Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 19

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 19
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767,158) | $—                           |                           $(767,158) |

Consolidated Schedule of Investments 61

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

OTC Total Return Swaps

| Paid by the Trust                                |                | Received by the Trust                        |                |                            |               |                 |                      |       |         |                              |                                      |
| Rate/Reference                                   | Frequency      | Rate/Reference                               | Frequency      | Counterparty               | EffectiveDate | TerminationDate | NotionalAmount (000) |       |   Value | UpfrontPremiumPaid(Received) | UnrealizedAppreciation(Depreciation) |
| iShares iBoxx $Investment GradeCorporate BondETF | Quarterly      | 1-day SOFR minus0.70%, 4.49%                 | Quarterly      | JPMorgan ChaseBank N.A.    | N/A           | 03/20/25        | USD                  | 9,599 | $21,515 | $—                           |                              $21,515 |
| iShares iBoxx $Investment GradeCorporate BondETF | At Termination | 1-day SOFR minus0.20%, 4.49%                 | At Termination | Goldman SachsInternational | N/A           | 03/20/25        | USD                  | 3,595 |   8,058 | —                            |                                8,058 |
| 1-day SOFR plus0.30%, 4.49%                      | At Termination | iShares Broad USDHigh YieldCorporate BondETF | At Termination | BNP Paribas SA             | N/A           | 03/20/25        | USD                  | 6,661 |   3,003 | —                            |                                3,003 |
|                                                  |                |                                              |                |                            |               |                 |                      |       | $32,576 | $—                           |                              $32,576 |

Balances Reported in the Consolidated Statements of Assets and Liabilities for Centrally Cleared Swaps, OTC Swaps and Options Written

| Description                | PremiumsPaid | PremiumsReceived | UnrealizedAppreciation | UnrealizedDepreciation |      Value |
| Centrally Cleared Swaps(a) |     $128,589 |       $(185,411) |             $4,765,