Company: BCAT
Filing Date: 2025-03-07
Form Type: N-CSR
Source: 0001193125-25-049576
Chunk: 17

Company: BlackRock Capital Allocation Term Trust
Filing Date: 2025-03-07
Form: N-CSR
Chunk 17
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 | $—                           |                              $21,297 |
| iShares iBoxx $Investment GradeCorporate BondETF | At Termination | 1-day SOFR minus0.20%, 4.49%                 | At Termination | Goldman SachsInternational | N/A           | 03/20/25        | USD                  | 3,559 |   7,976 | —                            |                                7,976 |
| 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                  | 6,496 |   2,929 | —                            |                                2,929 |
|                                                  |                |                                              |                |                            |               |                 |                      |       | $32,202 | $—                           |                              $32,202 |

OTC Total Return Swaps

| Reference Entity             | PaymentFrequency | Counterparty(a)      | TerminationDate | Net Notional | AccruedUnrealizedAppreciation(Depreciation) | Net Value ofReferenceEntity | GrossNotionalAmountNet AssetPercentage |
| Equity Securities Long/Short | Monthly          | Barclays Bank PLC(b) | 07/25/25        |     $254,451 | $13,765(c)                                  |                    $269,419 | 0.0%                                   |

36 2024 BlackRock Annual Report to Shareholders

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

OTC Total Return Swaps (continued)

| Reference Entity                        | PaymentFrequency | Counterparty(a)             | TerminationDate | Net Notional | AccruedUnrealizedAppreciation(Depreciation) | Net Value ofReferenceEntity | GrossNotionalAmountNet AssetPercentage |
| Equity Securities Long/Short(continued) | Monthly          | Citibank N.A.(d)            | 02/24/28        | $(2,284,806) |                                  $68,609(e) |                $(2,227,236) |                                   0.1% |
|                                         | Monthly          | JPMorgan Chase Bank N.A.(f) | 02/10/25        |   -5,476,983 |                                   59,984(g)