Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 15

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 15
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080 |
| 30-Year Interest Rate Swap, 04/25/55 | 1-day SOFR,4.49%  | Annual    | 4.15%                 | Annual    | Goldman SachsInternational            | 04/23/25       |         4.15 | USD                  |    908 |      -18,630 |
| 30-Year Interest Rate Swap, 04/27/55 | 1-day SOFR,4.49%  | Annual    | 4.15%                 | Annual    | Deutsche Bank AG                      | 04/25/25       |         4.15 | USD                  |    907 |      -18,791 |
| 2-Year Interest Rate Swap, 06/15/27  | 1-day SOFR,4.49%  | Annual    | 4.60%                 | Annual    | Morgan Stanley & Co.International PLC | 06/13/25       |         4.60 | USD                  | 24,568 |      -38,769 |
| 2-Year Interest Rate Swap, 06/22/27  | 1-day SOFR,4.49%  | Annual    | 4.60%                 | Annual    | Citibank N.A.                         | 06/20/25       |         4.60 | USD                  | 25,840 |      -43,097 |
|                                      |                   |           |                       |           |                                       |                |              |                      |        |   -1,890,378 |
|                                      |                   |           |                       |           |                                       |                |              |                      |        | $(1,902,745) |

Centrally Cleared Credit Default Swaps — Buy Protection

| Reference Obligation/Index | FinancingRate Paidby the Trust | PaymentFrequency | TerminationDate | NotionalAmount (000) |    | Value    | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
| CDX.NA.HY.43.V1            | 5.00%                          | Quarterly        | 12/20/29        | USD                  | 25 | $(1,966) | $(1,668)                     | $(298)                               |

Centrally Cleared Credit Default Swaps — Sell Protection

| Reference Obligation/Index | FinancingRate Receivedby the Trust | PaymentFrequency | TerminationDate | CreditRating