||||
4.13%, 08/15/30 | 266 | 222,169 | ||||||||||
Vmed O2 U.K. Financing I PLC | GBP | 100 | 84,020 |
Security | Par (000) | Value | ||||||||||
Wireless Telecommunication Services (continued) | ||||||||||||
Vmed O2 U.K. Financing I PLC (continued) 4.50%, 07/15/31(e) | GBP | 100 | $ | 78,996 | ||||||||
4.75%, 07/15/31(b) | USD | 797 | 614,882 | |||||||||
|
| |||||||||||
5,895,708 | ||||||||||||
|
| |||||||||||
Total Corporate Bonds — 74.0% | 347,310,332 | |||||||||||
|
| |||||||||||
Floating Rate Loan Interests(a) | ||||||||||||
Aerospace & Defense — 1.5% | ||||||||||||
Atlas CC Acquisition Corp. | ||||||||||||
Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28 | 1,245 | 1,088,358 | ||||||||||
Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28 | 253 | 221,360 | ||||||||||
Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 4.00%, 10/31/26 | 284 | 274,200 | ||||||||||
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR + 3.75%, 0.50% Floor), 7.06%, 08/03/29 | 155 | 148,025 | ||||||||||
Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26 | 665 | 611,745 | ||||||||||
2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26 | 1,237 | 1,137,955 | ||||||||||
Peraton Corp. | ||||||||||||
2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 10.57%, 02/01/29 | 455 | 429,180 | ||||||||||
Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), | 2,259 | 2,137,074 | ||||||||||
TransDigm, Inc., 2020 Term Loan F, (3 mo. LIBOR + 2.25%), 5.92%, 12/09/25 | 851 | 814,142 | ||||||||||
|
| |||||||||||
6,862,039 | ||||||||||||
Air Freight & Logistics — 0.2% | ||||||||||||
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), | 274 | 249,892 | ||||||||||
Kestrel Bidco, Inc., Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.99%, 12/11/26 | 178 | 155,870 | ||||||||||
PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 12/15/28 | 601 | 511,368 | ||||||||||
|
| |||||||||||
917,130 | ||||||||||||
Airlines — 1.6% | ||||||||||||
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 7.46%, 04/20/28 | 1,502 | 1,452,820 | ||||||||||
Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 6.42%, 08/11/28 | 1,175 | 1,115,446 | ||||||||||
American Airlines, Inc. | ||||||||||||
2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 01/29/27 | 353 | 324,081 | ||||||||||
2017 Incremental Term Loan, (1 mo. LIBOR + 2.00%), 4.82%, 12/15/23 | 763 | 751,573 | ||||||||||
2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.83%, 06/27/25 | 653 | 632,334 |
SCHEDULE OF INVESTMENTS | 16 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Airlines (continued) | ||||||||||||
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), | USD | 1,504 | $ | 1,507,471 | ||||||||
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.53%, 04/21/28 | 1,673 | 1,593,319 | ||||||||||
|
| |||||||||||
7,377,044 | ||||||||||||
Auto Components — 0.8% | ||||||||||||
Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/10/28 | 337 | 317,166 | ||||||||||
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/30/26 | 1,700 | 1,605,001 | ||||||||||
Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 01/31/28 | 11 | 9,441 | ||||||||||
USI, Inc. | ||||||||||||
2017 Repriced Term Loan, (3 mo. LIBOR + 2.75%), 6.42%, 05/16/24 | 1,061 | 1,031,216 | ||||||||||
2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 6.92%, 12/02/26 | 83 | 79,427 | ||||||||||
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 02/05/26 | 1,043 | 964,234 | ||||||||||
|
| |||||||||||
4,006,485 | ||||||||||||
Banks — 0.4% | ||||||||||||
Directv Financing LLC, Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 8.12%, 08/02/27 | 1,236 | 1,148,107 | ||||||||||
LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 10/29/28 | 609 | 547,980 | ||||||||||
|
| |||||||||||
1,696,087 | ||||||||||||
Beverages — 0.5% | ||||||||||||
Naked Juice LLC | ||||||||||||
2nd Lien Term Loan, (3 mo. SOFR + 6.00%, 0.50% Floor), 9.65%, 01/24/30 | 496 | 448,938 | ||||||||||
Term Loan, (3 mo. SOFR + 3.25%, 0.50% Floor), 6.90%, 01/24/29 | 1,950 | 1,782,910 | ||||||||||
|
| |||||||||||
2,231,848 | ||||||||||||
Building Materials — 0.0% | ||||||||||||
Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 04/12/28 | 76 | 62,396 | ||||||||||
Building Products — 0.8% | ||||||||||||
CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/23/27 | 888 | 770,179 | ||||||||||
CPG International LLC, 2022 Term Loan B, (6 mo. SOFR CME + 2.50%, 0.50% Floor), 4.09%, 04/28/29(d) | 360 | 346,500 | ||||||||||
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 07/28/28 | 335 | 310,284 | ||||||||||
New AMI I LLC, 2022 Term Loan B, (1 mo. SOFR + 6.00%, 0.50% Floor), 9.03%, 03/08/29(d) | 395 | 347,472 | ||||||||||
Standard Industries, Inc., 2021 Term Loan B, (6 mo. LIBOR + 2.50%, 0.50% Floor), 6.68%, 09/22/28 | 673 | 651,998 | ||||||||||
Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.93%, 12/31/26 | 1,470 | 1,335,366 | ||||||||||
|
| |||||||||||
3,761,799 |
Security | Par (000) | Value | ||||||||||
Capital Markets — 1.0% | ||||||||||||
AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.50%, 0.50% Floor), | USD | 231 | $ | 206,756 | ||||||||
Deerfield Dakota Holding LLC | ||||||||||||
2020 USD Term Loan B, (1 mo. SOFR CME + 3.75%, 1.00% Floor), 6.78%, 04/09/27 | 2,507 | 2,360,649 | ||||||||||
2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 9.87%, 04/07/28(d) | 642 | 619,530 | ||||||||||
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), | 575 | 547,457 | ||||||||||
Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 06/30/28 | 626 | 605,475 | ||||||||||
Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.32%, 04/12/24(d) | 222 | 216,260 | ||||||||||
|
| |||||||||||
4,556,127 | ||||||||||||
Chemicals — 1.8% | ||||||||||||
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (6 mo. SOFR CME + 4.75%, 0.75% Floor), 8.83%, 08/27/26 | 1,033 | 1,009,377 | ||||||||||
Axalta Coating Systems U.S. Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%), | 512 | 502,957 | ||||||||||
CPC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 12/29/27 | 285 | 220,851 | ||||||||||
Discovery Purchaser Corp., 0.00%, 10/04/29 | 571 | 521,038 | ||||||||||
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 01/31/26 | 845 | 837,333 | ||||||||||
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 06/30/27 | 412 | 372,638 | ||||||||||
Lonza Group AG, USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 07/03/28 | 398 | 353,287 | ||||||||||
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 6.17%, 03/02/26 | 660 | 630,144 | ||||||||||
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/15/24 | 682 | 661,093 | ||||||||||
New Arclin U.S. Holding Corp., 2021 Term Loan , (1 mo. LIBOR + 3.75%, 0.50% Floor), | 514 | 472,782 | ||||||||||
Oxea Holding Drei GmbH, 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 5.94%, 10/14/24 | 729 | 657,595 | ||||||||||
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.31%, 06/09/28 | 669 | 635,779 | ||||||||||
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 6.81%, 03/16/27 | 432 | 400,260 | ||||||||||
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 5.80%, 08/02/28 | 801 | 758,682 | ||||||||||
Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 10/01/25 | 90 | 84,721 | ||||||||||
W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.44%, 09/22/28 | 220 | 205,738 | ||||||||||
|
| |||||||||||
8,324,275 | ||||||||||||
Commercial Services & Supplies — 1.7% | ||||||||||||
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 05/12/28 | 1,240 | 1,087,612 |
17 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Commercial Services & Supplies (continued) |
| |||||||||||
Amentum Government Services Holdings LLC, 2022 Term Loan, (3 mo. SOFR CME + 4.00%), 7.39%, 02/15/29(d) | USD | 327 | $ | 311,639 | ||||||||
Aramark Services, Inc. | ||||||||||||
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 03/11/25 | 375 | 361,416 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 2.50%), 5.62%, 04/06/28 | 383 | 374,205 | ||||||||||
Asurion LLC | ||||||||||||
2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 6.12%, 11/03/24 | 375 | 350,380 | ||||||||||
2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 6.37%, 12/23/26 | 251 | 212,075 | ||||||||||
2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 8.37%, 01/31/28 | 364 | 273,000 | ||||||||||
2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 8.37%, 01/20/29 | 646 | 490,960 | ||||||||||
Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 10/08/28 | 423 | 418,666 | ||||||||||
Covanta Holding Corp. | ||||||||||||
2021 Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28 | 485 | 468,852 | ||||||||||
2021 Term Loan C, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28 | 37 | 35,296 | ||||||||||
Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 7.37%, 12/12/25 | 830 | 805,693 | ||||||||||
EnergySolutions LLC, 2018 Term Loan B, | 171 | 157,762 | ||||||||||
GFL Environmental, Inc., 2020 Term Loan, | 174 | 172,079 | ||||||||||
Packers Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.01%, 03/09/28 | 744 | 681,295 | ||||||||||
Prime Security Services Borrower LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.30%, 09/23/26 | 300 | 288,477 | ||||||||||
Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 11.42%, 06/16/26 | 119 | 82,610 | ||||||||||
Verscend Holding Corp., 2021 Term Loan B, | 1,264 | 1,223,321 | ||||||||||
Viad Corp., Initial Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 07/30/28 | 352 | 332,467 | ||||||||||
|
| |||||||||||
8,127,805 | ||||||||||||
Communications Equipment — 0.2% | ||||||||||||
ViaSat, Inc., Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.65%, 03/02/29 | 1,093 | 966,034 | ||||||||||
|
| |||||||||||
Construction & Engineering — 0.9% | ||||||||||||
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.95%, 06/21/24 | 1,672 | 1,450,889 | ||||||||||
Pike Corp., 2021 Incremental Term Loan B, | 424 | 410,831 | ||||||||||
SRS Distribution, Inc., 2021 Term Loan B, | 1,824 | 1,679,728 | ||||||||||
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 05/12/28 | 709 | 662,260 | ||||||||||
|
| |||||||||||
4,203,708 |
Security | Par (000) | Value | ||||||||||
Construction Materials — 0.8% |
| |||||||||||
Core & Main LP, 2021 Term Loan B, | USD | 1,814 | $ | 1,730,384 | ||||||||
Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/29/25 | 1,113 | 1,066,746 | ||||||||||
Oscar AcquisitionCo, LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.15%, 04/29/29 | 497 | 454,343 | ||||||||||
Tamko Building Products LLC, Term Loan B, (3 mo. LIBOR + 3.00%), 6.08%, 06/01/26 | 355 | 334,064 | ||||||||||
|
| |||||||||||
3,585,537 | ||||||||||||
Containers & Packaging — 0.9% | ||||||||||||
BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 5.81%, 04/03/24 | 1,046 | 971,912 | ||||||||||
Charter Next Generation, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 12/01/27 | 2,222 | 2,103,742 | ||||||||||
Pregis TopCo Corp., 1st Lien Term Loan, (3 mo. LIBOR + 4.00%), 6.81%, 07/31/26 | 136 | 128,970 | ||||||||||
Tosca Services LLC, 2021 Term Loan, | 578 | 506,673 | ||||||||||
Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 6.30%, 09/15/28 | 40 | 38,188 | ||||||||||
2021 Incremental Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 09/15/28 | 453 | 428,304 | ||||||||||
|
| |||||||||||
4,177,789 | ||||||||||||
Distributors — 0.3% | ||||||||||||
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/27 | 505 | 488,408 | ||||||||||
TMK Hawk Parent Corp. (d) | ||||||||||||
2020 Super Priority First Out Term Loan A, (3 mo. LIBOR + 9.50%, 1.00% Floor), 12.57%, 05/30/24 | 162 | 148,941 | ||||||||||
2020 Super Priority Second Out Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.57%, 08/28/24 | 1,307 | 686,213 | ||||||||||
|
| |||||||||||
1,323,562 | ||||||||||||
Diversified Consumer Services — 1.1% | ||||||||||||
Ascend Learning LLC | ||||||||||||
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 12/10/29 | 299 | 258,824 | ||||||||||
2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 12/11/28 | 600 | 552,809 | ||||||||||
Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/24/28 | 757 | 730,542 | ||||||||||
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 07/11/25 | 828 | 801,309 | ||||||||||
Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 5.16%, 05/15/24 | 402 | 380,268 | ||||||||||
OLA Netherlands BV, Term Loan, (1 mo. SOFR CME + 6.25%, 0.75% Floor), 9.20%, 12/15/26 | 352 | 334,302 | ||||||||||
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 10/28/27 | 332 | 313,423 |
SCHEDULE OF INVESTMENTS | 18 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Diversified Consumer Services (continued) | ||||||||||||
Serta Simmons Bedding LLC | ||||||||||||
2020 Super Priority First Out Term Loan, | USD | 186 | $ | 180,196 | ||||||||
2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 10.79%, 08/10/23 | 250 | 130,335 | ||||||||||
Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 7.01%, 01/15/27 | 1,210 | 1,167,702 | ||||||||||
Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 07/20/28 | 305 | 292,915 | ||||||||||
|
| |||||||||||
5,142,625 | ||||||||||||
Diversified Financial Services — 3.3% | ||||||||||||
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 7.62%, 07/31/26 | 917 | 870,496 | ||||||||||
Alchemy Copyrights LLC, Term Loan B, | 341 | 331,676 | ||||||||||
AlixPartners LLP, 2021 USD Term Loan B, | 770 | 738,061 | ||||||||||
AqGen Island Holdings, Inc., Term Loan, | 1,506 | 1,366,363 | ||||||||||
Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.04%, 10/22/26 | 975 | 940,914 | ||||||||||
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 09/01/28 | 673 | 649,193 | ||||||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 6.73%, 02/17/23(d) | 25 | 417 | ||||||||||
Delta TopCo, Inc. | ||||||||||||
2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 10.33%, 12/01/28 | 261 | 228,375 | ||||||||||
2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.83%, 12/01/27 | 751 | 678,275 | ||||||||||
EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR + 4.00%), 7.67%, 02/07/25 | 511 | 475,398 | ||||||||||
Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 10/01/27 | 1,493 | 1,419,009 | ||||||||||
I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (3 mo. SOFR CME + 4.00%, 0.50% Floor), 7.70%, 02/16/28 | 207 | 197,434 | ||||||||||
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 07/03/24 | 677 | 651,841 | ||||||||||
KKR Apple Bidco LLC | ||||||||||||
2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 09/21/29 | 100 | 95,333 | ||||||||||
2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% | ||||||||||||
Floor), 5.87%, 09/23/28 | 244 | 232,609 | ||||||||||
LBM Acquisition LLC, Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 7.12%, 12/17/27 | 393 | 265,780 | ||||||||||
Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 09/25/26 | 631 | 582,575 | ||||||||||
RVR Dealership Holdings LLC, Term Loan B, (1 mo. SOFR + 3.75%, 0.75% Floor), 6.87%, 02/08/28 | 296 | 260,251 | ||||||||||
Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR + 2.00%), 5.67%, 11/05/28 | 591 | 576,225 | ||||||||||
SMG U.S. Midco 2, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.50%), 5.62%, 01/23/25 | 527 | 501,976 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 7.92%, 07/30/25 | USD | 309 | $ | 293,248 | ||||||||
Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 8.67%, 09/01/25 | 1,871 | 1,477,581 | ||||||||||
VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/28/27 | 1,530 | 1,478,091 | ||||||||||
White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%), 6.78%, 10/19/27 | 781 | 729,706 | ||||||||||
Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 5.32%, 04/30/28 | 510 | 486,030 | ||||||||||
|
| |||||||||||
15,526,857 | ||||||||||||
Diversified Telecommunication Services — 0.6% | ||||||||||||
Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 11/30/27 | 226 | 215,948 | ||||||||||
CenturyLink, Inc., 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/15/27 |
| 624 | 566,192 | |||||||||
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.63%, 10/02/27 |
| 349 | 300,704 | |||||||||
Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.44%, 05/01/28 |
| 748 | 691,852 | |||||||||
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 11/04/26 | 727 | 705,676 | ||||||||||
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 03/01/27 | 439 | 416,099 | ||||||||||
|
| |||||||||||
2,896,471 | ||||||||||||
Electric Utilities — 0.5% | ||||||||||||
ExGen Renewables IV LLC, 2020 Term Loan, | 671 | 655,067 | ||||||||||
Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 03/31/28 |
| 1,670 | 1,495,076 | |||||||||
|
| |||||||||||
2,150,143 | ||||||||||||
Electrical Equipment — 0.4% | ||||||||||||
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (6 mo. LIBOR + 4.75%, 0.75% Floor), 7.00%, 06/23/28(d) |
| 629 | 582,417 | |||||||||
AZZ, Inc., Term Loan B, (1 mo. SOFR CME + 4.25%, 0.50% Floor), 7.08%, 05/13/29 |
| 138 | 112,095 | |||||||||
Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 03/31/27 | 1,211 | 1,161,012 | ||||||||||
|
| |||||||||||
1,855,524 | ||||||||||||
Electronic Equipment, Instruments & Components — 0.2% | ||||||||||||
Coherent Corp., 2022 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.31%, 07/02/29 |
| 662 | 639,936 | |||||||||
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 02/12/25(d) . | 134 | 125,169 | ||||||||||
|
| |||||||||||
765,105 | ||||||||||||
Environmental, Maintenance & Security Service — 0.3% | ||||||||||||
Asplundh Tree Expert LLC, 2021 Term Loan B, | 1,052 | 1,023,773 | ||||||||||
TruGreen LP, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 11/02/27 | 615 | 579,617 | ||||||||||
|
| |||||||||||
1,603,390 |
19 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Equity Real Estate Investment Trusts (REITs) — 0.1% | ||||||||||||
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 05/11/24 USD |
| 727 | $ | 711,538 | ||||||||
|
| |||||||||||
Food & Staples Retailing — 0.2% | ||||||||||||
U.S. Foods, Inc. | ||||||||||||
2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 09/13/26 | 759 | 735,754 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 11/22/28 | 414 | 403,262 | ||||||||||
|
| |||||||||||
1,139,016 | ||||||||||||
Food Products — 1.4% | ||||||||||||
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/01/25 | 652 | 569,135 | ||||||||||
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 5.62%, 10/10/26 |
| 163 | 153,756 | |||||||||
Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 10/25/27 | 1,899 | 1,724,773 | ||||||||||
Froneri International Ltd., 2020 USD Term Loan, | 1,713 | 1,610,085 | ||||||||||
Hostess Brands LLC, 2019 Term Loan, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.14%, 08/03/25 |
| 901 | 867,181 | |||||||||
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 6.37%, 02/05/26 |
| 253 | 241,768 | |||||||||
Sovos Brands Intermediate, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 06/08/28 | 667 | 633,264 | ||||||||||
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.15%, 01/20/28 |
| 1,051 | 1,018,396 | |||||||||
|
| |||||||||||
6,818,358 | ||||||||||||
Gas Utilities — 0.3% | ||||||||||||
Freeport LNG Investments LLLP, Term Loan B, | 1,790 | 1,653,334 | ||||||||||
|
| |||||||||||
Health Care Equipment & Supplies — 0.8% | ||||||||||||
Electron BidCo, Inc., 2021 Term Loan, (1 mo. LIBOR |
| |||||||||||
+ 3.00%, 0.50% Floor), 6.12%, 11/01/28 | 1,004 | 949,715 | ||||||||||
Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%, |
| |||||||||||
0.50% Floor), 6.37%, 05/04/28 | 284 | 276,579 | ||||||||||
Medline Borrower LP, USD Term Loan B, (1 mo. | ||||||||||||
LIBOR + 3.25%, 0.50% Floor), 6.37%, 10/23/28 | 2,623 | 2,407,536 | ||||||||||
Venga Finance SARL, 2021 USD Term Loan B, | ||||||||||||
(3 mo. LIBOR + 4.75%, 0.75% Floor), 7.82%, | ||||||||||||
12/04/28(d) | 263 | 241,681 | ||||||||||
|
| |||||||||||
3,875,511 | ||||||||||||
Health Care Providers & Services — 1.0% | ||||||||||||
CHG Healthcare Services, Inc., 2021 Term Loan, | 465 | 446,009 | ||||||||||
Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 7.46%, 01/08/27 | 674 | 633,174 | ||||||||||
Envision Healthcare Corp. | ||||||||||||
2022 1st Out Term Loan, (3 mo. SOFR CME + 7.88%, 1.00% Floor), 10.53%, 03/31/27 | 92 | 87,996 | ||||||||||
2022 2nd Out Term Loan, (3 mo. SOFR CME + 4.25%, 1.00% Floor), 6.83%, 03/31/27 | 613 | 266,775 |
Security | Par (000) | Value | ||||||||||
Health Care Providers & Services (continued) | ||||||||||||
EyeCare Partners LLC 2020 Term Loan, (3 mo. LIBOR + 3.75%), 7.42%, 02/18/27 | USD | 857 | $ | 775,396 | ||||||||
2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.50% Floor), 10.42%, 11/15/29 | 176 | 160,115 | ||||||||||
2021 Incremental Term Loan, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.42%, 11/15/28(d) | 195 | 182,083 | ||||||||||
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 8.17%, 03/05/26 | 440 | 389,541 | ||||||||||
Orbcomm, Inc., Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.34%, 09/01/28 | 387 | 353,347 | ||||||||||
PetVet Care Centers LLC, 2021 Term Loan B3, | 21 | 19,003 | ||||||||||
Sotera Health Holdings LLC, 2021 Term Loan, | 678 | 593,250 | ||||||||||
Vizient, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.25%, 0.50% Floor), 5.37%, 04/28/29 | 127 | 125,971 | ||||||||||
WP CityMD Bidco LLC, 2021 1st Lien Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.92%, 12/22/28 | 756 | 721,443 | ||||||||||
|
| |||||||||||
4,754,103 | ||||||||||||
Health Care Services — 0.3% | ||||||||||||
Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 07/24/26 | 1,082 | 982,099 | ||||||||||
Medical Solutions Holdings, Inc., 2021 2nd Lien Term | ||||||||||||
Loan, (3 mo. LIBOR + 7.00%, 0.50% Floor), 9.88%, 11/01/29(d) | 247 | 234,650 | ||||||||||
|
| |||||||||||
1,216,749 | ||||||||||||
Health Care Technology — 0.5% | ||||||||||||
Athenahealth, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 3.50%, 0.50% Floor), 6.58%, 02/15/29 | 1,309 | 1,170,314 | ||||||||||
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 10/10/25 | 310 | 295,618 | ||||||||||
Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 06/02/28 | 888 | 818,139 | ||||||||||
Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 07/24/26 | 270 | 245,227 | ||||||||||
|
| |||||||||||
2,529,298 | ||||||||||||
Hotels, Restaurants & Leisure — 3.5% | ||||||||||||
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 11/19/26 | 1,379 | 1,315,758 | ||||||||||
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 02/02/26 | 136 | 119,132 | ||||||||||
Aristocrat Technologies, Inc., 2022 Term Loan B, (3 mo. SOFR CME + 2.25%, 0.50% Floor), 5.90%, 05/24/29 | 46 | 44,908 | ||||||||||
Caesars Resort Collection LLC | 1,147 | 1,118,802 | ||||||||||
2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 12/23/24 | ||||||||||||
2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 07/21/25 | 203 | 200,022 | ||||||||||
Carnival Corp., USD Term Loan B, (6 mo. LIBOR + 3.00%, 0.75% Floor), 5.88%, 06/30/25 | 931 | 842,950 | ||||||||||
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 03/17/28 | 341 | 329,451 |
SCHEDULE OF INVESTMENTS | 20 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 6.67%, 03/08/24 | USD | 1,987 | $ | 1,499,424 | ||||||||
Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 7.03%, 01/27/29 | 1,989 | 1,842,085 | ||||||||||
Flutter Financing BV, 2022 USD Term Loan B, 0.00%, 07/29/28 | 624 | 608,300 | ||||||||||
Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 11/30/23 | 532 | 528,872 | ||||||||||
Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. LIBOR + 1.75%), 4.83%, 06/22/26 | 1,057 | 1,021,233 | ||||||||||
IRB Holding Corp., 2020 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.87%, 02/05/25 | 1,208 | 1,163,605 | ||||||||||
Penn National Gaming, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.75%, 0.50% Floor), 5.88%, 05/03/29 | 617 | 591,951 | ||||||||||
Playtika Holding Corp., 2021 Term Loan, | 721 | 689,165 | ||||||||||
Scientific Games International, Inc., 2022 USD Term Loan, (1 mo. SOFR CME + 3.00%, 0.50% Floor), 5.91%, 04/14/29 | 350 | 339,444 | ||||||||||
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 5.89%, 07/21/26 | 561 | 539,307 | ||||||||||
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%, 0.25% Floor), 5.37%, 02/08/27 | 1,031 | 984,065 | ||||||||||
Travelport Finance Luxembourg SARL (m) | ||||||||||||
2020 Super Priority Term Loan, (3 mo. LIBOR + 1.50%, 1.00% Floor, 8.75% PIK), 5.17%, 02/28/25 | 547 | 540,046 | ||||||||||
2021 Consented Term Loan, (3 mo. LIBOR + 6.75%), 10.42%, 05/29/26 | 488 | 346,349 | ||||||||||
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 5.93%, 10/02/28 | 300 | 269,789 | ||||||||||
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 08/03/28 | 1,250 | 1,154,188 | ||||||||||
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 05/30/25 | 199 | 193,662 | ||||||||||
|
| |||||||||||
16,282,508 | ||||||||||||
Household Durables — 0.6% | ||||||||||||
ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.32%, 05/17/28 | 694 | 509,737 | ||||||||||
Hunter Douglas Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 6.34%, 02/26/29 | 1,004 | 821,352 | ||||||||||
Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 02/04/27 | 138 | 132,764 | ||||||||||
Snap One Holdings Corp., Term Loan B, (6 mo. LIBOR + 4.50%, 0.50% Floor), 7.38%, 12/08/28 | 492 | 446,212 | ||||||||||
Springs Windows Fashions LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.60%, 10/06/28 | 357 | 277,905 | ||||||||||
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 10/30/27 | 875 | 706,969 | ||||||||||
|
| |||||||||||
2,894,939 |
Security | Par (000) | Value | ||||||||||
Household Products — 0.1% | ||||||||||||
Spectrum Brands, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.12%, 03/03/28 | USD | 457 | $ | 433,081 | ||||||||
|
| |||||||||||
Independent Power and Renewable Electricity Producers — 0.2% | ||||||||||||
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/25 .. | 876 | 850,474 | ||||||||||
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 5.12%, 08/12/26 |
| 285 | 272,860 | |||||||||
|
| |||||||||||
1,123,334 | ||||||||||||
Industrial Conglomerates — 0.9% | ||||||||||||
AVSC Holding Corp. | ||||||||||||
2020 Term Loan B1, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.39%, 03/03/25 | 546 | 474,692 | ||||||||||
2020 Term Loan B3, (3 mo. LIBOR + 5.00%, 10.00% PIK), 8.67%, 10/15/26(m) | 354 | 379,628 | ||||||||||
Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 5.56%, 09/29/28 |
| 1,372 | 1,261,338 | |||||||||
Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 9.76%, 11/28/23 | 234 | 233,043 | ||||||||||
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 10.42%, 07/28/28 |
| 261 | 225,206 | |||||||||
Vertical U.S. Newco, Inc., Term Loan B, (6 mo. LIBOR + 3.50%, 0.50% Floor), 6.87%, 07/30/27 | 729 | 699,015 | ||||||||||
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.30%, 03/02/27 |
| 1,236 | 1,173,322 | |||||||||
|
| |||||||||||
4,446,244 | ||||||||||||
Insurance — 1.6% | ||||||||||||
Alliant Holdings Intermediate LLC | ||||||||||||
2018 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/09/25 | 832 | 795,866 | ||||||||||
2021 Term Loan B4, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.49%, 11/06/27 | 2,130 | 2,015,030 | ||||||||||
AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.37%, 02/19/28 | 1,007 | 961,620 | ||||||||||
AssuredPartners, Inc. | ||||||||||||
2020 Term Loan B, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27 | 535 | 505,620 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 02/12/27 |
| 283 | 267,720 | |||||||||
Hub International Ltd. | ||||||||||||
2018 Term Loan B, (3 mo. LIBOR + 3.00%), 5.77%, 04/25/25 | 348 | 333,923 | ||||||||||
2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 5.98%, 04/25/25 |
| 1,425 | 1,367,327 | |||||||||
NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 02/15/27 |
| 113 | 105,790 | |||||||||
Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME + 3.00%, 0.75% Floor), 6.13%, 09/01/27(d) |
| 652 | 628,864 | |||||||||
Sedgwick Claims Management Services, Inc. | ||||||||||||
2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 09/03/26 | 520 | 496,037 | ||||||||||
2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 7.37%, 09/03/26 | 183 | 176,370 | ||||||||||
|
| |||||||||||
7,654,167 | ||||||||||||
Interactive Media & Services — 1.2% | ||||||||||||
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 06/26/28 | 754 | 732,555 |
21 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Interactive Media & Services (continued) | ||||||||||||
Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 12/06/27 | USD | 375 | $ | 336,420 | ||||||||
Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.12%, 10/30/26 | 1,609 | 1,553,008 | ||||||||||
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 08/10/27 | 825 | 796,328 | ||||||||||
Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 01/29/26 | 2,174 | 2,031,523 | ||||||||||
|
| |||||||||||
5,449,834 | ||||||||||||
Internet & Direct Marketing Retail — 0.1% | ||||||||||||
CNT Holdings I Corp., 2020 Term Loan, (1 mo. SOFR CME + 3.50%, 0.75% Floor), 6.25%, 11/08/27 | 597 | 567,685 | ||||||||||
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 02/12/27(d) . | 111 | 97,020 | ||||||||||
|
| |||||||||||
664,705 | ||||||||||||
Internet Software & Services — 0.4% | ||||||||||||
Uber Technologies, Inc., 2021 Term Loan B, | 1,794 | 1,745,467 | ||||||||||
|
| |||||||||||
IT Services — 2.6% | ||||||||||||
Aruba Investments, Inc., 2020 USD Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.08%, 11/24/27 | 336 | 308,610 | ||||||||||
Boxer Parent Co., Inc., 2021 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/02/25 | 753 | 711,704 | ||||||||||
Camelot Finance SA, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 10/30/26 | 1,498 | 1,447,217 | ||||||||||
CCC Intelligent Solutions, Inc., Term Loan, | 729 | 702,998 | ||||||||||
CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.63%, 06/02/28 | 1,816 | 1,357,448 | ||||||||||
Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/28/28 | 950 | 913,445 | ||||||||||
Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 12/01/27 | 2,563 | 2,433,768 | ||||||||||
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27(d) | 1,213 | 1,049,378 | ||||||||||
Trans Union LLC | ||||||||||||
2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 4.87%, 11/16/26 | 754 | 726,421 | ||||||||||
2021 Term Loan B6, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 12/01/28 | 1,506 | 1,456,119 | ||||||||||
Virtusa Corp., 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28 | 442 | 413,332 | ||||||||||
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 5.37%, 03/31/28 | 430 | 416,860 | ||||||||||
ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/02/26 | 89 | 87,620 | ||||||||||
|
| |||||||||||
12,024,920 |
Security | Par (000) | Value | ||||||||||
Leisure Products — 0.1% | ||||||||||||
Fender Musical Instruments Corp., 2021 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 6.75%, 12/01/28 | USD | 298 | $ | 252,462 | ||||||||
Peloton Interactive, Inc., Term Loan, (6 mo. SOFR CME + 6.50%, 0.50% Floor), 8.35%, 05/25/27 | 166 | 161,239 | ||||||||||
|
| |||||||||||
413,701 | ||||||||||||
Life Sciences Tools & Services — 1.5% | ||||||||||||
Avantor Funding, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/08/27 | 1,562 | 1,517,755 | ||||||||||
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 02/04/27 | 1,550 | 1,439,412 | ||||||||||
ICON Luxembourg SARL, LUX Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28 | 1,209 | 1,179,696 | ||||||||||
Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. SOFR + 3.00%, 0.50% Floor), 5.55%, 10/19/27 | 967 | 934,644 | ||||||||||
Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 11/15/28 | 1,679 | 1,598,899 | ||||||||||
PRA Health Sciences, Inc., US Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28 | 301 | 293,922 | ||||||||||
|
| |||||||||||
6,964,328 | ||||||||||||
Machinery — 1.4% | ||||||||||||
Albion Acquisitions Ltd., USD Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 8.01%, 08/17/26 | 757 | 716,001 | ||||||||||
ASP Blade Holdings, Inc., Initial Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 10/13/28 | 111 | 96,479 | ||||||||||
Clark Equipment Co., 2022 Term Loan B, (3 mo. SOFR CME + 2.50%, 0.50% Floor), 6.15%, 04/20/29 | 165 | 161,247 | ||||||||||
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.44%, 05/14/28 | 157 | 152,946 | ||||||||||
Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/21/28 | 494 | 467,867 | ||||||||||
Fluidra SA, 2022 USD Term Loan B, (1 mo. SOFR CME + 2.10%), 5.13%, 01/29/29 | 127 | 122,775 | ||||||||||
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. SOFR CME + 1.75%), 4.88%, 03/01/27 | 566 | 548,208 | ||||||||||
Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.82%, 06/21/28 | 1,840 | 1,696,730 | ||||||||||
SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.63%, 04/05/29 | 590 | 544,561 | ||||||||||
Titan Acquisition Ltd., 2018 Term Loan B, (6 mo. LIBOR + 3.00%), 5.88%, 03/28/25 | 1,818 | 1,623,852 | ||||||||||
Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 10/04/28 | 443 | 435,533 | ||||||||||
|
| |||||||||||
6,566,199 | ||||||||||||
Media — 5.6% | ||||||||||||
Altice Financing SA 2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 5.26%, 07/15/25 | 437 | 410,118 | ||||||||||
USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 5.26%, 01/31/26 | 526 | 491,361 |
SCHEDULE OF INVESTMENTS | 22 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Media (continued) | ||||||||||||
Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 6.91%, 08/14/26(d) | USD | 1,321 | $ | 1,195,750 | ||||||||
AMC Entertainment Holdings, Inc., 2019 Term Loan B, (3 mo. LIBOR + 3.00%), 5.76%, 04/22/26 | 669 | 521,345 | ||||||||||
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 05/03/28 | 407 | 398,969 | ||||||||||
Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 4.87%, 04/30/25 | 1,251 | 1,225,633 | ||||||||||
City Football Group Ltd., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.48%, 07/21/28 | 675 | 640,595 | ||||||||||
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 6.31%, 08/21/26 | 1,966 | 1,750,591 | ||||||||||
CMG Media Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 12/17/26 | 580 | 541,845 | ||||||||||
Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 12/11/26 | 3,094 | 2,871,331 | ||||||||||
CSC Holdings LLC | ||||||||||||
2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 5.07%, 07/17/25 | 645 | 613,433 | ||||||||||
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 5.32%, 04/15/27 | 868 | 809,764 | ||||||||||
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.87%, 01/07/28 | 343 | 331,543 | ||||||||||
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 6.37%, 12/01/23 | 371 | 303,377 | ||||||||||
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/24/25 | 1,055 | 1,015,700 | ||||||||||
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.81%, 10/17/26 | 1,076 | 1,011,024 | ||||||||||
MH Sub I LLC | ||||||||||||
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 09/13/24 | 1,885 | 1,792,531 | ||||||||||
2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.87%, 09/13/24 | 1,452 | 1,374,372 | ||||||||||
2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 9.28%, 02/23/29 | 515 | 480,739 | ||||||||||
Sinclair Television Group, Inc., 2022 Term Loan B4, (1 mo. SOFR CME + 3.75%), 6.88%, 04/21/29 | 804 | 758,423 | ||||||||||
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.11%, 09/28/23(d) | 1,480 | 1,420,345 | ||||||||||
UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR + 2.92%), 5.74%, 01/31/29 | 341 | 325,205 | ||||||||||
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 6.07%, 01/31/29 | 917 | 886,051 | ||||||||||
Voyage Digital Ltd., USD Term Loan B, (3 mo. SOFR + 4.50%, 0.50% Floor), 7.26%, 05/11/29(d) | 430 | 418,609 | ||||||||||
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 05/18/25 | 1,741 | 1,657,687 | ||||||||||
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 5.24%, 01/20/28 | 1,220 | 1,180,070 | ||||||||||
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/09/27 | 2,342 | 1,949,754 | ||||||||||
|
| |||||||||||
26,376,165 |
Security | Par (000) | Value | ||||||||||
Oil, Gas & Consumable Fuels — 0.6% | ||||||||||||
Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 11.46%, 11/01/25 | USD | 330 | $ | 345,949 | ||||||||
Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 12/13/25 | 261 | 228,276 | ||||||||||
Lealand Finance Co.BV | ||||||||||||
2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 06/28/24 | 16 | 9,466 | ||||||||||
2020 Take Back Term Loan, (1 mo. LIBOR + 1.00%), 4.12%, 06/30/25(m) | 115 | 57,337 | ||||||||||
M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 7.99%, 09/19/29 | 103 | 100,940 | ||||||||||
Medallion Midland Acquisition LLC, 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 10/18/28 | 898 | 867,027 | ||||||||||
Oryx Midstream Services Permian Basin LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.21%, 10/05/28 | 1,496 | 1,448,342 | ||||||||||
|
| |||||||||||
3,057,337 | ||||||||||||
Personal Products — 0.6% | ||||||||||||
Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 10/01/26 | 3,044 | 2,825,283 | ||||||||||
|
| |||||||||||
Pharmaceuticals — 1.3% | ||||||||||||
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 6.90%, 05/04/25 | 750 | 620,769 | ||||||||||
Bausch Health Cos., Inc., 2022 Term Loan B, (1 mo. SOFR CME + 5.25%, 0.50% Floor), 8.10%, 02/01/27 | 601 | 460,046 | ||||||||||
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.06%, 02/22/28 | 1,040 | 1,029,182 | ||||||||||
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.31%, 08/01/27 | 619 | 587,359 | ||||||||||
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 11/15/27 | 656 | 621,619 | ||||||||||
Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 05/05/28 | 1,081 | 1,043,182 | ||||||||||
Option Care Health, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 10/27/28 | 219 | 214,105 | ||||||||||
Organon & Co., USD Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.19%, 06/02/28 | 652 | 635,294 | ||||||||||
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 11/18/27(d) | 1,150 | 1,061,123 | ||||||||||
|
| |||||||||||
6,272,679 | ||||||||||||
Professional Services — 0.9% | ||||||||||||
Dun & Bradstreet Corp. | ||||||||||||
2022 Incremental Term Loan B2, (1 mo. SOFR CME + 3.25%), 6.28%, 01/18/29 | 304 | 293,128 | ||||||||||
Term Loan, (1 mo. LIBOR + 3.25%), 6.33%, 02/06/26 | 1,962 | 1,893,866 |
23 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Professional Services (continued) | ||||||||||||
Element Materials Technology Group U.S. Holdings, Inc. | ||||||||||||
2022 USD Delayed Draw Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.90%, 07/06/29 | USD | 310 | $ | 289,932 | ||||||||
2022 USD Term Loan, (3 mo. SOFR CME + 4.25%, 0.50% Floor), 7.90%, 07/06/29 | 671 | 628,185 | ||||||||||
Galaxy U.S. Opco, Inc., Term Loan, (1 mo. SOFR CME + 4.75%, 0.50% Floor), 7.78%, 04/29/29(d) | 1,089 | 1,020,937 | ||||||||||
|
| |||||||||||
4,126,048 | ||||||||||||
Real Estate Management & Development — 0.5% | ||||||||||||
Chamberlain Group, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/03/28 | 1,449 | 1,313,233 | ||||||||||
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 08/21/25 | 1,205 | 1,149,362 | ||||||||||
|
| |||||||||||
2,462,595 | ||||||||||||
Road & Rail — 0.1% | ||||||||||||
Avis Budget Car Rental LLC, 2020 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 08/06/27 | 288 | 271,145 | ||||||||||
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 8.63%, 08/04/25(d) | 373 | 338,355 | ||||||||||
|
| |||||||||||
609,500 | ||||||||||||
Semiconductors & Semiconductor Equipment — 0.1% | ||||||||||||
Synaptics, Inc., Term Loan B, (3 mo. LIBOR + 2.25%, 0.50% Floor), 4.36%, 12/02/28 | 253 | 250,272 | ||||||||||
|
| |||||||||||
Software — 5.9% | ||||||||||||
Applied Systems, Inc. | ||||||||||||
2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.67%, 09/19/24 | 95 | 92,059 | ||||||||||
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 9.17%, 09/19/25 | 90 | 88,335 | ||||||||||
Barracuda Networks, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.53%, 08/15/29 | 333 | 312,424 | ||||||||||
Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 6.61%, 07/06/29 | 612 | 588,426 | ||||||||||
Cloudera, Inc.(d) | ||||||||||||
2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%, 0.50% Floor), 9.12%, 10/08/29 | 457 | 383,880 | ||||||||||
2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/08/28 | 1,112 | 973,359 | ||||||||||
ConnectWise LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 09/29/28 | 491 | 458,125 | ||||||||||
Cornerstone OnDemand, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/16/28(d) | 517 | 432,029 | ||||||||||
Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/28/24 | 438 | 389,224 | ||||||||||
E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.64%, 02/04/28 | 113 | 107,498 | ||||||||||
Epicor Software Corp. | ||||||||||||
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.87%, 07/31/28 | 296 | 287,712 | ||||||||||
2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 07/30/27 | 288 | 268,993 |
Security | Par (000) | Value | ||||||||||
Software (continued) | ||||||||||||
Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. SOFR CME + 3.75%), 7.45%, 03/11/28 | USD | 868 | $ | 818,960 | ||||||||
Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.88%, 10/27/28 | 1,808 | 1,749,911 | ||||||||||
Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.12%, 10/30/28(d) | 310 | 301,127 | ||||||||||
IPS Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/02/28(d) | 253 | 234,815 | ||||||||||
Magenta Buyer LLC | ||||||||||||
2021 USD 1st Lien Term Loan, | 1,020 | 917,914 | ||||||||||
2021 USD 2nd Lien Term Loan, | 936 | 856,975 | ||||||||||
McAfee LLC, 2022 USD Term Loan B, | 1,638 | 1,489,600 | ||||||||||
Netsmart Technologies, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 10/01/27 | 575 | 546,547 | ||||||||||
Planview Parent, Inc., Term Loan, | 1,024 | 967,573 | ||||||||||
Proofpoint, Inc., 1st Lien Term Loan, | 1,765 | 1,653,618 | ||||||||||
RealPage, Inc., 1st Lien Term Loan, | 3,462 | 3,237,773 | ||||||||||
Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 05/30/25 | 31 | 29,391 | ||||||||||
Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 10/20/28 | 465 | 411,209 | ||||||||||
Severin Acquisition LLC, 2018 Term Loan B, (3 mo. SOFR CME + 3.00%), 6.03%, 08/01/25 | 960 | 931,416 | ||||||||||
Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 10/07/27 | 748 | 718,321 | ||||||||||
SS&C Technologies, Inc. | ||||||||||||
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25 | 573 | 553,548 | ||||||||||
2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25 | 465 | 449,107 | ||||||||||
Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.03%, 08/31/28 | 2,289 | 2,225,877 | ||||||||||
Tibco Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.02%, 03/20/29 | 2,055 | 1,840,950 | ||||||||||
Ultimate Software Group, Inc. | ||||||||||||
2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 7.54%, 05/03/27 | 453 | 425,932 | ||||||||||
2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 5.54%, 05/04/26 | 1,870 | 1,774,598 | ||||||||||
Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 05/04/26 | 1,046 | 994,936 | ||||||||||
|
| |||||||||||
27,512,162 | ||||||||||||
Specialty Retail — 2.4% | ||||||||||||
Belron Finance U.S. LLC | ||||||||||||
2018 Term Loan B, (3 mo. LIBOR + 2.25%), 5.19%, 11/13/25(d) | 179 | 174,102 | ||||||||||
2019 USD Term Loan B3, (3 mo. LIBOR + 2.25%), 5.06%, 10/30/26(d) | 408 | 396,197 | ||||||||||
2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.38%, 04/13/28 | 1,221 | 1,179,877 | ||||||||||
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (1 day SONIA + 4.25%), 5.44%, 06/23/25 | GBP | 1,000 | 976,981 |
SCHEDULE OF INVESTMENTS | 24 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Specialty Retail (continued) | ||||||||||||
EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.92%, 03/31/26 | USD | 234 | $ | 217,691 | ||||||||
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 11/24/28(d) | 312 | 299,958 | ||||||||||
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. SOFR CME + 4.00%, 0.75% Floor), 7.25%, 05/04/28 | 1,271 | 1,189,104 | ||||||||||
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 7.37%, 08/31/26 | 822 | 689,318 | ||||||||||
Midas Intermediate Holdco II LLC, (1 mo. SOFR CME + 8.35%, 0.75% Floor), 11.20%, 06/30/27(m) | 1,558 | 1,406,102 | ||||||||||
PetSmart, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28 | 2,201 | 2,077,901 | ||||||||||
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. SOFR CME + 2.00%), 5.13%, 08/04/28 | 429 | 409,457 | ||||||||||
Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 8.84%, 12/20/24 | 302 | 271,337 | ||||||||||
Restoration Hardware, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 3.25%, 0.50% Floor), 6.38%, 10/20/28 | 364 | 330,443 | ||||||||||
Reverb Buyer, Inc. | ||||||||||||
2021 1st Lien Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 0.00%, 11/01/28 | 1,110 | 1,129,838 | ||||||||||
2021 Delayed Draw Term Loan, 3.50%, 11/01/28 | 178 | 169,653 | ||||||||||
Woof Holdings, Inc., 1st Lien Term Loan, | 226 | 213,523 | ||||||||||
|
| |||||||||||
11,131,482 | ||||||||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||||||||
Electronics for Imaging, Inc., Term Loan, | 392 | 314,021 | ||||||||||
|
| |||||||||||
Textiles, Apparel & Luxury Goods — 0.1% | ||||||||||||
Crocs, Inc., Term Loan B, (3 mo. SOFR + 3.50%, 0.50% Floor), 7.20%, 02/17/29 | 723 | 678,575 | ||||||||||
|
| |||||||||||
Trading Companies & Distributors — 0.4% | ||||||||||||
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 05/19/28 | 614 | 591,108 | ||||||||||
Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 01/31/28 | 469 | 420,255 | ||||||||||
ION Trading Finance Ltd., 2021 USD Term Loan, (3 mo. LIBOR + 4.75%), 8.42%, 04/03/28 | 299 | 277,071 | ||||||||||
SRS Distribution, Inc., 2022 Incremental Term Loan, (3 mo. SOFR CME + 3.50%), 6.18%, 06/02/28 | 408 | 374,000 | ||||||||||
|
| |||||||||||
1,662,434 | ||||||||||||
Wireless Telecommunication Services — 0.4% | ||||||||||||
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 04/30/28 | 432 | 417,929 |
Security | Par (000) | Value | ||||||||||
Wireless Telecommunication Services (continued) | ||||||||||||
MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. SOFR + 3.86%), 6.61%, 06/02/28 | USD | 262 | $ | 246,002 | ||||||||
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 04/11/25 | 1,055 | 1,024,893 | ||||||||||
|
| |||||||||||
1,688,824 | ||||||||||||
|
| |||||||||||
Total Floating Rate Loan Interests — 57.6% | 270,448,491 | |||||||||||
|
| |||||||||||
Foreign Agency Obligations | ||||||||||||
Bahrain — 0.0% | ||||||||||||
Bahrain Government International Bond, 6.75%, 09/20/29(e) | 200 | 185,225 | ||||||||||
|
| |||||||||||
Chile — 0.0% | ||||||||||||
Chile Government International Bond, 4.34%, 03/07/42 | 200 | 158,700 | ||||||||||
|
| |||||||||||
Colombia — 0.1% | ||||||||||||
Colombia Government International Bond | 200 | 183,100 | ||||||||||
3.88%, 04/25/27 | 200 | 169,475 | ||||||||||
3.13%, 04/15/31 | 430 | 298,393 | ||||||||||
|
| |||||||||||
650,968 | ||||||||||||
Dominican Republic — 0.2% | ||||||||||||
Dominican Republic International Bond | 157 | 145,598 | ||||||||||
5.50%, 02/22/29(b) | 155 | 132,748 | ||||||||||
4.50%, 01/30/30(b) | 200 | 156,850 | ||||||||||
4.88%, 09/23/32(b) | 300 | 223,837 | ||||||||||
6.40%, 06/05/49(e) | 150 | 107,278 | ||||||||||
|
| |||||||||||
766,311 | ||||||||||||
Egypt — 0.0% | ||||||||||||
Egypt Government International Bond, 7.50%, 02/16/61(b) | 200 | 102,500 | ||||||||||
|
| |||||||||||
Guatemala — 0.1% | ||||||||||||
Guatemala Government Bond | 200 | 188,412 | ||||||||||
5.25%, 08/10/29(b) | 200 | 179,600 | ||||||||||
4.65%, 10/07/41(b) | 200 | 139,100 | ||||||||||
|
| |||||||||||
507,112 | ||||||||||||
Hungary — 0.1% | ||||||||||||
Hungary Government International Bond | 166 | 162,971 | ||||||||||
5.25%, 06/16/29(b) | 200 | 180,350 | ||||||||||
|
| |||||||||||
343,321 | ||||||||||||
Indonesia — 0.1% | ||||||||||||
Indonesia Government International Bond | 200 | 186,975 | ||||||||||
5.35%, 02/11/49 | 200 | 178,022 | ||||||||||
|
| |||||||||||
364,997 | ||||||||||||
Ivory Coast — 0.0% | ||||||||||||
Ivory Coast Government International Bond, | 200 | 177,350 | ||||||||||
|
|
25 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Mexico — 0.2% | ||||||||||||
Mexico Government International Bond | USD | 397 | $ | 379,333 | ||||||||
3.75%, 01/11/28 | 200 | 183,700 | ||||||||||
2.66%, 05/24/31 | 278 | 213,226 | ||||||||||
|
| |||||||||||
776,259 | ||||||||||||
Mongolia — 0.0% | ||||||||||||
Mongolia Government International Bond, 5.13%, 04/07/26(e) | 250 | 193,778 | ||||||||||
|
| |||||||||||
Morocco — 0.1% | ||||||||||||
Morocco Government International Bond(b) | 200 | 163,662 | ||||||||||
3.00%, 12/15/32 | 300 | 209,119 | ||||||||||
|
| |||||||||||
372,781 | ||||||||||||
Nigeria — 0.1% | ||||||||||||
Nigeria Government International Bond | 200 | 142,000 | ||||||||||
7.88%, 02/16/32(e) | 200 | 127,000 | ||||||||||
|
| |||||||||||
269,000 | ||||||||||||
Oman — 0.1% | ||||||||||||
Oman Government International Bond(e) | 308 | 239,085 | ||||||||||
6.75%, 01/17/48 | 200 | 159,250 | ||||||||||
|
| |||||||||||
398,335 | ||||||||||||
Panama — 0.2% | ||||||||||||
Panama Government International Bond | 421 | 381,478 | ||||||||||
3.16%, 01/23/30 | 377 | 306,030 | ||||||||||
|
| |||||||||||
687,508 | ||||||||||||
Paraguay — 0.0% | ||||||||||||
Paraguay Government International Bond, 5.40%, 03/30/50(e) | 200 | 146,913 | ||||||||||
|
| |||||||||||
Peru — 0.1% | ||||||||||||
Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25(e) | 219 | 210,692 | ||||||||||
Peruvian Government International Bond | 247 | 195,562 | ||||||||||
1.86%, 12/01/32 | 259 | 181,348 | ||||||||||
|
| |||||||||||
587,602 | ||||||||||||
Qatar — 0.0% | ||||||||||||
Qatar Government International Bond, 4.00%, 03/14/29(b) | 200 | 191,750 | ||||||||||
|
| |||||||||||
Romania — 0.1% | ||||||||||||
Romanian Government International Bond | 236 | 213,580 | ||||||||||
2.88%, 03/11/29(e) | EUR | 148 | 110,807 | |||||||||
2.50%, 02/08/30(e) | 156 | 109,153 | ||||||||||
|
| |||||||||||
433,540 | ||||||||||||
Saudi Arabia — 0.1% | ||||||||||||
Saudi Government International Bond, 4.50%, 04/17/30(e) | USD | 325 | 316,469 | |||||||||
|
|
Security | Par (000) | Value | ||||||||||
South Africa — 0.1% | ||||||||||||
Republic of South Africa Government International Bond | USD | 200 | $ | 164,475 | ||||||||
5.00%, 10/12/46 | 230 | 138,834 | ||||||||||
|
| |||||||||||
303,309 | ||||||||||||
Sri Lanka — 0.0% | ||||||||||||
Sri Lanka Government International Bond(e)(f)(j) 6.85%, 03/14/24 | 200 | 48,788 | ||||||||||
6.35%, 06/28/24 | 200 | 48,912 | ||||||||||
|
| |||||||||||
97,700 | ||||||||||||
Ukraine — 0.0% | ||||||||||||
Ukraine Government International Bond(f)(j) | 236 | 51,566 | ||||||||||
7.25%, 03/15/35(b) | 200 | 36,500 | ||||||||||
|
| |||||||||||
88,066 | ||||||||||||
Uruguay — 0.0% | ||||||||||||
Uruguay Government International Bond, | 90 | 88,583 | ||||||||||
|
| |||||||||||
Total Foreign Agency Obligations — 1.7% | 8,208,077 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Investment Companies | ||||||||||||
Fixed Income Funds — 0.5% | ||||||||||||
Invesco Senior Loan ETF | 120,501 | 2,432,915 | ||||||||||
|
| |||||||||||
Total Investment Companies — 0.5% | 2,432,915 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Non-Agency Mortgage-Backed Securities | ||||||||||||
Collateralized Mortgage Obligations — 1.5% | ||||||||||||
Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 | USD | 1,099 | 655,236 | |||||||||
CHL Mortgage Pass-Through Trust | 105 | 96,103 | ||||||||||
Series 2006-17, Class A2, 6.00%, 12/25/36 | 627 | 290,051 | ||||||||||
Series 2007-HY5, Class 3A1, 4.03%, 09/25/37(a) | 306 | 281,261 | ||||||||||
COLT Mortgage Loan Trust, Class A1, | 2,422 | 2,349,910 | ||||||||||
Countrywide Alternative Loan Trust | 1,850 | 873,125 | ||||||||||
Series 2007-19, Class 1A1, 6.00%, 08/25/37 | 546 | 291,565 | ||||||||||
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 3.49%, 10/25/35(a) | 314 | 190,915 | ||||||||||
Verus Securitization Trust, Class A1, | 1,814 | 1,786,426 | ||||||||||
|
| |||||||||||
6,814,592 |
SCHEDULE OF INVESTMENTS | 26 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) | Value | ||||||||||
Commercial Mortgage-Backed Securities — 0.9% | ||||||||||||
BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33(a)(b) | USD | 4,830 | $ | 4,392,125 | ||||||||
|
| |||||||||||
Total Non-Agency Mortgage-Backed Securities — 2.4% |
| 11,206,717 | ||||||||||
|
| |||||||||||
Benefical Interest (000) | ||||||||||||
Other Interests(o) | ||||||||||||
IT Services(d)(o) — 0.0% | ||||||||||||
Millennium Corp. Claim | USD | 861 | — | |||||||||
Millennium Lender Claim Trust(k) | 918 | — | ||||||||||
|
| |||||||||||
Total Other Interests — 0.0% |
| — | ||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
Preferred Securities | ||||||||||||
Capital Trusts — 4.9%(a) | ||||||||||||
Automobiles(k) — 0.1% | ||||||||||||
General Motors Financial Co., Inc., Series C, 5.70% | USD | 365 | 312,848 | |||||||||
Volkswagen International Finance NV, 4.38%(e) | EUR | 100 | 76,442 | |||||||||
|
| |||||||||||
389,290 | ||||||||||||
Banks(k) — 1.3% | ||||||||||||
Bank of East Asia Ltd., 5.88%(e) | USD | 250 | 226,250 | |||||||||
Credit Agricole SA, 4.75%(b) | 200 | 137,812 | ||||||||||
Industrial & Commercial Bank of China Ltd., 3.20%(e). | 200 | 183,000 | ||||||||||
ING Groep NV, 3.88% | 1,750 | 1,137,238 | ||||||||||
Kasikornbank PCL, 5.28%(e) | 200 | 176,725 | ||||||||||
Nordea Bank Abp, 3.75%(b) | 560 | 369,689 | ||||||||||
PNC Financial Services Group, Inc., Series V, 6.20% | 290 | 274,050 | ||||||||||
Rizal Commercial Banking Corp., 6.50%(e) | 200 | 183,250 | ||||||||||
TMBThanachart Bank PCL, 4.90%(e) | 250 | 223,094 | ||||||||||
U.S. Bancorp, 3.70% | 1,665 | 1,256,825 | ||||||||||
Wells Fargo & Co. | ||||||||||||
Series S, 5.90% | 1,500 | 1,364,716 | ||||||||||
Series U, 5.88% | 384 | 365,586 | ||||||||||
|
| |||||||||||
5,898,235 | ||||||||||||
Capital Markets — 0.5% | ||||||||||||
Bank of New York Mellon Corp., | 3,110 | 2,402,475 | ||||||||||
|
| |||||||||||
Diversified Financial Services(k) — 2.6% | ||||||||||||
Bank of America Corp. | ||||||||||||
Series DD, 6.30% | 215 | 211,195 | ||||||||||
Series X, 6.25% | 1,929 | 1,863,896 | ||||||||||
Series Z, 6.50% | 143 | 140,312 | ||||||||||
Barclays PLC | ||||||||||||
4.38% | 455 | 280,416 | ||||||||||
8.00% | 210 | 183,792 | ||||||||||
BNP Paribas SA, 6.88%(e) | EUR | 200 | 181,748 |
Security | Par (000) | Value | ||||||||||
Diversified Financial Services (continued) | ||||||||||||
Credit Suisse Group AG | ||||||||||||
6.38%(b) | USD | 295 | $ | 214,613 | ||||||||
6.25%(e) | 200 | 171,332 | ||||||||||
HSBC Holdings PLC | ||||||||||||
6.25% | 695 | 667,756 | ||||||||||
6.00% | 415 | 343,827 | ||||||||||
JPMorgan Chase & Co. | ||||||||||||
Series FF, 5.00% | 2,865 | 2,583,514 | ||||||||||
Series HH, 4.60% | 253 | 220,388 | ||||||||||
Lloyds Banking Group PLC, 7.50% | 1,250 | 1,140,625 | ||||||||||
NatWest Group PLC, 6.00% | 1,185 | 1,033,912 | ||||||||||
Societe Generale SA, 5.38%(b) | 2,250 | 1,541,925 | ||||||||||
UBS Group AG, 3.88%(b) | 1,500 | 1,132,275 | ||||||||||
Woori Bank, 4.25%(e) | 250 | 233,563 | ||||||||||
|
| |||||||||||
12,145,089 | ||||||||||||
Electric Utilities — 0.4% | ||||||||||||
Edison International, Series B, 5.00%(k) | 175 | 138,250 | ||||||||||
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79 | 1,750 | 1,526,382 | ||||||||||
|
| |||||||||||
1,664,632 | ||||||||||||
Independent Power and Renewable Electricity Producers — 0.0% | ||||||||||||
Vistra Corp., 7.00%(b)(k) | 240 | 209,522 | ||||||||||
|
| |||||||||||
Insurance — 0.0% | ||||||||||||
Heungkuk Life Insurance Co. Ltd., 4.48%(e)(k) | 200 | 197,538 | ||||||||||
|
| |||||||||||
Media — 0.0% | ||||||||||||
SES SA, 2.88%(e)(k) | EUR | 100 | 72,786 | |||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels — 0.0% | ||||||||||||
Abertis Infraestructuras Finance BV, 3.25%(e)(k) |
| 100 | 79,236 | |||||||||
|
| |||||||||||
Utilities — 0.0% | ||||||||||||
Electricite de France SA, 3.00%(e)(k) | 200 | 142,348 | ||||||||||
|
| |||||||||||
Wireless Telecommunication Services — 0.0% | ||||||||||||
Vodafone Group PLC, 2.63%, 08/27/80(e) | 100 | 83,794 | ||||||||||
|
| |||||||||||
23,284,945 | ||||||||||||
|
| |||||||||||
Shares | ||||||||||||
Preferred Stocks — 2.0% | ||||||||||||
Banks — 0.0% | ||||||||||||
CF-B L2 (D) LLC, (Acquired 04/08/15, | 137,556 | 2,303 | ||||||||||
|
| |||||||||||
Capital Markets(a) — 2.0% | ||||||||||||
Goldman Sachs Group, Inc., Series J, 5.50%(k) |
| 202,526 | 5,008,468 |
27 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||||||
Capital Markets (continued) | ||||||||||||
Morgan Stanley | ||||||||||||
Series F | 120,000 | $ | 3,009,600 | |||||||||
Series K, 5.85%(k) | 53,253 | 1,290,320 | ||||||||||
|
| |||||||||||
9,308,388 | ||||||||||||
|
| |||||||||||
9,310,691 | ||||||||||||
|
| |||||||||||
Total Preferred Securities — 6.9% | 32,595,636 | |||||||||||
|
| |||||||||||
Par (000) | ||||||||||||
U.S. Government Sponsored Agency Securities |
| |||||||||||
Agency Obligations — 4.8% | ||||||||||||
U.S. Treasury Bonds, 3.25%, 08/31/24 | USD | 12,500 | 12,274,414 | |||||||||
Uniform Mortgage-Backed Securities, | 10,804 | 10,036,691 | ||||||||||
|
| |||||||||||
22,311,105 | ||||||||||||
Mortgage-Backed Securities — 3.7% | ||||||||||||
Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1, | 32,180 | 579,594 | ||||||||||
Uniform Mortgage-Backed Securities | ||||||||||||
5.00%, 08/01/23 | 4 | 4,060 | ||||||||||
4.00%, 12/01/44 - 10/13/52(p) | 14,581 | 13,699,979 | ||||||||||
3.50%, 01/01/51 - 04/01/52 | 3,495 | 3,200,634 | ||||||||||
|
| |||||||||||
17,484,267 | ||||||||||||
|
| |||||||||||
Total U.S. Government Sponsored Agency | 39,795,372 | |||||||||||
|
| |||||||||||
Shares | ||||||||||||
Warrants | ||||||||||||
Metals & Mining — 0.0% | ||||||||||||
Ameriforge Group, Inc. | 2,542 | — | ||||||||||
|
| |||||||||||
Oil, Gas & Consumable Fuels — 0.0% | ||||||||||||
California Resources Corp., (Issued/Exercisable 11/03/20, 1 Share for 1 Warrant, Expires 10/27/24, Strike Price USD 36.00)(f) | 345 | 3,588 | ||||||||||
|
| |||||||||||
Total Warrants — 0.0% | 3,588 | |||||||||||
|
| |||||||||||
Total Long-Term Investments — 156.3% |
| 734,154,627 | ||||||||||
|
| |||||||||||
Options Purchased — 0.0% | 806 | |||||||||||
|
| |||||||||||
Total Investments Before Options Written — 156.3% |
| 734,155,433 | ||||||||||
|
| |||||||||||
Options Written — (0.0)% | (552 | ) | ||||||||||
|
| |||||||||||
Total Investments, Net of Options Written — 156.3% |
| 734,154,881 | ||||||||||
Liabilities in Excess of Other Assets — (56.3)% |
| (264,544,046 | ) | |||||||||
|
| |||||||||||
Net Assets — 100.0% | $ | 469,610,835 | ||||||||||
|
|
(a) | Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. |
(b) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(c) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(d) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(e) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(f) | Non-income producing security. |
(g) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,653, representing less than 0.05% of its net assets as of period end, and an original cost of $235,337. |
(h) | Convertible security. |
(i) | Zero-coupon bond. |
(j) | Issuer filed for bankruptcy and/or is in default. |
(k) | Perpetual security with no stated maturity date. |
(l) | 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. |
(m) | When-issued security. |
(n) | Rounds to less than 1,000. |
(o) | Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities. |
(p) | Represents or includes a TBA transaction. |
For Fund compliance purposes, the Fund’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.
SCHEDULE OF INVESTMENTS | 28 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 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 09/30/22 | Shares Held at 09/30/22 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class(a) | $ | 4,969,680 | $ | — | $ | (4,969,680 | )(b) | $ | — | $ | — | $ | — | — | $ | 36,615 | $ | — | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(a) | As of period end, the entity is no longer held. |
(b) | 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. | 3.30 | %(b) | 07/25/22 | Open | $ | 208,725 | $ | 209,559 | Capital Trusts | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 07/25/22 | Open | 33,180 | 33,313 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 07/25/22 | Open | 647,125 | 649,711 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 07/25/22 | Open | 233,243 | 234,174 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 07/25/22 | Open | 818,010 | 821,279 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.45 | (b) | 07/25/22 | Open | 108,275 | 108,738 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 979,267 | 983,545 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 1,078,221 | 1,082,931 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 462,240 | 464,259 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 209,143 | 210,056 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 339,500 | 340,983 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 191,065 | 191,900 | Capital Trusts | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 543,025 | 545,397 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 148,120 | 148,767 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 168,978 | 169,716 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 532,070 | 534,394 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 714,759 | 717,881 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 148,988 | 149,638 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 484,330 | 486,446 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 469,405 | 471,455 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 679,174 | 682,140 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 461,929 | 463,946 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 277,605 | 278,818 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 566,950 | 569,426 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 508,970 | 511,193 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 37,088 | 37,250 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 152,635 | 153,302 | Capital Trusts | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/25/22 | Open | 477,990 | 480,078 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/25/22 | Open | 577,219 | 579,719 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/25/22 | Open | 583,505 | 586,108 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/25/22 | Open | 86,125 | 86,517 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/25/22 | Open | 382,921 | 384,701 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 349,414 | 350,862 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 340,260 | 341,670 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 315,984 | 317,293 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 369,477 | 371,009 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 300,869 | 302,116 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 330,750 | 332,121 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 325,421 | 326,770 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/25/22 | Open | 358,765 | 360,252 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/25/22 | Open | 565,611 | 567,977 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/25/22 | Open | 156,750 | 157,406 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/25/22 | Open | 192,188 | 192,991 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/25/22 | Open | 785,565 | 788,850 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.45 | (b) | 07/27/22 | Open | 504,485 | 506,587 | Corporate Bonds | Open/Demand | ||||||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 529,250 | 531,503 | Corporate Bonds | Open/Demand |
29 |
Schedule of Investments (unaudited) (continued) September 30, 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. | 3.50 | %(b) | 07/27/22 | Open | $ | 292,339 | $ | 293,583 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 286,578 | 287,797 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 316,200 | 317,546 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 143,225 | 143,835 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 368,790 | 370,360 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 233,306 | 234,299 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 262,406 | 263,523 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 575,951 | 578,403 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 299,200 | 300,474 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 491,550 | 493,642 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 197,579 | 198,420 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 350,895 | 352,389 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 204,383 | 205,253 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 1,143,202 | 1,148,069 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 167,500 | 168,213 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 365,269 | 366,824 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 237,493 | 238,504 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/27/22 | Open | 298,480 | 299,751 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.11 | (b) | 07/27/22 | Open | 209,348 | 210,091 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.28 | (b) | 07/27/22 | Open | 1,259,156 | 1,264,016 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.28 | (b) | 07/27/22 | Open | 2,472,450 | 2,481,993 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.29 | (b) | 07/27/22 | Open | 225,475 | 226,349 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.31 | (b) | 07/27/22 | Open | 532,819 | 534,904 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 169,031 | 169,736 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 516,005 | 518,155 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 920,369 | 924,204 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 692,500 | 695,385 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 1,161,562 | 1,166,402 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 1,676,250 | 1,683,234 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 261,450 | 262,539 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 767,000 | 770,196 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 1,346,250 | 1,351,859 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 499,356 | 501,437 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 2,910,000 | 2,922,125 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 621,334 | 623,923 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 280,194 | 281,361 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.45 | (b) | 07/27/22 | Open | 3,388,500 | 3,402,619 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 550,331 | 552,654 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 440,107 | 441,965 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 656,696 | 659,468 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 295,650 | 296,898 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 612,694 | 615,280 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 1,125,000 | 1,129,748 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.48 | (b) | 07/27/22 | Open | 378,525 | 380,123 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.49 | (b) | 07/27/22 | Open | 363,694 | 365,235 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.50 | (b) | 07/27/22 | Open | 379,890 | 381,507 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 323,938 | 325,346 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 5,504,200 | 5,528,128 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 623,332 | �� | 626,042 | Corporate Bonds | Open/Demand | |||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 603,330 | 605,953 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 291,600 | 292,868 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 481,704 | 483,798 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 777,419 | 780,798 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 256,410 | 257,525 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 256,650 | 257,766 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 318,373 | 319,757 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 455,601 | 457,582 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 1,298,700 | 1,304,346 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 365,219 | 366,806 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 629,042 | 631,777 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 1,231,440 | 1,236,793 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 899,835 | 903,747 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 30 |
Schedule of Investments (unaudited) (continued) September 30, 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. | 3.55 | %(b) | 07/27/22 | Open | $ | 296,460 | $ | 297,749 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 1,327,900 | 1,333,673 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 54,605 | 54,842 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 704,675 | 707,738 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/27/22 | Open | 493,155 | 495,299 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 483,787 | 485,934 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 935,470 | 939,621 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 1,024,609 | 1,029,155 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 1,120,950 | 1,125,924 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 194,844 | 195,708 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.60 | (b) | 07/27/22 | Open | 168,750 | 169,499 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 509,512 | 511,796 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 271,425 | 272,644 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 719,442 | 722,674 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 213,995 | 214,956 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 550,237 | 552,709 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/27/22 | Open | 366,513 | 368,159 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 214,185 | 215,155 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 196,966 | 197,858 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 1,096,224 | 1,101,187 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 697,419 | 700,576 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 374,920 | 376,618 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 469,680 | 471,807 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 221,850 | 222,854 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 595,660 | 598,357 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 1,251,146 | 1,256,811 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 536,869 | 539,300 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 355,515 | 357,125 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 219,425 | 220,419 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 586,830 | 589,487 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 447,757 | 449,785 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 517,440 | 519,783 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 381,659 | 383,387 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 462,080 | 464,172 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 468,120 | 470,240 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 655,200 | 658,167 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 486,750 | 488,954 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 322,263 | 323,722 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 555,092 | 557,606 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/27/22 | Open | 102,880 | 103,346 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.22 | (b) | 07/27/22 | Open | 410,625 | 412,165 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.22 | (b) | 07/27/22 | Open | 1,286,250 | 1,291,075 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.22 | (b) | 07/27/22 | Open | 1,297,687 | 1,302,556 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.22 | (b) | 07/27/22 | Open | 432,500 | 434,122 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.25 | (b) | 07/27/22 | Open | 750,000 | 752,854 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.25 | (b) | 07/27/22 | Open | 647,762 | 650,228 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.27 | (b) | 07/27/22 | Open | 172,975 | 173,640 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.27 | (b) | 07/27/22 | Open | 186,000 | 186,715 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.27 | (b) | 07/27/22 | Open | 187,000 | 187,718 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.27 | (b) | 07/27/22 | Open | 172,500 | 173,163 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.27 | (b) | 07/27/22 | Open | 355,406 | 356,772 | Corporate Bonds | Open/Demand |
31 |
Schedule of Investments (unaudited) (continued) September 30, 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 | 3.27 | %(b) | 07/27/22 | Open | $ | 47,375 | $ | 47,557 | Corporate Bonds | Open/Demand | ||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 234,156 | 235,068 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 287,464 | 288,584 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 313,130 | 314,350 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 217,445 | 218,292 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 327,951 | 329,229 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30 | (b) | 07/27/22 | Open | 312,495 | 313,712 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.32 | (b) | 07/27/22 | Open | 297,213 | 298,381 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.32 | (b) | 07/27/22 | Open | 299,884 | 301,063 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.32 | (b) | 07/27/22 | Open | 748,125 | 751,067 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.32 | (b) | 07/27/22 | Open | 397,957 | 399,522 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 383,570 | 385,092 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 443,040 | 444,798 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 302,820 | 304,022 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 426,310 | 428,002 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 300,671 | 301,864 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 314,280 | 315,527 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 204,350 | 205,161 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 669,525 | 672,182 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 346,199 | 347,572 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 277,500 | 278,601 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 290,975 | 292,130 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 303,713 | 304,918 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 07/27/22 | Open | 299,000 | 300,186 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.35 | (b) | 07/27/22 | Open | 479,325 | 481,236 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.36 | (b) | 07/27/22 | Open | 436,521 | 438,269 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.38 | (b) | 07/27/22 | Open | 244,500 | 245,488 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 2.75 | (b) | 07/27/22 | Open | 85,215 | 85,462 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.30 | (b) | 07/27/22 | Open | 174,500 | 175,180 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.30 | (b) | 07/27/22 | Open | 1,078,125 | 1,082,325 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.35 | (b) | 07/27/22 | Open | 249,906 | 250,902 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.40 | (b) | 07/27/22 | Open | 300,694 | 301,919 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.40 | (b) | 07/27/22 | Open | 271,863 | 272,971 | Capital Trusts | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.45 | (b) | 07/27/22 | Open | 1,472,500 | 1,478,635 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.45 | (b) | 07/27/22 | Open | 82,351 | 82,694 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 32 |
Schedule of Investments (unaudited) (continued) September 30, 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) | |||||||||
| ||||||||||||||||||||||||||
RBC Capital Markets LLC | 3.25 | %(b) | 07/27/22 | Open | $ | 157,463 | $ | 158,062 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 274,119 | 275,162 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 533,927 | 535,959 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 1,411,775 | 1,417,148 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 1,405,410 | 1,410,758 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 1,046,706 | 1,050,690 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.25 | (b) | 07/27/22 | Open | 336,600 | 337,881 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 371,812 | 373,248 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 391,331 | 392,842 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 405,637 | 407,203 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 602,875 | 605,202 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 371,794 | 373,229 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 1,400,175 | 1,405,579 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 941,412 | 945,046 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 2,835 | 2,846 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 130,550 | 131,054 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 796,500 | 799,574 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 1,425,000 | 1,430,500 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 213,850 | 214,675 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 274,669 | 275,729 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.28 | (b) | 07/27/22 | Open | 1,474,450 | 1,480,141 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/27/22 | Open | 253,310 | 254,333 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/27/22 | Open | 297,754 | 298,957 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/27/22 | Open | 352,100 | 353,523 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/27/22 | Open | 51,068 | 51,274 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/27/22 | Open | 491,606 | 493,592 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 235,263 | 236,222 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 289,598 | 290,778 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 159,795 | 160,446 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 170,970 | 171,667 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 273,128 | 274,241 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/27/22 | Open | 262,260 | 263,329 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.42 | (b) | 07/27/22 | Open | 317,905 | 319,212 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/28/22 | Open | 373,012 | 374,869 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 669,130 | 672,401 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 649,177 | 652,351 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 571,200 | 573,993 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 836,730 | 840,821 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 1,195,444 | 1,201,288 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 07/29/22 | Open | 2,171,899 | 2,182,517 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.29 | (b) | 07/29/22 | Open | 205,936 | 206,866 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.50 | (b) | 07/29/22 | Open | 862,755 | 866,973 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 07/29/22 | Open | 1,017,450 | 1,022,515 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.63 | (b) | 07/29/22 | Open | 373,800 | 375,714 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/29/22 | Open | 797,651 | 801,764 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 07/29/22 | Open | 466,972 | 469,380 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/29/22 | Open | 781,000 | 784,652 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/29/22 | Open | 517,860 | 520,281 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/29/22 | Open | 292,760 | 294,129 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 07/29/22 | Open | 476,937 | 479,167 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 07/29/22 | Open | 326,576 | 328,115 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.42 | (b) | 07/29/22 | Open | 493,680 | 496,023 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 08/01/22 | Open | 210,969 | 211,865 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 08/01/22 | Open | 302,950 | 304,238 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 08/01/22 | Open | 137,459 | 138,043 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 72,280 | 72,611 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 1,382,227 | 1,388,563 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 369,777 | 371,472 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 401,074 | 402,912 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 324,500 | 325,987 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/01/22 | Open | 162,750 | 163,496 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.50 | (b) | 08/01/22 | Open | 842,752 | 846,615 | Corporate Bonds | Open/Demand |
33 |
Schedule of Investments (unaudited) (continued) September 30, 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. | 3.50 | %(b) | 08/01/22 | Open | $ | 944,265 | $ | 948,593 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 08/01/22 | Open | 908,950 | 913,192 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.55 | (b) | 08/01/22 | Open | 436,312 | 438,348 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 08/01/22 | Open | 144,695 | 145,394 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.33 | (b) | 08/01/22 | Open | 406,475 | 408,223 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.34 | (b) | 08/01/22 | Open | 415,984 | 417,779 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.38 | (b) | 08/01/22 | Open | 604,670 | 607,320 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.40 | (b) | 08/01/22 | Open | 310,310 | 311,681 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.38 | (b) | 08/01/22 | Open | 394,211 | 395,939 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 08/01/22 | Open | 219,364 | 220,333 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC | 3.40 | (b) | 08/01/22 | Open | 219,300 | 220,269 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 2.75 | (b) | 08/02/22 | Open | 10,000 | 10,033 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.00 | (b) | 08/02/22 | Open | 190,250 | 190,952 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.15 | (b) | 08/02/22 | Open | 221,250 | 222,120 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.25 | (b) | 08/02/22 | Open | 343,435 | 344,842 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 1,502,209 | 1,508,487 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 1,211,875 | 1,216,940 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 602,912 | 605,432 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 397,600 | 399,262 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 300,219 | 301,473 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 1,740,000 | 1,747,272 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 181,948 | 182,708 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 1,562,500 | 1,569,030 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/02/22 | Open | 1,181,250 | 1,186,187 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.35 | (b) | 08/02/22 | Open | 2,475,000 | 2,485,546 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.40 | (b) | 08/02/22 | Open | 157,604 | 158,288 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 521,625 | 523,976 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 922,819 | 926,978 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 1,121,875 | 1,126,931 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 308,425 | 309,815 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 2,537,500 | 2,548,936 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 1,126,800 | 1,131,878 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.50 | (b) | 08/02/22 | Open | 336,938 | 338,456 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 08/02/22 | Open | 555,975 | 558,299 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/02/22 | Open | 341,351 | 342,890 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/02/22 | Open | 132,015 | 132,610 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/02/22 | Open | 626,285 | 629,108 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/02/22 | Open | 687,675 | 690,774 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/02/22 | Open | 447,930 | 449,949 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. | 3.65 | (b) | 08/02/22 | Open | 1,566,862 | 1,574,888 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.36 | (b) | 08/02/22 | Open | 328,185 | 329,589 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC | 3.37 | (b) | 08/02/22 | Open | 243,100 | 244,144 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.25 | (b) | 08/04/22 | Open | 489,000 | 490,936 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/04/22 | Open | 154,641 | 155,265 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.30 | (b) | 08/04/22 | Open | 176,571 | 177,284 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.30 | (b) | 08/04/22 | Open | 532,741 | 534,892 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 1,294,136 | 1,299,771 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 596,851 | 599,450 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 228,290 | 229,284 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 555,795 | 558,215 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 467,537 | 469,573 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 538,687 | 541,033 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 176,558 | 177,326 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | 3.50 | (b) | 08/04/22 | Open | 327,525 | 328,951 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.25 | (b) | 08/09/22 | Open | 856,125 | 859,217 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC | 3.25 | (b) | 08/09/22 | Open | 496,500 | 498,293 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. | (1.50 | )(b) | 08/09/22 | Open | 497,736 | 496,658 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 34 |
Schedule of Investments (unaudited) (continued) September 30, 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. | 3.45%(b) | 08/09/22 | Open | $331,946 | $ 333,241 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.45(b) | 08/09/22 | Open | 435,480 | 437,178 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.45(b) | 08/09/22 | Open | 325,920 | 327,191 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.45(b) | 08/09/22 | Open | 476,250 | 478,107 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.45(b) | 08/09/22 | Open | 296,050 | 297,205 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 08/09/22 | Open | 621,270 | 623,648 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 08/09/22 | Open | 504,735 | 506,667 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 08/09/22 | Open | 512,222 | 514,183 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 08/09/22 | Open | 503,921 | 505,850 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 370,875 | 372,311 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 362,006 | 363,408 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 351,743 | 353,104 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 710,089 | 712,838 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 306,500 | 307,687 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 357,600 | 358,984 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 387,045 | 388,543 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 327,438 | 328,705 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 348,300 | 349,648 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 320,640 | 321,881 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 453,750 | 455,507 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 315,506 | 316,728 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 414,842 | 416,448 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 334,000 | 335,293 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 421,432 | 423,064 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 366,642 | 368,062 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 08/09/22 | Open | 350,726 | 352,084 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 08/09/22 | Open | 433,895 | 435,587 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 08/09/22 | Open | 590,482 | 592,785 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 08/09/22 | Open | 409,219 | 410,815 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.35(b) | 08/09/22 | Open | 647,939 | 650,372 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 603,840 | 606,151 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 389,090 | 390,579 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 373,455 | 374,884 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 330,183 | 331,446 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 386,977 | 388,459 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 339,075 | 340,373 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 275,479 | 276,533 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 390,600 | 392,095 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 456,750 | 458,498 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 321,750 | 322,982 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/09/22 | Open | 477,160 | 478,986 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 08/11/22 | Open | 594,220 | 596,201 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.63(b) | 08/11/22 | Open | 108,876 | 109,312 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 08/11/22 | Open | 206,971 | 207,733 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | (1.75)(b) | 08/15/22 | Open | 248,775 | 248,219 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 08/15/22 | Open | 578,380 | 580,412 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 08/15/22 | Open | 572,074 | 574,084 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 08/17/22 | Open | 963,525 | 966,764 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC | 3.24(b) | 08/17/22 | Open | 163,719 | 164,217 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC | 3.24(b) | 08/17/22 | Open | 266,406 | 267,217 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC | 3.35(b) | 08/17/22 | Open | 146,334 | 146,799 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC | 3.35(b) | 08/17/22 | Open | 137,939 | 138,377 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC | 3.37(b) | 08/17/22 | Open | 1,161,185 | 1,164,903 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Bank PLC | 3.40(b) | 08/18/22 | Open | 295,474 | 296,409 | Foreign Agency Obligations | Open/Demand | |||||||||||||||||||
Barclays Bank PLC | 3.40(b) | 08/18/22 | Open | 169,000 | 169,535 | Foreign Agency Obligations | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.38(b) | 08/18/22 | Open | 139,534 | 139,972 | Foreign Agency Obligations | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 08/19/22 | Open | 672,785 | 674,751 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 08/23/22 | Open | 228,619 | 229,282 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.38(b) | 08/31/22 | Open | 209,048 | 209,506 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 09/01/22 | Open | 2,182,500 | 2,187,247 | Corporate Bonds | Open/Demand |
35 |
Schedule of Investments (unaudited) (continued) September 30, 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) | | |||||||||
| ||||||||||||||||||||||||||
RBC Capital Markets LLC | 3.40%(b) | 09/01/22 | Open | $317,000 | $ 317,700 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/07/22 | Open | 80,728 | 80,874 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/08/22 | Open | 236,980 | 237,378 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 09/08/22 | Open | 1,081,639 | 1,083,390 | Corporate Bonds | Open/Demand | |||||||||||||||||||
HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 1,522,811 | 1,524,903 | U.S. Government Sponsored Agency Securities | Up to 30 Days | |||||||||||||||||||
HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 10,179,432 | 10,193,420 | U.S. Government Sponsored Agency Securities | Up to 30 Days | |||||||||||||||||||
HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 1,615,837 | 1,618,057 | U.S. Government Sponsored Agency Securities | Up to 30 Days | |||||||||||||||||||
HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 6,239,894 | 6,248,468 | U.S. Government Sponsored Agency Securities | Up to 30 Days | |||||||||||||||||||
HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 1,634,126 | 1,636,372 | U.S. Government Sponsored Agency Securities | Up to 30 Days | |||||||||||||||||||
Barclays Bank PLC | 3.30(b) | 09/12/22 | Open | 2,426,962 | 2,430,057 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.45(b) | 09/12/22 | Open | 345,470 | 345,936 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/12/22 | Open | 239,313 | 239,642 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/12/22 | Open | 174,788 | 175,028 | Capital Trusts | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/12/22 | Open | 717,937 | 718,961 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.63(b) | 09/12/22 | Open | 235,089 | 235,427 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.65(b) | 09/12/22 | Open | 180,800 | 181,062 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | (0.78) (b) | 09/12/22 | Open | 12,437,500 | 12,424,700 | U.S. Government Sponsored Agency Securities | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 0.00(b) | 09/12/22 | Open | 148,988 | 148,932 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/15/22 | Open | 98,040 | 98,148 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/16/22 | Open | 228,305 | 228,514 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.65(b) | 09/16/22 | Open | 265,628 | 265,884 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/16/22 | Open | 268,800 | 269,036 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/16/22 | Open | 231,213 | 231,415 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital Inc. | 3.00(b) | 09/19/22 | Open | 26,145 | 26,121 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.25(b) | 09/19/22 | Open | 137,000 | 137,105 | Capital Trusts | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/19/22 | Open | 127,925 | 128,034 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.42(b) | 09/19/22 | Open | 25,250 | 25,271 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 1.00(b) | 09/19/22 | Open | 132,480 | 132,490 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.35(b) | 09/19/22 | Open | 105,219 | 105,302 | Corporate Bonds | Open/Demand | |||||||||||||||||||
HSBC Securities (USA), Inc. | 3.25(b) | 09/19/22 | Open | 270,425 | 270,632 | Capital Trusts | Open/Demand | |||||||||||||||||||
Nomura Securities International, Inc. | 3.25(b) | 09/19/22 | Open | 155,039 | 155,157 | Foreign Agency Obligations | Open/Demand | |||||||||||||||||||
Nomura Securities International, Inc. | 3.25(b) | 09/19/22 | Open | 181,381 | 181,520 | Foreign Agency Obligations | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/19/22 | Open | 163,125 | 163,256 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/19/22 | Open | 176,241 | 176,384 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/19/22 | Open | 108,160 | 108,248 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/19/22 | Open | 122,550 | 122,649 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/19/22 | Open | 172,860 | 173,000 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/19/22 | Open | 225,920 | 226,103 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/20/22 | Open | 221,835 | 222,004 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/20/22 | Open | 702,799 | 703,336 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.40(b) | 09/20/22 | Open | 122,850 | 122,940 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 09/20/22 | Open | 103,000 | 103,077 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.45(b) | 09/20/22 | Open | 74,786 | 74,842 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.48(b) | 09/20/22 | Open | 312,613 | 312,850 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/20/22 | Open | 235,039 | 235,222 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/20/22 | Open | 312,360 | 312,603 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/20/22 | Open | 230,069 | 230,251 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.65(b) | 09/20/22 | Open | 720,706 | 721,287 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/20/22 | Open | 336,289 | 336,534 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/20/22 | Open | 302,175 | 302,396 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/20/22 | Open | 500,165 | 500,533 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/21/22 | Open | 463,320 | 463,639 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/21/22 | Open | 1,404,165 | 1,405,130 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/21/22 | Open | 385,400 | 385,665 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/21/22 | Open | 159,985 | 160,097 | Corporate Bonds | Open/Demand |
SCHEDULE OF INVESTMENTS | 36 |
Schedule of Investments (unaudited) (continued) September 30, 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 | 3.34%(b) | 09/21/22 | Open | $424,907 | $ 425,183 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 3.40(b) | 09/21/22 | Open | 435,311 | 435,600 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Bank of America N.A. | 3.15 | 09/22/22 | 11/04/22 | 116,494 | 116,575 | Corporate Bonds | 31-90 Days | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/22/22 | Open | 83,190 | 83,257 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/22/22 | Open | 65,860 | 65,909 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/23/22 | Open | 719,200 | 719,550 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.48(b) | 09/23/22 | Open | 564,480 | 564,862 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.30(b) | 09/23/22 | Open | 212,510 | 212,607 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Suisse Securities (USA) LLC | 2.25(b) | 09/23/22 | Open | 81,575 | 81,550 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Bank of America N.A. | 3.50 | 09/26/22 | 11/04/22 | 1,347,401 | 1,347,925 | Corporate Bonds | 31-90 Days | |||||||||||||||||||
Barclays Capital, Inc. | 3.30(b) | 09/27/22 | Open | 475,037 | 475,168 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 257,400 | 257,475 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 772,817 | 773,043 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 381,860 | 381,971 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 856,935 | 857,185 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 384,037 | 384,150 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 850,905 | 851,153 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 637,440 | 637,626 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/27/22 | Open | 751,590 | 751,809 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.35(b) | 09/27/22 | Open | 289,460 | 289,541 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.35(b) | 09/27/22 | Open | 230,490 | 230,554 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.35(b) | 09/27/22 | Open | 191,148 | 191,236 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.35(b) | 09/27/22 | Open | 366,730 | 366,832 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 09/27/22 | Open | 120,150 | 120,184 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.43(b) | 09/27/22 | Open | 140,338 | 140,378 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.48(b) | 09/27/22 | Open | 868,477 | 868,729 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.49(b) | 09/27/22 | Open | 696,386 | 696,724 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.49(b) | 09/27/22 | Open | 524,000 | 524,152 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/27/22 | Open | 400,881 | 401,000 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/27/22 | Open | 404,172 | 404,292 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/27/22 | Open | 193,545 | 193,603 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.60(b) | 09/27/22 | Open | 1,442,082 | 1,442,515 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.65(b) | 09/27/22 | Open | 428,964 | 429,094 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/27/22 | Open | 221,959 | 222,021 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/27/22 | Open | 359,004 | 359,105 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/27/22 | Open | 325,316 | 325,408 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.38(b) | 09/27/22 | Open | 875,287 | 875,534 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 157,675 | 157,720 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 128,858 | 128,894 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 127,250 | 127,286 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 144,718 | 144,759 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 166,200 | 166,247 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 156,650 | 156,694 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 196,477 | 196,533 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 153,259 | 153,302 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 157,290 | 157,335 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 322,740 | 322,831 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 221,500 | 221,563 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 170,775 | 170,823 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 243,460 | 243,529 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/27/22 | Open | 1,144,500 | 1,144,824 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.42(b) | 09/27/22 | Open | 561,474 | 561,634 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.42(b) | 09/27/22 | Open | 121,009 | 121,066 | Corporate Bonds | Open/Demand | |||||||||||||||||||
RBC Capital Markets LLC | 3.42(b) | 09/27/22 | Open | 294,440 | 294,524 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Barclays Capital, Inc. | 3.50(b) | 09/28/22 | Open | 233,306 | 233,352 | Corporate Bonds | Open/Demand | |||||||||||||||||||
BNP Paribas S.A. | 3.55(b) | 09/28/22 | Open | 508,005 | 508,205 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Bank of America N.A. | 3.40 | 09/29/22 | 11/04/22 | 1,269,427 | 1,269,547 | Corporate Bonds | 31-90 Days | |||||||||||||||||||
Barclays Capital, Inc. | 3.25(b) | 09/29/22 | Open | 638,910 | 638,968 | Corporate Bonds | Open/Demand | |||||||||||||||||||
Credit Agricole Corporate and Investment Bank | 3.36(b) | 09/29/22 | Open | 408,249 | 408,249 | Corporate Bonds | Open/Demand |
37 |
Schedule of Investments (unaudited) (continued) September 30, 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 No-Cash Underlying Collateral | Remaining Contractual Maturity of the Agreements(a) | |||||||||
| ||||||||||||||||||
HSBC Securities (USA), Inc. | 3.25%(b) | 09/29/22 | Open | $ | 366,055 | $ 366,088 | Corporate Bonds | Open/Demand | ||||||||||
RBC Capital Markets LLC | 3.25(b) | 09/29/22 | Open | 760,410 | 760,479 | Corporate Bonds | Open/Demand | |||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/29/22 | Open | 70,070 | 70,077 | Corporate Bonds | Open/Demand | |||||||||||
TD Securities (USA) LLC | 3.24(b) | 09/29/22 | Open | 265,050 | 265,074 | Corporate Bonds | Open/Demand | |||||||||||
Barclays Capital, Inc. | 0.00(b) | 09/30/22 | Open | 369,112 | 369,112 | Corporate Bonds | Open/Demand | |||||||||||
Barclays Capital, Inc. | 0.00(b) | 09/30/22 | Open | 800,300 | 800,300 | Corporate Bonds | Open/Demand | |||||||||||
BNP Paribas S.A. | 0.00(b) | 09/30/22 | Open | 178,770 | 178,770 | Corporate Bonds | Open/Demand | |||||||||||
BNP Paribas S.A. | 0.00(b) | 09/30/22 | Open | 368,722 | 368,723 | Corporate Bonds | Open/Demand | |||||||||||
BNP Paribas S.A. | 0.00(b) | 09/30/22 | Open | 498,812 | 498,812 | Corporate Bonds | Open/Demand | |||||||||||
BNP Paribas S.A. | 0.00(b) | 09/30/22 | Open | 1,413,484 | 1,413,484 | Corporate Bonds | Open/Demand | |||||||||||
BNP Paribas S.A. | 0.00(b) | 09/30/22 | Open | 607,081 | 607,081 | Corporate Bonds | Open/Demand | |||||||||||
Credit Agricole Corporate and Investment Bank | 0.00(b) | 09/30/22 | Open | 389,002 | 389,002 | Corporate Bonds | Open/Demand | |||||||||||
RBC Capital Markets LLC | 0.00(b) | 09/30/22 | Open | 46,343 | 46,343 | Corporate Bonds | Open/Demand | |||||||||||
RBC Capital Markets LLC | 3.40(b) | 09/30/22 | Open | 1,852,867 | 1,853,042 | Corporate Bonds | Open/Demand | |||||||||||
|
|
| ||||||||||||||||
$282,768,281 | $ 283,640,374 | |||||||||||||||||
|
|
|
(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 | 119 | 12/20/22 | $ | 14,103 | $ | (929,044 | ) | |||||||||
2-Year U.S. Treasury Note | 380 | 12/30/22 | 78,019 | (955,944 | ) | |||||||||||
|
| |||||||||||||||
(1,884,988 | ) | |||||||||||||||
|
| |||||||||||||||
Short Contracts | ||||||||||||||||
10-Year Japanese Government Treasury Bonds | 10 | 12/13/22 | 10,247 | 25,991 | ||||||||||||
10-Year U.S. Treasury Note | 394 | 12/20/22 | 44,153 | 1,944,930 | ||||||||||||
U.S. Long Bond | 44 | 12/20/22 | 5,566 | 406,927 | ||||||||||||
Ultra U.S. Treasury Bond | 46 | 12/20/22 | 6,288 | 484,386 | ||||||||||||
5-Year U.S. Treasury Note | 22 | 12/30/22 | 2,364 | 49 | ||||||||||||
|
| |||||||||||||||
2,862,283 | ||||||||||||||||
|
| |||||||||||||||
$ | 977,295 | |||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts |
| |||||||||||||||||||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||
USD | 253,629 | EUR | 251,250 | Bank of America N.A. | 12/14/22 | $ | 6,082 | |||||||||||||||||
USD | 823,824 | EUR | 820,000 | Morgan Stanley & Co.International PLC | 12/21/22 | 15,274 | ||||||||||||||||||
USD | 4,748,607 | EUR | 4,726,000 | Morgan Stanley & Co. International PLC | 12/21/22 | 88,598 | ||||||||||||||||||
USD | 1,059,878 | GBP | 922,000 | Bank of America N.A. | 12/21/22 | 29,209 | ||||||||||||||||||
USD | 1,353,143 | GBP | 1,177,000 | Bank of America N.A. | 12/21/22 | 37,420 | ||||||||||||||||||
USD | 3,146,285 | GBP | 2,737,000 | Bank of America N.A. | 12/21/22 | 86,696 | ||||||||||||||||||
|
| |||||||||||||||||||||||
$ 263,279 |
SCHEDULE OF INVESTMENTS | 38 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) |
OTC Credit Default Swaptions Purchased
| ||||||||||||||||||||||||||||||||||||||
|
| Paid by the Fund | Received by the Fund |
| Expiration | Credit | Exercise | Notional |
|
| ||||||||||||||||||||||||||||
Description | Rate/Reference | Rate/Reference | Frequency | Counterparty | Date | Rating(a) | Price | Amount (000)(b) | Value | |||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||||||
Sold Protection 5-Year Credit Default Swap, 06/20/27 | ITRAXX.XO.37.V1 | 5.00% | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 300.00 | EUR | 100 | $ | 19 | |||||||||||||||||||||||||||
Put | ||||||||||||||||||||||||||||||||||||||
Buy Protection 5-Year Credit Default Swap, 06/20/27 | 5.00% | ITRAXX.XO.37.V1 | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 750.00 | EUR | 100 | 787 | ||||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||||||||||||
$ | 806 | |||||||||||||||||||||||||||||||||||||
|
|
(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. |
OTC Credit Default Swaptions Written
| ||||||||||||||||||||||||||||||||||
|
| Paid by the Fund | Received by the Fund |
| Expiration | Credit | Exercise | Notional |
| |||||||||||||||||||||||||
Description | Rate/Reference | Rate/Reference | Frequency | Counterparty | Date | Rating(a) | Price | Amount (000)(b) | Value | |||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||
Call | ||||||||||||||||||||||||||||||||||
Buy Protection 5-Year Credit Default Swap, 06/20/27 | 5.00 | % | ITRAXX.XO.37.V1 | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 525.00 | EUR 100 | $ | (552 | ) | ||||||||||||||||||||||
|
|
(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. |
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.39.V1 | 5.00 | % | Quarterly | 12/20/27 | USD 3,900 | $ | 152,899 | $ 164,926 | $ (12,027) | |||||||||||||||
CDX.NA.IG.39.V1 | 1.00 | Quarterly | 12/20/27 | USD 21,030 | 64,550 | (29,733) | 94,283 | |||||||||||||||||
|
|
|
| |||||||||||||||||||||
$ | 217,449 | $ 135,193 | $ 82,256 | |||||||||||||||||||||
|
|
|
|
Centrally Cleared Interest Rate Swaps
Paid by the Fund | Received by the Fund | Effective | Termination | Notional |
| Upfront Premium Paid | Unrealized Appreciation |
| ||||||||||||||||||||||||||||
Rate | Frequency | Rate | Frequency | Date | Date | Amount (000) | Value | (Received) | (Depreciation) | |||||||||||||||||||||||||||
3-Month LIBOR, 3.75% | Quarterly | 1.57% | Semi-Annual | N/A | 02/11/30 | USD | 5 | $ | (763) | $ | 158 | $ | (921 | ) | ||||||||||||||||||||||
1.61% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 03/28/32 | USD | 9,300 | 1,663,447 | 142 | 1,663,305 | ||||||||||||||||||||||||||
1.66% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 04/25/32 | USD | 9,020 | 1,566,180 | 140 | 1,566,040 | ||||||||||||||||||||||||||
3-Month LIBOR, 3.75% | Quarterly | 1.93% | Semi-Annual | N/A | 10/22/51 | USD | 2,500 | (659,952 | ) | 77 | (660,029 | ) | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$ | 2,568,912 | $ | 517 | $ | 2,568,395 | |||||||||||||||||||||||||||||||
|
|
|
|
|
|
OTC Credit Default Swaps — Sell Protection
Reference Obligation/Index | Financing Rate Received | Payment Frequency | Counterparty | Termination Date | Credit Rating(a) | Notional Amount (000)(b) | Value | Upfront Premium Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||
Casino, Guichard-Perrachon S.A | 5.00% | Quarterly | JPMorgan Chase Bank N.A. | 06/20/23 | B | EUR | 20 | $ (2,370) | $(1,292) | $ (2,370) | ||||||||||||||||||||||||||
Novafives S.A.S | 5.00 | Quarterly | Citibank N.A. | 06/20/23 | B- | EUR | 10 | (835) | (501) | (835) | ||||||||||||||||||||||||||
Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/25 | BB | EUR | 10 | (174) | 425 | (174) | ||||||||||||||||||||||||||
Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | B | EUR | 10 | (714) | 892 | (714) | ||||||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/26 | BB+ | EUR | 30 | (1,705) | 1,134 | (1,705) | ||||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Bank of America N.A. | 12/20/26 | B+ | EUR | 20 | (3,197) | (741) | (3,197) | ||||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Barclays Bank PLC | 12/20/26 | B+ | EUR | 10 | (2,376) | 377 | (2,376) |
39 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) |
OTC Credit Default Swaps — Sell Protection (continued)
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) | |||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC | 5.00 | % | Quarterly | Credit Suisse International | 12/20/26 | B+ | EUR | 10 | $ | (1,943 | ) | $ | 388 | $ | (2,331 | ) | ||||||||||||||||||
K&S AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/26 | BB | EUR | 10 | 85 | 764 | (679 | ) | |||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | Barclays Bank PLC | 06/20/27 | BB+ | EUR | 2 | (73 | ) | 63 | (136 | ) | ||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 40 | (1,359 | ) | 1,741 | (3,100 | ) | ||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 12 | (400 | ) | 378 | (778 | ) | ||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 12 | (402 | ) | 411 | (813 | ) | ||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 11 | (378 | ) | 386 | (764 | ) | ||||||||||||||||||||||
CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 3 | (107 | ) | 108 | (215 | ) | ||||||||||||||||||||||
Ladbrokes Coral Group Ltd. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 10 | (1,770 | ) | (1,057 | ) | (713 | ) | |||||||||||||||||||||
Ladbrokes Coral Group Ltd. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 40 | (7,081 | ) | (6,750 | ) | (331 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | Bank of America N.A. | 12/20/27 | CCC | EUR | 7 | (2,030 | ) | (1,783 | ) | (247 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 4 | (1,220 | ) | (1,058 | ) | (162 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 12 | (3,431 | ) | (2,977 | ) | (454 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | Citibank N.A. | 12/20/27 | CCC | EUR | 4 | (996 | ) | (888 | ) | (108 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC | EUR | 8 | (2,083 | ) | (1,834 | ) | (249 | ) | |||||||||||||||||||||
Adler Real Estate AG | 5.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/27 | CCC | EUR | 5 | (1,511 | ) | (1,314 | ) | (197 | ) | |||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | Barclays Bank PLC | 10/17/57 | NR | USD | 5,000 | (861,468 | ) | (480,990 | ) | (380,478 | ) | |||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | Credit Suisse International Morgan Stanley & Co. | 10/17/57 | NR | USD | 2,500 | (430,734 | ) | (237,977 | ) | (192,757 | ) | |||||||||||||||||||||
CMBX.NA.8 | 3.00 | Monthly | International PLC | 10/17/57 | NR | USD | 4,450 | (766,706 | ) | (560,679 | ) | (206,027 | ) | |||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | NR | USD | 5,000 | (972,034 | ) | (516,600 | ) | (455,434 | ) | |||||||||||||||||||||
CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 1,528 | (297,052 | ) | (165,065 | ) | (131,987 | ) | |||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||
$ | (3,363,770 | ) | $ | (1,974,439 | ) | $ | (1,389,331 | ) | ||||||||||||||||||||||||||
|
|
|
|
|
|
(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. |
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 Valuation Committee’s assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. 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.
SCHEDULE OF INVESTMENTS | 40 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets | ||||||||||||||||
Investments | ||||||||||||||||
Long-Term Investments | ||||||||||||||||
Asset-Backed Securities | $ | — | $ | 21,000,658 | $ | 900,074 | $ | 21,900,732 | ||||||||
Common Stocks | ||||||||||||||||
Construction & Engineering | 21,527 | — | — | 21,527 | ||||||||||||
Diversified Financial Services | — | — | 5,467 | 5,467 | ||||||||||||
Household Durables | — | — | — | — | ||||||||||||
Metals & Mining | — | 401 | 350 | 751 | ||||||||||||
Software | 30 | — | — | 30 | ||||||||||||
Specialty Retail | — | 224,992 | — | 224,992 | ||||||||||||
Corporate Bonds | ||||||||||||||||
Advertising Agencies | — | 174,690 | — | 174,690 | ||||||||||||
Aerospace & Defense | — | 12,444,732 | — | 12,444,732 | ||||||||||||
Airlines | — | 9,204,978 | — | 9,204,978 | ||||||||||||
Auto Components | — | 5,363,699 | — | 5,363,699 | ||||||||||||
Automobiles | — | 8,865,210 | — | 8,865,210 | ||||||||||||
Banks | — | 6,243,874 | — | 6,243,874 | ||||||||||||
Beverages | — | 6,547,709 | — | 6,547,709 | ||||||||||||
Biotechnology | — | 80,247 | — | 80,247 | ||||||||||||
Building Materials | — | 2,228,508 | — | 2,228,508 | ||||||||||||
Building Products | — | 3,699,409 | — | 3,699,409 | ||||||||||||
Capital Markets | — | 5,375,727 | — | 5,375,727 | ||||||||||||
Chemicals | — | 8,235,530 | — | 8,235,530 | ||||||||||||
Commercial Services & Supplies | — | 3,840,651 | — | 3,840,651 | ||||||||||||
Communications Equipment | — | 2,388,758 | — | 2,388,758 | ||||||||||||
Construction Materials | — | 1,720,428 | — | 1,720,428 | ||||||||||||
Consumer Discretionary | — | 5,954,145 | — | 5,954,145 | ||||||||||||
Consumer Finance | — | 5,651,313 | — | 5,651,313 | ||||||||||||
Containers & Packaging | — | 2,617,819 | — | 2,617,819 | ||||||||||||
Diversified Consumer Services | — | 6,245,438 | — | 6,245,438 | ||||||||||||
Diversified Financial Services | — | 13,007,561 | — | 13,007,561 | ||||||||||||
Diversified Telecommunication Services | — | 15,199,203 | — | 15,199,203 | ||||||||||||
Electric Utilities | — | 2,878,229 | — | 2,878,229 | ||||||||||||
Electrical Equipment | — | 484,380 | — | 484,380 | ||||||||||||
Electronic Equipment, Instruments & Components | — | 1,815,540 | — | 1,815,540 | ||||||||||||
Energy Equipment & Services | — | 2,397,984 | — | 2,397,984 | ||||||||||||
Entertainment | — | 407,827 | — | 407,827 | ||||||||||||
Environmental, Maintenance & Security Service | — | 3,081,045 | — | 3,081,045 | ||||||||||||
Equity Real Estate Investment Trusts (REITs) | — | 5,386,867 | — | 5,386,867 | ||||||||||||
Food & Staples Retailing | — | 5,193,782 | — | 5,193,782 | ||||||||||||
Food Products | — | 2,948,271 | — | 2,948,271 | ||||||||||||
Gas Utilities | — | 165,768 | — | 165,768 | ||||||||||||
Health Care Equipment & Supplies | — | 1,104,236 | — | 1,104,236 | ||||||||||||
Health Care Providers & Services | — | 15,134,107 | — | 15,134,107 | ||||||||||||
Health Care Technology | — | 4,338,774 | — | 4,338,774 | ||||||||||||
Hotels, Restaurants & Leisure | 11,658 | 14,544,440 | — | 14,556,098 | ||||||||||||
Household Durables | — | 2,544,484 | — | 2,544,484 | ||||||||||||
Household Products | — | 103,860 | — | 103,860 | ||||||||||||
Independent Power and Renewable Electricity Producers | — | 3,896,986 | — | 3,896,986 | ||||||||||||
Industrial Conglomerates | — | 173,153 | — | 173,153 | ||||||||||||
Insurance | — | 10,588,613 | — | 10,588,613 | ||||||||||||
Interactive Media & Services | — | 1,575,241 | — | 1,575,241 | ||||||||||||
Internet Software & Services | — | 5,028,784 | — | 5,028,784 | ||||||||||||
IT Services | — | 6,248,757 | — | 6,248,757 | ||||||||||||
Leisure Products | — | 501,267 | — | 501,267 | ||||||||||||
Machinery | — | 3,464,553 | — | 3,464,553 | ||||||||||||
Media | — | 41,895,294 | — | 41,895,294 | ||||||||||||
Metals & Mining | — | 8,136,838 | — | 8,136,838 | ||||||||||||
Multiline Retail | — | 363,865 | — | 363,865 | ||||||||||||
Offshore Drilling & Other Services | — | 576,224 | — | 576,224 |
41 |
Schedule of Investments (unaudited) (continued) September 30, 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) | ||||||||||||||||
Oil, Gas & Consumable Fuels | $ | 63,844 | $ | 39,279,148 | $ | 1,176,324 | $ | 40,519,316 | ||||||||
Pharmaceuticals | — | 3,089,948 | — | 3,089,948 | ||||||||||||
Real Estate | — | 86,944 | — | 86,944 | ||||||||||||
Real Estate Management & Development | — | 2,427,615 | — | 2,427,615 | ||||||||||||
Road & Rail | — | 2,163,277 | — | 2,163,277 | ||||||||||||
Semiconductors & Semiconductor Equipment | — | 6,667,001 | — | 6,667,001 | ||||||||||||
Software | — | 8,896,678 | — | 8,896,678 | ||||||||||||
Specialty Retail | — | 1,507,811 | — | 1,507,811 | ||||||||||||
Technology Hardware, Storage & Peripherals | — | 409,464 | — | 409,464 | ||||||||||||
Textiles, Apparel & Luxury Goods | — | 509,161 | — | 509,161 | ||||||||||||
Thrifts & Mortgage Finance | — | 989,270 | — | 989,270 | ||||||||||||
Transportation | — | 75,442 | — | 75,442 | ||||||||||||
Transportation Infrastructure | — | 1,157,776 | — | 1,157,776 | ||||||||||||
Utilities | — | 2,834,465 | — | 2,834,465 | ||||||||||||
Wireless Telecommunication Services | — | 5,895,708 | — | 5,895,708 | ||||||||||||
Floating Rate Loan Interests | — | 254,068,109 | 16,380,382 | 270,448,491 | ||||||||||||
Foreign Agency Obligations | — | 8,208,077 | — | 8,208,077 | ||||||||||||
Investment Companies | 2,432,915 | — | — | 2,432,915 | ||||||||||||
Non-Agency Mortgage-Backed Securities | — | 11,206,717 | — | 11,206,717 | ||||||||||||
Other Interests | — | — | — | — | ||||||||||||
Preferred Securities | ||||||||||||||||
Capital Trusts | — | 23,284,945 | — | 23,284,945 | ||||||||||||
Preferred Stocks | 9,308,388 | — | — | 9,308,388 | ||||||||||||
U.S. Government Sponsored Agency Securities | — | 39,795,372 | — | 39,795,372 | ||||||||||||
Warrants | 3,588 | — | — | 3,588 | ||||||||||||
Options Purchased | ||||||||||||||||
Credit Contracts | — | 806 | — | 806 | ||||||||||||
Liabilities | ||||||||||||||||
Unfunded Floating Rate Loan Interests(a) | — | (30,528 | ) | (7,387 | ) | (37,915 | ) | |||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 11,841,950 | $ | 703,818,055 | $ | 18,455,210 | 734,115,215 | ||||||||||
|
|
|
|
|
|
|
| |||||||||
Investments Valued at NAV(b) | 2,303 | |||||||||||||||
|
| |||||||||||||||
$ | 734,117,518 | |||||||||||||||
|
| |||||||||||||||
Derivative Financial Instruments(c) | ||||||||||||||||
Assets | ||||||||||||||||
Credit Contracts | $ | — | $ | 94,283 | $ | — | $ | 94,283 | ||||||||
Foreign Currency Exchange Contracts | — | 263,279 | — | 263,279 | ||||||||||||
Interest Rate Contracts | 2,862,283 | 3,229,345 | — | 6,091,628 | ||||||||||||
Liabilities | ||||||||||||||||
Credit Contracts | — | (1,401,910 | ) | — | (1,401,910 | ) | ||||||||||
Interest Rate Contracts | (1,884,988 | ) | (660,950 | ) | — | (2,545,938 | ) | |||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 977,295 | $ | 1,524,047 | $ | — | $ | 2,501,342 | |||||||||
|
|
|
|
|
|
|
|
(a) | Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment. |
(b) | Certain investments of the Fund were fair valued using NAV per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy. |
(c) | Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value. |
The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $283,640,374 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/Liabilities | ||||||||||||||||||||||||||||
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) | — | — | — | 12,371,483 | — | (349) | 12,371,134 | |||||||||||||||||||||
Transfers out of Level 3(c) | — | — | — | (2,485,691 | ) | — | — | (2,485,691) | ||||||||||||||||||||
Accrued discounts/premiums | (46,359 | ) | — | — | 114,078 | — | — | 67,719 |
SCHEDULE OF INVESTMENTS | 42 |
Schedule of Investments (unaudited) (continued) September 30, 2022 | BlackRock Limited Duration Income Trust (BLW) |
| ||||||||||||||||||||||||||||
Asset-Backed Securities | Common Stocks | Corporate Bonds | Floating Rate Loan Interests | Other Interests | Unfunded Floating Rate Loan Interests | Total | ||||||||||||||||||||||
| ||||||||||||||||||||||||||||
Net realized gain (loss) | $ | — | $ | — | $ | — | $ | 10,991 | $ | — | $ | — | $ | 10,991 | ||||||||||||||
Net change in unrealized appreciation (depreciation)(d) | $ | (48,951 | ) | $ | (24 | ) | $ | (134,240 | ) | $ | (1,731,571 | ) | $ | — | $ | (6,911 | ) | $ | (1,921,697 | ) | ||||||||
Purchases | — | — | — | 3,666,918 | — | — | 3,666,918 | |||||||||||||||||||||
Sales | (88,914 | ) | — | (36,715 | ) | (2,082,197 | ) | — | — | (2,207,826 | ) | |||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||||||||||
Closing balance, as of September 30, 2022 | $ | 900,074 | $ | 5,817 | $ | 1,176,324 | $ | 16,380,382 | $ | — | (a) | $ | (7,387 | ) | $ | 18,455,210 | ||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||||||||||
Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022(d) | $ | (50,270 | ) | $ | (24 | ) | $ | (134,240 | ) | $ | (1,702,318 | ) | $ | — | $ | (6,911 | ) | $ | (1,893,763 | ) | ||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(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 September 30, 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 disclosure hierarchy. |
(c) | As of December 31, 2021, the Fund used significant unobservable inputs in determining the value of certain investments. As of September 30, 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 disclosure hierarchy. |
(d) | Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 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.
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 | |
CME | Chicago Mercantile Exchange | |
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 | |
REIT | Real Estate Investment Trust | |
SAB | Special Assessment Bonds | |
SOFR | Secured Overnight Financing Rate | |
SONIA | Sterling Overnight Interbank Average Rate |
43 |