Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 16

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 16
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(a) | NotionalAmount (000)(b) |        |      Value | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
| CDX.NA.HY.41.V2            |                              5.00% | Quarterly        | 12/20/28        | B               | USD                     |  3,367 |   $272,714 |                      $83,171 |                             $189,543 |
| iTraxx.XO.42.V1            |                               5.00 | Quarterly        | 12/20/29        | B+              | EUR                     | 14,568 |  1,209,373 |                    1,243,311 |                              -33,938 |
|                            |                                    |                  |                 |                 |                         |        | $1,482,087 |                   $1,326,482 |                             $155,605 |

| (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 Trust may pay should a negative credit event take place as defined under the terms of the agreement. |

Centrally Cleared Inflation Swaps

| Paid by the                                
 Trust                                      |                | Received by the 
 Trust           |                | TerminationDate | NotionalAmount (000) |       |   Value | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
| Reference                                  | Frequency      | Rate            | Frequency      |                 |                      |       |         |                              |                                      |
| Eurostat Eurozone HICP ExTobacco Unrevised | At Termination | 2.69%           | At Termination | 08/15/32        | EUR                  | 1,425 | $56,391 |                          $30 |                              $56,361 |

Consolidated Schedule of Investments 33

Consolidated Schedule of Investments (continued) December 31, 2024 BlackRock Capital Allocation Term Trust (BCAT)

Centrally Cleared Interest Rate Swaps

| Paid by the             
 Trust                   |                | Received by the                    
 Trust                              |                | EffectiveDate | TerminationDate | NotionalAmount (000) |           |      Value | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
|