Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 18

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 18
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        | INR                  | 110,771 |      9,185 |                           23 |                                9,162 |
| 1-day SOFR, 4.49%       | Annual         | 3.66%             | Annual         | N/A           | 10/10/34        | USD                  |   4,339 |   -156,629 |                           70 |                             -156,699 |
| 1-day SOFR, 4.49%       | Annual         | 3.67%             | Annual         | N/A           | 12/26/34        | USD                  |   7,165 |   -241,364 |                          118 |                             -241,482 |
| 3.46%                   | Annual         | 1-day SOFR, 4.49% | Annual         | 12/15/26(a)   | 12/15/36        | USD                  |   4,824 |    234,013 |                           80 |                              233,933 |
| 3.65%                   | Annual         | 1-day SOFR, 4.49% | Annual         | N/A           | 11/03/53        | USD                  |   2,577 |    137,544 |                           81 |                              137,463 |
| 1-day SOFR, 4.49%       | Annual         | 4.00%             | Annual         | N/A           | 11/03/53        | USD                  |   2,577 |     16,847 |                           81 |                               16,766 |
| 1-day SONIA, 4.70%      | Annual         | 4.10%             | Annual         | N/A           | 11/07/54        | GBP                  |   2,400 |    -68,924 |                       11,455 |                              -80,379 |
|                         |                |                   |                |               |                 |                      |         | $1,870,835 |                      $46,663 |                           $1,824,172 |

| (a) | Forward Swap. |

60 2024 BlackRock Annual Report to Shareholders

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

OTC Credit Default Swaps — Buy