Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 14

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 14
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2,475 |
|                                      |                   |           |                       |           |                            |                |              |                      |        |  -12,367 |
| Put                                  |                   |           |                       |           |                            |                |              |                      |        |          |
| 10-Year Interest Rate Swap, 01/04/35 | 1-day SOFR,4.49%  | Annual    | 3.70%                 | Annual    | Goldman SachsInternational | 01/02/25       |         3.70 | USD                  | 10,993 | -347,803 |
| 2-Year Interest Rate Swap, 01/12/27  | 1-day SOFR,4.49%  | Annual    | 4.07%                 | Annual    | Goldman SachsInternational | 01/10/25       |         4.07 | USD                  | 36,165 |  -52,718 |
| 5-Year Interest Rate Swap, 01/18/30  | 1-day SONIA,4.70% | Annual    | 4.00%                 | Annual    | JPMorgan ChaseBank N.A.    | 01/16/25       |         4.00 | GBP                  | 13,498 |  -58,305 |

32 2024 BlackRock Annual Report to Shareholders

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

OTC Interest Rate Swaptions Written (continued)

|                                      | Paid by the Trust |           | Received by the Trust |           |                                       |                |              |                      |        |              |
| Description                          | Rate              | Frequency | Rate                  | Frequency | Counterparty                          | ExpirationDate | ExerciseRate | NotionalAmount (000) |        |        Value |
| Put (continued)                      |                   |           |                       |           |                                       |                |              |                      |        |              |
| 2-Year Interest Rate Swap, 01/19/27  | 1-day SOFR,4.49%  | Annual    | 4.30%                 | Annual    | Deutsche Bank AG                      | 01/17/25       |        4.30% | USD                  | 24,765 |     $(7,638) |
| 5-Year Interest Rate Swap, 01/23/30