Company: BCAT
Filing Date: 2025-09-04
Form Type: N-CSRS
Source: 0001193125-25-196039
Chunk: 14

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-09-04
Form: N-CSRS
Chunk 14
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                  |   5,610 |      -8,494 |                           89 |                               -8,583 |
| 1-day SOFR, 4.45%       | Annual      | 3.75%             | Annual      | N/A           | 03/27/35        | USD                  |   5,561 |      23,497 |                           90 |                               23,407 |
| 3.46%                   | Annual      | 1-day SOFR, 4.45% | Annual      | 12/15/26(a)   | 12/15/36        | USD                  |   4,824 |     128,053 |                           80 |                              127,973 |
| 3.65%                   | Annual      | 1-day SOFR, 4.45% | Annual      | N/A           | 11/03/53        | USD                  |   2,577 |     143,338 |                           81 |                              143,257 |
| 1-day SOFR, 4.45%       | Annual      | 4.00%             | Annual      | N/A           | 11/03/53        | USD                  |   2,577 |      16,934 |                           81 |                               16,853 |
| 1-day SONIA, 4.22%      | Annual      | 4.10%             | Annual      | N/A           | 11/07/54        | GBP                  |   2,400 |    -203,775 |                       11,356 |                             -215,131 |
|                         |             |                   |             |               |                 |                      |         | $10,948,356 |                      $40,300 |                          $10,908,056 |

| (a) | Forward Swap. |

Consolidated Schedule of Investments 67

Consolidated Schedule of Investments (unaudited) (continued) June 30, 2025 BlackRock ESG Capital Allocation Term Trust (ECAT)

OTC Credit Default Swaps — Buy Protection

| Reference Obligations/Index | FinancingRate Paidby the Trust | PaymentFrequency | Counterparty                | TerminationDate | NotionalAmount (000) |     |  Value | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
| TIM S.p.A.