NPORT-EX 2 NPORT_A_D2I7_53286696_0922.htm BlackRock Limited Duration Income Trust

Schedule of Investments (unaudited)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  

Asset-Backed Securities

 

 

AIMCO CLO, Series 2017-AA, Class CR, (3 mo. LIBOR US + 2.10%), 4.81%, 04/20/34(a)(b)

    USD       1,000     $ 897,015  

Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 5.73%, 10/21/28(a)(b)

      1,000       905,049  

ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 8.51%, 10/15/29(a)(b)

      285       236,756  

Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 8.29%, 01/28/31(a)(b)

      850       698,815  

Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 5.39%, 01/28/31(a)(b)

      250       223,814  

Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 6.29%, 01/28/31(a)(b)

      1,000       902,721  

Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 3.38%, 06/25/36(a)

      4,297           2,890,535  

Bain Capital Credit CLO Ltd.(a)(b) Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 6.04%, 07/19/34

      300       263,167  

Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 5.88%, 07/24/34

      250       220,013  

Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 4.56%, 07/15/34(a)(b)

      250       224,481  

CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 8.51%, 07/16/31(a)(b)

      500       407,401  

CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 04/20/32(a)(b)

      250       231,214  

CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 9.15%, 07/20/32(a)(b)

      500       432,011  

Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34(a)(b)

      250       234,025  

Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3 mo. LIBOR US + 1.60%), 4.11%, 07/15/33(a)(b)

      500       468,561  

CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 5.57%, 04/27/31(a)(b)

      250       222,795  

Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36(c)

      349       230,112  

Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 5.66%, 10/20/30(a)(b)

      250       224,035  

Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 3.22%, 06/25/37(a)

      549       498,662  

Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30(b)

      245       230,808  

Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 5.39%, 04/18/31(a)(b)

      250       220,639  

Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 9.98%, 04/20/32(a)(b)

      250       210,427  

Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), 9.51%, 04/20/34(a)(b)

      250       225,865  

Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%), 4.21%, 04/15/33(a)(b)

      500       476,741  

Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 10/20/34(a)(b)

      436       391,544  

Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.31%, 10/20/29(a)(b)

      250       226,177  
Security         

Par

(000)

    Value  
Asset-Backed Securities (continued)        

Generate CLO 4 Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 9.46%, 04/20/32(a)(b)

    USD       1,000     $ 885,225  

Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 6.26%, 01/22/35(a)(b)

      750       659,037  

Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 9.27%, 07/20/34(a)(b)

      250       222,967  

Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 8.96%, 04/15/33(a)(b)

      250       223,827  

Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 4.31%, 07/15/34(a)(b)

      250       238,480  

Madison Park Funding XXIX Ltd., Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 8.44%, 10/18/30(a)(b)

      250       213,928  

Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34(a)(b)

      250       234,520  

Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3 mo. LIBOR US + 6.50%), 9.01%, 07/15/34(a)(b)

      790       671,085  

Neuberger Berman Loan Advisers CLO 32 Ltd.,
Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 8.84%, 01/20/32(a)(b)

      425       363,852  

Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 5.56%, 07/15/34(a)(b)

      250       219,931  

Octagon Investment Partners 31 Ltd., Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 9.01%, 07/20/30(a)(b)

      500       426,560  

Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3 mo. LIBOR US + 1.40%), 4.18%, 01/25/31(a)(b)

      250       235,654  

OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 4.43%, 10/25/34(a)(b)

      250       236,440  

OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 5.89%, 10/17/29(a)(b)

      250       227,111  

OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 8.25%, 01/20/31(a)(b)

      250       199,014  

Rad CLO Ltd., 0.00%, 10/20/35(a)(b)

      250       245,000  

Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 5.81%, 01/20/35(a)(b)

      250       219,689  

Regional Management Issuance, 3.88%, 10/17/33(b)(d)

      980       882,000  

Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 5.36%, 10/15/29(a)(b)

      500       463,758  

Sterling COOFS Trust(b)(d)
Series 2004-1, Class A, 2.36%, 04/15/29(a)

      719       7,190  

Series 2004-2, Class Note, 2.08%, 03/30/30

      1,088       10,884  

TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 5.81%, 04/26/28(a)(b)

      500       478,091  

TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 9.56%, 04/15/33(a)(b)

      250       227,603  

Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 6.03%, 10/25/34(a)(b)

      500       462,218  

Unique Pub Finance Co. PLC(e)
Series A4, 5.66%, 06/30/27

    GBP       37       40,925  

Series N, 6.46%, 03/30/32

      50       62,737  
 

 

 

1  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  

Asset-Backed Securities (continued)

 

 

Voya CLO Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 4.39%, 10/17/32(a)(b)

    USD       500     $ 467,663  

Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 6.13%, 10/24/34(a)(b)

      500       450,717  

Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 5.86%, 10/15/34(a)(b)

      250       231,243  
     

 

 

 

Total Asset-Backed Securities — 4.7%
(Cost: $24,059,957)

        21,900,732  
     

 

 

 
            Shares         

Common Stocks

 

 

Construction & Engineering — 0.0%

     

McDermott International Ltd.(f)

      47,837       21,527  
     

 

 

 
Diversified Financial Services — 0.0%                  

Kcad Holdings I Ltd.(d)

      546,753,936       5,467  
     

 

 

 
Household Durables — 0.0%                  

Berkline Benchcraft Equity LLC(d)

      3,155        
     

 

 

 
Metals & Mining — 0.0%                  

Ameriforge Group, Inc

      801       401  

Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $100,687)(d)(g)

      5,738       350  
     

 

 

 
        751  
Software — 0.0%                  

Avaya Holdings Corp.(f)

      19       30  
     

 

 

 
Specialty Retail — 0.0%                  

NMG Parent LLC

      1,330       224,992  
     

 

 

 
Total Common Stocks — 0.0%
(Cost: $6,923,500)
              252,767  
     

 

 

 
           

Par

(000)

        

Corporate Bonds

 

 

Advertising Agencies — 0.0%

     

Interpublic Group of Cos., Inc., 5.40%, 10/01/48

    USD       200       174,690  
     

 

 

 
Aerospace & Defense — 2.7%                  

Amsted Industries, Inc., 5.63%, 07/01/27(b)

      156       143,520  

Boeing Co., 3.20%, 03/01/29

      500       417,475  

Bombardier, Inc. (b) 7.50%, 03/15/25

      39       37,923  

7.13%, 06/15/26

      715       655,777  

7.88%, 04/15/27

      605       556,600  

6.00%, 02/15/28

      539       450,967  

7.45%, 05/01/34

      100       93,272  

F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b)

      423       327,914  

Howmet Aerospace, Inc., 5.13%, 10/01/24

      5       4,887  

Northrop Grumman Corp., 3.85%, 04/15/45

      600       456,949  

Rolls-Royce PLC, 5.75%, 10/15/27(b)

      1,018       884,387  

Spirit AeroSystems, Inc.(b) 5.50%, 01/15/25

      181       171,045  

7.50%, 04/15/25

      32       30,151  
Security          Par
(000)
    Value  

Aerospace & Defense (continued)

 

 

TransDigm, Inc. 8.00%, 12/15/25(b)

    USD       815     $ 826,581  

6.25%, 03/15/26(b)

      6,141       5,956,770  

6.38%, 06/15/26

      46       43,459  

7.50%, 03/15/27

      105       99,960  

4.63%, 01/15/29

      457       367,899  

4.88%, 05/01/29

      300       242,491  

Triumph Group, Inc., 8.88%, 06/01/24(b)

      685       676,705  
     

 

 

 
        12,444,732  
Airlines — 2.0%                  

Air Canada, 3.88%, 08/15/26(b)

      464       398,460  

Air France-KLM, 3.88%, 07/01/26(e)

    EUR       100       79,599  

Allegiant Travel Co., 7.25%, 08/15/27(b)

    USD       113       106,503  

American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24

      622       614,696  

American Airlines, Inc., 11.75%, 07/15/25(b)

      596       622,427  

American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b)

     

5.50%, 04/20/26

      775       727,490  

5.75%, 04/20/29

      1,304       1,137,569  

Avianca Midco 2 Ltd., 9.00%, 12/01/28(b)

      151       114,617  

Azul Investments LLP, 5.88%, 10/26/24(e)

      200       145,500  

Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28(b)

      9       8,568  

Deutsche Lufthansa AG, 3.50%, 07/14/29(e)

    EUR       100       71,772  

Finnair OYJ, 4.25%, 05/19/25(e)

      100       76,444  

Gol Finance SA, 7.00%, 01/31/25(b)

    USD       200       92,725  

Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b)

      249       219,616  

International Consolidated Airlines Group SA, 2.75%, 03/25/25(e)

    EUR       100       81,526  

Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b)

    USD       720       704,819  

United Airlines Pass-Through Trust Series 2015-1, Class A, 3.70%, 06/01/24

      2,430       2,420,730  

Series 2020-1, Class A, 5.88%, 04/15/29

      576       555,073  

Series 2020-1, Class B, 4.88%, 07/15/27

      40       37,172  

United Airlines, Inc.(b)

     

4.38%, 04/15/26

      535       477,487  

4.63%, 04/15/29

      619       512,185  
     

 

 

 
        9,204,978  
Auto Components — 1.2%                  

Aptiv PLC, 4.40%, 10/01/46

      240       175,704  

Clarios Global LP, 6.75%, 05/15/25(b)

      486       475,906  

Clarios Global LP/Clarios U.S. Finance Co.(b) 6.25%, 05/15/26

      1,409       1,345,595  

8.50%, 05/15/27

      2,669       2,547,534  

Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b)

      334       293,927  

Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29(b)

      111       80,037  

Faurecia SE, 2.75%, 02/15/27(e)

    EUR       100       75,219  

Goodyear Tire & Rubber Co.
5.00%, 07/15/29

    USD       147       120,003  

5.63%, 04/30/33

      109       87,336  

ZF Finance GmbH(e)
3.00%, 09/21/25

    EUR       100       86,737  

2.00%, 05/06/27

      100       75,701  
     

 

 

 
        5,363,699  

 

 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   2


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Automobiles — 1.9%                  

Allison Transmission, Inc., 5.88%, 06/01/29(b)

    USD       276     $ 249,780  

Asbury Automotive Group, Inc.

     

4.50%, 03/01/28

      129       109,005  

4.75%, 03/01/30

      124       96,842  

5.00%, 02/15/32(b)

      157       120,899  

Carvana Co.(b)

     

5.50%, 04/15/27

      290       158,050  

4.88%, 09/01/29

      224       109,200  

Constellation Automotive Financing PLC, 4.88%, 07/15/27(e)

    GBP       100       75,646  

Ford Motor Co.

     

0.00%, 03/15/26(h)(i)

    USD       406       371,287  

4.35%, 12/08/26

      11       10,095  

3.25%, 02/12/32

      623       448,766  

6.10%, 08/19/32

      179       157,806  

5.29%, 12/08/46

      48       33,840  

Ford Motor Credit Co. LLC

     

3.35%, 11/01/22

      215       214,697  

3.81%, 01/09/24

      629       608,558  

4.69%, 06/09/25

      200       185,599  

5.13%, 06/16/25

      490       462,369  

4.13%, 08/04/25

      411       373,003  

3.38%, 11/13/25

      200       176,701  

4.39%, 01/08/26

      400       362,043  

2.70%, 08/10/26

      295       244,670  

4.95%, 05/28/27

      200       178,556  

3.82%, 11/02/27

      400       336,000  

2.90%, 02/16/28

      295       231,861  

5.11%, 05/03/29

      526       456,410  

4.00%, 11/13/30

      200       156,000  

3.63%, 06/17/31

      400       297,180  

General Motors Financial Co., Inc., 2.70%, 08/20/27

      1,500       1,270,078  

Group 1 Automotive, Inc., 4.00%, 08/15/28(b)

      45       36,234  

Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28(e)

    EUR       100       63,463  

Ken Garff Automotive LLC, 4.88%, 09/15/28(b)

    USD       122       99,709  

LCM Investments Holdings II LLC, 4.88%, 05/01/29(b)

      292       226,115  

Lithia Motors, Inc., 3.88%, 06/01/29(b)

      131       105,128  

MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b)

      178       122,722  

Penske Automotive Group, Inc.

     

3.50%, 09/01/25

      214       195,897  

3.75%, 06/15/29

      69       54,841  

Renault SA, 2.38%, 05/25/26(e)

    EUR       100       81,700  

Sonic Automotive, Inc., 4.63%, 11/15/29(b)

    USD       59       46,315  

TML Holdings Pte. Ltd., 4.35%, 06/09/26(e)

      200       167,600  

Wabash National Corp., 4.50%, 10/15/28(b)

      220       170,545  
     

 

 

 
        8,865,210  
Banks — 1.3%                  

Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(e)

    EUR       100       78,796  

Banco Espirito Santo SA(e)(f)(j)

     

0.00%, 01/15/22(a)

      100       11,761  

0.00%, 01/21/22

      100       11,761  

Bangkok Bank PCL, (5 year CMT + 4.73%), 5.00%(a)(e)(k)

    USD       201       177,357  

Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%(a)(e)(k)

      200       191,000  

Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(e)(k)

      250       240,281  
Security           Par
(000)
     Value  
Banks (continued)                    

Grupo Aval Ltd., 4.38%, 02/04/30(b)

    USD        200      $ 143,875  

Intesa Sanpaolo SpA(b)

       

5.02%, 06/26/24

       2,442        2,276,954  

5.71%, 01/15/26

       200        181,903  

Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%(a)(e)(k)

       202        162,610  

NBK Tier 1 Ltd., 3.63%(a)(b)(k)

       279        237,551  

Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24(a)(b)

       1,500        1,485,250  

SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%(a)(k)

       1,000        736,122  

Wells Fargo & Co., Series BB, (5 year CMT + 3.45%), 3.90%(a)(k)

       365        308,653  
       

 

 

 
          6,243,874  
Beverages — 1.4%                    

Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46

       800        695,264  

ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(l)

       633        433,746  

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29(b)

       2,234        1,636,077  

Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.(b)

       

4.75%, 07/15/27

    GBP        100        72,324  

5.25%, 08/15/27

    USD        252        157,684  

Ball Corp.

       

2.88%, 08/15/30

       36        27,628  

3.13%, 09/15/31

       377        284,164  

Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b)

       211        185,548  

Crown Cork & Seal Co., Inc., 7.38%, 12/15/26

       34        34,000  

Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24(b)

       794        754,300  

OI European Group BV, 2.88%, 02/15/25(e)

    EUR        100        87,714  

Silgan Holdings, Inc., 4.13%, 02/01/28

    USD        84        74,508  

Trivium Packaging Finance BV(b)

       

5.50%, 08/15/26

       1,004        897,947  

8.50%, 08/15/27

       1,367        1,206,805  
       

 

 

 
          6,547,709  
Biotechnology — 0.0%                    

Cidron Aida Finco SARL, 5.00%, 04/01/28(e)

    EUR        100        80,247  
       

 

 

 
Building Materials(b) — 0.5%                    

James Hardie International Finance DAC, 5.00%, 01/15/28

    USD        200        180,622  

Jeld-Wen, Inc., 6.25%, 05/15/25

       146        137,240  

Masonite International Corp.

       

Class C, 5.38%, 02/01/28

       101        89,338  

Class C, 3.50%, 02/15/30

       214        163,604  

New Enterprise Stone & Lime Co., Inc.

       

5.25%, 07/15/28

       81        66,949  

9.75%, 07/15/28

       38        32,054  

SRM Escrow Issuer LLC, 6.00%, 11/01/28

       503        408,808  

Standard Industries, Inc.

       

5.00%, 02/15/27

       174        153,974  

4.75%, 01/15/28

       80        67,590  

4.38%, 07/15/30

       683        522,495  
 

 

 

3  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security           Par
(000)
     Value  
Building Materials (continued)                

Standard Industries, Inc. (continued)

       

3.38%, 01/15/31

    USD        283      $ 199,034  

Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29

       235        206,800  
       

 

 

 
          2,228,508  
Building Products(b) — 0.8%                    

Advanced Drainage Systems, Inc.

       

5.00%, 09/30/27

       218        200,482  

6.38%, 06/15/30

       499        483,456  

Beacon Roofing Supply, Inc., 4.13%, 05/15/29

       123        99,619  

Camelot Return Merger Sub, Inc., 8.75%, 08/01/28

       207        170,610  

Foundation Building Materials, Inc., 6.00%, 03/01/29

       111        81,010  

GYP Holdings III Corp., 4.63%, 05/01/29

       237        180,274  

LBM Acquisition LLC, 6.25%, 01/15/29

       122        82,655  

Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26

       87        71,989  

SRS Distribution, Inc.

       

4.63%, 07/01/28

       516        443,239  

6.13%, 07/01/29

       493        395,929  

6.00%, 12/01/29

       566        451,396  

White Cap Buyer LLC, 6.88%, 10/15/28

       1,055        860,838  

White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26(l)

       210        177,912  
       

 

 

 
          3,699,409  
Capital Markets — 1.2%                    

AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b)

       77        72,380  

Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%(a)(k)

       2,835        2,082,543  

Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b)

       214        167,932  

Icahn Enterprises LP/Icahn Enterprises Finance Corp.

       

6.25%, 05/15/26

       394        368,209  

5.25%, 05/15/27

       674        590,094  

4.38%, 02/01/29

       295        237,440  

Kane Bidco Ltd., 6.50%, 02/15/27(e)

    GBP        100        95,778  

NFP Corp.(b)

       

4.88%, 08/15/28

    USD        595        507,722  

6.88%, 08/15/28

       1,373        1,070,940  

SURA Asset Management SA, 4.88%, 04/17/24(e)

       188        182,689  
       

 

 

 
          5,375,727  
Chemicals — 1.8%                    

Alpek SAB de CV, 3.25%, 02/25/31(b)

       200        147,350  

Ashland LLC, 3.38%, 09/01/31(b)

       296        228,783  

Avient Corp., 7.13%, 08/01/30(b)

       164        151,360  

Axalta Coating Systems LLC, 3.38%, 02/15/29(b)

       447        350,426  

Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b)

       170        151,442  

Braskem Idesa SAPI, 6.99%, 02/20/32(b)

       200        132,500  

Celanese U.S. Holdings LLC, 6.17%, 07/15/27

       275        260,261  

Diamond BC BV, 4.63%, 10/01/29(b)

       558        388,268  

Element Solutions, Inc., 3.88%, 09/01/28(b)(m)

       1,433        1,153,852  

EverArc Escrow SARL, 5.00%, 10/30/29(b)

       550        443,985  

GCP Applied Technologies, Inc., 5.50%, 04/15/26(b)

       165        167,269  

HB Fuller Co., 4.25%, 10/15/28

       110        92,554  

Herens Holdco SARL, 4.75%, 05/15/28(b)

       612        489,600  

Herens Midco SARL, 5.25%, 05/15/29(e)

    EUR        100        61,344  

Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)

    USD        368        305,440  
Security           Par
(000)
     Value  
Chemicals (continued)                    

Ingevity Corp., 3.88%, 11/01/28(b)

    USD        84      $ 69,450  

Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(l)

       259        204,610  

LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b)

       113        84,750  

Lune Holdings SARL, 5.63%, 11/15/28(e)

    EUR        100        73,533  

Minerals Technologies, Inc., 5.00%, 07/01/28(b)

    USD        169        147,085  

Monitchem HoldCo 3 SA, 5.25%, 03/15/25(e)

    EUR        100        88,695  

NOVA Chemicals Corp., 4.88%, 06/01/24(b)

    USD        67        62,955  

Sasol Financing USA LLC, 5.50%, 03/18/31

       200        149,600  

SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26(b)

       239        184,627  

Scotts Miracle-Gro Co.

       

4.00%, 04/01/31

       169        118,976  

4.38%, 02/01/32

       27        19,202  

WESCO Distribution, Inc.(b)

       

7.13%, 06/15/25

       676        676,372  

7.25%, 06/15/28

       636        622,931  

WR Grace Holdings LLC(b)

       

5.63%, 10/01/24

       216        210,060  

5.63%, 08/15/29

       1,331        998,250  
       

 

 

 
          8,235,530  
Commercial Services & Supplies — 0.8%                

ADT Security Corp.

       

4.13%, 06/15/23

       9        8,917  

4.13%, 08/01/29(b)

       27        22,410  

4.88%, 07/15/32(b)

       44        35,484  

Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b)

       200        169,086  

APX Group, Inc., 5.75%, 07/15/29(b)

       268        211,874  

Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29(b)

       36        29,561  

Fortress Transportation & Infrastructure Investors LLC(b)
6.50%, 10/01/25

       57        53,546  

5.50%, 05/01/28

       310        247,957  

Garden Spinco Corp., 8.63%, 07/20/30(b)

       199        205,593  

Herc Holdings, Inc., 5.50%, 07/15/27(b)

       362        325,800  

Hertz Corp.(b)

       

4.63%, 12/01/26

       126        102,358  

5.00%, 12/01/29

       101        75,119  

Metis Merger Sub LLC, 6.50%, 05/15/29(b)

       214        166,920  

NESCO Holdings II, Inc., 5.50%, 04/15/29(b)

       239        199,204  

Prime Security Services Borrower LLC/Prime Finance, Inc.(b) 5.25%, 04/15/24

       141        136,065  

5.75%, 04/15/26

       480        451,651  

6.25%, 01/15/28

       180        153,607  

Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25(b)

       187        183,441  

Sotheby’s/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)

       653        539,456  

United Rentals North America, Inc. 5.50%, 05/15/27

       170        164,280  

5.25%, 01/15/30

       161        145,710  

Williams Scotsman International, Inc., 4.63%, 08/15/28(b)

       243        212,612  
       

 

 

 
          3,840,651  
Communications Equipment — 0.5%                    

Avaya, Inc., 6.13%, 09/15/28(b)

       481        239,297  

Ciena Corp., 4.00%, 01/31/30(b)

       104        86,840  

CommScope Technologies LLC, 6.00%, 06/15/25(b)

       713        633,465  

 

 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   4


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Communications Equipment (continued)                  

CommScope, Inc.(b)
6.00%, 03/01/26

    USD       132     $ 121,535  

8.25%, 03/01/27

      86       71,057  

7.13%, 07/01/28

      138       106,524  

4.75%, 09/01/29

      416       339,315  

Nokia OYJ, 4.38%, 06/12/27

      149       134,286  

Viasat, Inc.(b) 5.63%, 09/15/25

      270       209,604  

5.63%, 04/15/27

      67       55,742  

6.50%, 07/15/28

      161       107,065  

Viavi Solutions, Inc., 3.75%, 10/01/29(b)

      355       284,028  
     

 

 

 
        2,388,758  
Construction Materials(b) — 0.4%                  

American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/28

      281       245,813  

3.88%, 11/15/29

      59       46,216  

BCPE Empire Holdings, Inc., 7.63%, 05/01/27

      109       94,515  

H&E Equipment Services, Inc., 3.88%, 12/15/28

      58       45,530  

IAA, Inc., 5.50%, 06/15/27

      372       339,450  

Picasso Finance Sub, Inc., 6.13%, 06/15/25

      403       394,988  

Thor Industries, Inc., 4.00%, 10/15/29

      107       80,416  

Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26

      672       403,200  

Winnebago Industries, Inc., 6.25%, 07/15/28

      76       70,300  
     

 

 

 
        1,720,428  
Consumer Discretionary — 1.3%                  

APi Group DE, Inc.(b)
4.13%, 07/15/29

      132       104,610  

4.75%, 10/15/29

      100       82,865  

Carnival Corp. 10.13%, 02/01/26(e)

    EUR       100       96,535  

10.50%, 02/01/26(b)

    USD       669       661,915  

5.75%, 03/01/27(b)

      939       657,816  

9.88%, 08/01/27(b)

      381       373,380  

4.00%, 08/01/28(b)

      694       559,878  

6.00%, 05/01/29(b)

      313       205,506  

CoreLogic, Inc., 4.50%, 05/01/28(b)

      511       347,480  

Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b)

      91       77,926  

Life Time, Inc. (b)
5.75%, 01/15/26

      258       234,780  

8.00%, 04/15/26

      215       183,825  

NCL Corp. Ltd., 5.88%, 03/15/26(b)

      253       192,467  

NCL Finance Ltd., 6.13%, 03/15/28(b)

      261       192,481  

Nielsen Finance LLC/Nielsen Finance Co.(b)
5.63%, 10/01/28

      479       475,421  

5.88%, 10/01/30

      192       191,206  

Royal Caribbean Cruises Ltd.(b)
10.88%, 06/01/23

      90       92,025  

9.13%, 06/15/23

      153       155,677  

11.50%, 06/01/25

      120       127,500  

5.50%, 08/31/26

      91       69,615  

11.63%, 08/15/27

      176       160,164  

5.50%, 04/01/28

      178       124,714  

8.25%, 01/15/29(m)

      191       185,913  

Security

         

Par

(000)

    

Value

 
Consumer Discretionary (continued)                    

Royal Caribbean Cruises Ltd.(b) (continued)
9.25%, 01/15/29(m)

    USD        262      $ 258,163  

Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b)

       183        142,283  
       

 

 

 
          5,954,145  
Consumer Finance — 1.2%                    

American Express Co., (5 year CMT + 2.85%), 3.55%(a)(k)

       735        566,447  

Equifax, Inc., 2.60%, 12/15/25

       59        53,954  

HealthEquity, Inc., 4.50%, 10/01/29(b)

       636        537,255  

MPH Acquisition Holdings LLC, 5.50%, 09/01/28(b)

       220        181,596  

Navient Corp.
7.25%, 09/25/23

       77        76,701  

6.13%, 03/25/24

       86        83,743  

5.88%, 10/25/24

       82        77,700  

5.50%, 03/15/29

       278        211,321  

OneMain Finance Corp.
6.88%, 03/15/25

       226        212,406  

7.13%, 03/15/26

       305        274,928  

3.50%, 01/15/27

       304        236,808  

6.63%, 01/15/28

       240        205,920  

5.38%, 11/15/29

       38        29,450  

4.00%, 09/15/30

       110        77,188  

Sabre Global, Inc.(b)
9.25%, 04/15/25

       164        157,015  

7.38%, 09/01/25

       252        225,699  

Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b)

       431        393,018  

Shift4 Payments, Inc., 0.00%, 12/15/25(h)(i)

       174        153,555  

SLM Corp., 3.13%, 11/02/26

       173        143,204  

Verscend Escrow Corp., 9.75%, 08/15/26(b)

       1,817        1,753,405  
       

 

 

 
          5,651,313  
Containers & Packaging — 0.6%                    

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC (b)
6.00%, 06/15/27

       400        376,681  

3.25%, 09/01/28

       200        163,192  

Clydesdale Acquisition Holdings, Inc.(b) 6.63%, 04/15/29

       532        484,088  

8.75%, 04/15/30

       377        311,790  

Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26

       196        177,553  

Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26

       424        394,909  

Graham Packaging Co., Inc., 7.13%, 08/15/28(b)

       60        48,234  

Graphic Packaging International LLC(b) 4.75%, 07/15/27

       89        81,483  

3.50%, 03/15/28

       17        14,455  

3.50%, 03/01/29

       61        50,180  

Klabin Austria GmbH, 3.20%, 01/12/31(b)

       200        145,500  

LABL, Inc., 5.88%, 11/01/28(b)

       261        211,384  

Sealed Air Corp.(b)
5.13%, 12/01/24

       46        44,390  

4.00%, 12/01/27

       73        63,171  

Suzano Austria GmbH, 3.13%, 01/15/32

       71        50,809  
       

 

 

 
          2,617,819  

 

 

 

 

5  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Diversified Consumer Services — 1.3%                  

Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)
6.63%, 07/15/26

    USD       1,737     $ 1,548,101  

9.75%, 07/15/27

      601       494,010  

6.00%, 06/01/29

      1,356       875,127  

Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28(b)

      1,348       1,029,215  

Clarivate Science Holdings Corp.(b) 3.88%, 07/01/28

      631       520,449  

4.88%, 07/01/29

      434       339,822  

Garda World Security Corp., 4.63%, 02/15/27(b)

      132       113,189  

Graham Holdings Co., 5.75%, 06/01/26(b)

      140       135,757  

Rekeep SpA, 7.25%, 02/01/26(e)

    EUR       100       85,754  

Service Corp. International
5.13%, 06/01/29

    USD       238       216,290  

3.38%, 08/15/30

      263       205,690  

4.00%, 05/15/31

      333       267,795  

Sotheby’s, 7.38%, 10/15/27(b)

      451       414,239  
     

 

 

 
            6,245,438  
Diversified Financial Services — 2.8%                  

Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)

      403       336,505  

ASG Finance Designated Activity Co.,
7.88%, 12/03/24(b)

      200       186,500  

Barclays PLC
3.65%, 03/16/25

      3,600       3,404,103  

5.20%, 05/12/26

      200       190,114  

BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(k)

      1,500       960,293  

Central Garden & Pet Co.
4.13%, 10/15/30

      194       154,419  

4.13%, 04/30/31(b)

      177       139,166  

Citigroup, Inc.(a)(k)

     

(5 year CMT + 3.42%), 3.88%

      2,000       1,649,260  

Series W, (5 year CMT + 3.60%), 4.00%

      155       130,588  

Series Y, (5 year CMT + 3.00%), 4.15%

      490       389,550  

Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/27(l)

      210       28,401  

Garfunkelux Holdco 3 SA, 7.75%, 11/01/25(e)

    GBP       100       87,091  

Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(l)

    USD       232       174,165  

Goldman Sachs Group, Inc., Series R,
(5 year CMT + 3.22%), 4.95%(a)(k)

      730       660,650  

HSBC Holdings PLC 4.38%, 11/23/26

      395       367,677  

(5 year CMT + 3.22%), 4.00%(a)(k)

      290       232,000  

(5 year USD ICE Swap + 4.37%),
6.38%(a)(k)

      1,250       1,126,187  

Intrum AB, 3.00%, 09/15/27(e)

    EUR       100       72,524  

ION Trading Technologies SARL, 5.75%, 05/15/28(b)

    USD       200       163,000  

Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b)

      325       239,687  

JPMorgan Chase & Co., (1 day SOFR + 2.58%), 5.72%, 09/14/33(a)

      195       184,401  

Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b) 4.25%, 02/01/27

      170       136,885  

4.75%, 06/15/29

      67       50,160  

Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(k)

      450       403,755  
Security          Par
(000)
    Value  
Diversified Financial Services (continued)                  

Morgan Stanley, 4.00%, 07/23/25

    USD       965     $ 934,019  

Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25(b)

      300       175,931  

OWL Rock Core Income Corp., 7.75%, 09/16/27(b)

      201       197,948  

Spectrum Brands, Inc.(b)
5.00%, 10/01/29

      141       112,164  

5.50%, 07/15/30

      154       120,418  
     

 

 

 
            13,007,561  
Diversified Telecommunication Services — 3.2%              

AT&T, Inc., 4.30%, 02/15/30

      1,350       1,233,458  

Consolidated Communications, Inc.,
6.50%, 10/01/28(b)

      489       365,528  

Frontier Communications Holdings LLC, 8.75%, 05/15/30(b)

      300       300,192  

Level 3 Financing, Inc.(b)
3.40%, 03/01/27

      88       73,700  

4.63%, 09/15/27

      202       167,171  

4.25%, 07/01/28

      785       612,308  

3.63%, 01/15/29

      136       100,693  

3.75%, 07/15/29

      380       278,350  

Lumen Technologies, Inc.
5.13%, 12/15/26(b)

      839       721,884  

4.00%, 02/15/27(b)

      718       602,961  

4.50%, 01/15/29(b)

      664       466,460  

5.38%, 06/15/29(b)

      455       338,139  

Series U, 7.65%, 03/15/42

      104       70,383  

Series W, 6.75%, 12/01/23

      512       522,005  

Series Y, 7.50%, 04/01/24

      266       273,980  

Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25(l)

      200       57,375  

SoftBank Group Corp., 4.75%, 07/30/25(e)

    EUR       100       88,791  

Sprint Capital Corp. 6.88%, 11/15/28

    USD       1,355       1,392,262  

8.75%, 03/15/32

      870       1,008,113  

Switch Ltd.(b)
3.75%, 09/15/28

      312       310,050  

4.13%, 06/15/29

      616       610,109  

Telecom Italia Capital SA
6.38%, 11/15/33

      222       172,589  

6.00%, 09/30/34

      432       321,935  

7.20%, 07/18/36

      98       76,801  

7.72%, 06/04/38

      44       35,105  

Telecom Italia SpA 4.00%, 04/11/24(e)

    EUR       150       141,786  

5.30%, 05/30/24(b)

    USD       200       188,838  

1.63%, 01/18/29(e)

    EUR       100       69,100  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28(b)

    USD       89       70,307  

Verizon Communications, Inc. 2.36%, 03/15/32

      169       129,594  

3.70%, 03/22/61

      1,000       678,879  

Zayo Group Holdings, Inc.(b)
4.00%, 03/01/27

      3,087       2,477,163  

6.13%, 03/01/28

      1,772       1,243,194  
     

 

 

 
            15,199,203  
Electric Utilities — 0.6%                  

Black Hills Corp., 3.15%, 01/15/27

      305       279,243  

Comision Federal de Electricidad,
4.88%, 01/15/24(e).

      200       195,500  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   6


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Electric Utilities (continued)                  

Empresas Publicas de Medellin ESP,
4.25%, 07/18/29(b)

    USD       200     $ 143,250  

Enel Finance International NV, 3.63%, 05/25/27(b)

      900       807,155  

Exelon Corp., 3.40%, 04/15/26

      140       131,782  

FirstEnergy Corp.
2.65%, 03/01/30

      87       70,253  

Series B, 2.25%, 09/01/30

      21       16,156  

Series C, 3.40%, 03/01/50

      698       457,190  

FirstEnergy Transmission LLC(b)

     

5.45%, 07/15/44

      458       414,193  

4.55%, 04/01/49

      163       127,316  

NextEra Energy Operating Partners LP(b) 4.25%, 07/15/24

      170       162,796  

4.25%, 09/15/24

      9       8,595  

Pike Corp., 5.50%, 09/01/28(b)

      80       64,800  

Texas Competitive Electric Holdings,
1.00%, 11/10/21(a)(d)(f)(j)

      780        
     

 

 

 
        2,878,229  
Electrical Equipment(b) — 0.1%                  

Gates Global LLC/Gates Corp., 6.25%, 01/15/26

      416       382,720  

GrafTech Finance, Inc., 4.63%, 12/15/28

      136       101,660  
     

 

 

 
        484,380  
Electronic Equipment, Instruments &
Components — 0.4%
             

BWX Technologies, Inc.(b) 4.13%, 06/30/28

      268       234,066  

4.13%, 04/15/29

      208       179,926  

CDW LLC/CDW Finance Corp. 3.28%, 12/01/28

      55       45,899  

3.25%, 02/15/29

      72       58,470  

Energizer Holdings, Inc.(b) 4.75%, 06/15/28

      140       110,921  

4.38%, 03/31/29

      19       14,094  

Imola Merger Corp., 4.75%, 05/15/29(b)

      510       430,261  

Vertiv Group Corp., 4.13%, 11/15/28(b)

      920       740,600  

Xerox Corp., 4.80%, 03/01/35

      2       1,303  
     

 

 

 
        1,815,540  
Energy Equipment & Services — 0.5%                  

Archrock Partners LP/Archrock Partners Finance Corp.(b)
6.88%, 04/01/27

      139       124,486  

6.25%, 04/01/28

      729       640,787  

Halliburton Co., 3.80%, 11/15/25

      3       2,889  

Nabors Industries, Inc., 5.75%, 02/01/25

      288       260,727  

Petroleos Mexicanos

     

8.75%, 06/02/29(b)

      235       199,226  

6.70%, 02/16/32

      271       189,266  

USA Compression Partners LP/USA Compression Finance Corp.

     

6.88%, 04/01/26

      263       241,960  

6.88%, 09/01/27

      406       368,983  

Vallourec SA, 8.50%, 06/30/26(e)

    EUR       25       22,844  

Weatherford International Ltd.(b)

     

11.00%, 12/01/24

    USD       16       16,280  

6.50%, 09/15/28

      166       149,400  

8.63%, 04/30/30

      208       181,136  
     

 

 

 
        2,397,984  
Security          Par
(000)
    Value  
Entertainment(b) — 0.1%                  

AMC Entertainment Holdings, Inc.,
7.50%, 02/15/29

    USD       74     $ 57,165  

Lindblad Expeditions LLC, 6.75%, 02/15/27

      305       268,400  

NCL Corp. Ltd., 7.75%, 02/15/29

      109       82,262  
     

 

 

 
            407,827  
Environmental, Maintenance & Security
Service — 0.7%
                 

Clean Harbors, Inc.(b)
4.88%, 07/15/27

      250       227,887  

5.13%, 07/15/29

      129       118,768  

Covanta Holding Corp.
4.88%, 12/01/29(b)

      107       86,484  

5.00%, 09/01/30

      105       82,294  

GFL Environmental, Inc.(b)
4.25%, 06/01/25

      86       80,652  

3.75%, 08/01/25

      136       124,440  

5.13%, 12/15/26

      501       466,554  

4.00%, 08/01/28

      431       359,230  

3.50%, 09/01/28

      198       166,975  

4.75%, 06/15/29

      378       318,465  

4.38%, 08/15/29

      317       264,308  

Stericycle, Inc., 3.88%, 01/15/29(b)

      162       134,156  

Tervita Corp., 11.00%, 12/01/25(b)

      114       122,835  

Waste Pro USA, Inc., 5.50%, 02/15/26(b)

      601       527,997  
     

 

 

 
        3,081,045  
Equity Real Estate Investment Trusts
(REITs) — 1.2%
                 

Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50

      450       335,464  

Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b)

      178       145,947  

CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28(b)

      47       38,658  

ERP Operating LP, 3.38%, 06/01/25

      1,015       965,005  

Global Net Lease, Inc./Global Net Lease Operating

     

Partnership LP, 3.75%, 12/15/27(b)

      142       110,763  

Iron Mountain, Inc.(b)
5.25%, 07/15/30

      172       142,325  

5.63%, 07/15/32

      417       333,600  

LMIRT Capital Pte. Ltd., 7.25%, 06/19/24(e)

      229       160,300  

MPT Operating Partnership LP/MPT Finance Corp. 5.00%, 10/15/27

      66       57,041  

4.63%, 08/01/29

      433       348,379  

3.50%, 03/15/31

      1,400       974,750  

RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27

      678       589,860  

4.50%, 02/15/29(b)

      179       148,520  

RLJ Lodging Trust LP(b)
3.75%, 07/01/26

      135       115,298  

4.00%, 09/15/29

      97       75,987  

Trust Fibra Uno, 5.25%, 01/30/26(b)

      200       181,037  

Ventas Realty LP, 4.13%, 01/15/26

      650       621,988  

VICI Properties LP/VICI Note Co., Inc.,
3.88%, 02/15/29(b)

      50       41,945  
     

 

 

 
        5,386,867  
Food & Staples Retailing — 1.1%                  

Albertsons Cos., Inc./Safeway, Inc./New Albertsons

     

LP/Albertsons LLC(b)
3.25%, 03/15/26

      582       511,192  

7.50%, 03/15/26

      107       107,638  
 

 

 

7  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Food & Staples Retailing (continued)                  

Albertsons Cos., Inc./Safeway, Inc./New Albertsons

     

LP/Albertsons LLC (b) (continued) 4.63%, 01/15/27

    USD       766     $ 684,667  

5.88%, 02/15/28

      320       295,200  

4.88%, 02/15/30

      214       181,046  

Bellis Acquisition Co. PLC, 3.25%, 02/16/26(e)

    GBP       100       84,022  

Darling Ingredients, Inc., 6.00%, 06/15/30(b)

    USD       434       413,034  

Kraft Heinz Foods Co. 6.50%, 02/09/40

      155       155,758  

4.88%, 10/01/49

      397       327,202  

5.50%, 06/01/50

      691       621,609  

Lamb Weston Holdings, Inc. (b) 4.88%, 05/15/28

      257       233,132  

4.13%, 01/31/30

      312       264,027  

4.38%, 01/31/32

      216       178,470  

Ocado Group PLC, 3.88%, 10/08/26(e)

    GBP       100       81,443  

Performance Food Group, Inc., 4.25%, 08/01/29(b)

    USD       395       328,877  

Post Holdings, Inc. (b) 5.75%, 03/01/27

      89       84,889  

5.50%, 12/15/29

      261       225,635  

4.63%, 04/15/30

      118       96,908  

U.S. Foods, Inc. (b) 4.75%, 02/15/29

      335       286,760  

4.63%, 06/01/30

      39       32,273  
     

 

 

 
            5,193,782  
Food Products — 0.6%                  

Aramark Services, Inc. (b) 5.00%, 04/01/25

      435       415,450  

6.38%, 05/01/25

      188       184,240  

5.00%, 02/01/28

      479       426,650  

BRF SA, 4.88%, 01/24/30(e)

      200       156,975  

Chobani LLC/Chobani Finance Corp., Inc. (b) 7.50%, 04/15/25

      840       768,449  

4.63%, 11/15/28

      480       408,259  

JBS USA LUX SA/JBS USA Food Co./JBS USA

     

Finance, Inc., 3.75%, 12/01/31(b)

      280       224,151  

Pilgrim’s Pride Corp., 3.50%, 03/01/32(b)

      175       131,927  

Simmons Foods, Inc./Simmons Prepared Foods,

     

Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b)

      284       232,170  
     

 

 

 
            2,948,271  
Gas Utilities — 0.0%                  

DCP Midstream Operating LP, 5.63%, 07/15/27

      49       47,327  

Rockies Express Pipeline LLC, 4.95%, 07/15/29(b)

      51       43,748  

Suburban Propane Partners LP/Suburban Energy

     

Finance Corp., 5.00%, 06/01/31(b)

      91       74,693  
     

 

 

 
            165,768  
Health Care Equipment & Supplies(b) — 0.2%                  

Avantor Funding, Inc. 4.63%, 07/15/28

      872       776,032  

3.88%, 11/01/29

      185       150,257  

Embecta Corp., 6.75%, 02/15/30

      152       140,329  

Hologic, Inc., 3.25%, 02/15/29

      46       37,618  
     

 

 

 
            1,104,236  
Health Care Providers & Services — 3.2%                  

180 Medical, Inc., 3.88%, 10/15/29(b)

      200       165,694  

Acadia Healthcare Co., Inc. (b) 5.50%, 07/01/28

      115       104,942  
Security          Par
(000)
    Value  
Health Care Providers & Services (continued)        

Acadia Healthcare Co., Inc.(b) (continued) 5.00%, 04/15/29

    USD       55     $ 48,709  

AdaptHealth LLC(b)
6.13%, 08/01/28

      73       65,386  

5.13%, 03/01/30

      26       21,438  

AHP Health Partners, Inc., 5.75%, 07/15/29(b)

      324       251,100  

Cano Health LLC, 6.25%, 10/01/28(b)

      125       118,076  

Centene Corp.
2.45%, 07/15/28

      687       559,369  

4.63%, 12/15/29

      1,058       950,719  

3.00%, 10/15/30

      652       516,345  

2.50%, 03/01/31

      1,077       811,823  

2.63%, 08/01/31

      334       251,727  

CHS/Community Health Systems, Inc.(b) 8.00%, 03/15/26

      98       84,847  

5.63%, 03/15/27

      345       265,546  

6.00%, 01/15/29

      474       348,384  

5.25%, 05/15/30

      84       58,485  

Elevance Health, Inc., 2.75%, 10/15/42(h)

      38       245,659  

Encompass Health Corp.
4.50%, 02/01/28

      15       12,847  

4.75%, 02/01/30

      510       419,565  

4.63%, 04/01/31

      211       166,744  

HCA, Inc., 5.50%, 06/15/47

      650       549,117  

Legacy LifePoint Health LLC(b)
6.75%, 04/15/25

      190       179,781  

4.38%, 02/15/27

      217       179,314  

LifePoint Health, Inc., 5.38%, 01/15/29(b)

      160       111,553  

Medline Borrower LP(b)
3.88%, 04/01/29

      487       390,423  

5.25%, 10/01/29

      1,208       912,040  

ModivCare, Inc., 5.88%, 11/15/25(b)

      61       56,298  

Molina Healthcare, Inc.(b)
4.38%, 06/15/28

      303       273,457  

3.88%, 11/15/30

      226       189,675  

3.88%, 05/15/32

      238       194,952  

Owens & Minor, Inc., 6.63%, 04/01/30(b)

      9       7,920  

Prime Healthcare Services, Inc., 7.25%, 11/01/25(b)

      287       256,162  

RegionalCare Hospital Partners Holdings,
Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b)

      45       40,266  

Surgery Center Holdings, Inc.(b) 6.75%, 07/01/25

      611       564,656  

10.00%, 04/15/27

      621       603,916  

Teleflex, Inc. 4.63%, 11/15/27

      80       72,073  

4.25%, 06/01/28(b)

      331       287,894  

Tenet Healthcare Corp.
4.63%, 07/15/24

      204       197,264  

4.63%, 09/01/24(b)

      367       355,197  

4.88%, 01/01/26(b)

      1,618       1,503,559  

6.25%, 02/01/27(b)

      179       167,034  

5.13%, 11/01/27(b)

      614       550,934  

4.63%, 06/15/28(b)

      81       70,791  

6.13%, 10/01/28(b)

      183       160,324  

4.25%, 06/01/29(b)

      48       39,756  

6.13%, 06/15/30(b)

      353       323,348  

UnitedHealth Group, Inc., 3.75%, 07/15/25

      1,470       1,428,998  
     

 

 

 
            15,134,107  
Health Care Technology — 0.9%                  

AthenaHealth Group, Inc., 6.50%, 02/15/30(b)

      1,251       989,003  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   8


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Health Care Technology (continued)  

Catalent Pharma Solutions, Inc.(b)
5.00%, 07/15/27

    USD       365     $ 325,573  

3.13%, 02/15/29

      157       121,086  

3.50%, 04/01/30

      349       274,565  

Change Healthcare Holdings LLC/Change

     

Healthcare Finance, Inc., 5.75%, 03/01/25(b)

      804       799,132  

Charles River Laboratories International, Inc.(b) 4.25%, 05/01/28

      159       138,468  

3.75%, 03/15/29

      34       28,282  

4.00%, 03/15/31

      67       54,030  

Chrome Bidco SASU, 3.50%, 05/31/28(e)

    EUR       100       77,547  

IQVIA, Inc.(b)
5.00%, 10/15/26

    USD       463       441,173  

5.00%, 05/15/27

      437       407,503  

Syneos Health, Inc., 3.63%, 01/15/29(b)

      857       682,412  
     

 

 

 
        4,338,774  
Hotels, Restaurants & Leisure — 3.1%                  

1011778 BC ULC/New Red Finance, Inc.(b) 5.75%, 04/15/25

      207       205,086  

3.88%, 01/15/28

      438       381,152  

4.38%, 01/15/28

      134       116,111  

4.00%, 10/15/30

      146       114,987  

Accor SA, 0.70%, 12/07/27(e)(h)

    EUR       31       11,658  

Airbnb, Inc., 0.00%, 03/15/26(h)(i)

    USD       307       254,196  

Boyd Gaming Corp.
4.75%, 12/01/27

      179       158,417  

4.75%, 06/15/31(b)

      376       304,447  

Boyne USA, Inc., 4.75%, 05/15/29(b)

      344       288,181  

Caesars Entertainment, Inc.(b)
6.25%, 07/01/25

      1,466       1,412,858  

8.13%, 07/01/27

      1,508       1,440,268  

4.63%, 10/15/29

      624       476,788  

Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)

      478       461,222  

Carnival Corp., 7.63%, 03/01/26(b)

      71       53,960  

CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b)

      668       583,374  

Cedar Fair LP/Canada’s Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25(b)

      296       284,731  

Champion Path Holdings Ltd., 4.50%, 01/27/26(e)

      232       156,600  

Churchill Downs, Inc.(b)
5.50%, 04/01/27

      675       624,605  

4.75%, 01/15/28

      435       376,308  

Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b)
4.63%, 01/15/29

      483       399,683  

6.75%, 01/15/30

      68       51,644  

Fortune Star BVI Ltd., 6.75%, 07/02/23(e)

      200       126,000  

Hilton Domestic Operating Co., Inc. 5.38%, 05/01/25(b)

      145       141,716  

5.75%, 05/01/28(b)

      112       104,720  

3.75%, 05/01/29(b)

      146       120,564  

4.88%, 01/15/30

      953       829,110  

4.00%, 05/01/31(b)

      281       227,141  

3.63%, 02/15/32(b)

      15       11,488  

McDonald’s Corp., 3.70%, 01/30/26

      405       390,439  

Melco Resorts Finance Ltd., 5.25%, 04/26/26(e)

      250       173,000  

Merlin Entertainments Ltd., 5.75%, 06/15/26(b)

      200       186,169  

MGM China Holdings Ltd., 5.88%, 05/15/26(e)

      250       203,125  
Security          Par
(000)
    Value  
Hotels, Restaurants & Leisure (continued)                  

MGM Resorts International
6.00%, 03/15/23

    USD       416     $ 416,125  

5.75%, 06/15/25

      29       27,714  

Midwest Gaming Borrower LLC/Midwest Gaming

     

Finance Corp., 4.88%, 05/01/29(b)

      235       193,587  

Premier Entertainment Sub LLC/Premier
Entertainment Finance Corp.(b)
5.63%, 09/01/29

      116       80,300  

5.88%, 09/01/31

      116       78,300  

Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b)

      177       152,225  

Royal Caribbean Cruises Ltd., 5.38%, 07/15/27(b)

      206       151,521  

Scientific Games International, Inc.(b)
8.63%, 07/01/25

      203       207,829  

7.00%, 05/15/28

      174       164,056  

7.25%, 11/15/29

      51       47,466  

Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b)

      269       268,887  

Station Casinos LLC, 4.63%, 12/01/31(b)

      277       209,214  

Stonegate Pub Co. Financing PLC,
8.25%, 07/31/25(e)

    GBP       100       97,419  

Vail Resorts, Inc., 6.25%, 05/15/25(b)

    USD       154       151,909  

Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b) .

      158       138,886  

Wynn Las Vegas LLC/Wynn Las Vegas Capital

     

Corp., 5.25%, 05/15/27(b)

      192       168,998  

Wynn Macau Ltd., 5.50%, 01/15/26(e)

      347       260,909  

Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b)
7.75%, 04/15/25

      239       233,458  

5.13%, 10/01/29

      618       499,468  

Yum! Brands, Inc.
4.75%, 01/15/30(b)

      196       171,286  

3.63%, 03/15/31

      96       76,723  

5.38%, 04/01/32

      38       33,692  

5.35%, 11/01/43

      71       56,378  
     

 

 

 
        14,556,098  
Household Durables — 0.5%                  

Ashton Woods USA LLC/Ashton Woods Finance Co.(b)
4.63%, 08/01/29

      100       72,605  

4.63%, 04/01/30

      145       103,842  

Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b)
5.00%, 06/15/29

      208       153,976  

4.88%, 02/15/30

      412       304,989  

CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b)

      253       229,324  

K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b)

      219       210,240  

Mattamy Group Corp., 4.63%, 03/01/30(b)

      199       151,975  

Meritage Homes Corp., 5.13%, 06/06/27

      50       44,311  

NCR Corp.(b)
5.75%, 09/01/27

      220       199,318  

5.00%, 10/01/28

      110       86,546  

5.13%, 04/15/29

      145       108,753  

6.13%, 09/01/29

      92       79,214  

SWF Escrow Issuer Corp., 6.50%, 10/01/29(b)

      330       195,525  

Taylor Morrison Communities, Inc.(b)
5.88%, 06/15/27

      245       228,156  

5.13%, 08/01/30

      54       43,589  

Tempur Sealy International, Inc.(b)
4.00%,  04/15/29

      224       176,518  
 

 

 

9  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Household Durables (continued)                  

Tempur Sealy International, Inc.(b) (continued)

     

3.88%, 10/15/31

    USD       180     $ 131,850  

Tri Pointe Group, Inc./Tri Pointe Homes, Inc.,
5.88%, 06/15/24

 

    11       10,782  

Tri Pointe Homes, Inc., 5.25%, 06/01/27

      15       12,971  
     

 

 

 
        2,544,484  
Household Products — 0.0%                  

Berkline Benchcraft LLC,
4.50%, 06/01/22(a)(d)(f)(j)

      200        

Energizer Holdings, Inc., 6.50%, 12/31/27(b)

      117       103,860  
     

 

 

 
        103,860  
Independent Power and Renewable Electricity
Producers — 0.8%
       

Azure Power Solar Energy Pvt Ltd.,
5.65%, 12/24/24(e)

      200       167,000  

Calpine Corp.(b)

     

5.25%, 06/01/26

      221       208,326  

5.13%, 03/15/28

      1,060       910,398  

4.63%, 02/01/29

      106       86,375  

5.00%, 02/01/31

      43       34,166  

Clearway Energy Operating LLC(b)

     

4.75%, 03/15/28

      336       299,175  

3.75%, 01/15/32

      262       203,110  

Continuum Energy Levanter Pte. Ltd.,
4.50%, 02/09/27(b)

      211       171,105  

Greenko Mauritius Ltd., 6.25%, 02/21/23(e)

      200       195,500  

Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(e)

      200       166,250  

NRG Energy, Inc.

     

6.63%, 01/15/27

      720       705,072  

5.75%, 01/15/28

      63       58,141  

5.25%, 06/15/29(b)

      253       221,375  

3.63%, 02/15/31(b)

      277       216,060  

3.88%, 02/15/32(b)

      16       12,481  

TerraForm Power Operating LLC(b)

     

5.00%, 01/31/28

      96       84,579  

4.75%, 01/15/30

      186       157,873  
     

 

 

 
        3,896,986  
Industrial Conglomerates — 0.0%                  

OCP SA, 5.13%, 06/23/51(e)

      200       125,600  

Resideo Funding, Inc., 4.00%, 09/01/29(b)

      59       47,553  
     

 

 

 
        173,153  
Insurance — 2.3%                  

Acrisure LLC/Acrisure Finance, Inc.,

     

6.00%, 08/01/29(b)

      231       177,870  

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)

     

4.25%, 10/15/27

      1,166       995,971  

6.75%, 10/15/27

      1,896       1,633,952  

5.88%, 11/01/29

      1,182       960,046  

Allied World Assurance Co. Holdings Ltd.,
4.35%, 10/29/25

      360       341,951  

AmWINS Group, Inc., 4.88%, 06/30/29(b)

      285       236,568  

Aon Global Ltd., 3.88%, 12/15/25

      1,115       1,071,313  

GTCR AP Finance, Inc., 8.00%, 05/15/27(b)

      330       303,582  

HUB International Ltd.(b)

     

7.00%, 05/01/26

      1,280       1,213,971  

5.63%, 12/01/29

      53       44,255  
Security           Par
(000)
     Value  
Insurance (continued)                    

NFP Corp., 7.50%, 10/01/30(b)

    USD        105      $ 99,635  

Ryan Specialty Group LLC, 4.38%, 02/01/30(b)

       135        114,499  

Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a)

       3,500        3,395,000  
       

 

 

 
          10,588,613  
Interactive Media & Services — 0.3%                    

Arches Buyer, Inc., 4.25%, 06/01/28(b)

       110        85,800  

Cablevision Lightpath LLC(b)
3.88%, 09/15/27

       200        167,295  

5.63%, 09/15/28

       400        320,000  

Iliad SA, 2.38%, 06/17/26(e)

    EUR        100        86,303  

Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. (b)
4.75%, 04/30/27

    USD        303        263,610  

6.00%, 02/15/28

       309        239,524  

Twitter, Inc.(b)
3.88%, 12/15/27

       295        276,629  

5.00%, 03/01/30

       142        136,080  
       

 

 

 
          1,575,241  
Internet Software & Services — 1.1%                    

ANGI Group LLC, 3.88%, 08/15/28(b)

       262        184,793  

Booking Holdings, Inc., 0.75%, 05/01/25(h)

       228        273,896  

Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b)
5.25%, 12/01/27

       303        279,069  

3.50%, 03/01/29

       204        166,848  

Match Group Holdings II LLC(b)
4.63%, 06/01/28

       157        137,179  

5.63%, 02/15/29

       177        161,165  

4.13%, 08/01/30

       198        162,608  

3.63%, 10/01/31

       207        156,285  

NortonLifeLock, Inc., 7.13%, 09/30/30(b)

       231        223,426  

Uber Technologies, Inc.
7.50%, 05/15/25(b)

       667        665,332  

0.00%, 12/15/25(h)(i)

       916        760,195  

8.00%, 11/01/26(b)

       311        310,509  

7.50%, 09/15/27(b)

       622        609,560  

6.25%, 01/15/28(b)

       402        373,860  

4.50%, 08/15/29(b)

       671        564,059  
       

 

 

 
          5,028,784  
IT Services — 1.3%                    

Ahead DB Holdings LLC, 6.63%, 05/01/28(b)

       150        127,857  

Block, Inc., 3.50%, 06/01/31

       1,224        948,986  

Booz Allen Hamilton, Inc.(b)
3.88%, 09/01/28

       272        233,992  

4.00%, 07/01/29

       391        334,524  

CA Magnum Holdings, 5.38%, 10/31/26(b)

       382        318,970  

Camelot Finance SA, 4.50%, 11/01/26(b)

       564        510,313  

Condor Merger Sub, Inc., 7.38%, 02/15/30(b)

       786        642,606  

Dun & Bradstreet Corp., 5.00%, 12/15/29(b)

       503        414,975  

Fair Isaac Corp., 4.00%, 06/15/28(b)

       366        311,861  

Gartner, Inc.(b)
4.50%, 07/01/28

       67        59,911  

3.63%, 06/15/29

       87        72,428  

3.75%, 10/01/30

       308        252,143  

Global Payments, Inc., 4.95%, 08/15/27

       100        95,274  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   10


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
IT Services (continued)                  

International Business Machines Corp.,
1.95%, 05/15/30

    USD       500     $ 397,296  

KBR, Inc., 4.75%, 09/30/28(b)

      206       176,970  

La Financiere Atalian SASU, 5.13%, 05/15/25(e)

    EUR       100       92,982  

Science Applications International Corp.,
4.88%, 04/01/28(b)

    USD       289       257,110  

Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b)

      163       158,834  

Twilio, Inc., 3.88%, 03/15/31

      353       277,095  

ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b)

      692       564,630  
     

 

 

 
        6,248,757  
Leisure Products — 0.1%                  

Mattel, Inc.
3.75%, 04/01/29(b)

      74       62,219  

6.20%, 10/01/40

      219       206,143  

5.45%, 11/01/41

      278       232,905  
     

 

 

 
        501,267  
Machinery — 0.7%                  

ATS Automation Tooling Systems, Inc.,
4.13%, 12/15/28(b)

      108       89,549  

Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(l)

      240       225,000  

Madison IAQ LLC, 5.88%, 06/30/29(b)

      647       450,674  

Mueller Water Products, Inc., 4.00%, 06/15/29(b)

      138       117,439  

OT Merger Corp., 7.88%, 10/15/29(b)

      115       77,912  

Stevens Holding Co., Inc., 6.13%, 10/01/26(b)

      167       163,209  

Terex Corp., 5.00%, 05/15/29(b)

      333       285,793  

Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b)

      852       673,448  

TK Elevator Holdco GmbH, 7.63%, 07/15/28(b)

      400       335,000  

TK Elevator Midco GmbH, 4.38%, 07/15/27(e)

    EUR       205       168,262  

TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b)

    USD       1,033       878,267  
     

 

 

 
        3,464,553  
Media — 8.9%                  

Altice Financing SA
3.00%, 01/15/28(e)

    EUR       100       73,688  

5.00%, 01/15/28(b)

    USD       378       291,166  

5.75%, 08/15/29(b)

      1,047       801,185  

Altice France Holding SA, 10.50%, 05/15/27(b)

      1,193       934,424  

AMC Networks, Inc.
4.75%, 08/01/25

      222       198,364  

4.25%, 02/15/29

      123       90,941  

Block Communications, Inc., 4.88%, 03/01/28(b)

      128       110,720  

Cable One, Inc.
1.13%, 03/15/28(h)

      620       446,400  

4.00%, 11/15/30(b)

      298       231,966  

CCO Holdings LLC/CCO Holdings Capital Corp.
5.13%, 05/01/27(b)

      565       509,913  

5.38%, 06/01/29(b)

      731       639,859  

6.38%, 09/01/29(b)

      734       673,885  

4.75%, 03/01/30(b)

      287       232,829  

4.50%, 08/15/30(b)

      996       787,677  

4.25%, 02/01/31(b)

      764       586,019  

4.75%, 02/01/32(b)

      562       437,674  

4.50%, 05/01/32

      463       353,116  

4.50%, 06/01/33(b)

      260       192,080  
Security          Par
(000)
    Value  
Media (continued)                  

CCO Holdings LLC/CCO Holdings Capital Corp. (continued)
4.25%, 01/15/34(b)

    USD       991     $ 709,338  

Charter Communications Operating LLC/Charter Communications Operating Capital
4.91%, 07/23/25

      2,425       2,364,761  

5.38%, 05/01/47

      425       328,751  

Clear Channel International BV, 6.63%, 08/01/25(b)

      384       356,816  

Clear Channel Outdoor Holdings, Inc.(b)
5.13%, 08/15/27

      1,676       1,415,780  

7.75%, 04/15/28

      956       721,780  

7.50%, 06/01/29

      803       582,175  

CMG Media Corp., 8.88%, 12/15/27(b)

      617       471,366  

Comcast Corp., 3.95%, 10/15/25

      3,000       2,914,377  

Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b)

      1,866       1,631,914  

CSC Holdings LLC
5.25%, 06/01/24

      123       113,775  

6.50%, 02/01/29(b)

      865       763,363  

5.75%, 01/15/30(b)

      660       469,105  

4.13%, 12/01/30(b)

      626       467,747  

3.38%, 02/15/31(b)

      257       181,185  

4.50%, 11/15/31(b)

      488       366,576  

Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27(b)

      459       395,709  

Discovery Communications LLC
3.25%, 04/01/23

      1,490       1,476,759  

3.45%, 03/15/25

      170       161,193  

DISH DBS Corp.
7.75%, 07/01/26

      601       461,009  

5.25%, 12/01/26(b)

      1,146       938,857  

5.75%, 12/01/28(b)

      893       674,876  

Frontier Communications Holdings LLC (b)
5.88%, 10/15/27

      267       239,293  

5.00%, 05/01/28

      598       513,204  

6.75%, 05/01/29

      573       472,725  

6.00%, 01/15/30

      266       208,976  

GCI LLC, 4.75%, 10/15/28(b)

      198       164,391  

iHeartCommunications, Inc.
6.38%, 05/01/26

      264       245,082  

5.25%, 08/15/27(b)

      122       104,218  

4.75%, 01/15/28(b)

      78       65,013  

Iliad Holding SASU (b)
6.50%, 10/15/26

      686       599,838  

7.00%, 10/15/28

      498       426,647  

Kaixo Bondco Telecom SA, 5.13%, 09/30/29(e)

    EUR       100       76,596  

Lamar Media Corp.
3.75%, 02/15/28

    USD       39       34,067  

4.00%, 02/15/30

      126       105,573  

LCPR Senior Secured Financing DAC(b)
6.75%, 10/15/27

      360       298,800  

5.13%, 07/15/29

      768       578,355  

Liberty Broadband Corp.(b)(h)
1.25%, 09/30/50

      413       390,285  

2.75%, 09/30/50

      478       458,270  

Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(l)

      359       139,646  

Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b) .

      748       557,260  
 

 

 

11  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Media (continued)                  

Liquid Telecommunications Financing PLC, 5.50%, 09/04/26(b)

    USD       200     $ 158,000  

Live Nation Entertainment, Inc.(b)
4.88%, 11/01/24

      31       29,988  

6.50%, 05/15/27

      1,285       1,236,491  

4.75%, 10/15/27

      186       161,482  

3.75%, 01/15/28

      196       166,110  

Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b)

      177       157,699  

Network i2i Ltd., (5 year CMT + 4.27%),
5.65%(a)(e)(k)

      300       275,681  

Outfront Media Capital LLC/Outfront Media Capital Corp.(b)
5.00%, 08/15/27

      412       359,903  

4.25%, 01/15/29

      144       113,112  

4.63%, 03/15/30

      15       11,687  

Radiate Holdco LLC/Radiate Finance, Inc.(b) 4.50%, 09/15/26

      1,150       943,265  

6.50%, 09/15/28

      2,120       1,478,700  

Sable International Finance Ltd.
5.75%, 09/07/27(e)

      245       214,069  

5.75%, 09/07/27(b)

      200       174,750  

Scripps Escrow II, Inc., 3.88%, 01/15/29(b)

      17       13,552  

Sinclair Television Group, Inc., 4.13%, 12/01/30(b)

      495       372,488  

Sirius XM Radio, Inc.(b)
3.13%, 09/01/26

      491       431,208  

5.00%, 08/01/27

      346       317,455  

4.00%, 07/15/28

      347       295,151  

5.50%, 07/01/29

      722       649,426  

4.13%, 07/01/30

      36       29,262  

3.88%, 09/01/31

      445       345,071  

Stagwell Global LLC, 5.63%, 08/15/29(b)

      101       83,080  

Summer BC Holdco B SARL, 5.75%, 10/31/26(e)

    EUR       100       83,324  

Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28(b)

    USD       200       173,454  

Univision Communications, Inc.(b)
5.13%, 02/15/25

      133       126,266  

6.63%, 06/01/27

      234       220,829  

7.38%, 06/30/30

      209       199,448  

UPC Broadband Finco BV, 4.88%, 07/15/31(b)

      449       348,437  

Videotron Ltd., 3.63%, 06/15/29(b)

      262       212,217  

Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28(b)

      754       609,798  

VZ Secured Financing BV, 3.50%, 01/15/32(e)

    EUR       100       70,074  

WMG Acquisition Corp., 3.88%, 07/15/30(b)

    USD       136       111,420  

Ziggo Bond Co. BV(b)
6.00%, 01/15/27

      199       166,165  

5.13%, 02/28/30

      225       160,875  

Ziggo BV, 4.88%, 01/15/30(b)

      200       158,000  
     

 

 

 
        41,895,294  
Metals & Mining — 1.7%                  

ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24(e)

      250       246,563  

AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30

      200       155,475  

Arconic Corp.(b)
6.00%, 05/15/25

      332       319,572  

6.13%, 02/15/28

      378       333,899  

ATI, Inc.
4.88%, 10/01/29

      101       83,857  

5.13%, 10/01/31

      273       223,022  
Security           Par
(000)
     Value  
Metals & Mining (continued)                    

Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b)

    USD        922      $ 848,590  

Carpenter Technology Corp.
6.38%, 07/15/28

       44        40,806  

7.63%, 03/15/30

       303        291,728  

Commercial Metals Co.
4.13%, 01/15/30

       70        57,471  

4.38%, 03/15/32

       75        59,250  

Constellium SE(b)
5.88%, 02/15/26

       588        539,490  

5.63%, 06/15/28

       500        410,077  

3.75%, 04/15/29

       756        551,941  

FMG Resources August Pty. Ltd., 6.13%, 04/15/32(b)

       405        347,996  

JSW Steel Ltd., 5.95%, 04/18/24(e)

       200        190,750  

Kaiser Aluminum Corp.(b)
4.63%, 03/01/28

       191        155,841  

4.50%, 06/01/31

       347        253,914  

Mineral Resources Ltd., 8.50%, 05/01/30(b)

       128        123,699  

New Gold, Inc., 7.50%, 07/15/27(b)

       545        430,550  

Novelis Corp.(b)
3.25%, 11/15/26

       650        542,574  

4.75%, 01/30/30

       951        779,820  

3.88%, 08/15/31

       571        425,920  

Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(e)

    EUR        200        153,917  

Roller Bearing Co. of America, Inc.,
4.38%, 10/15/29(b)

    USD        122        102,906  

thyssenkrupp AG, 2.88%, 02/22/24(e)

    EUR        84        77,220  

U.S. Steel Corp., 6.88%, 03/01/29

    USD        246        223,577  

Vedanta Resources Finance II PLC, 13.88%, 01/21/24(e)

       200        166,413  
       

 

 

 
          8,136,838  
Multiline Retail — 0.1%                    

NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b)

       396        363,865  
       

 

 

 
Offshore Drilling & Other Services — 0.1%                

Applied Materials, Inc., 3.90%, 10/01/25

       285        279,028  

Entegris, Inc.(b)
4.38%, 04/15/28

       246        208,564  

3.63%, 05/01/29

       112        88,632  
       

 

 

 
          576,224  
Oil, Gas & Consumable Fuels — 8.6%                    

Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)

       728        703,496  

Antero Midstream Partners LP/Antero Midstream Finance Corp. (b)
5.75%, 03/01/27

       298        275,610  

5.75%, 01/15/28

       59        53,690  

5.38%, 06/15/29

       206        181,877  

Apache Corp.
4.25%, 01/15/30

       205        179,273  

5.10%, 09/01/40

       269        217,154  

5.35%, 07/01/49

       137        107,545  

Arcosa, Inc., 4.38%, 04/15/29(b)

       374        317,900  

Ascent Resources Utica Holdings LLC/ARU Finance Corp. (b)
9.00%, 11/01/27

       639        779,455  

5.88%, 06/30/29

       291        258,990  

Buckeye Partners LP
4.13%, 03/01/25(b)

       262        239,796  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   12


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security           Par
(000)
     Value  
Oil, Gas & Consumable Fuels (continued)                

Buckeye Partners LP (continued)
5.85%, 11/15/43

    USD        145      $ 107,409  

5.60%, 10/15/44

       86        60,371  

Callon Petroleum Co.
6.38%, 07/01/26

       119        107,230  

8.00%, 08/01/28(b)

       583        537,818  

7.50%, 06/15/30(b)

       549        480,652  

Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31(e)(h)

    EUR        100        63,844  

Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b)

    USD        558        530,488  

Cheniere Energy Partners LP
4.50%, 10/01/29

       812        714,877  

4.00%, 03/01/31

       750        628,860  

3.25%, 01/31/32

       607        466,088  

Chesapeake Energy Corp.(b)
5.88%, 02/01/29

       41        38,022  

6.75%, 04/15/29

       459        440,007  

Citgo Holding, Inc., 9.25%, 08/01/24(b)

       228        226,235  

Civitas Resources, Inc., 5.00%, 10/15/26(b)

       88        79,946  

CNX Midstream Partners LP, 4.75%, 04/15/30(b)

       96        75,351  

CNX Resources Corp.
2.25%, 05/01/26(h)

       298        412,581  

6.00%, 01/15/29(b)

       110        100,375  

7.38%, 01/15/31(b)

       205        200,505  

Colgate Energy Partners III LLC(b)
7.75%, 02/15/26

       509        499,597  

5.88%, 07/01/29

       353        315,098  

Comstock Resources, Inc.(b)
6.75%, 03/01/29

       647        596,733  

5.88%, 01/15/30

       543        472,929  

CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b)

       1,367        1,157,200  

Crescent Energy Finance LLC, 7.25%, 05/01/26(b)

       708        636,081  

Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b)
5.63%, 05/01/27

       52        47,060  

6.00%, 02/01/29

       47        42,065  

8.00%, 04/01/29

       90        86,625  

CrownRock LP/CrownRock Finance, Inc.(b)
5.63%, 10/15/25

       685        655,798  

5.00%, 05/01/29

       44        38,822  

DCP Midstream Operating LP
5.13%, 05/15/29

       52        48,725  

6.45%, 11/03/36(b)

       162        148,004  

6.75%, 09/15/37(b)

       295        286,043  

DT Midstream, Inc.(b)
4.13%, 06/15/29

       384        324,480  

4.38%, 06/15/31

       518        427,205  

Dycom Industries, Inc., 4.50%, 04/15/29(b)

       102        85,953  

Earthstone Energy Holdings LLC, 8.00%, 04/15/27(b)

       307        289,348  

Ecopetrol SA, 4.13%, 01/16/25

       198        180,341  

eG Global Finance PLC
6.75%, 02/07/25(b)

       396        357,200  

6.25%, 10/30/25(e)

    EUR        142        120,329  

8.50%, 10/30/25(b)

    USD        252        220,395  

EIG Pearl Holdings SARL, 3.55%, 08/31/36(b)

       244        193,980  

Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a)

       1,565        1,406,465  

Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28(b)

       386        367,132  
Security           Par
(000)
     Value  
Oil, Gas & Consumable Fuels (continued)                

Energy Transfer LP
3.90%, 07/15/26

    USD        235      $ 219,012  

Series H, (5 year CMT + 5.69%), 6.50%(a)(k)

 

     701        610,644  

EnLink Midstream LLC
5.63%, 01/15/28(b)

       348        325,380  

5.38%, 06/01/29

       339        310,185  

6.50%, 09/01/30(b)

       232        226,548  

EnLink Midstream Partners LP
4.15%, 06/01/25

       7        6,498  

4.85%, 07/15/26

       115        105,614  

5.60%, 04/01/44

       226        171,918  

5.05%, 04/01/45

       40        28,035  

5.45%, 06/01/47

       60        43,828  

EQM Midstream Partners LP
6.00%, 07/01/25(b)

       94        86,915  

4.13%, 12/01/26

       100        84,717  

6.50%, 07/01/27(b)

       364        336,368  

4.50%, 01/15/29(b)

       21        16,919  

7.50%, 06/01/30(b)

       84        79,378  

4.75%, 01/15/31(b)

       663        526,256  

EQT Corp., 1.75%, 05/01/26(h)

       101        278,327  

Genesis Energy LP/Genesis Energy Finance Corp.
6.50%, 10/01/25

       72        65,095  

7.75%, 02/01/28

       118        102,660  

Gulfport Energy Corp., 8.00%, 05/17/26(b)

       37        36,815  

Harvest Midstream I LP, 7.50%, 09/01/28(b)

       60        56,079  

Hess Corp., 4.30%, 04/01/27

       50        47,036  

Hess Midstream Operations LP, 4.25%, 02/15/30(b)

       240        193,800  

Hilcorp Energy I LP/Hilcorp Finance Co.(b)
6.25%, 11/01/28

       145        133,789  

5.75%, 02/01/29

       60        52,456  

6.00%, 04/15/30

       27        23,531  

6.00%, 02/01/31

       16        13,862  

Hilong Holding Ltd., 9.75%, 11/18/24(e)

       207        86,940  

HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(e)

       200        182,500  

HTA Group Ltd., 7.00%, 12/18/25(b)

       200        174,163  

IHS Holding Ltd., 6.25%, 11/29/28(b)

       200        153,975  

Impulsora Pipeline LLC, 6.05%, 12/31/42(a)(d)

       1,364        1,176,324  

ITT Holdings LLC, 6.50%, 08/01/29(b)

       343        266,089  

Kinetik Holdings LP, 5.88%, 06/15/30(b)

       553        506,359  

Leviathan Bond Ltd., 5.75%, 06/30/23(b)(e)

       105        103,016  

Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b)

       32        30,668  

Matador Resources Co., 5.88%, 09/15/26

       466        449,536  

Medco Bell Pte. Ltd., 6.38%, 01/30/27(e)

       250        197,813  

MPLX LP, 4.25%, 12/01/27

       185        172,230  

Murphy Oil Corp.
5.75%, 08/15/25

       25        24,108  

5.88%, 12/01/27

       56        52,345  

6.13%, 12/01/42

       29        23,066  

Murphy Oil USA, Inc., 4.75%, 09/15/29

       146        129,210  

Nabors Industries Ltd.(b)
7.25%, 01/15/26

       199        173,154  

7.50%, 01/15/28

       248        202,443  

Nabors Industries, Inc., 7.38%, 05/15/27(b)

       331        305,496  

New Fortress Energy, Inc.(b)
6.75%, 09/15/25

       743        703,770  

6.50%, 09/30/26

       1,162        1,073,572  

NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b)

       171        152,123  

NGPL PipeCo LLC, 7.77%, 12/15/37(b)

       227        229,425  
 

 

 

13  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security           Par
(000)
    Value  
Oil, Gas & Consumable Fuels (continued)               

Northern Oil & Gas, Inc., 8.13%, 03/01/28(b)

    USD        837     $ 784,687  

NuStar Logistics LP
6.00%, 06/01/26

       163       149,208  

6.38%, 10/01/30

       25       21,392  

Occidental Petroleum Corp.
6.95%, 07/01/24

       63       64,733  

8.00%, 07/15/25

       36       38,160  

5.88%, 09/01/25

       117       117,354  

8.88%, 07/15/30

       100       111,330  

6.63%, 09/01/30

       713       723,695  

7.50%, 05/01/31

       94       98,230  

6.45%, 09/15/36

       179       179,000  

6.20%, 03/15/40

       899       869,782  

6.60%, 03/15/46

       64       65,920  

Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26(b)(l)

       (n)       33  

Oil & Gas Holding Co. BSCC, 7.63%, 11/07/24(e)

       200       198,040  

PDC Energy, Inc.
6.13%, 09/15/24

       75       73,813  

5.75%, 05/15/26

       235       217,408  

Permian Resources Operating LLC
6.88%, 04/01/27(b)

       46       44,503  

3.25%, 04/01/28(h)

       237       315,684  

Pertamina Persero PT, 3.65%, 07/30/29(e)

       384       332,232  

Petroleos Mexicanos
6.50%, 03/13/27

       237       198,464  

5.95%, 01/28/31

       273       183,756  

6.75%, 09/21/47

       57       31,635  

Pioneer Natural Resources Co., 0.25%, 05/15/25(h)

       179       387,714  

Puma International Financing SA, 5.13%, 10/06/24(b)

       200       189,000  

Range Resources Corp.
5.00%, 03/15/23

       189       188,356  

4.88%, 05/15/25

       14       13,196  

Rockcliff Energy II LLC, 5.50%, 10/15/29(b)

       377       330,092  

SM Energy Co.
5.63%, 06/01/25

       74       71,040  

6.75%, 09/15/26

       156       150,150  

6.63%, 01/15/27

       21       20,157  

6.50%, 07/15/28

       91       86,479  

Southwestern Energy Co.
5.70%, 01/23/25

       18       17,624  

5.38%, 02/01/29

       279       252,997  

4.75%, 02/01/32

       161       134,934  

Sunoco LP/Sunoco Finance Corp.
6.00%, 04/15/27

       63       60,074  

5.88%, 03/15/28

       124       112,523  

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b)
6.00%, 03/01/27

       41       37,198  

6.00%, 12/31/30

       28       23,803  

6.00%, 09/01/31

       131       110,695  

Tap Rock Resources LLC, 7.00%, 10/01/26(b)

       768       702,086  

Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28

       280       256,809  

Transocean, Inc., 11.50%, 01/30/27(b)

       171       158,165  

Venture Global Calcasieu Pass LLC(b) 3.88%, 08/15/29

       870       746,356  

4.13%, 08/15/31

       705       584,776  

3.88%, 11/01/33

       1,545       1,201,237  

Vermilion Energy, Inc., 6.88%, 05/01/30(b)

       159       146,280  
Security           Par
(000)
     Value  
Oil, Gas & Consumable Fuels (continued)                

Vivo Energy Investments BV, 5.13%, 09/24/27(b)

    USD        200      $ 182,000  

Western Midstream Operating LP
4.75%, 08/15/28

       37        33,670  

5.45%, 04/01/44

       339        278,096  

5.30%, 03/01/48

       199        163,678  

5.50%, 08/15/48

       99        80,066  

5.50%, 02/01/50

       795        641,963  
       

 

 

 
          40,519,316  
Pharmaceuticals — 0.7%                    

Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(e)

    EUR        100        80,338  

Elanco Animal Health, Inc., 6.40%, 08/28/28

    USD        156        137,715  

Gruenenthal GmbH, 4.13%, 05/15/28(e)

    EUR        100        81,164  

Jazz Securities DAC, 4.38%, 01/15/29(b)

    USD        441        380,914  

Nidda Healthcare Holding GmbH, 3.50%, 09/30/24(e)

    EUR        100        88,695  

Option Care Health, Inc., 4.38%, 10/31/29(b)

    USD        245        207,025  

Organon & Co./Organon Foreign Debt Co-Issuer BV(b)
4.13%, 04/30/28

       790        675,450  

5.13%, 04/30/31

       772        632,391  

PRA Health Sciences, Inc., 2.88%, 07/15/26(b)

       484        425,846  

Prestige Brands, Inc., 3.75%, 04/01/31(b)

       149        115,758  

Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25

    EUR        100        95,665  

Teva Pharmaceutical Finance Netherlands III BV, 4.75%, 05/09/27

    USD        200        168,987  
       

 

 

 
          3,089,948  
Real Estate — 0.0%                    

VICI Properties LP/VICI Note Co., Inc., 4.50%, 01/15/28(b)

       98        86,944  
       

 

 

 
Real Estate Management & Development — 0.5%         

Adler Group SA, 2.75%, 11/13/26(e)

    EUR        100        49,003  

China Aoyuan Group Ltd.(e)(f)(j)
6.35%, 02/08/24

    USD        400        25,000  

6.20%, 03/24/26

       200        12,500  

CIFI Holdings Group Co. Ltd., 6.00%, 07/16/25(e)

       200        44,000  

Country Garden Holdings Co. Ltd., 6.50%, 04/08/24(e)

       200        79,663  

DIC Asset AG, 2.25%, 09/22/26(e)

    EUR        100        69,811  

Fantasia Holdings Group Co. Ltd.(e)(f)(j) 11.75%, 10/17/22

    USD        400        34,000  

11.88%, 06/01/23

       200        17,000  

9.25%, 07/28/23

       200        17,000  

9.88%, 10/19/23

       200        17,000  

Global Prime Capital Pte. Ltd., 5.50%, 10/18/23(e)

       200        197,725  

Greystar Real Estate Partners LLC, 5.75%, 12/01/25(b)

       100        93,860  

Howard Hughes Corp.(b)
5.38%, 08/01/28

       79        65,570  

4.13%, 02/01/29

       149        115,102  

4.38%, 02/01/31

       140        100,563  

Jingrui Holdings Ltd., 12.00%, 07/25/22(e)(f)(j)

       200        38,732  

KWG Group Holdings Ltd., 5.88%, 11/10/24(e)

       231        43,890  

MAF Sukuk Ltd., 4.64%, 05/14/29(e)

       275        262,591  

Modern Land China Co. Ltd., 9.80%, 04/11/23(e)(f)(j)

       431        66,805  

Realogy Group LLC/Realogy Co.-Issuer Corp.(b)
5.75%, 01/15/29

       456        328,890  

5.25%, 04/15/30

       135        91,677  

Ronshine China Holdings Ltd., 6.75%, 08/05/24(e)(f)(j)

       200        11,000  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   14


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security     Par
(000)
    Value  
Real Estate Management & Development (continued)        

Shimao Group Holdings Ltd.,
3.45%, 01/11/31(e)(f)(j)

    USD       200     $ 23,500  

Shui On Development Holding Ltd.,
5.50%, 03/03/25(e)

      209       137,940  

Sinic Holdings Group Co. Ltd.,
10.50%, 06/18/22(e)(f)(j)

      200       2,000  

Starwood Property Trust, Inc., 4.38%, 01/15/27(b)

      77       65,641  

Sunac China Holdings Ltd.,
7.00%, 07/09/25(e)(f)(j)

      200       26,000  

Theta Capital Pte. Ltd., 8.13%, 01/22/25(e)

      200       154,412  

Times China Holdings Ltd., 6.20%, 03/22/26(e)

      277       33,240  

Yanlord Land HK Co. Ltd., 6.80%, 02/27/24(e)

      200       166,000  

Yuzhou Group Holdings Co. Ltd.(e)(f)(j)
8.38%, 10/30/24

      200       12,500  

7.70%, 02/20/25

      200       12,500  

8.30%, 05/27/25

      200       12,500  
   

 

 

 
        2,427,615  
Road & Rail — 0.5%        

Danaos Corp., 8.50%, 03/01/28(b)

      100       95,946  

Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(b)

      1,440       1,360,975  

Seaspan Corp., 5.50%, 08/01/29(b)

      328       259,120  

Union Pacific Corp., 3.20%, 05/20/41

      600       447,236  
   

 

 

 
        2,163,277  
Semiconductors & Semiconductor Equipment — 1.4%        

Broadcom, Inc.
3.46%, 09/15/26

      578       537,041  

4.11%, 09/15/28

      1,594       1,435,969  

Entegris Escrow Corp., 4.75%, 04/15/29(b)

      1,292       1,138,025  

Microchip Technology, Inc.(h)
0.13%, 11/15/24

      250       253,138  

1.63%, 02/15/25

      86       230,529  

1.63%, 02/15/27

      61       105,695  

NXP BV/NXP Funding LLC/NXP USA, Inc.,
2.70%, 05/01/25

      33       30,531  

QUALCOMM, Inc., 1.65%, 05/20/32

      1,779       1,331,783  

Sensata Technologies BV(b)
5.63%, 11/01/24

      229       227,713  

5.00%, 10/01/25

      324       309,119  

4.00%, 04/15/29

      168       139,018  

5.88%, 09/01/30

      237       221,752  

Sensata Technologies, Inc.(b)
4.38%, 02/15/30

      596       497,964  

3.75%, 02/15/31

      34       26,782  

Synaptics, Inc., 4.00%, 06/15/29(b)

      226       181,942  
   

 

 

 
        6,667,001  
Software — 1.9%        

ACI Worldwide, Inc., 5.75%, 08/15/26(b)

      444       419,447  

Black Knight InfoServ LLC, 3.63%, 09/01/28(b)

      386       329,065  

Boxer Parent Co., Inc.
6.50%, 10/02/25(e)

    EUR       100       91,635  

7.13%, 10/02/25(b)

    USD       398       390,070  

9.13%, 03/01/26(b)

      678       651,558  

Elastic NV, 4.13%, 07/15/29(b)

      376       296,980  

Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b)

      200       149,400  

Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b)

      230       178,041  

MicroStrategy, Inc., 6.13%, 06/15/28(b)

      451       371,602  

MSCI, Inc.(b)
4.00%, 11/15/29

      83       71,687  

3.63%, 09/01/30

      147       120,951  
Security     Par
(000)
     Value  
Software (continued)         

MSCI, Inc.(b) (continued)
3.88%, 02/15/31

    USD       373      $ 314,053  

3.63%, 11/01/31

      129        103,499  

3.25%, 08/15/33

      183        141,318  

Open Text Corp.(b)
3.88%, 02/15/28

      268        221,641  

3.88%, 12/01/29

      265        204,111  

Open Text Holdings, Inc., 4.13%, 02/15/30(b)

      271        216,423  

Oracle Corp., 3.60%, 04/01/50

      785        491,177  

Picard Midco, Inc., 6.50%, 03/31/29(b)

      2,007        1,695,313  

Playtika Holding Corp., 4.25%, 03/15/29(b)

      391        312,698  

PTC, Inc.(b)
3.63%, 02/15/25

      76        70,796  

4.00%, 02/15/28

      187        163,547  

SS&C Technologies, Inc., 5.50%, 09/30/27(b)

      1,523        1,389,272  

Veritas U.S., Inc./Veritas Bermuda Ltd.,
7.50%, 09/01/25(b)

      656        502,394  
    

 

 

 
         8,896,678  
Specialty Retail — 0.3%                   

Arko Corp., 5.13%, 11/15/29(b)

      181        141,180  

Carvana Co., 10.25%, 05/01/30(b)

      166        110,805  

PetSmart, Inc./PetSmart Finance Corp.(b) 4.75%, 02/15/28

      343        293,535  

7.75%, 02/15/29

      587        524,743  

Staples, Inc., 7.50%, 04/15/26(b)

      411        345,080  

Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.52%, 09/15/24(a)(e)

    EUR       100        92,468  
    

 

 

 
         1,507,811  
Technology Hardware, Storage & Peripherals — 0.1%         

Coherent Corp., 5.00%, 12/15/29(b)

    USD       495        409,464  
    

 

 

 
Textiles, Apparel & Luxury Goods(b) — 0.1%                   

Crocs, Inc.
4.25%, 03/15/29

      25        19,875  

4.13%, 08/15/31

      149        113,416  

Kontoor Brands, Inc., 4.13%, 11/15/29

      98        78,080  

Levi Strauss & Co., 3.50%, 03/01/31

      190        148,200  

William Carter Co., 5.63%, 03/15/27

      160        149,590  
    

 

 

 
         509,161  
Thrifts & Mortgage Finance — 0.2%                   

Home Point Capital, Inc., 5.00%, 02/01/26(b)

      194        121,493  

Jerrold Finco PLC, 5.25%, 01/15/27(e)

    GBP       100        83,350  

MGIC Investment Corp., 5.25%, 08/15/28

    USD       167        149,194  

Nationstar Mortgage Holdings, Inc.(b) 6.00%, 01/15/27

      147        125,501  

5.13%, 12/15/30

      104        75,421  

5.75%, 11/15/31

      98        71,871  

Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26(b)

      442        362,440  
    

 

 

 
         989,270  
Transportation — 0.0%                   

Autostrade per l’Italia SpA, 2.00%, 12/04/28(e)

    EUR       100        75,442  
    

 

 

 
Transportation Infrastructure — 0.3%                   

Aeropuertos Dominicanos Siglo XXI SA,
6.75%, 03/30/29(b)

    USD       200        184,600  

DP World Salaam, (5 year CMT + 5.75%),
6.00%(a)(e)(k)

      200        192,813  

GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(e)

      200        162,538  
 

 

 

15  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Transportation Infrastructure (continued)                  

Heathrow Finance PLC, 4.13%, 09/01/29(c)(e)

    GBP       100     $ 78,823  

Mexico City Airport Trust, 5.50%, 07/31/47(e)

    USD       200       123,940  

Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26(b)

      435       415,062  
   

 

 

 
        1,157,776  
Utilities — 0.6%                  

American Water Capital Corp., 4.45%, 06/01/32

      900       835,374  

Consensus Cloud Solutions, Inc.(b)
6.00%, 10/15/26

      71       62,565  

6.50%, 10/15/28

      64       54,328  

FEL Energy VI SARL, 5.75%, 12/01/40(e)

      188       128,721  

Genneia SA, 8.75%, 09/02/27(b)

      70       64,691  

Inkia Energy Ltd., 5.88%, 11/09/27(b)

      377       346,840  

Mong Duong Finance Holdings BV,
5.13%, 05/07/29(e)

      250       194,062  

Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b)

      352       305,166  

Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(e)

      165       148,837  

Thames Water Kemble Finance PLC,
4.63%, 05/19/26(e)

    GBP       168       155,686  

Vistra Operations Co. LLC(b)
5.50%, 09/01/26

    USD       19       17,623  

5.63%, 02/15/27

      422       395,097  

5.00%, 07/31/27

      10       9,033  

4.38%, 05/01/29

      140       116,442  
   

 

 

 
        2,834,465  
Wireless Telecommunication Services — 1.3%        

Altice France SA
5.88%, 02/01/27(e)

    EUR       100       84,544  

8.13%, 02/01/27(b)

    USD       507       453,131  

5.50%, 01/15/28(b)

      381       301,710  

5.13%, 01/15/29(b)

      200       147,548  

5.13%, 07/15/29(b)

      702       524,471  

5.50%, 10/15/29(b)

      277       208,410  

Kenbourne Invest SA, 6.88%, 11/26/24(b)

      275       255,286  

Millicom International Cellular SA, 5.13%, 01/15/28(e)

      247       204,930  

Rogers Communications, Inc., 5.00%, 03/15/44

      545       446,950  

SBA Communications Corp.
3.13%, 02/01/29

      158       127,075  

3.88%, 02/15/27

      1,106       980,923  

Sprint Corp., 7.63%, 03/01/26

      506       523,372  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29(b)

      342       229,211  

VICI Properties LP/VICI Note Co., Inc.(b)
3.50%, 02/15/25

      108       99,831  

4.63%, 06/15/25

      120       112,923  

4.50%, 09/01/26

      8       7,306  

4.25%, 12/01/26

      18       16,247  

4.63%, 12/01/29

      198       171,773  

4.13%, 08/15/30

      266       222,169  

Vmed O2 U.K. Financing I PLC
4.00%, 01/31/29(e)

    GBP       100       84,020  
Security         

Par

(000)

    Value  
Wireless Telecommunication Services (continued)  

Vmed O2 U.K. Financing I PLC (continued) 4.50%, 07/15/31(e)

    GBP       100     $ 78,996  

4.75%, 07/15/31(b)

    USD       797       614,882  
   

 

 

 
        5,895,708  
   

 

 

 

Total Corporate Bonds — 74.0%
(Cost: $405,796,707)

        347,310,332  
   

 

 

 
Floating Rate Loan Interests(a)                  
Aerospace & Defense — 1.5%                  

Atlas CC Acquisition Corp.

     

Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28

      1,245       1,088,358  

Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28

      253       221,360  

Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 4.00%, 10/31/26

      284       274,200  

Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR + 3.75%, 0.50% Floor), 7.06%, 08/03/29

      155       148,025  

Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26

      665       611,745  

2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26

      1,237       1,137,955  

Peraton Corp.

     

2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 10.57%, 02/01/29

      455       429,180  

Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor),
6.87%, 02/01/28

      2,259       2,137,074  

TransDigm, Inc., 2020 Term Loan F, (3 mo. LIBOR + 2.25%), 5.92%, 12/09/25

      851       814,142  
   

 

 

 
        6,862,039  
Air Freight & Logistics — 0.2%                  

AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor),
7.04%, 04/06/28

      274       249,892  

Kestrel Bidco, Inc., Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.99%, 12/11/26

      178       155,870  

PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 12/15/28

      601       511,368  
   

 

 

 
        917,130  
Airlines — 1.6%                  

AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 7.46%, 04/20/28

      1,502       1,452,820  

Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 6.42%, 08/11/28

      1,175       1,115,446  

American Airlines, Inc.

     

2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 01/29/27

      353       324,081  

2017 Incremental Term Loan, (1 mo. LIBOR + 2.00%), 4.82%, 12/15/23

      763       751,573  

2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.83%, 06/27/25

      653       632,334  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   16


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Airlines (continued)                  

Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor),
8.78%, 06/21/27

    USD       1,504     $ 1,507,471  

United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.53%, 04/21/28

      1,673       1,593,319  
   

 

 

 
        7,377,044  
Auto Components — 0.8%                  

Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/10/28

      337       317,166  

Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/30/26

      1,700       1,605,001  

Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 01/31/28

      11       9,441  

USI, Inc.

     

2017 Repriced Term Loan, (3 mo. LIBOR + 2.75%), 6.42%, 05/16/24

      1,061       1,031,216  

2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 6.92%, 12/02/26

      83       79,427  

Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 02/05/26

      1,043       964,234  
   

 

 

 
        4,006,485  
Banks — 0.4%                  

Directv Financing LLC, Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 8.12%, 08/02/27

      1,236       1,148,107  

LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 10/29/28

      609       547,980  
   

 

 

 
        1,696,087  
Beverages — 0.5%                  

Naked Juice LLC

     

2nd Lien Term Loan, (3 mo. SOFR + 6.00%, 0.50% Floor), 9.65%, 01/24/30

      496       448,938  

Term Loan, (3 mo. SOFR + 3.25%, 0.50% Floor), 6.90%, 01/24/29

      1,950       1,782,910  
   

 

 

 
        2,231,848  
Building Materials — 0.0%                  

Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 04/12/28

      76       62,396  
Building Products — 0.8%                  

CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/23/27

      888       770,179  

CPG International LLC, 2022 Term Loan B, (6 mo. SOFR CME + 2.50%, 0.50% Floor), 4.09%, 04/28/29(d)

      360       346,500  

Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 07/28/28

      335       310,284  

New AMI I LLC, 2022 Term Loan B, (1 mo. SOFR + 6.00%, 0.50% Floor), 9.03%, 03/08/29(d)

      395       347,472  

Standard Industries, Inc., 2021 Term Loan B, (6 mo. LIBOR + 2.50%, 0.50% Floor), 6.68%, 09/22/28

      673       651,998  

Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.93%, 12/31/26

      1,470       1,335,366  
   

 

 

 
        3,761,799  
Security         

Par

(000)

    Value  
Capital Markets — 1.0%                  

AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.50%, 0.50% Floor),
8.81%, 08/02/29

    USD       231     $ 206,756  

Deerfield Dakota Holding LLC

     

2020 USD Term Loan B, (1 mo. SOFR CME + 3.75%, 1.00% Floor), 6.78%, 04/09/27

      2,507       2,360,649  

2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 9.87%, 04/07/28(d)

      642       619,530  

Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor),
6.69%, 11/12/27

      575       547,457  

Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 06/30/28

      626       605,475  

Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.32%, 04/12/24(d)

      222       216,260  
   

 

 

 
        4,556,127  
Chemicals — 1.8%                  

Ascend Performance Materials Operations LLC, 2021 Term Loan B, (6 mo. SOFR CME + 4.75%, 0.75% Floor), 8.83%, 08/27/26

      1,033       1,009,377  

Axalta Coating Systems U.S. Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%),
5.42%, 06/01/24

      512       502,957  

CPC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 12/29/27

      285       220,851  

Discovery Purchaser Corp., 0.00%, 10/04/29

      571       521,038  

Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 01/31/26

      845       837,333  

Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 06/30/27

      412       372,638  

Lonza Group AG, USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 07/03/28

      398       353,287  

Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 6.17%, 03/02/26

      660       630,144  

Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/15/24

      682       661,093  

New Arclin U.S. Holding Corp., 2021 Term Loan , (1 mo. LIBOR + 3.75%, 0.50% Floor),
6.87%, 09/30/28

      514       472,782  

Oxea Holding Drei GmbH, 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 5.94%, 10/14/24

      729       657,595  

PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.31%, 06/09/28

      669       635,779  

SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 6.81%, 03/16/27

      432       400,260  

Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 5.80%, 08/02/28

      801       758,682  

Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 10/01/25

      90       84,721  

W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.44%, 09/22/28

      220       205,738  
   

 

 

 
        8,324,275  
Commercial Services & Supplies — 1.7%                  

Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 05/12/28

      1,240       1,087,612  
 

 

 

17  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  

Commercial Services & Supplies (continued)

 

 

Amentum Government Services Holdings LLC, 2022 Term Loan, (3 mo. SOFR CME + 4.00%), 7.39%, 02/15/29(d)

    USD       327     $ 311,639  

Aramark Services, Inc.

     

2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 03/11/25

      375       361,416  

2021 Term Loan B, (1 mo. LIBOR + 2.50%), 5.62%, 04/06/28

      383       374,205  

Asurion LLC

     

2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 6.12%, 11/03/24

      375       350,380  

2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 6.37%, 12/23/26

      251       212,075  

2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 8.37%, 01/31/28

      364       273,000  

2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 8.37%, 01/20/29

      646       490,960  

Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 10/08/28

      423       418,666  

Covanta Holding Corp.

     

2021 Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28

      485       468,852  

2021 Term Loan C, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28

      37       35,296  

Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 7.37%, 12/12/25

      830       805,693  

EnergySolutions LLC, 2018 Term Loan B,
(3 mo. LIBOR + 3.75%, 1.00% Floor), 7.42%, 05/09/25

      171       157,762  

GFL Environmental, Inc., 2020 Term Loan,
(3 mo. LIBOR + 3.00%, 0.50% Floor), 5.81%, 05/30/25

      174       172,079  

Packers Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.01%, 03/09/28

      744       681,295  

Prime Security Services Borrower LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.30%, 09/23/26

      300       288,477  

Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 11.42%, 06/16/26

      119       82,610  

Verscend Holding Corp., 2021 Term Loan B,
(1 mo. LIBOR + 4.00%), 7.12%, 08/27/25

      1,264       1,223,321  

Viad Corp., Initial Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 07/30/28

      352       332,467  
   

 

 

 
        8,127,805  
Communications Equipment — 0.2%                  

ViaSat, Inc., Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.65%, 03/02/29

      1,093       966,034  
   

 

 

 
Construction & Engineering — 0.9%                  

Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.95%, 06/21/24

      1,672       1,450,889  

Pike Corp., 2021 Incremental Term Loan B,
(1 mo. LIBOR + 3.00%), 6.12%, 01/21/28

      424       410,831  

SRS Distribution, Inc., 2021 Term Loan B,
(3 mo. LIBOR + 3.50%, 0.50% Floor), 6.31%, 06/02/28

      1,824       1,679,728  

USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 05/12/28

      709       662,260  
   

 

 

 
        4,203,708  
Security           Par
(000)
     Value  

Construction Materials — 0.8%

 

  

Core & Main LP, 2021 Term Loan B,
(3 mo. LIBOR + 2.50%), 5.58%, 07/27/28

    USD        1,814      $ 1,730,384  

Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/29/25

       1,113        1,066,746  

Oscar AcquisitionCo, LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.15%, 04/29/29

       497        454,343  

Tamko Building Products LLC, Term Loan B, (3 mo. LIBOR + 3.00%), 6.08%, 06/01/26

       355        334,064  
    

 

 

 
          3,585,537  
Containers & Packaging — 0.9%                    

BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 5.81%, 04/03/24

       1,046        971,912  

Charter Next Generation, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 12/01/27

       2,222        2,103,742  

Pregis TopCo Corp., 1st Lien Term Loan, (3 mo. LIBOR + 4.00%), 6.81%, 07/31/26

       136        128,970  

Tosca Services LLC, 2021 Term Loan,
(1 mo. LIBOR + 3.50%, 0.75% Floor), 6.65%, 08/18/27

       578        506,673  

Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 6.30%, 09/15/28

       40        38,188  

2021 Incremental Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 09/15/28

       453        428,304  
    

 

 

 
          4,177,789  
Distributors — 0.3%                    

American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/27

       505        488,408  

TMK Hawk Parent Corp. (d)

       

2020 Super Priority First Out Term Loan A, (3 mo. LIBOR + 9.50%, 1.00% Floor), 12.57%, 05/30/24

       162        148,941  

2020 Super Priority Second Out Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.57%, 08/28/24

       1,307        686,213  
    

 

 

 
          1,323,562  
Diversified Consumer Services — 1.1%                

Ascend Learning LLC

       

2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 12/10/29

       299        258,824  

2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 12/11/28

       600        552,809  

Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/24/28

       757        730,542  

Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 07/11/25

       828        801,309  

Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 5.16%, 05/15/24

       402        380,268  

OLA Netherlands BV, Term Loan, (1 mo. SOFR CME + 6.25%, 0.75% Floor), 9.20%, 12/15/26

       352        334,302  

PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 10/28/27

       332        313,423  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   18


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Diversified Consumer Services (continued)              

Serta Simmons Bedding LLC

     

2020 Super Priority First Out Term Loan,
(1 mo. LIBOR + 7.50%), 10.79%, 08/10/23

    USD       186     $ 180,196  

2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 10.79%, 08/10/23

      250       130,335  

Sotheby’s, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 7.01%, 01/15/27

      1,210       1,167,702  

Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 07/20/28

      305       292,915  
   

 

 

 
            5,142,625  
Diversified Financial Services — 3.3%                  

Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 7.62%, 07/31/26

      917       870,496  

Alchemy Copyrights LLC, Term Loan B,
(1 mo. LIBOR + 3.00%, 0.50% Floor), 5.56%, 03/10/28(d) .

      341       331,676  

AlixPartners LLP, 2021 USD Term Loan B,
(1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 02/04/28

      770       738,061  

AqGen Island Holdings, Inc., Term Loan,
(3 mo. LIBOR + 3.50%, 0.50% Floor), 7.19%, 08/02/28(d) .

      1,506       1,366,363  

Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.04%, 10/22/26

      975       940,914  

Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 09/01/28

      673       649,193  

Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 6.73%, 02/17/23(d)

      25       417  

Delta TopCo, Inc.

     

2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 10.33%, 12/01/28

      261       228,375  

2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.83%, 12/01/27

      751       678,275  

EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR + 4.00%), 7.67%, 02/07/25

      511       475,398  

Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 10/01/27

      1,493       1,419,009  

I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (3 mo. SOFR CME + 4.00%, 0.50% Floor), 7.70%, 02/16/28

      207       197,434  

Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 07/03/24

      677       651,841  

KKR Apple Bidco LLC

     

2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 09/21/29

      100       95,333  

2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50%

     

Floor), 5.87%, 09/23/28

      244       232,609  

LBM Acquisition LLC, Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 7.12%, 12/17/27

      393       265,780  

Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 09/25/26

      631       582,575  

RVR Dealership Holdings LLC, Term Loan B, (1 mo. SOFR + 3.75%, 0.75% Floor), 6.87%, 02/08/28

      296       260,251  

Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR + 2.00%), 5.67%, 11/05/28

      591       576,225  

SMG U.S. Midco 2, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.50%), 5.62%, 01/23/25

      527       501,976  
Security          Par
(000)
     Value  
Diversified Financial Services (continued)                   

SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 7.92%, 07/30/25

    USD       309      $ 293,248  

Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 8.67%, 09/01/25

      1,871        1,477,581  

VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/28/27

      1,530        1,478,091  

White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%), 6.78%, 10/19/27

      781        729,706  

Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 5.32%, 04/30/28

      510        486,030  
    

 

 

 
             15,526,857  
Diversified Telecommunication Services — 0.6%         

Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 11/30/27

      226        215,948  

CenturyLink, Inc., 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/15/27

 

    624        566,192  

Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.63%, 10/02/27

 

    349        300,704  

Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.44%, 05/01/28

 

    748        691,852  

Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 11/04/26

      727        705,676  

Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 03/01/27

      439        416,099  
    

 

 

 
             2,896,471  
Electric Utilities — 0.5%                   

ExGen Renewables IV LLC, 2020 Term Loan,
(3 mo. LIBOR + 2.50%, 1.00% Floor), 5.57%, 12/15/27

      671        655,067  

Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 03/31/28

 

    1,670        1,495,076  
    

 

 

 
             2,150,143  
Electrical Equipment — 0.4%                   

Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (6 mo. LIBOR + 4.75%, 0.75% Floor), 7.00%, 06/23/28(d)

 

    629        582,417  

AZZ, Inc., Term Loan B, (1 mo. SOFR CME + 4.25%, 0.50% Floor), 7.08%, 05/13/29

 

    138        112,095  

Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 03/31/27

      1,211        1,161,012  
    

 

 

 
             1,855,524  
Electronic Equipment, Instruments & Components — 0.2%         

Coherent Corp., 2022 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.31%, 07/02/29

 

    662        639,936  

GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 02/12/25(d) .

      134        125,169  
    

 

 

 
             765,105  
Environmental, Maintenance & Security Service — 0.3%               

Asplundh Tree Expert LLC, 2021 Term Loan B,
(1 mo. LIBOR + 1.75%), 4.87%, 09/07/27

      1,052        1,023,773  

TruGreen LP, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 11/02/27

      615        579,617  
    

 

 

 
             1,603,390  
 

 

 

19  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
     Value  
Equity Real Estate Investment Trusts (REITs) — 0.1%         

RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 05/11/24 USD

 

    727      $ 711,538  
    

 

 

 
Food & Staples Retailing — 0.2%                   

U.S. Foods, Inc.

      

2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 09/13/26

      759        735,754  

2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 11/22/28

      414        403,262  
    

 

 

 
         1,139,016  
Food Products — 1.4%                   

8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/01/25

      652        569,135  

B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 5.62%, 10/10/26

 

    163        153,756  

Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 10/25/27

      1,899        1,724,773  

Froneri International Ltd., 2020 USD Term Loan,
(1 mo. LIBOR + 2.25%), 5.37%, 01/29/27

      1,713        1,610,085  

Hostess Brands LLC, 2019 Term Loan, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.14%, 08/03/25

 

    901        867,181  

Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 6.37%, 02/05/26

 

    253        241,768  

Sovos Brands Intermediate, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 06/08/28

      667        633,264  

UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.15%, 01/20/28

 

    1,051        1,018,396  
    

 

 

 
         6,818,358  
Gas Utilities — 0.3%                   

Freeport LNG Investments LLLP, Term Loan B,
(3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 12/21/28

      1,790        1,653,334  
    

 

 

 
Health Care Equipment & Supplies — 0.8%                   

Electron BidCo, Inc., 2021 Term Loan, (1 mo. LIBOR

 

    

+ 3.00%, 0.50% Floor), 6.12%, 11/01/28

      1,004        949,715  

Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%,

 

    

0.50% Floor), 6.37%, 05/04/28

      284        276,579  

Medline Borrower LP, USD Term Loan B, (1 mo.

      

LIBOR + 3.25%, 0.50% Floor), 6.37%, 10/23/28

      2,623        2,407,536  

Venga Finance SARL, 2021 USD Term Loan B,

      

(3 mo. LIBOR + 4.75%, 0.75% Floor), 7.82%,

      

12/04/28(d)

      263        241,681  
    

 

 

 
         3,875,511  
Health Care Providers & Services — 1.0%                   

CHG Healthcare Services, Inc., 2021 Term Loan,
(3 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 09/29/28

      465        446,009  

Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 7.46%, 01/08/27

      674        633,174  

Envision Healthcare Corp.

      

2022 1st Out Term Loan, (3 mo. SOFR CME + 7.88%, 1.00% Floor), 10.53%, 03/31/27

      92        87,996  

2022 2nd Out Term Loan, (3 mo. SOFR CME + 4.25%, 1.00% Floor), 6.83%, 03/31/27

      613        266,775  
Security          Par
(000)
    Value  
Health Care Providers & Services (continued)                  

EyeCare Partners LLC 2020 Term Loan, (3 mo. LIBOR + 3.75%), 7.42%, 02/18/27

    USD       857     $ 775,396  

2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.50% Floor), 10.42%, 11/15/29

      176       160,115  

2021 Incremental Term Loan, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.42%, 11/15/28(d)

      195       182,083  

Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 8.17%, 03/05/26

      440       389,541  

Orbcomm, Inc., Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.34%, 09/01/28

      387       353,347  

PetVet Care Centers LLC, 2021 Term Loan B3,
(1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 02/14/25

      21       19,003  

Sotera Health Holdings LLC, 2021 Term Loan,
(1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 12/11/26

      678       593,250  

Vizient, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.25%, 0.50% Floor), 5.37%, 04/28/29

      127       125,971  

WP CityMD Bidco LLC, 2021 1st Lien Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.92%, 12/22/28

      756       721,443  
   

 

 

 
        4,754,103  
Health Care Services — 0.3%                  

Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 07/24/26

      1,082       982,099  

Medical Solutions Holdings, Inc., 2021 2nd Lien Term

     

Loan, (3 mo. LIBOR + 7.00%, 0.50% Floor), 9.88%, 11/01/29(d)

      247       234,650  
   

 

 

 
        1,216,749  
Health Care Technology — 0.5%                  

Athenahealth, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 3.50%, 0.50% Floor), 6.58%, 02/15/29

      1,309       1,170,314  

GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 10/10/25

      310       295,618  

Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 06/02/28

      888       818,139  

Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 07/24/26

      270       245,227  
   

 

 

 
        2,529,298  
Hotels, Restaurants & Leisure — 3.5%                  

1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 11/19/26

      1,379       1,315,758  

Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 02/02/26

      136       119,132  

Aristocrat Technologies, Inc., 2022 Term Loan B, (3 mo. SOFR CME + 2.25%, 0.50% Floor), 5.90%, 05/24/29

      46       44,908  

Caesars Resort Collection LLC

      1,147       1,118,802  

2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 12/23/24

     

2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 07/21/25

      203       200,022  

Carnival Corp., USD Term Loan B, (6 mo. LIBOR + 3.00%, 0.75% Floor), 5.88%, 06/30/25

      931       842,950  

Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 03/17/28

      341       329,451  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   20


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Hotels, Restaurants & Leisure (continued)                  

Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 6.67%, 03/08/24

    USD       1,987     $ 1,499,424  

Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 7.03%, 01/27/29

      1,989       1,842,085  

Flutter Financing BV, 2022 USD Term Loan B, 0.00%, 07/29/28

      624       608,300  

Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 11/30/23

      532       528,872  

Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. LIBOR + 1.75%), 4.83%, 06/22/26

      1,057       1,021,233  

IRB Holding Corp., 2020 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.87%, 02/05/25

      1,208       1,163,605  

Penn National Gaming, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.75%, 0.50% Floor), 5.88%, 05/03/29

      617       591,951  

Playtika Holding Corp., 2021 Term Loan,
(1 mo. LIBOR + 2.75%), 5.87%, 03/13/28

      721       689,165  

Scientific Games International, Inc., 2022 USD Term Loan, (1 mo. SOFR CME + 3.00%, 0.50% Floor), 5.91%, 04/14/29

      350       339,444  

Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 5.89%, 07/21/26

      561       539,307  

Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%, 0.25% Floor), 5.37%, 02/08/27

      1,031       984,065  

Travelport Finance Luxembourg SARL (m)

     

2020 Super Priority Term Loan, (3 mo. LIBOR + 1.50%, 1.00% Floor, 8.75% PIK), 5.17%, 02/28/25

      547       540,046  

2021 Consented Term Loan, (3 mo. LIBOR + 6.75%), 10.42%, 05/29/26

      488       346,349  

Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 5.93%, 10/02/28

      300       269,789  

Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 08/03/28

      1,250       1,154,188  

Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 05/30/25

      199       193,662  
     

 

 

 
        16,282,508  
Household Durables — 0.6%                  

ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.32%, 05/17/28

      694       509,737  

Hunter Douglas Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 6.34%, 02/26/29

      1,004       821,352  

Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 02/04/27

      138       132,764  

Snap One Holdings Corp., Term Loan B, (6 mo. LIBOR + 4.50%, 0.50% Floor), 7.38%, 12/08/28

      492       446,212  

Springs Windows Fashions LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.60%, 10/06/28

      357       277,905  

Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 10/30/27

      875       706,969  
     

 

 

 
        2,894,939  
Security          Par
(000)
     Value  
Household Products — 0.1%                   

Spectrum Brands, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.12%, 03/03/28

    USD       457      $ 433,081  
      

 

 

 
Independent Power and Renewable Electricity Producers — 0.2%         

Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/25 .

      876        850,474  

Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 5.12%, 08/12/26

 

    285        272,860  
      

 

 

 
         1,123,334  
Industrial Conglomerates — 0.9%                   

AVSC Holding Corp.

      

2020 Term Loan B1, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.39%, 03/03/25

      546        474,692  

2020 Term Loan B3, (3 mo. LIBOR + 5.00%, 10.00% PIK), 8.67%, 10/15/26(m)

      354        379,628  

Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 5.56%, 09/29/28

 

    1,372        1,261,338  

Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 9.76%, 11/28/23

      234        233,043  

Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 10.42%, 07/28/28

 

    261        225,206  

Vertical U.S. Newco, Inc., Term Loan B, (6 mo. LIBOR + 3.50%, 0.50% Floor), 6.87%, 07/30/27

      729        699,015  

Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.30%, 03/02/27

 

    1,236        1,173,322  
      

 

 

 
         4,446,244  
Insurance — 1.6%                   

Alliant Holdings Intermediate LLC

      

2018 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/09/25

      832        795,866  

2021 Term Loan B4, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.49%, 11/06/27

      2,130        2,015,030  

AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.37%, 02/19/28

      1,007        961,620  

AssuredPartners, Inc.

      

2020 Term Loan B, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27

      535        505,620  

2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 02/12/27

 

    283        267,720  

Hub International Ltd.

      

2018 Term Loan B, (3 mo. LIBOR + 3.00%), 5.77%, 04/25/25

      348        333,923  

2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 5.98%, 04/25/25

 

    1,425        1,367,327  

NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 02/15/27

 

    113        105,790  

Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME + 3.00%, 0.75% Floor), 6.13%, 09/01/27(d)

 

    652        628,864  

Sedgwick Claims Management Services, Inc.

      

2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 09/03/26

      520        496,037  

2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 7.37%, 09/03/26

      183        176,370  
      

 

 

 
         7,654,167  
Interactive Media & Services — 1.2%                   

Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 06/26/28

      754        732,555  
 

 

 

21  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par
(000)
    Value  
Interactive Media & Services (continued)                  

Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 12/06/27

    USD       375     $ 336,420  

Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.12%, 10/30/26

      1,609       1,553,008  

Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 08/10/27

      825       796,328  

Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 01/29/26

      2,174       2,031,523  
     

 

 

 
        5,449,834  
Internet & Direct Marketing Retail — 0.1%                  

CNT Holdings I Corp., 2020 Term Loan, (1 mo. SOFR CME + 3.50%, 0.75% Floor), 6.25%, 11/08/27

      597       567,685  

PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 02/12/27(d) .

      111       97,020  
     

 

 

 
        664,705  
Internet Software & Services — 0.4%                  

Uber Technologies, Inc., 2021 Term Loan B,
(3 mo. LIBOR + 3.50%), 6.57%, 02/25/27

      1,794       1,745,467  
     

 

 

 
IT Services — 2.6%                  

Aruba Investments, Inc., 2020 USD Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.08%, 11/24/27

      336       308,610  

Boxer Parent Co., Inc., 2021 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/02/25

      753       711,704  

Camelot Finance SA, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 10/30/26

      1,498       1,447,217  

CCC Intelligent Solutions, Inc., Term Loan,
(1 mo. LIBOR + 2.25%, 0.50% Floor), 4.37%, 09/21/28

      729       702,998  

CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.63%, 06/02/28

      1,816       1,357,448  

Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/28/28

      950       913,445  

Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 12/01/27

      2,563       2,433,768  

PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27(d)

      1,213       1,049,378  

Trans Union LLC

     

2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 4.87%, 11/16/26

      754       726,421  

2021 Term Loan B6, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 12/01/28

      1,506       1,456,119  

Virtusa Corp., 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28

      442       413,332  

WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 5.37%, 03/31/28

      430       416,860  

ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/02/26

      89       87,620  
     

 

 

 
        12,024,920  
Security           Par
(000)
     Value  
Leisure Products — 0.1%                    

Fender Musical Instruments Corp., 2021 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 6.75%, 12/01/28

    USD        298      $ 252,462  

Peloton Interactive, Inc., Term Loan, (6 mo. SOFR CME + 6.50%, 0.50% Floor), 8.35%, 05/25/27

       166        161,239  
       

 

 

 
          413,701  
Life Sciences Tools & Services — 1.5%                

Avantor Funding, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/08/27

       1,562        1,517,755  

eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 02/04/27

       1,550        1,439,412  

ICON Luxembourg SARL, LUX Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28

       1,209        1,179,696  

Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. SOFR + 3.00%, 0.50% Floor), 5.55%, 10/19/27

       967        934,644  

Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 11/15/28

       1,679        1,598,899  

PRA Health Sciences, Inc., US Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28

       301        293,922  
       

 

 

 
          6,964,328  
Machinery — 1.4%                    

Albion Acquisitions Ltd., USD Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 8.01%, 08/17/26

       757        716,001  

ASP Blade Holdings, Inc., Initial Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 10/13/28

       111        96,479  

Clark Equipment Co., 2022 Term Loan B, (3 mo. SOFR CME + 2.50%, 0.50% Floor), 6.15%, 04/20/29

       165        161,247  

Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.44%, 05/14/28

       157        152,946  

Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/21/28

       494        467,867  

Fluidra SA, 2022 USD Term Loan B, (1 mo. SOFR CME + 2.10%), 5.13%, 01/29/29

       127        122,775  

Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. SOFR CME + 1.75%), 4.88%, 03/01/27

       566        548,208  

Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.82%, 06/21/28

       1,840        1,696,730  

SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.63%, 04/05/29

       590        544,561  

Titan Acquisition Ltd., 2018 Term Loan B, (6 mo. LIBOR + 3.00%), 5.88%, 03/28/25

       1,818        1,623,852  

Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 10/04/28

       443        435,533  
       

 

 

 
          6,566,199  
Media — 5.6%                    

Altice Financing SA 2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 5.26%, 07/15/25

       437        410,118  

USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 5.26%, 01/31/26

       526        491,361  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   22


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security           Par
(000)
     Value  
Media (continued)                    

Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 6.91%, 08/14/26(d)

    USD        1,321      $ 1,195,750  

AMC Entertainment Holdings, Inc., 2019 Term Loan B, (3 mo. LIBOR + 3.00%), 5.76%, 04/22/26

       669        521,345  

Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 05/03/28

       407        398,969  

Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 4.87%, 04/30/25

       1,251        1,225,633  

City Football Group Ltd., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.48%, 07/21/28

       675        640,595  

Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 6.31%, 08/21/26

       1,966        1,750,591  

CMG Media Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 12/17/26

       580        541,845  

Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 12/11/26

       3,094        2,871,331  

CSC Holdings LLC

       

2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 5.07%, 07/17/25

       645        613,433  

2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 5.32%, 04/15/27

       868        809,764  

E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.87%, 01/07/28

       343        331,543  

Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 6.37%, 12/01/23

       371        303,377  

Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/24/25

       1,055        1,015,700  

Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.81%, 10/17/26

       1,076        1,011,024  

MH Sub I LLC

       

2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 09/13/24

       1,885        1,792,531  

2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.87%, 09/13/24

       1,452        1,374,372  

2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 9.28%, 02/23/29

       515        480,739  

Sinclair Television Group, Inc., 2022 Term Loan B4, (1 mo. SOFR CME + 3.75%), 6.88%, 04/21/29

       804        758,423  

Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.11%, 09/28/23(d)

       1,480        1,420,345  

UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR + 2.92%), 5.74%, 01/31/29

       341        325,205  

Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 6.07%, 01/31/29

       917        886,051  

Voyage Digital Ltd., USD Term Loan B, (3 mo. SOFR + 4.50%, 0.50% Floor), 7.26%, 05/11/29(d)

       430        418,609  

William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 05/18/25

       1,741        1,657,687  

WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 5.24%, 01/20/28

       1,220        1,180,070  

Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/09/27

       2,342        1,949,754  
       

 

 

 
          26,376,165  
Security           Par
(000)
     Value  
Oil, Gas & Consumable Fuels — 0.6%                    

Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 11.46%, 11/01/25

    USD        330      $ 345,949  

Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 12/13/25

       261        228,276  

Lealand Finance Co.BV

       

2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 06/28/24

       16        9,466  

2020 Take Back Term Loan, (1 mo. LIBOR + 1.00%), 4.12%, 06/30/25(m)

       115        57,337  

M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 7.99%, 09/19/29

       103        100,940  

Medallion Midland Acquisition LLC, 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 10/18/28

       898        867,027  

Oryx Midstream Services Permian Basin LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.21%, 10/05/28

       1,496        1,448,342  
       

 

 

 
          3,057,337  
Personal Products — 0.6%                    

Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 10/01/26

       3,044        2,825,283  
       

 

 

 
Pharmaceuticals — 1.3%                    

Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 6.90%, 05/04/25

       750        620,769  

Bausch Health Cos., Inc., 2022 Term Loan B, (1 mo. SOFR CME + 5.25%, 0.50% Floor), 8.10%, 02/01/27

       601        460,046  

Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.06%, 02/22/28

       1,040        1,029,182  

Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.31%, 08/01/27

       619        587,359  

Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 11/15/27

       656        621,619  

Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 05/05/28

       1,081        1,043,182  

Option Care Health, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 10/27/28

       219        214,105  

Organon & Co., USD Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.19%, 06/02/28

       652        635,294  

Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 11/18/27(d)

       1,150        1,061,123  
       

 

 

 
          6,272,679  
Professional Services — 0.9%                    

Dun & Bradstreet Corp.

       

2022 Incremental Term Loan B2, (1 mo. SOFR CME + 3.25%), 6.28%, 01/18/29

       304        293,128  

Term Loan, (1 mo. LIBOR + 3.25%), 6.33%, 02/06/26

       1,962        1,893,866  
 

 

 

23  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Professional Services (continued)                  

Element Materials Technology Group U.S. Holdings, Inc.

     

2022 USD Delayed Draw Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.90%, 07/06/29

    USD       310     $ 289,932  

2022 USD Term Loan, (3 mo. SOFR CME + 4.25%, 0.50% Floor), 7.90%, 07/06/29

      671       628,185  

Galaxy U.S. Opco, Inc., Term Loan, (1 mo. SOFR CME + 4.75%, 0.50% Floor), 7.78%, 04/29/29(d)

      1,089       1,020,937  
   

 

 

 
        4,126,048  
Real Estate Management & Development — 0.5%              

Chamberlain Group, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/03/28

      1,449       1,313,233  

Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 08/21/25

      1,205       1,149,362  
   

 

 

 
        2,462,595  
Road & Rail — 0.1%                  

Avis Budget Car Rental LLC, 2020 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 08/06/27

      288       271,145  

SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 8.63%, 08/04/25(d)

      373       338,355  
   

 

 

 
        609,500  
Semiconductors & Semiconductor Equipment — 0.1%        

Synaptics, Inc., Term Loan B, (3 mo. LIBOR + 2.25%, 0.50% Floor), 4.36%, 12/02/28

      253       250,272  
   

 

 

 
Software — 5.9%                  

Applied Systems, Inc.

     

2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.67%, 09/19/24

      95       92,059  

2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 9.17%, 09/19/25

      90       88,335  

Barracuda Networks, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.53%, 08/15/29

      333       312,424  

Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 6.61%, 07/06/29

      612       588,426  

Cloudera, Inc.(d)

     

2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%, 0.50% Floor), 9.12%, 10/08/29

      457       383,880  

2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/08/28

      1,112       973,359  

ConnectWise LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 09/29/28

      491       458,125  

Cornerstone OnDemand, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/16/28(d)

      517       432,029  

Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/28/24

      438       389,224  

E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.64%, 02/04/28

      113       107,498  

Epicor Software Corp.

     

2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.87%, 07/31/28

      296       287,712  

2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 07/30/27

      288       268,993  
Security          

Par

(000)

     Value  
Software (continued)                    

Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. SOFR CME + 3.75%), 7.45%, 03/11/28

    USD        868      $ 818,960  

Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.88%, 10/27/28

       1,808        1,749,911  

Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.12%, 10/30/28(d)

       310        301,127  

IPS Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/02/28(d)

       253        234,815  

Magenta Buyer LLC

       

2021 USD 1st Lien Term Loan,
(1 mo. LIBOR + 4.75%, 0.75% Floor), 7.87%, 07/27/28

       1,020        917,914  

2021 USD 2nd Lien Term Loan,
(1 mo. LIBOR + 8.25%, 0.75% Floor), 11.37%, 07/27/29

       936        856,975  

McAfee LLC, 2022 USD Term Loan B,
(1 mo. SOFR CME + 3.75%), 6.36%, 03/01/29

       1,638        1,489,600  

Netsmart Technologies, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 10/01/27

       575        546,547  

Planview Parent, Inc., Term Loan,
(3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 12/17/27

       1,024        967,573  

Proofpoint, Inc., 1st Lien Term Loan,
(3 mo. LIBOR + 3.25%, 0.50% Floor), 6.32%, 08/31/28

       1,765        1,653,618  

RealPage, Inc., 1st Lien Term Loan,
(1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 04/24/28

       3,462        3,237,773  

Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 05/30/25

       31        29,391  

Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 10/20/28

       465        411,209  

Severin Acquisition LLC, 2018 Term Loan B, (3 mo. SOFR CME + 3.00%), 6.03%, 08/01/25

       960        931,416  

Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 10/07/27

       748        718,321  

SS&C Technologies, Inc.

       

2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25

       573        553,548  

2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25

       465        449,107  

Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.03%, 08/31/28

       2,289        2,225,877  

Tibco Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.02%, 03/20/29

       2,055        1,840,950  

Ultimate Software Group, Inc.

       

2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 7.54%, 05/03/27

       453        425,932  

2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 5.54%, 05/04/26

       1,870        1,774,598  

Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 05/04/26

       1,046        994,936  
    

 

 

 
          27,512,162  
Specialty Retail — 2.4%                    

Belron Finance U.S. LLC

       

2018 Term Loan B, (3 mo. LIBOR + 2.25%), 5.19%, 11/13/25(d)

       179        174,102  

2019 USD Term Loan B3, (3 mo. LIBOR + 2.25%), 5.06%, 10/30/26(d)

       408        396,197  

2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.38%, 04/13/28

       1,221        1,179,877  

CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (1 day SONIA + 4.25%), 5.44%, 06/23/25

    GBP        1,000        976,981  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   24


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Specialty Retail (continued)                  

EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.92%, 03/31/26

    USD       234     $ 217,691  

Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 11/24/28(d)

      312       299,958  

Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. SOFR CME + 4.00%, 0.75% Floor), 7.25%, 05/04/28

      1,271       1,189,104  

MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 7.37%, 08/31/26

      822       689,318  

Midas Intermediate Holdco II LLC, (1 mo. SOFR CME + 8.35%, 0.75% Floor), 11.20%, 06/30/27(m)

      1,558       1,406,102  

PetSmart, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28

      2,201       2,077,901  

Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. SOFR CME + 2.00%), 5.13%, 08/04/28

      429       409,457  

Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 8.84%, 12/20/24

      302       271,337  

Restoration Hardware, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 3.25%, 0.50% Floor), 6.38%, 10/20/28

      364       330,443  

Reverb Buyer, Inc.

     

2021 1st Lien Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 0.00%, 11/01/28

      1,110       1,129,838  

2021 Delayed Draw Term Loan, 3.50%, 11/01/28

      178       169,653  

Woof Holdings, Inc., 1st Lien Term Loan,
(3 mo. LIBOR + 3.75%, 0.75% Floor), 7.32%, 12/21/27(d)

      226       213,523  
   

 

 

 
        11,131,482  
Technology Hardware, Storage & Peripherals — 0.1%        

Electronics for Imaging, Inc., Term Loan,
(1 mo. LIBOR + 5.00%), 8.12%, 07/23/26

      392       314,021  
   

 

 

 
Textiles, Apparel & Luxury Goods — 0.1%                  

Crocs, Inc., Term Loan B, (3 mo. SOFR + 3.50%, 0.50% Floor), 7.20%, 02/17/29

      723       678,575  
   

 

 

 
Trading Companies & Distributors — 0.4%                  

Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 05/19/28

      614       591,108  

Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 01/31/28

      469       420,255  

ION Trading Finance Ltd., 2021 USD Term Loan, (3 mo. LIBOR + 4.75%), 8.42%, 04/03/28

      299       277,071  

SRS Distribution, Inc., 2022 Incremental Term Loan, (3 mo. SOFR CME + 3.50%), 6.18%, 06/02/28

      408       374,000  
   

 

 

 
        1,662,434  
Wireless Telecommunication Services — 0.4%              

GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 04/30/28

      432       417,929  
Security         

Par

(000)

    Value  
Wireless Telecommunication Services (continued)        

MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. SOFR + 3.86%), 6.61%, 06/02/28

    USD       262     $ 246,002  

SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 04/11/25

      1,055       1,024,893  
   

 

 

 
        1,688,824  
   

 

 

 

Total Floating Rate Loan Interests — 57.6%
(Cost: $287,773,325)

        270,448,491  
   

 

 

 
Foreign Agency Obligations                  
Bahrain — 0.0%              

Bahrain Government International Bond, 6.75%, 09/20/29(e)

      200       185,225  
   

 

 

 
Chile — 0.0%                  

Chile Government International Bond, 4.34%, 03/07/42

      200       158,700  
   

 

 

 
Colombia — 0.1%              

Colombia Government International Bond
4.50%, 01/28/26

      200       183,100  

3.88%, 04/25/27

      200       169,475  

3.13%, 04/15/31

      430       298,393  
   

 

 

 
        650,968  
Dominican Republic — 0.2%              

Dominican Republic International Bond
5.95%, 01/25/27(e)

      157       145,598  

5.50%, 02/22/29(b)

      155       132,748  

4.50%, 01/30/30(b)

      200       156,850  

4.88%, 09/23/32(b)

      300       223,837  

6.40%, 06/05/49(e)

      150       107,278  
   

 

 

 
        766,311  
Egypt — 0.0%              

Egypt Government International Bond, 7.50%, 02/16/61(b)

      200       102,500  
   

 

 

 
Guatemala — 0.1%                  

Guatemala Government Bond
4.50%, 05/03/26(e)

      200       188,412  

5.25%, 08/10/29(b)

      200       179,600  

4.65%, 10/07/41(b)

      200       139,100  
   

 

 

 
        507,112  
Hungary — 0.1%                  

Hungary Government International Bond
5.38%, 03/25/24

      166       162,971  

5.25%, 06/16/29(b)

      200       180,350  
   

 

 

 
        343,321  
Indonesia — 0.1%                  

Indonesia Government International Bond
4.10%, 04/24/28

      200       186,975  

5.35%, 02/11/49

      200       178,022  
   

 

 

 
        364,997  
Ivory Coast — 0.0%                  

Ivory Coast Government International Bond,
6.38%, 03/03/28(e)

      200       177,350  
   

 

 

 
 

 

 

25  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security         

Par

(000)

    Value  
Mexico — 0.2%                  

Mexico Government International Bond
4.15%, 03/28/27

    USD       397     $ 379,333  

3.75%, 01/11/28

      200       183,700  

2.66%, 05/24/31

      278       213,226  
   

 

 

 
        776,259  
Mongolia — 0.0%                  

Mongolia Government International Bond, 5.13%, 04/07/26(e)

      250       193,778  
   

 

 

 
Morocco — 0.1%                  

Morocco Government International Bond(b)
2.38%, 12/15/27

      200       163,662  

3.00%, 12/15/32

      300       209,119  
   

 

 

 
        372,781  
Nigeria — 0.1%                  

Nigeria Government International Bond
8.38%, 03/24/29(b)

      200       142,000  

7.88%, 02/16/32(e)

      200       127,000  
   

 

 

 
        269,000  
Oman — 0.1%                  

Oman Government International Bond(e)
6.50%, 03/08/47

      308       239,085  

6.75%, 01/17/48

      200       159,250  
   

 

 

 
        398,335  
Panama — 0.2%                  

Panama Government International Bond
3.88%, 03/17/28

      421       381,478  

3.16%, 01/23/30

      377       306,030  
   

 

 

 
        687,508  
Paraguay — 0.0%                  

Paraguay Government International Bond, 5.40%, 03/30/50(e)

      200       146,913  
   

 

 

 
Peru — 0.1%                  

Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25(e)

      219       210,692  

Peruvian Government International Bond
2.78%, 01/23/31

      247       195,562  

1.86%, 12/01/32

      259       181,348  
   

 

 

 
        587,602  
Qatar — 0.0%                  

Qatar Government International Bond, 4.00%, 03/14/29(b)

      200       191,750  
   

 

 

 
Romania — 0.1%                  

Romanian Government International Bond
5.25%, 11/25/27(b)

      236       213,580  

2.88%, 03/11/29(e)

    EUR       148       110,807  

2.50%, 02/08/30(e)

      156       109,153  
   

 

 

 
        433,540  
Saudi Arabia — 0.1%                  

Saudi Government International Bond, 4.50%, 04/17/30(e)

    USD       325       316,469  
   

 

 

 
Security         

Par

(000)

    Value  
South Africa — 0.1%                  

Republic of South Africa Government International Bond
4.85%, 09/30/29

    USD       200     $ 164,475  

5.00%, 10/12/46

      230       138,834  
   

 

 

 
        303,309  
Sri Lanka — 0.0%                  

Sri Lanka Government International Bond(e)(f)(j) 6.85%, 03/14/24

      200       48,788  

6.35%, 06/28/24

      200       48,912  
   

 

 

 
        97,700  
Ukraine — 0.0%                  

Ukraine Government International Bond(f)(j)
9.75%, 11/01/30(e)

      236       51,566  

7.25%, 03/15/35(b)

      200       36,500  
   

 

 

 
        88,066  
Uruguay — 0.0%                  

Uruguay Government International Bond,
4.38%, 10/27/27

      90       88,583  
   

 

 

 

Total Foreign Agency Obligations — 1.7%
(Cost: $10,066,874)

        8,208,077  
   

 

 

 
            Shares         
Investment Companies                  
Fixed Income Funds — 0.5%                  

Invesco Senior Loan ETF

      120,501       2,432,915  
   

 

 

 

Total Investment Companies — 0.5%
(Cost: $2,670,576)

        2,432,915  
   

 

 

 
           

Par

(000)

        
Non-Agency Mortgage-Backed Securities                  
Collateralized Mortgage Obligations — 1.5%                  

Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35

    USD       1,099       655,236  

CHL Mortgage Pass-Through Trust
Series 2005-17, Class 1A6, 5.50%, 09/25/35

      105       96,103  

Series 2006-17, Class A2, 6.00%, 12/25/36

      627       290,051  

Series 2007-HY5, Class 3A1, 4.03%, 09/25/37(a)

      306       281,261  

COLT Mortgage Loan Trust, Class A1,
5.16%, 04/25/67(b)(c)

      2,422       2,349,910  

Countrywide Alternative Loan Trust
Series 2006-J8, Class A5, 6.00%, 02/25/37

      1,850       873,125  

Series 2007-19, Class 1A1, 6.00%, 08/25/37

      546       291,565  

GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 3.49%, 10/25/35(a)

      314       190,915  

Verus Securitization Trust, Class A1,
5.15%, 07/25/67(b)(c)

      1,814       1,786,426  
   

 

 

 
        6,814,592  
 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   26


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Par (000)      Value  
Commercial Mortgage-Backed Securities — 0.9%         

BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33(a)(b)

    USD       4,830      $ 4,392,125  
    

 

 

 

Total Non-Agency Mortgage-Backed Securities — 2.4%
(Cost: $12,877,782)

 

     11,206,717  
    

 

 

 
            Benefical
Interest (000)
         

Other Interests(o)

      
IT Services(d)(o) — 0.0%                   

Millennium Corp. Claim

    USD       861         

Millennium Lender Claim Trust(k)

      918         
    

 

 

 

Total Other Interests — 0.0%
(Cost:$—)

 

        
    

 

 

 
            Par (000)          

Preferred Securities

      
Capital Trusts — 4.9%(a)                   
Automobiles(k) — 0.1%                   

General Motors Financial Co., Inc., Series C, 5.70%

    USD       365        312,848  

Volkswagen International Finance NV, 4.38%(e)

    EUR       100        76,442  
    

 

 

 
                 389,290  
Banks(k) — 1.3%                   

Bank of East Asia Ltd., 5.88%(e)

    USD       250        226,250  

Credit Agricole SA, 4.75%(b)

      200        137,812  

Industrial & Commercial Bank of China Ltd., 3.20%(e).

      200        183,000  

ING Groep NV, 3.88%

      1,750        1,137,238  

Kasikornbank PCL, 5.28%(e)

      200        176,725  

Nordea Bank Abp, 3.75%(b)

      560        369,689  

PNC Financial Services Group, Inc., Series V, 6.20%

      290        274,050  

Rizal Commercial Banking Corp., 6.50%(e)

      200        183,250  

TMBThanachart Bank PCL, 4.90%(e)

      250        223,094  

U.S. Bancorp, 3.70%

      1,665        1,256,825  

Wells Fargo & Co.

      

Series S, 5.90%

      1,500        1,364,716  

Series U, 5.88%

      384        365,586  
    

 

 

 
                 5,898,235  
Capital Markets — 0.5%                   

Bank of New York Mellon Corp.,
Series I, 3.75%(k)

      3,110        2,402,475  
    

 

 

 
Diversified Financial Services(k) — 2.6%                   

Bank of America Corp.

      

Series DD, 6.30%

      215        211,195  

Series X, 6.25%

      1,929        1,863,896  

Series Z, 6.50%

      143        140,312  

Barclays PLC

      

4.38%

      455        280,416  

8.00%

      210        183,792  

BNP Paribas SA, 6.88%(e)

    EUR       200        181,748  
Security          Par
(000)
     Value  
Diversified Financial Services (continued)                   

Credit Suisse Group AG

      

6.38%(b)

    USD       295      $ 214,613  

6.25%(e)

      200        171,332  

HSBC Holdings PLC

      

6.25%

      695        667,756  

6.00%

      415        343,827  

JPMorgan Chase & Co.

      

Series FF, 5.00%

      2,865        2,583,514  

Series HH, 4.60%

      253        220,388  

Lloyds Banking Group PLC, 7.50%

      1,250        1,140,625  

NatWest Group PLC, 6.00%

      1,185        1,033,912  

Societe Generale SA, 5.38%(b)

      2,250        1,541,925  

UBS Group AG, 3.88%(b)

      1,500        1,132,275  

Woori Bank, 4.25%(e)

      250        233,563  
    

 

 

 
                 12,145,089  
Electric Utilities — 0.4%                   

Edison International, Series B, 5.00%(k)

      175        138,250  

NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79

      1,750        1,526,382  
    

 

 

 
                 1,664,632  
Independent Power and Renewable Electricity Producers — 0.0%  

Vistra Corp., 7.00%(b)(k)

      240        209,522  
    

 

 

 
Insurance — 0.0%  

Heungkuk Life Insurance Co. Ltd., 4.48%(e)(k)

      200        197,538  
    

 

 

 
Media — 0.0%  

SES SA, 2.88%(e)(k)

    EUR       100        72,786  
    

 

 

 
Oil, Gas & Consumable Fuels — 0.0%  

Abertis Infraestructuras Finance BV, 3.25%(e)(k)

 

    100        79,236  
    

 

 

 
Utilities — 0.0%  

Electricite de France SA, 3.00%(e)(k)

      200        142,348  
    

 

 

 
Wireless Telecommunication Services — 0.0%  

Vodafone Group PLC, 2.63%, 08/27/80(e)

      100        83,794  
    

 

 

 
         23,284,945  
    

 

 

 
            Shares          
Preferred Stocks — 2.0%                   
Banks — 0.0%                   

CF-B L2 (D) LLC, (Acquired 04/08/15,
Cost: $134,650)(g)

      137,556        2,303  
    

 

 

 
Capital Markets(a) — 2.0%                   

Goldman Sachs Group, Inc., Series J, 5.50%(k)

 

    202,526        5,008,468  
 

 

 

27  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

(Percentages shown are based on Net Assets)

 

Security          Shares      Value  
Capital Markets (continued)                   

Morgan Stanley

      

Series F

      120,000      $ 3,009,600  

Series K, 5.85%(k)

      53,253        1,290,320  
      

 

 

 
         9,308,388  
      

 

 

 
         9,310,691  
      

 

 

 

Total Preferred Securities — 6.9%
(Cost: $38,341,708)

         32,595,636  
      

 

 

 
            Par
(000)
         

U.S. Government Sponsored Agency Securities

 

Agency Obligations — 4.8%                   

U.S. Treasury Bonds, 3.25%, 08/31/24

    USD       12,500        12,274,414  

Uniform Mortgage-Backed Securities,
4.00%, 07/01/52

      10,804        10,036,691  
      

 

 

 
         22,311,105  
Mortgage-Backed Securities — 3.7%         

Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1,
1.16%, 12/25/24(a)

      32,180        579,594  

Uniform Mortgage-Backed Securities

      

5.00%, 08/01/23

      4        4,060  

4.00%, 12/01/44 - 10/13/52(p)

      14,581        13,699,979  

3.50%, 01/01/51 - 04/01/52

      3,495        3,200,634  
      

 

 

 
         17,484,267  
      

 

 

 

Total U.S. Government Sponsored Agency
Securities — 8.5%
(Cost: $41,921,416)

         39,795,372  
      

 

 

 
            Shares          

Warrants

      
Metals & Mining — 0.0%                   

Ameriforge Group, Inc.

      2,542         
      

 

 

 
Oil, Gas & Consumable Fuels — 0.0%                   

California Resources Corp., (Issued/Exercisable 11/03/20, 1 Share for 1 Warrant, Expires 10/27/24, Strike Price USD 36.00)(f)

      345        3,588  
      

 

 

 

Total Warrants — 0.0%
(Cost:$ — )

         3,588  
      

 

 

 

Total Long-Term Investments — 156.3%
(Cost: $830,431,845)

 

       734,154,627  
      

 

 

 

Options Purchased — 0.0%
(Cost: $1,073)

         806  
      

 

 

 

Total Investments Before Options Written — 156.3%
(Cost: $830,432,918)

 

     734,155,433  
      

 

 

 

Options Written — (0.0)%
(Premiums Received: $(871))

         (552
      

 

 

 

Total Investments, Net of Options Written — 156.3%
(Cost: $830,432,047)

 

     734,154,881  

Liabilities in Excess of Other Assets — (56.3)%

 

       (264,544,046
      

 

 

 

Net Assets — 100.0%

       $ 469,610,835  
      

 

 

 

 

(a)

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

(b) 

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

(c) 

Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

(d) 

Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(e) 

This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

(f) 

Non-income producing security.

(g) 

Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,653, representing less than 0.05% of its net assets as of period end, and an original cost of $235,337.

(h) 

Convertible security.

(i) 

Zero-coupon bond.

(j) 

Issuer filed for bankruptcy and/or is in default.

(k) 

Perpetual security with no stated maturity date.

(l) 

Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.

(m) 

When-issued security.

(n) 

Rounds to less than 1,000.

(o) 

Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

(p) 

Represents or includes a TBA transaction.

 

 

For Fund compliance purposes, the Fund’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

 

 

S C H E D U L E    O F   I N V E S T M E N T S   28


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

 

 
Affiliated Issuer  

Value at

12/31/21

   

Purchases

at Cost

   

Proceeds

from Sales

   

Net

Realized

Gain (Loss)

   

Change in

Unrealized

Appreciation

(Depreciation)

   

Value at

09/30/22

   

Shares

Held at

09/30/22

    Income    

Capital Gain

Distributions

from

Underlying

Funds

 

 

 

BlackRock Liquidity Funds, T-Fund, Institutional Class(a)

  $ 4,969,680     $     $ (4,969,680 )(b)    $     $     $           $ 36,615     $  
       

 

 

   

 

 

   

 

 

     

 

 

   

 

 

 

 

  (a) 

As of period end, the entity is no longer held.

 
  (b)

Represents net amount purchased (sold).

 

Reverse Repurchase Agreements

 

 

 

   
 

Counterparty

   

Interest

Rate

 

 

   

Trade

Date

 

 

   

Maturity

Date

 

(a)  

    Face Value      

Face Value

Including

Accrued Interest

 

 

 

 

Type of Non-Cash Underlying

Collateral

   

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

 
 

 

   

    

 

Barclays Capital, Inc.

    3.30 %(b)      07/25/22       Open     $ 208,725     $ 209,559     Capital Trusts     Open/Demand         
 

Barclays Capital, Inc.

    3.30 (b)       07/25/22       Open       33,180       33,313     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.30 (b)       07/25/22       Open       647,125       649,711     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.30 (b)       07/25/22       Open       233,243       234,174     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.30 (b)       07/25/22       Open       818,010       821,279     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.45 (b)       07/25/22       Open       108,275       108,738     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       979,267       983,545     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       1,078,221       1,082,931     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       462,240       464,259     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       209,143       210,056     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       339,500       340,983     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       191,065       191,900     Capital Trusts     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       543,025       545,397     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       148,120       148,767     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       168,978       169,716     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       532,070       534,394     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       714,759       717,881     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       148,988       149,638     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       484,330       486,446     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       469,405       471,455     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       679,174       682,140     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       461,929       463,946     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       277,605       278,818     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       566,950       569,426     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       508,970       511,193     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       37,088       37,250     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       152,635       153,302     Capital Trusts     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/25/22       Open       477,990       480,078     Corporate Bonds     Open/Demand    
 

BNP Paribas S.A.

    3.48 (b)       07/25/22       Open       577,219       579,719     Corporate Bonds     Open/Demand    
 

BNP Paribas S.A.

    3.55 (b)       07/25/22       Open       583,505       586,108     Corporate Bonds     Open/Demand    
 

BNP Paribas S.A.

    3.60 (b)       07/25/22       Open       86,125       86,517     Corporate Bonds     Open/Demand    
 

BNP Paribas S.A.

    3.65 (b)       07/25/22       Open       382,921       384,701     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       349,414       350,862     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       340,260       341,670     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       315,984       317,293     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       369,477       371,009     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       300,869       302,116     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       330,750       332,121     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       325,421       326,770     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.38 (b)       07/25/22       Open       358,765       360,252     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.40 (b)       07/25/22       Open       565,611       567,977     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.40 (b)       07/25/22       Open       156,750       157,406     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.40 (b)       07/25/22       Open       192,188       192,991     Corporate Bonds     Open/Demand    
 

RBC Capital Markets LLC

    3.40 (b)       07/25/22       Open       785,565       788,850     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.45 (b)       07/27/22       Open       504,485       506,587     Corporate Bonds     Open/Demand    
 

Barclays Capital, Inc.

    3.50 (b)       07/27/22       Open       529,250       531,503     Corporate Bonds     Open/Demand    

 

 

29  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

 

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

    Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

    

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

 

 

Barclays Capital, Inc.

     3.50 %(b)      07/27/22        Open     $ 292,339      $ 293,583      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       286,578        287,797      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       316,200        317,546      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       143,225        143,835      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       368,790        370,360      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       233,306        234,299      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       262,406        263,523      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       575,951        578,403      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       299,200        300,474      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       491,550        493,642      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       197,579        198,420      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       350,895        352,389      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       204,383        205,253      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       1,143,202        1,148,069      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       167,500        168,213      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       365,269        366,824      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       237,493        238,504      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/27/22        Open       298,480        299,751      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.11 (b)       07/27/22        Open       209,348        210,091      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.28 (b)       07/27/22        Open       1,259,156        1,264,016      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.28 (b)       07/27/22        Open       2,472,450        2,481,993      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.29 (b)       07/27/22        Open       225,475        226,349      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.31 (b)       07/27/22        Open       532,819        534,904      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       169,031        169,736      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       516,005        518,155      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       920,369        924,204      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       692,500        695,385      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       1,161,562        1,166,402      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       1,676,250        1,683,234      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       261,450        262,539      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       767,000        770,196      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       1,346,250        1,351,859      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       499,356        501,437      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       2,910,000        2,922,125      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       621,334        623,923      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       280,194        281,361      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45 (b)       07/27/22        Open       3,388,500        3,402,619      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       550,331        552,654      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       440,107        441,965      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       656,696        659,468      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       295,650        296,898      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       612,694        615,280      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       1,125,000        1,129,748      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.48 (b)       07/27/22        Open       378,525        380,123      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.49 (b)       07/27/22        Open       363,694        365,235      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.50 (b)       07/27/22        Open       379,890        381,507      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       323,938        325,346      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       5,504,200        5,528,128      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       623,332        626,042      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       603,330        605,953      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       291,600        292,868      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       481,704        483,798      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       777,419        780,798      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       256,410        257,525      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       256,650        257,766      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       318,373        319,757      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       455,601        457,582      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       1,298,700        1,304,346      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       365,219        366,806      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       629,042        631,777      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       1,231,440        1,236,793      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       899,835        903,747      Corporate Bonds      Open/Demand  

 

 

S C H E D U L E    O F   I N V E S T M E N T S   30


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

 

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

    Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

    

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

 

 

BNP Paribas S.A.

     3.55 %(b)      07/27/22        Open     $ 296,460      $ 297,749      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       1,327,900        1,333,673      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       54,605        54,842      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       704,675        707,738      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/27/22        Open       493,155        495,299      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       483,787        485,934      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       935,470        939,621      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       1,024,609        1,029,155      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       1,120,950        1,125,924      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       194,844        195,708      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60 (b)       07/27/22        Open       168,750        169,499      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       509,512        511,796      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       271,425        272,644      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       719,442        722,674      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       213,995        214,956      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       550,237        552,709      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/27/22        Open       366,513        368,159      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       214,185        215,155      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       196,966        197,858      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       1,096,224        1,101,187      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       697,419        700,576      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       374,920        376,618      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       469,680        471,807      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       221,850        222,854      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       595,660        598,357      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       1,251,146        1,256,811      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       536,869        539,300      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       355,515        357,125      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       219,425        220,419      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       586,830        589,487      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       447,757        449,785      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       517,440        519,783      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       381,659        383,387      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       462,080        464,172      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       468,120        470,240      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       655,200        658,167      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       486,750        488,954      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       322,263        323,722      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       555,092        557,606      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/27/22        Open       102,880        103,346      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.22 (b)       07/27/22        Open       410,625        412,165      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.22 (b)       07/27/22        Open       1,286,250        1,291,075      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.22 (b)       07/27/22        Open       1,297,687        1,302,556      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.22 (b)       07/27/22        Open       432,500        434,122      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.25 (b)       07/27/22        Open       750,000        752,854      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.25 (b)       07/27/22        Open       647,762        650,228      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.27 (b)       07/27/22        Open       172,975        173,640      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.27 (b)       07/27/22        Open       186,000        186,715      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.27 (b)       07/27/22        Open       187,000        187,718      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.27 (b)       07/27/22        Open       172,500        173,163      Foreign Agency Obligations      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.27 (b)       07/27/22        Open       355,406        356,772      Corporate Bonds      Open/Demand  

 

 

31  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

 

Counterparty

    
Interest
Rate
 
 
   
Trade
Date
 
 
    
Maturity
Date
 
(a)  
    Face Value       

Face Value
Including
Accrued Interest
 
 
 
  

Type of Non-Cash Underlying

Collateral

    

Remaining
Contractual Maturity
of the Agreements
 
 
(a) 

 

 

Credit Agricole Corporate and Investment Bank

     3.27 %(b)     07/27/22        Open     $ 47,375      $ 47,557      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       234,156        235,068      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       287,464        288,584      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       313,130        314,350      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       217,445        218,292      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       327,951        329,229      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30 (b)       07/27/22        Open       312,495        313,712      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.32 (b)       07/27/22        Open       297,213        298,381      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.32 (b)       07/27/22        Open       299,884        301,063      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.32 (b)       07/27/22        Open       748,125        751,067      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.32 (b)       07/27/22        Open       397,957        399,522      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       383,570        385,092      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       443,040        444,798      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       302,820        304,022      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       426,310        428,002      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       300,671        301,864      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       314,280        315,527      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       204,350        205,161      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       669,525        672,182      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       346,199        347,572      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       277,500        278,601      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       290,975        292,130      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       303,713        304,918      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       07/27/22        Open       299,000        300,186      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.35 (b)       07/27/22        Open       479,325        481,236      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.36 (b)       07/27/22        Open       436,521        438,269      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.38 (b)       07/27/22        Open       244,500        245,488      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     2.75 (b)       07/27/22        Open       85,215        85,462      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.30 (b)       07/27/22        Open       174,500        175,180      Foreign Agency Obligations      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.30 (b)       07/27/22        Open       1,078,125        1,082,325      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.35 (b)       07/27/22        Open       249,906        250,902      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.40 (b)       07/27/22        Open       300,694        301,919      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.40 (b)       07/27/22        Open       271,863        272,971      Capital Trusts      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.45 (b)       07/27/22        Open       1,472,500        1,478,635      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.45 (b)       07/27/22        Open       82,351        82,694      Corporate Bonds      Open/Demand  

 

 

S C H E D U L E    O F   I N V E S T M E N T S   32


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

 

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

    Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

    

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

 

 

RBC Capital Markets LLC

     3.25 %(b)      07/27/22        Open     $ 157,463      $ 158,062      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       274,119        275,162      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       533,927        535,959      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       1,411,775        1,417,148      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       1,405,410        1,410,758      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       1,046,706        1,050,690      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.25 (b)       07/27/22        Open       336,600        337,881      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       371,812        373,248      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       391,331        392,842      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       405,637        407,203      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       602,875        605,202      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       371,794        373,229      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       1,400,175        1,405,579      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       941,412        945,046      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       2,835        2,846      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       130,550        131,054      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       796,500        799,574      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       1,425,000        1,430,500      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       213,850        214,675      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       274,669        275,729      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.28 (b)       07/27/22        Open       1,474,450        1,480,141      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/27/22        Open       253,310        254,333      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/27/22        Open       297,754        298,957      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/27/22        Open       352,100        353,523      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/27/22        Open       51,068        51,274      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/27/22        Open       491,606        493,592      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       235,263        236,222      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       289,598        290,778      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       159,795        160,446      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       170,970        171,667      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       273,128        274,241      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/27/22        Open       262,260        263,329      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.42 (b)       07/27/22        Open       317,905        319,212      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/28/22        Open       373,012        374,869      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       669,130        672,401      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       649,177        652,351      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       571,200        573,993      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       836,730        840,821      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       1,195,444        1,201,288      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       07/29/22        Open       2,171,899        2,182,517      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.29 (b)       07/29/22        Open       205,936        206,866      Foreign Agency Obligations      Open/Demand  

BNP Paribas S.A.

     3.50 (b)       07/29/22        Open       862,755        866,973      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       07/29/22        Open       1,017,450        1,022,515      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63 (b)       07/29/22        Open       373,800        375,714      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/29/22        Open       797,651        801,764      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       07/29/22        Open       466,972        469,380      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/29/22        Open       781,000        784,652      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/29/22        Open       517,860        520,281      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/29/22        Open       292,760        294,129      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       07/29/22        Open       476,937        479,167      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       07/29/22        Open       326,576        328,115      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.42 (b)       07/29/22        Open       493,680        496,023      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.30 (b)       08/01/22        Open       210,969        211,865      Capital Trusts      Open/Demand  

Barclays Capital, Inc.

     3.30 (b)       08/01/22        Open       302,950        304,238      Capital Trusts      Open/Demand  

Barclays Capital, Inc.

     3.30 (b)       08/01/22        Open       137,459        138,043      Capital Trusts      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       72,280        72,611      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       1,382,227        1,388,563      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       369,777        371,472      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       401,074        402,912      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       324,500        325,987      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/01/22        Open       162,750        163,496      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.50 (b)       08/01/22        Open       842,752        846,615      Corporate Bonds      Open/Demand  

 

 

33  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

 

Counterparty

    

Interest

Rate

 

 

   

Trade

Date

 

 

    

Maturity

Date

 

(a)  

    Face Value       

Face Value

Including

Accrued Interest

 

 

 

  

Type of Non-Cash Underlying

Collateral

    

Remaining

Contractual Maturity

of the Agreements

 

 

(a) 

 

 

BNP Paribas S.A.

     3.50 %(b)      08/01/22        Open     $ 944,265      $ 948,593      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       08/01/22        Open       908,950        913,192      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55 (b)       08/01/22        Open       436,312        438,348      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       08/01/22        Open       144,695        145,394      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.33 (b)       08/01/22        Open       406,475        408,223      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.34 (b)       08/01/22        Open       415,984        417,779      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.38 (b)       08/01/22        Open       604,670        607,320      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.40 (b)       08/01/22        Open       310,310        311,681      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38 (b)       08/01/22        Open       394,211        395,939      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       08/01/22        Open       219,364        220,333      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40 (b)       08/01/22        Open       219,300        220,269      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     2.75 (b)       08/02/22        Open       10,000        10,033      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.00 (b)       08/02/22        Open       190,250        190,952      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.15 (b)       08/02/22        Open       221,250        222,120      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.25 (b)       08/02/22        Open       343,435        344,842      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       1,502,209        1,508,487      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       1,211,875        1,216,940      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       602,912        605,432      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       397,600        399,262      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       300,219        301,473      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       1,740,000        1,747,272      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       181,948        182,708      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       1,562,500        1,569,030      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/02/22        Open       1,181,250        1,186,187      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.35 (b)       08/02/22        Open       2,475,000        2,485,546      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.40 (b)       08/02/22        Open       157,604        158,288      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       521,625        523,976      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       922,819        926,978      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       1,121,875        1,126,931      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       308,425        309,815      Capital Trusts      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       2,537,500        2,548,936      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       1,126,800        1,131,878      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.50 (b)       08/02/22        Open       336,938        338,456      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.30 (b)       08/02/22        Open       555,975        558,299      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/02/22        Open       341,351        342,890      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/02/22        Open       132,015        132,610      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/02/22        Open       626,285        629,108      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/02/22        Open       687,675        690,774      Capital Trusts      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/02/22        Open       447,930        449,949      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65 (b)       08/02/22        Open       1,566,862        1,574,888      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.36 (b)       08/02/22        Open       328,185        329,589      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.37 (b)       08/02/22        Open       243,100        244,144      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.25 (b)       08/04/22        Open       489,000        490,936      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/04/22        Open       154,641        155,265      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.30 (b)       08/04/22        Open       176,571        177,284      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.30 (b)       08/04/22        Open       532,741        534,892      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       1,294,136        1,299,771      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       596,851        599,450      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       228,290        229,284      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       555,795        558,215      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       467,537        469,573      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       538,687        541,033      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       176,558        177,326      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50 (b)       08/04/22        Open       327,525        328,951      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.25 (b)       08/09/22        Open       856,125        859,217      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.25 (b)       08/09/22        Open       496,500        498,293      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     (1.50 )(b)       08/09/22        Open       497,736        496,658      Corporate Bonds      Open/Demand  

 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   34


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

Counterparty

    

Interest

Rate

 

 

    
Trade
Date
 
 
    
Maturity
Date(a)
 
 
     Face Value       

Face Value
Including
Accrued Interest
 
 
 
   Type of Non-Cash Underlying

Collateral

    

Remaining
Contractual Maturity
of the Agreements(a)
 
 
 

 

 

Barclays Capital, Inc.

     3.45%(b)        08/09/22        Open        $331,946        $ 333,241      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.45(b)        08/09/22        Open        435,480        437,178      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.45(b)        08/09/22        Open        325,920        327,191      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.45(b)        08/09/22        Open        476,250        478,107      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.45(b)        08/09/22        Open        296,050        297,205      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        08/09/22        Open        621,270        623,648      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        08/09/22        Open        504,735        506,667      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        08/09/22        Open        512,222        514,183      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        08/09/22        Open        503,921        505,850      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        370,875        372,311      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        362,006        363,408      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        351,743        353,104      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        710,089        712,838      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        306,500        307,687      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        357,600        358,984      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        387,045        388,543      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        327,438        328,705      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        348,300        349,648      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        320,640        321,881      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        453,750        455,507      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        315,506        316,728      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        414,842        416,448      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        334,000        335,293      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        421,432        423,064      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        366,642        368,062      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        08/09/22        Open        350,726        352,084      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        08/09/22        Open        433,895        435,587      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        08/09/22        Open        590,482        592,785      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        08/09/22        Open        409,219        410,815      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.35(b)        08/09/22        Open        647,939        650,372      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        603,840        606,151      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        389,090        390,579      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        373,455        374,884      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        330,183        331,446      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        386,977        388,459      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        339,075        340,373      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        275,479        276,533      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        390,600        392,095      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        456,750        458,498      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        321,750        322,982      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/09/22        Open        477,160        478,986      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        08/11/22        Open        594,220        596,201      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63(b)        08/11/22        Open        108,876        109,312      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        08/11/22        Open        206,971        207,733      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     (1.75)(b)        08/15/22        Open        248,775        248,219      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        08/15/22        Open        578,380        580,412      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        08/15/22        Open        572,074        574,084      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        08/17/22        Open        963,525        966,764      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.24(b)        08/17/22        Open        163,719        164,217      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.24(b)        08/17/22        Open        266,406        267,217      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.35(b)        08/17/22        Open        146,334        146,799      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.35(b)        08/17/22        Open        137,939        138,377      Corporate Bonds      Open/Demand  

TD Securities (USA) LLC

     3.37(b)        08/17/22        Open        1,161,185        1,164,903      Corporate Bonds      Open/Demand  

Barclays Bank PLC

     3.40(b)        08/18/22        Open        295,474        296,409      Foreign Agency Obligations      Open/Demand  

Barclays Bank PLC

     3.40(b)        08/18/22        Open        169,000        169,535      Foreign Agency Obligations      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.38(b)        08/18/22        Open        139,534        139,972      Foreign Agency Obligations      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        08/19/22        Open        672,785        674,751      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        08/23/22        Open        228,619        229,282      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.38(b)        08/31/22        Open        209,048        209,506      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        09/01/22        Open        2,182,500        2,187,247      Corporate Bonds      Open/Demand  

 

 

35  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

Counterparty

    
Interest
Rate
 
 
    
Trade
Date
 
 
    
Maturity
Date(a)
 
 
     Face Value       

Face Value
Including
Accrued Interest
 
 
 
  

Type of Non-Cash Underlying

Collateral

    

Remaining
Contractual Maturity
of the Agreements(a)
 
 
 

 

 

RBC Capital Markets LLC

     3.40%(b)        09/01/22        Open        $317,000        $ 317,700      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60(b)        09/07/22        Open        80,728        80,874      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/08/22        Open        236,980        237,378      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        09/08/22        Open        1,081,639        1,083,390      Corporate Bonds      Open/Demand  

HSBC Securities (USA), Inc.

     2.91        09/12/22        10/13/22        1,522,811        1,524,903     

U.S. Government Sponsored Agency Securities

     Up to 30 Days  

HSBC Securities (USA), Inc.

     2.91        09/12/22        10/13/22        10,179,432        10,193,420     

U.S. Government Sponsored Agency Securities

     Up to 30 Days  

HSBC Securities (USA), Inc.

     2.91        09/12/22        10/13/22        1,615,837        1,618,057     

U.S. Government Sponsored Agency Securities

     Up to 30 Days  

HSBC Securities (USA), Inc.

     2.91        09/12/22        10/13/22        6,239,894        6,248,468     

U.S. Government Sponsored Agency Securities

     Up to 30 Days  

HSBC Securities (USA), Inc.

     2.91        09/12/22        10/13/22        1,634,126        1,636,372     

U.S. Government Sponsored Agency Securities

     Up to 30 Days  

Barclays Bank PLC

     3.30(b)        09/12/22        Open        2,426,962        2,430,057      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.45(b)        09/12/22        Open        345,470        345,936      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/12/22        Open        239,313        239,642      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/12/22        Open        174,788        175,028      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.60(b)        09/12/22        Open        717,937        718,961      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.63(b)        09/12/22        Open        235,089        235,427      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65(b)        09/12/22        Open        180,800        181,062      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     (0.78) (b)        09/12/22        Open        12,437,500        12,424,700     

U.S. Government Sponsored Agency Securities

     Open/Demand  

Credit Suisse Securities (USA) LLC

     0.00(b)        09/12/22        Open        148,988        148,932      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/15/22        Open        98,040        98,148      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/16/22        Open        228,305        228,514      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65(b)        09/16/22        Open        265,628        265,884      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/16/22        Open        268,800        269,036      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/16/22        Open        231,213        231,415      Corporate Bonds      Open/Demand  

Barclays Capital Inc.

     3.00(b)        09/19/22        Open        26,145        26,121      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.25(b)        09/19/22        Open        137,000        137,105      Capital Trusts      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/19/22        Open        127,925        128,034      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.42(b)        09/19/22        Open        25,250        25,271      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     1.00(b)        09/19/22        Open        132,480        132,490      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.35(b)        09/19/22        Open        105,219        105,302      Corporate Bonds      Open/Demand  

HSBC Securities (USA), Inc.

     3.25(b)        09/19/22        Open        270,425        270,632      Capital Trusts      Open/Demand  

Nomura Securities International, Inc.

     3.25(b)        09/19/22        Open        155,039        155,157      Foreign Agency Obligations      Open/Demand  

Nomura Securities International, Inc.

     3.25(b)        09/19/22        Open        181,381        181,520      Foreign Agency Obligations      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/19/22        Open        163,125        163,256      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/19/22        Open        176,241        176,384      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/19/22        Open        108,160        108,248      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/19/22        Open        122,550        122,649      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/19/22        Open        172,860        173,000      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/19/22        Open        225,920        226,103      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/20/22        Open        221,835        222,004      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/20/22        Open        702,799        703,336      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.40(b)        09/20/22        Open        122,850        122,940      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        09/20/22        Open        103,000        103,077      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.45(b)        09/20/22        Open        74,786        74,842      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48(b)        09/20/22        Open        312,613        312,850      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/20/22        Open        235,039        235,222      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/20/22        Open        312,360        312,603      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60(b)        09/20/22        Open        230,069        230,251      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65(b)        09/20/22        Open        720,706        721,287      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/20/22        Open        336,289        336,534      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/20/22        Open        302,175        302,396      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/20/22        Open        500,165        500,533      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/21/22        Open        463,320        463,639      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/21/22        Open        1,404,165        1,405,130      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/21/22        Open        385,400        385,665      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/21/22        Open        159,985        160,097      Corporate Bonds      Open/Demand  

 

 

 

S C H E D U L E    O F   I N V E S T M E N T S   36


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

Counterparty

    
Interest
Rate
 
 
    
Trade
Date
 
 
    
Maturity
Date(a)
 
 
     Face Value       

Face Value
Including
Accrued Interest
 
 
 
   Type of Non-Cash Underlying
Collateral
    

Remaining
Contractual Maturity
of the Agreements(a)
 
 
 

 

 

Credit Agricole Corporate and Investment Bank

     3.34%(b)        09/21/22        Open        $424,907        $ 425,183      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     3.40(b)        09/21/22        Open        435,311        435,600      Corporate Bonds      Open/Demand  

Bank of America N.A.

     3.15        09/22/22        11/04/22        116,494        116,575      Corporate Bonds      31-90 Days  

BNP Paribas S.A.

     3.60(b)        09/22/22        Open        83,190        83,257      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/22/22        Open        65,860        65,909      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/23/22        Open        719,200        719,550      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48(b)        09/23/22        Open        564,480        564,862      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.30(b)        09/23/22        Open        212,510        212,607      Corporate Bonds      Open/Demand  

Credit Suisse Securities (USA) LLC

     2.25(b)        09/23/22        Open        81,575        81,550      Corporate Bonds      Open/Demand  

Bank of America N.A.

     3.50        09/26/22        11/04/22        1,347,401        1,347,925      Corporate Bonds      31-90 Days  

Barclays Capital, Inc.

     3.30(b)        09/27/22        Open        475,037        475,168      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        257,400        257,475      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        772,817        773,043      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        381,860        381,971      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        856,935        857,185      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        384,037        384,150      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        850,905        851,153      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        637,440        637,626      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/27/22        Open        751,590        751,809      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.35(b)        09/27/22        Open        289,460        289,541      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.35(b)        09/27/22        Open        230,490        230,554      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.35(b)        09/27/22        Open        191,148        191,236      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.35(b)        09/27/22        Open        366,730        366,832      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        09/27/22        Open        120,150        120,184      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.43(b)        09/27/22        Open        140,338        140,378      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.48(b)        09/27/22        Open        868,477        868,729      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.49(b)        09/27/22        Open        696,386        696,724      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.49(b)        09/27/22        Open        524,000        524,152      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/27/22        Open        400,881        401,000      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/27/22        Open        404,172        404,292      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60(b)        09/27/22        Open        193,545        193,603      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.60(b)        09/27/22        Open        1,442,082        1,442,515      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.65(b)        09/27/22        Open        428,964        429,094      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/27/22        Open        221,959        222,021      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/27/22        Open        359,004        359,105      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/27/22        Open        325,316        325,408      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.38(b)        09/27/22        Open        875,287        875,534      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        157,675        157,720      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        128,858        128,894      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        127,250        127,286      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        144,718        144,759      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        166,200        166,247      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        156,650        156,694      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        196,477        196,533      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        153,259        153,302      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        157,290        157,335      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        322,740        322,831      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        221,500        221,563      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        170,775        170,823      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        243,460        243,529      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.40(b)        09/27/22        Open        1,144,500        1,144,824      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.42(b)        09/27/22        Open        561,474        561,634      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.42(b)        09/27/22        Open        121,009        121,066      Corporate Bonds      Open/Demand  

RBC Capital Markets LLC

     3.42(b)        09/27/22        Open        294,440        294,524      Corporate Bonds      Open/Demand  

Barclays Capital, Inc.

     3.50(b)        09/28/22        Open        233,306        233,352      Corporate Bonds      Open/Demand  

BNP Paribas S.A.

     3.55(b)        09/28/22        Open        508,005        508,205      Corporate Bonds      Open/Demand  

Bank of America N.A.

     3.40        09/29/22        11/04/22        1,269,427        1,269,547      Corporate Bonds      31-90 Days  

Barclays Capital, Inc.

     3.25(b)        09/29/22        Open        638,910        638,968      Corporate Bonds      Open/Demand  

Credit Agricole Corporate and Investment Bank

     3.36(b)        09/29/22        Open        408,249        408,249      Corporate Bonds      Open/Demand  

 

 

37  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Reverse Repurchase Agreements (continued)

 

 

Counterparty

  

Interest

Rate

    
Trade
Date
 
 
   Maturity Date(a)      Face Value      Face Value Including Accrued Interest   

Type of No-Cash Underlying

Collateral

  

Remaining

Contractual Maturity

of the Agreements(a)

 

HSBC Securities (USA), Inc.

   3.25%(b)      09/29/22      Open    $ 366,055      $ 366,088    Corporate Bonds    Open/Demand

RBC Capital Markets LLC

   3.25(b)      09/29/22      Open      760,410      760,479    Corporate Bonds    Open/Demand

RBC Capital Markets LLC

   3.40(b)      09/29/22      Open      70,070      70,077    Corporate Bonds    Open/Demand

TD Securities (USA) LLC

   3.24(b)      09/29/22      Open      265,050      265,074    Corporate Bonds    Open/Demand

Barclays Capital, Inc.

   0.00(b)      09/30/22      Open      369,112      369,112    Corporate Bonds    Open/Demand

Barclays Capital, Inc.

   0.00(b)      09/30/22      Open      800,300      800,300    Corporate Bonds    Open/Demand

BNP Paribas S.A.

   0.00(b)      09/30/22      Open      178,770      178,770    Corporate Bonds    Open/Demand

BNP Paribas S.A.

   0.00(b)      09/30/22      Open      368,722      368,723    Corporate Bonds    Open/Demand

BNP Paribas S.A.

   0.00(b)      09/30/22      Open      498,812      498,812    Corporate Bonds    Open/Demand

BNP Paribas S.A.

   0.00(b)      09/30/22      Open      1,413,484      1,413,484    Corporate Bonds    Open/Demand

BNP Paribas S.A.

   0.00(b)      09/30/22      Open      607,081      607,081    Corporate Bonds    Open/Demand

Credit Agricole Corporate and Investment Bank

   0.00(b)      09/30/22      Open      389,002      389,002    Corporate Bonds    Open/Demand

RBC Capital Markets LLC

   0.00(b)      09/30/22      Open      46,343      46,343    Corporate Bonds    Open/Demand

RBC Capital Markets LLC

   3.40(b)      09/30/22      Open      1,852,867      1,853,042    Corporate Bonds    Open/Demand
           

 

 

    

 

     
              $282,768,281     

$ 283,640,374

     
           

 

 

    

 

     

 

  (a) 

Certain agreements have no stated maturity and can be terminated by either party at any time.

 
  (b) 

Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand.

 

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts

 

 

 
Description    Number of
Contracts
       Expiration
Date
       Notional
Amount (000)
       Value/
Unrealized
Appreciation
(Depreciation)
 

 

 

Long Contracts

                 

10-Year U.S. Ultra Long Treasury Note

     119          12/20/22        $  14,103        $ (929,044

2-Year U.S. Treasury Note

     380          12/30/22          78,019          (955,944
                 

 

 

 
                    (1,884,988
                 

 

 

 

Short Contracts

                 

10-Year Japanese Government Treasury Bonds

     10          12/13/22          10,247          25,991  

10-Year U.S. Treasury Note

     394          12/20/22          44,153          1,944,930  

U.S. Long Bond

     44          12/20/22          5,566          406,927  

Ultra U.S. Treasury Bond

     46          12/20/22          6,288          484,386  

5-Year U.S. Treasury Note

     22          12/30/22          2,364          49  
                 

 

 

 
                    2,862,283  
                 

 

 

 
                  $ 977,295  
                 

 

 

 

 

 

Forward Foreign Currency Exchange Contracts

 

 
    Currency Purchased        Currency Sold     Counterparty      Settlement Date        Unrealized
Appreciation
(Depreciation)
     
       USD     253,629        EUR     251,250     Bank of America N.A.        12/14/22        $ 6,082         
  USD     823,824        EUR     820,000     Morgan Stanley & Co.International PLC        12/21/22          15,274    
  USD     4,748,607        EUR     4,726,000     Morgan Stanley & Co. International PLC        12/21/22          88,598    
  USD     1,059,878        GBP     922,000     Bank of America N.A.        12/21/22          29,209    
  USD     1,353,143        GBP     1,177,000     Bank of America N.A.        12/21/22          37,420    
  USD     3,146,285        GBP     2,737,000     Bank of America N.A.        12/21/22          86,696    
                      

 

 

   
                         $ 263,279    

 

 

S C H E D U L E    O F   I N V E S T M E N T S   38


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

OTC Credit Default Swaptions Purchased

 

 

 
 

 

   

 

  Paid by the Fund  

Received by the Fund

         

 

  Expiration   Credit     Exercise     Notional      

 

     

 

 
    Description   Rate/Reference         Rate/Reference   Frequency     Counterparty   Date   Rating(a)     Price     Amount (000)(b)           Value  
 

 

 
 

Call

                     
 

Sold Protection 5-Year Credit Default Swap, 06/20/27

    ITRAXX.XO.37.V1       5.00%     Quarterly    

Barclays Bank PLC

  11/16/22     NR       EUR 300.00       EUR       100     $ 19  
 

Put

                     
 

Buy Protection 5-Year Credit Default Swap, 06/20/27

    5.00%       ITRAXX.XO.37.V1     Quarterly    

Barclays Bank PLC

  11/16/22     NR       EUR 750.00       EUR       100       787  
                       

 

 

 
                        $  806  
                       

 

 

 

 

  (a)

Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

 
  (b) 

The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

 

OTC Credit Default Swaptions Written

 

 

 

 
 

 

   

 

  Paid by the
Fund
 

Received by the Fund

         

 

  Expiration   Credit     Exercise     Notional      

 

 
    Description   Rate/Reference         Rate/Reference   Frequency     Counterparty   Date   Rating(a)     Price     Amount (000)(b)     Value  
 

 

 
                     

Call

                   

Buy Protection 5-Year Credit Default Swap, 06/20/27

    5.00     ITRAXX.XO.37.V1     Quarterly     Barclays Bank PLC   11/16/22     NR       EUR 525.00       EUR 100     $ (552
                     

 

 

 

 

  (a)

Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

 
  (b)

The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

 

Centrally Cleared Credit Default Swaps — Buy Protection

 

Reference Obligation/Index    Financing
Rate Paid
by the Fund
    Payment
Frequency
     Termination
Date
     Notional
Amount (000)
     Value      Upfront
Premium
Paid
(Received)
   Unrealized
Appreciation
(Depreciation)

CDX.NA.HY.39.V1

     5.00     Quarterly        12/20/27        USD 3,900      $ 152,899      $ 164,926    $ (12,027)

CDX.NA.IG.39.V1

     1.00       Quarterly        12/20/27        USD 21,030        64,550      (29,733)    94,283
             

 

 

    

 

  

 

              $ 217,449      $ 135,193    $ 82,256
             

 

 

    

 

  

 

Centrally Cleared Interest Rate Swaps

 

    Paid by the Fund   

Received by the Fund

   Effective      Termination      Notional       

 

    

Upfront

Premium

Paid

    

Unrealized

Appreciation

     

 

    Rate   Frequency    Rate    Frequency    Date      Date      Amount (000)      Value      (Received)      (Depreciation)      
  3-Month LIBOR,
3.75%
  Quarterly    1.57%    Semi-Annual      N/A        02/11/30      USD     5      $ (763)      $ 158      $ (921  
  1.61%   Semi-Annual    3-Month LIBOR, 3.75%    Quarterly      N/A        03/28/32      USD     9,300        1,663,447        142        1,663,305    
  1.66%   Semi-Annual    3-Month LIBOR, 3.75%    Quarterly      N/A        04/25/32      USD     9,020        1,566,180        140        1,566,040    
  3-Month LIBOR,
3.75%
  Quarterly    1.93%    Semi-Annual      N/A        10/22/51      USD     2,500        (659,952      77        (660,029  
                       

 

 

    

 

 

    

 

 

   
                        $ 2,568,912      $ 517      $ 2,568,395    
                       

 

 

    

 

 

    

 

 

   

 

OTC Credit Default Swaps — Sell Protection

 

      Reference Obligation/Index    

Financing

Rate Received
by the Fund

     Payment
Frequency
     Counterparty    Termination
Date
    

Credit

Rating(a)

  

Notional

Amount (000)(b)

     Value     

Upfront

Premium

Paid

(Received)

    

Unrealized

Appreciation

(Depreciation)

 

Casino, Guichard-Perrachon S.A

     5.00%        Quarterly      JPMorgan Chase Bank
N.A.
     06/20/23      B    EUR      20        $ (2,370)        $(1,292)        $ (2,370)  

Novafives S.A.S

     5.00        Quarterly      Citibank N.A.      06/20/23      B-    EUR      10        (835)        (501)        (835)  

Faurecia SE

     5.00        Quarterly      JPMorgan Chase Bank
N.A.
     06/20/25      BB    EUR      10        (174)        425        (174)  

Virgin Media Finance PLC

     5.00        Quarterly      JPMorgan Chase Bank
N.A.
     12/20/25      B    EUR      10        (714)        892        (714)  

CMA CGM SA

     5.00        Quarterly      JPMorgan Chase Bank
N.A.
     12/20/26      BB+    EUR      30        (1,705)        1,134        (1,705)  

Jaguar Land Rover Automotive PLC

     5.00        Quarterly      Bank of America N.A.      12/20/26      B+    EUR      20        (3,197)        (741)        (3,197)  

Jaguar Land Rover Automotive PLC

     5.00        Quarterly      Barclays Bank PLC      12/20/26      B+    EUR      10        (2,376)        377        (2,376)  

 

 

39  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

OTC Credit Default Swaps — Sell Protection (continued)

 

Reference Obligation/Index    Financing
Rate Received
by the Fund
    Payment
Frequency
    Counterparty   Termination
Date
    Credit
Rating(a)
  Notional
Amount
(000)(b)
    Value     Upfront
Premium
Paid
(Received)
    Unrealized
Appreciation
(Depreciation)
 

Jaguar Land Rover Automotive PLC

     5.00     Quarterly     Credit Suisse International     12/20/26     B+   EUR     10     $ (1,943   $ 388     $ (2,331

K&S AG

     5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/26     BB   EUR     10       85       764       (679

CMA CGM SA

     5.00       Quarterly     Barclays Bank PLC     06/20/27     BB+   EUR     2       (73     63       (136

CMA CGM SA

     5.00       Quarterly     Credit Suisse International     06/20/27     BB+   EUR     40       (1,359     1,741       (3,100

CMA CGM SA

     5.00       Quarterly     Credit Suisse International     06/20/27     BB+   EUR     12       (400     378       (778

CMA CGM SA

     5.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27     BB+   EUR     12       (402     411       (813

CMA CGM SA

     5.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27     BB+   EUR     11       (378     386       (764

CMA CGM SA

     5.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27     BB+   EUR     3       (107     108       (215

Ladbrokes Coral Group Ltd.

     1.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27     BB   EUR     10       (1,770     (1,057     (713

Ladbrokes Coral Group Ltd.

     1.00       Quarterly     JPMorgan Chase Bank N.A.     06/20/27     BB   EUR     40       (7,081     (6,750     (331

Adler Real Estate AG

     5.00       Quarterly     Bank of America N.A.     12/20/27     CCC   EUR     7       (2,030     (1,783     (247

Adler Real Estate AG

     5.00       Quarterly     Barclays Bank PLC     12/20/27     CCC   EUR     4       (1,220     (1,058     (162

Adler Real Estate AG

     5.00       Quarterly     Barclays Bank PLC     12/20/27     CCC   EUR     12       (3,431     (2,977     (454

Adler Real Estate AG

     5.00       Quarterly     Citibank N.A.     12/20/27     CCC   EUR     4       (996     (888     (108

Adler Real Estate AG

     5.00       Quarterly     JPMorgan Chase Bank N.A.     12/20/27     CCC   EUR     8       (2,083     (1,834     (249

Adler Real Estate AG

     5.00       Quarterly     Morgan Stanley & Co. International PLC     12/20/27     CCC   EUR     5       (1,511     (1,314     (197

CMBX.NA.8

     3.00       Monthly     Barclays Bank PLC     10/17/57     NR   USD     5,000       (861,468     (480,990     (380,478

CMBX.NA.8

     3.00       Monthly     Credit Suisse International Morgan Stanley & Co.     10/17/57     NR   USD     2,500       (430,734     (237,977     (192,757

CMBX.NA.8

     3.00       Monthly     International PLC     10/17/57     NR   USD     4,450       (766,706     (560,679     (206,027

CMBX.NA.9

     3.00       Monthly     Credit Suisse International     09/17/58     NR   USD     5,000       (972,034     (516,600     (455,434

CMBX.NA.9

     3.00       Monthly     Morgan Stanley & Co. International PLC     09/17/58     NR   USD     1,528       (297,052     (165,065     (131,987
                

 

 

   

 

 

   

 

 

 
                 $ (3,363,770   $ (1,974,439   $ (1,389,331
                

 

 

   

 

 

   

 

 

 

 

  (a) 

Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

 
  (b) 

The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

 

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

 

   

Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access;

 

   

Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

 

   

Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

Certain investments of the Fund were fair valued using net asset value (“NAV”) per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

 

 

S C H E D U L E    O F   I N V E S T M E N T S   40


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Fair Value Hierarchy as of Period End (continued)

The following table summarizes the Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

         
      Level 1        Level 2        Level 3        Total  

Assets

                 

Investments

                 

Long-Term Investments

                 

Asset-Backed Securities

   $        $  21,000,658        $  900,074        $  21,900,732  

Common Stocks

                 

Construction & Engineering

     21,527                            21,527  

Diversified Financial Services

                       5,467          5,467  

Household Durables

                                 

Metals & Mining

              401          350          751  

Software

     30                            30  

Specialty Retail

              224,992                   224,992  

Corporate Bonds

                 

Advertising Agencies

              174,690                   174,690  

Aerospace & Defense

              12,444,732                   12,444,732  

Airlines

              9,204,978                   9,204,978  

Auto Components

              5,363,699                   5,363,699  

Automobiles

              8,865,210                   8,865,210  

Banks

              6,243,874                   6,243,874  

Beverages

              6,547,709                   6,547,709  

Biotechnology

              80,247                   80,247  

Building Materials

              2,228,508                   2,228,508  

Building Products

              3,699,409                   3,699,409  

Capital Markets

              5,375,727                   5,375,727  

Chemicals

              8,235,530                   8,235,530  

Commercial Services & Supplies

              3,840,651                   3,840,651  

Communications Equipment

              2,388,758                   2,388,758  

Construction Materials

              1,720,428                   1,720,428  

Consumer Discretionary

              5,954,145                   5,954,145  

Consumer Finance

              5,651,313                   5,651,313  

Containers & Packaging

              2,617,819                   2,617,819  

Diversified Consumer Services

              6,245,438                   6,245,438  

Diversified Financial Services

              13,007,561                   13,007,561  

Diversified Telecommunication Services

              15,199,203                   15,199,203  

Electric Utilities

              2,878,229                   2,878,229  

Electrical Equipment

              484,380                   484,380  

Electronic Equipment, Instruments & Components

              1,815,540                   1,815,540  

Energy Equipment & Services

              2,397,984                   2,397,984  

Entertainment

              407,827                   407,827  

Environmental, Maintenance & Security Service

              3,081,045                   3,081,045  

Equity Real Estate Investment Trusts (REITs)

              5,386,867                   5,386,867  

Food & Staples Retailing

              5,193,782                   5,193,782  

Food Products

              2,948,271                   2,948,271  

Gas Utilities

              165,768                   165,768  

Health Care Equipment & Supplies

              1,104,236                   1,104,236  

Health Care Providers & Services

              15,134,107                   15,134,107  

Health Care Technology

              4,338,774                   4,338,774  

Hotels, Restaurants & Leisure

     11,658          14,544,440                   14,556,098  

Household Durables

              2,544,484                   2,544,484  

Household Products

              103,860                   103,860  

Independent Power and Renewable Electricity Producers

              3,896,986                   3,896,986  

Industrial Conglomerates

              173,153                   173,153  

Insurance

              10,588,613                   10,588,613  

Interactive Media & Services

              1,575,241                   1,575,241  

Internet Software & Services

              5,028,784                   5,028,784  

IT Services

              6,248,757                   6,248,757  

Leisure Products

              501,267                   501,267  

Machinery

              3,464,553                   3,464,553  

Media

              41,895,294                   41,895,294  

Metals & Mining

              8,136,838                   8,136,838  

Multiline Retail

              363,865                   363,865  

Offshore Drilling & Other Services

              576,224                   576,224  

 

 

41  


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

Fair Value Hierarchy as of Period End (continued)

 

         
      Level 1      Level 2      Level 3      Total  

Corporate Bonds (continued)

           

Oil, Gas & Consumable Fuels

   $ 63,844      $ 39,279,148      $ 1,176,324      $ 40,519,316  

Pharmaceuticals

            3,089,948               3,089,948  

Real Estate

            86,944               86,944  

Real Estate Management & Development

            2,427,615               2,427,615  

Road & Rail

            2,163,277               2,163,277  

Semiconductors & Semiconductor Equipment

            6,667,001               6,667,001  

Software

            8,896,678               8,896,678  

Specialty Retail

            1,507,811               1,507,811  

Technology Hardware, Storage & Peripherals

            409,464               409,464  

Textiles, Apparel & Luxury Goods

            509,161               509,161  

Thrifts & Mortgage Finance

            989,270               989,270  

Transportation

            75,442               75,442  

Transportation Infrastructure

            1,157,776               1,157,776  

Utilities

            2,834,465               2,834,465  

Wireless Telecommunication Services

            5,895,708               5,895,708  

Floating Rate Loan Interests

            254,068,109        16,380,382        270,448,491  

Foreign Agency Obligations

            8,208,077               8,208,077  

Investment Companies

     2,432,915                      2,432,915  

Non-Agency Mortgage-Backed Securities

            11,206,717               11,206,717  

Other Interests

                           

Preferred Securities

           

Capital Trusts

            23,284,945               23,284,945  

Preferred Stocks

     9,308,388                      9,308,388  

U.S. Government Sponsored Agency Securities

            39,795,372               39,795,372  

Warrants

     3,588                      3,588  

Options Purchased

           

Credit Contracts

            806               806  

Liabilities

           

Unfunded Floating Rate Loan Interests(a)

            (30,528      (7,387      (37,915
  

 

 

    

 

 

    

 

 

    

 

 

 
   $ 11,841,950      $ 703,818,055      $ 18,455,210        734,115,215  
  

 

 

    

 

 

    

 

 

    

 

 

 

Investments Valued at NAV(b)

              2,303  
           

 

 

 
            $ 734,117,518  
           

 

 

 

Derivative Financial Instruments(c)

           

Assets

           

Credit Contracts

   $      $ 94,283      $      $ 94,283  

Foreign Currency Exchange Contracts

            263,279               263,279  

Interest Rate Contracts

     2,862,283        3,229,345               6,091,628  

Liabilities

           

Credit Contracts

            (1,401,910             (1,401,910

Interest Rate Contracts

     (1,884,988      (660,950             (2,545,938
  

 

 

    

 

 

    

 

 

    

 

 

 
   $ 977,295      $ 1,524,047      $      $ 2,501,342  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (a) 

Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

 
  (b)

Certain investments of the Fund were fair valued using NAV per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

 
  (c) 

Derivative financial instruments are swaps, futures contracts, forward foreign currency exchange contracts and options written. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value.

 

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $283,640,374 are categorized as Level 2 within the fair value hierarchy.

A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

 

               
     Asset-Backed
Securities
   

Common

Stocks

    Corporate
Bonds
    Floating
Rate Loan
Interests
    Other Interests     Unfunded
Floating
Rate Loan
Interests
    Total  

Assets/Liabilities

             

Opening balance, as of December 31, 2021

  $  1,084,298     $ 5,841     $  1,347,279     $ 6,516,371     $ (a)      $ (127)       $8,953,662  

Transfers into Level 3(b)

                      12,371,483             (349)       12,371,134  

Transfers out of Level 3(c)

                      (2,485,691                 (2,485,691)  

Accrued discounts/premiums

    (46,359                 114,078                   67,719  

 

 

S C H E D U L E    O F   I N V E S T M E N T S   42


Schedule of Investments (unaudited) (continued)

September 30, 2022

  

BlackRock Limited Duration Income Trust (BLW)

 

 

 
    Asset-Backed
Securities
    Common
Stocks
   

Corporate

Bonds

   

Floating

Rate Loan

Interests

   

Other Interests

    Unfunded
Floating
Rate Loan
Interests
    Total  

 

 

Net realized gain (loss)

  $     $     $     $ 10,991     $     $     $ 10,991  

Net change in unrealized appreciation (depreciation)(d)

  $ (48,951 )   $ (24   $ (134,240   $ (1,731,571   $     $ (6,911   $ (1,921,697

Purchases

                      3,666,918                   3,666,918  

Sales

    (88,914           (36,715     (2,082,197                 —             (2,207,826
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Closing balance, as of September 30, 2022

  $ 900,074     $ 5,817     $ 1,176,324     $ 16,380,382     $ (a)    $ (7,387   $ 18,455,210  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022(d)

  $ (50,270   $ (24   $ (134,240   $ (1,702,318   $   $ (6,911   $ (1,893,763
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

  (a) 

Rounds to less than $1.

 
  (b) 

As of December 31, 2021, the Fund used observable inputs in determining the value of certain investments. As of September 30, 2022, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy.

 
  (c) 

As of December 31, 2021, the Fund used significant unobservable inputs in determining the value of certain investments. As of September 30, 2022, the Fund used observable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy.

 
  (d) 

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022 is generally due to investments no longer held or categorized as Level 3 at period end.

 

The Fund’s financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.

 

Currency Abbreviation
EUR    Euro
GBP    British Pound
USD    United States Dollar

 

Portfolio Abbreviation
ABS    Asset-Backed Security
CDI    CREST Depository Interest
CLO    Collateralized Loan Obligation
CME    Chicago Mercantile Exchange
CMT    Constant Maturity Treasury
DAC    Designated Activity Company
DIP    Debtor-In-Possession
ETF    Exchange-Traded Fund
EURIBOR    Euro Interbank Offered Rate
LIBOR    London Interbank Offered Rate
PCL    Public Company Limited
PIK    Payment-in-Kind
REIT    Real Estate Investment Trust
SAB    Special Assessment Bonds
SOFR    Secured Overnight Financing Rate
SONIA    Sterling Overnight Interbank Average Rate

 

 

43