Schedule of Investments (unaudited) March 31, 2023 |
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%), |
USD | 1,000 | $ | 945,057 | ||||||||
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 7.82%, 10/21/28(a)(b) |
1,000 | 933,122 | ||||||||||
ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 10.79%, 10/15/29(a)(b) |
285 | 251,622 | ||||||||||
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 10.30%, 01/28/31(a)(b) |
850 | 673,806 | ||||||||||
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 7.40%, 01/28/31(a)(b) |
250 | 217,028 | ||||||||||
Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 8.30%, 01/28/31(a)(b) |
1,000 | 883,907 | ||||||||||
Apidos CLO XXVI, Series 2017-26A, Class A1AR, (3 mo. LIBOR US + 0.90%), 5.69%, 07/18/29(a)(b) |
450 | 445,334 | ||||||||||
Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 5.15%, 06/25/36(a) |
4,196 | 2,739,037 | ||||||||||
Bain Capital Credit CLO Ltd.(a)(b) |
||||||||||||
Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 8.10%, 07/19/34 |
300 | 259,507 | ||||||||||
Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 7.92%, 07/24/34 |
250 | 214,073 | ||||||||||
Barings CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.60%), |
250 | 240,487 | ||||||||||
Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2, (3 mo. LIBOR US + 0.87%), 5.66%, 07/15/29(a)(b) |
213 | 211,468 | ||||||||||
Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 6.84%, 07/15/34(a)(b) |
250 | 240,145 | ||||||||||
BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D, (3 mo. LIBOR US + 2.90%), 7.69%, 04/15/34(a)(b) |
500 | 438,207 | ||||||||||
Carlyle U.S. CLO Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 1.02%), 5.83%, 04/20/31(a)(b) |
250 | 247,203 | ||||||||||
CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 6.81%, 04/20/32(a)(b) |
250 | 236,952 | ||||||||||
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 11.25%, 07/20/32(a)(b) |
500 | 439,234 | ||||||||||
Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3 mo. LIBOR US + 1.65%), 6.44%, 07/17/34(a)(b) |
250 | 238,829 | ||||||||||
Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3 mo. LIBOR US + 1.60%), 6.39%, 07/15/33(a)(b) |
500 | 482,172 | ||||||||||
CIFC Funding I Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.10%), 7.91%, 04/20/32(a)(b) |
500 | 477,430 | ||||||||||
CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 7.61%, 04/27/31(a)(b) |
250 | 232,904 | ||||||||||
CIFC Funding VII Ltd.(a)(b) |
||||||||||||
Series 2022-7A, Class D, (3 mo. Term SOFR + 5.35%), 9.56%, 10/22/35 |
250 | 245,005 | ||||||||||
Series 2022-7A, Class E, (3 mo. Term SOFR + 8.94%), 13.15%, 10/22/35 |
500 | 494,490 | ||||||||||
Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36 |
340 | 223,012 |
Security | Par (000) |
Value | ||||||||||
Asset-Backed Securities (continued) |
| |||||||||||
Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), |
USD | 250 | $ | 233,466 | ||||||||
Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 4.99%, 06/25/37(a) |
528 | 480,644 | ||||||||||
Dryden 106 CLO Ltd., Series 2022-106A, Class E, (3 mo. Term SOFR + 8.87%), 13.43%, 10/15/35(a)(b) |
500 | 497,123 | ||||||||||
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), |
250 | 229,964 | ||||||||||
Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), |
250 | 237,098 | ||||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%), |
500 | 486,179 | ||||||||||
Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), |
436 | 417,188 | ||||||||||
Generate CLO 3 Ltd., Series 3A, Class DR, (3 mo. LIBOR US + 3.60%), |
250 | 238,201 | ||||||||||
Generate CLO 4 Ltd., Series 4A, Class ER, (3 mo. LIBOR US + 6.75%), |
1,000 | 885,345 | ||||||||||
Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), |
750 | 684,263 | ||||||||||
Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 11.37%, 07/20/34(a)(b) |
250 | 222,767 | ||||||||||
Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 11.24%, 04/15/33(a)(b) |
250 | 214,812 | ||||||||||
Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 6.59%, 07/15/34(a)(b) |
250 | 243,359 | ||||||||||
Jay Park CLO Ltd., Series 2016-1A, Class CR, (3 mo. LIBOR US + 2.65%), |
250 | 237,553 | ||||||||||
LCM XIII LP, Series 13A, Class AR3, (3 mo. LIBOR US + 0.87%), 5.67%, 07/19/27(a)(b) |
475 | 469,997 | ||||||||||
Madison Park Funding XVII Ltd., Series 2015-17A, Class DR, (3 mo. LIBOR US + 3.60%), 8.42%, 07/21/30(a)(b) |
500 | 482,352 | ||||||||||
Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR, (3 mo. LIBOR US + 0.94%), 5.76%, 10/21/30(a)(b) |
498 | 491,833 | ||||||||||
Madison Park Funding XXIX Ltd.(a)(b) |
||||||||||||
Series 2018-29A, Class D, (3 mo. LIBOR US + 3.00%), 7.79%, 10/18/30 |
510 | 475,358 | ||||||||||
Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 10.49%, 10/18/30 |
250 | 225,317 | ||||||||||
Madison Park Funding XXV Ltd., Series 2017-25A, Class A1R, (3 mo. LIBOR US + 0.97%), 5.79%, 04/25/29(a)(b) |
981 | 969,165 | ||||||||||
Madison Park Funding XXVI Ltd., Series 2007-4A, Class DR, (3 mo. LIBOR US + 3.00%), 7.80%, 07/29/30(a)(b) |
250 | 233,040 | ||||||||||
Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, (3 mo. LIBOR US + 1.65%), 6.44%, 07/15/33(a)(b) |
800 | 774,473 | ||||||||||
Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3 mo. LIBOR US + 1.65%), 6.44%, 07/17/34(a)(b) |
250 | 240,697 |
1 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Asset-Backed Securities (continued) |
| |||||||||||
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3 mo. LIBOR US + 6.50%), 11.29%, 07/15/34(a)(b) |
USD | 790 | $ | 726,923 | ||||||||
Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 10.90%, 01/20/32(a)(b) |
425 | 374,867 | ||||||||||
Neuberger Berman Loan Advisers NBLA CLO 52 Ltd., Series 2022-52A, Class D, (3 mo. Term SOFR +
5.75%), |
500 | 498,430 | ||||||||||
OCP CLO Ltd., Series 2019-16A, Class DR, (3 mo. LIBOR US + 3.15%), |
250 | 225,883 | ||||||||||
Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), |
250 | 227,906 | ||||||||||
Octagon Investment Partners 31 Ltd., Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 11.11%, 07/20/30(a)(b) |
500 | 427,135 | ||||||||||
Octagon Investment Partners XV Ltd., Series 2013- 1A, Class A1RR, (3 mo. LIBOR US + 0.97%), 5.77%, 07/19/30(a)(b) |
1,738 | 1,717,769 | ||||||||||
Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3 mo. LIBOR US + 1.40%), 6.22%, 01/25/31(a)(b) |
250 | 242,482 | ||||||||||
OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 6.52%, 10/25/34(a)(b) |
250 | 242,664 | ||||||||||
OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 7.94%, 10/17/29(a)(b) |
250 | 229,063 | ||||||||||
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 10.35%, 01/20/31(a)(b) |
250 | 201,093 | ||||||||||
Rad CLO Ltd., Series 2022-17A, Class E, (3 mo. Term SOFR + 8.30%), 12.26%, 10/20/35(a)(b) |
250 | 239,208 | ||||||||||
Regatta IX Funding Ltd., Series 2022-1A, Class D, (3 mo. LIBOR US + 3.90%), 8.69%, 04/17/30(a)(b) |
500 | 482,753 | ||||||||||
Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 7.91%, 01/20/35(a)(b) |
250 | 235,897 | ||||||||||
Regional Management Issuance Trust, 3.88%, 10/17/33(c) |
980 | 851,424 | ||||||||||
Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 7.64%, 10/15/29(a)(b) |
500 | 455,710 | ||||||||||
Sterling Coofs Trust, Series 2004-2, Class Note, 2.08%, 03/30/30(b)(c) |
926 | 9,263 | ||||||||||
Sterling COOFS Trust, Series 2004-1, Class A, 2.36%, 04/15/29(c) |
638 | 6,375 | ||||||||||
TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US +
3.04%), |
500 | 499,724 | ||||||||||
Trimaran CAVU Ltd.(a)(b) |
||||||||||||
Series 2021-1A, Class D, (3 mo. LIBOR US + 3.45%), 8.27%, 04/23/32 |
250 | 233,549 | ||||||||||
Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 8.07%, 10/25/34 |
500 | 452,227 | ||||||||||
Unique Pub Finance Co. PLC, Series A4, 5.66%, 06/30/27(d) |
GBP | 33 | 40,683 | |||||||||
Voya CLO Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), |
USD | 500 | 486,042 |
Security | Par (000) |
Value | ||||||||||
Asset-Backed Securities (continued) |
| |||||||||||
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 8.17%, 10/24/34(a)(b) |
USD | 500 | $ | 459,727 | ||||||||
Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 8.14%, 10/15/34(a)(b) |
250 | 224,581 | ||||||||||
|
|
|||||||||||
Total Asset-Backed Securities 6.4% |
|
31,471,603 | ||||||||||
|
|
|||||||||||
Shares | ||||||||||||
Common Stocks |
||||||||||||
Construction & Engineering 0.0% | ||||||||||||
McDermott International Ltd.(e) |
47,837 | 16,265 | ||||||||||
|
|
|||||||||||
Energy Equipment & Services(c) 0.0% | ||||||||||||
Project Investor Holdings LLC |
2,869 | 689 | ||||||||||
Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $0)(f) |
2,869 | | ||||||||||
|
|
|||||||||||
689 | ||||||||||||
Household Products 0.0% | ||||||||||||
Berkline Benchcraft Equity LLC(c) |
3,155 | | ||||||||||
|
|
|||||||||||
Industrial Conglomerates 0.0% | ||||||||||||
Ameriforge Group, Inc. |
801 | 400 | ||||||||||
|
|
|||||||||||
Oil, Gas & Consumable Fuels 0.0% | ||||||||||||
Kcad Holdings I Ltd.(c) |
546,753,936 | 5,467 | ||||||||||
|
|
|||||||||||
Software 0.0% | ||||||||||||
Avaya Holdings Corp.(e) |
19 | | ||||||||||
|
|
|||||||||||
Specialty Retail 0.1% | ||||||||||||
NMG Parent LLC |
1,330 | 168,467 | ||||||||||
|
|
|||||||||||
Total Common Stocks 0.1% |
191,288 | |||||||||||
|
|
|||||||||||
Par (000) |
||||||||||||
Corporate Bonds |
||||||||||||
Aerospace & Defense 3.5% | ||||||||||||
Amsted Industries, Inc., 5.63%, 07/01/27(b) |
USD | 156 | 151,710 | |||||||||
Boeing Co., 5.15%, 05/01/30(g) |
1,315 | 1,323,221 | ||||||||||
Bombardier, Inc.(b) |
||||||||||||
7.50%, 03/15/25 |
17 | 16,998 | ||||||||||
7.13%, 06/15/26(g) |
1,191 | 1,195,287 | ||||||||||
7.88%, 04/15/27(g) |
605 | 612,459 | ||||||||||
6.00%, 02/15/28(g) |
539 | 524,854 | ||||||||||
7.50%, 02/01/29(g) |
660 | 674,230 | ||||||||||
7.45%, 05/01/34 |
100 | 112,000 | ||||||||||
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b)(g) |
423 | 353,205 | ||||||||||
Howmet Aerospace, Inc., 5.13%, 10/01/24 |
4 | 4,016 | ||||||||||
Northrop Grumman Corp., 3.85%, 04/15/45(g) |
600 | 502,129 | ||||||||||
Rolls-Royce PLC, 5.75%, 10/15/27(b)(g) |
1,018 | 1,014,132 | ||||||||||
Spirit AeroSystems, Inc.(b) |
||||||||||||
7.50%, 04/15/25 |
32 | 32,000 | ||||||||||
9.38%, 11/30/29(g) |
607 | 662,389 | ||||||||||
TransDigm, Inc. |
||||||||||||
8.00%, 12/15/25(b)(g) |
815 | 830,281 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Aerospace & Defense (continued) |
|
|||||||||||
TransDigm, Inc. (continued) |
||||||||||||
6.25%, 03/15/26(b)(g) |
USD | 5,693 | $ | 5,698,181 | ||||||||
6.38%, 06/15/26 |
46 | 44,965 | ||||||||||
7.50%, 03/15/27 |
105 | 104,737 | ||||||||||
6.75%, 08/15/28(b)(g) |
2,249 | 2,271,490 | ||||||||||
Triumph Group, Inc., 9.00%, 03/15/28(b)(g) |
854 | 854,897 | ||||||||||
|
|
|||||||||||
16,983,181 | ||||||||||||
Air Freight & Logistics 0.0% | ||||||||||||
XPO Escrow Sub LLC, 7.50%, 11/15/27(b)(g) |
85 | 88,400 | ||||||||||
|
|
|||||||||||
Automobile Components 1.1% |
||||||||||||
Aptiv PLC, 4.40%, 10/01/46(g) |
240 | 188,733 | ||||||||||
Clarios Global LP, 6.75%, 05/15/25(b) |
528 | 533,623 | ||||||||||
Clarios Global LP/Clarios U.S. Finance Co. |
||||||||||||
4.38%, 05/15/26(d) |
EUR | 100 | 103,367 | |||||||||
6.25%, 05/15/26(b)(g) |
USD | 1,409 | 1,405,477 | |||||||||
8.50%, 05/15/27(b)(g) |
2,612 | 2,621,795 | ||||||||||
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(b) |
174 | 156,165 | ||||||||||
Faurecia SE, 2.75%, 02/15/27(d) |
EUR | 100 | 96,258 | |||||||||
Goodyear Tire & Rubber Co. |
||||||||||||
5.00%, 07/15/29 |
USD | 104 | 92,914 | |||||||||
5.63%, 04/30/33 |
109 | 94,285 | ||||||||||
ZF Finance GmbH(d) |
||||||||||||
3.00%, 09/21/25 |
EUR | 100 | 102,991 | |||||||||
2.00%, 05/06/27 |
100 | 93,303 | ||||||||||
|
|
|||||||||||
5,488,911 | ||||||||||||
Automobiles 1.5% | ||||||||||||
Asbury Automotive Group, Inc. |
||||||||||||
4.50%, 03/01/28 |
USD | 129 | 117,390 | |||||||||
4.75%, 03/01/30 |
124 | 110,980 | ||||||||||
5.00%, 02/15/32(b) |
130 | 113,881 | ||||||||||
Constellation Automotive Financing PLC, 4.88%, 07/15/27(d) |
GBP | 100 | 89,744 | |||||||||
Ford Motor Co. |
||||||||||||
0.00%, 03/15/26(h)(i) |
USD | 406 | 405,594 | |||||||||
4.35%, 12/08/26 |
11 | 10,687 | ||||||||||
3.25%, 02/12/32(g) |
581 | 456,641 | ||||||||||
6.10%, 08/19/32(g) |
179 | 173,461 | ||||||||||
Ford Motor Credit Co. LLC |
||||||||||||
3.81%, 01/09/24(g) |
629 | 621,565 | ||||||||||
4.69%, 06/09/25 |
200 | 192,218 | ||||||||||
5.13%, 06/16/25(g) |
490 | 479,634 | ||||||||||
3.38%, 11/13/25 |
200 | 187,458 | ||||||||||
4.39%, 01/08/26(g) |
400 | 379,500 | ||||||||||
6.86%, 06/05/26 |
GBP | 108 | 132,676 | |||||||||
2.70%, 08/10/26 |
USD | 295 | 262,547 | |||||||||
4.95%, 05/28/27(g) |
200 | 190,763 | ||||||||||
4.87%, 08/03/27 |
EUR | 100 | 105,197 | |||||||||
2.90%, 02/16/28(g) |
USD | 295 | 253,582 | |||||||||
7.35%, 03/06/30 |
400 | 411,000 | ||||||||||
3.63%, 06/17/31(g) |
400 | 329,612 | ||||||||||
General Motors Financial Co., Inc., 6.00%, 01/09/28(g) |
1,000 | 1,023,515 | ||||||||||
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) |
122 | 103,714 | ||||||||||
LCM Investments Holdings II LLC, 4.88%, 05/01/29(b) |
292 | 244,287 | ||||||||||
Lithia Motors, Inc., 3.88%, 06/01/29(b) |
131 | 113,315 | ||||||||||
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) |
178 | 131,797 |
Security | Par (000) |
Value | ||||||||||
Automobiles (continued) |
||||||||||||
Renault SA, 2.38%, 05/25/26(d) |
EUR | 100 | $ | 99,096 | ||||||||
TML Holdings Pte. Ltd., 4.35%, 06/09/26(d) |
USD | 200 | 180,163 | |||||||||
Wabash National Corp., 4.50%, 10/15/28(b) |
220 | 190,733 | ||||||||||
|
|
|||||||||||
7,110,750 | ||||||||||||
Banks 0.5% | ||||||||||||
Banca Monte dei Paschi di Siena SpA, (1 mo. EURIBOR + 3.21%), 6.75%, 03/02/26(a)(d) |
EUR | 100 | 106,243 | |||||||||
Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31(a)(d) |
100 | 90,751 | ||||||||||
Banco Espirito Santo SA(e)(j) |
||||||||||||
4.75%, 01/15/22(a) |
100 | 12,472 | ||||||||||
4.00%, 01/21/22 |
100 | 12,472 | ||||||||||
Bangkok Bank PCL, (5 year CMT + 4.73%), 5.00% |
USD | 201 | 183,638 | |||||||||
Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%(a)(d)(k) |
200 | 192,250 | ||||||||||
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(a)(d)(k) |
250 | 235,828 | ||||||||||
Credit Suisse AG/New York, 5.00%, 07/09/27 |
1,200 | 1,155,000 | ||||||||||
Grupo Aval Ltd., 4.38%, 02/04/30(b) |
200 | 151,130 | ||||||||||
Intesa Sanpaolo SpA, 5.71%, 01/15/26(b)(g) |
200 | 189,497 | ||||||||||
Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%(a)(d)(k) |
202 | 177,735 | ||||||||||
|
|
|||||||||||
2,507,016 | ||||||||||||
Beverages 2.0% | ||||||||||||
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46(g) |
800 | 781,850 | ||||||||||
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(b)(g)(l) |
833 | 637,532 | ||||||||||
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC(b) |
||||||||||||
6.00%, 06/15/27(g) |
400 | 396,410 | ||||||||||
3.25%, 09/01/28 |
200 | 172,112 | ||||||||||
4.00%, 09/01/29(g) |
2,234 | 1,748,105 | ||||||||||
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.25%, 04/30/25(b) |
200 | 197,000 | ||||||||||
Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25(b) |
211 | 191,200 | ||||||||||
Mauser Packaging Solutions Holding Co.(b) |
||||||||||||
7.88%, 08/15/26(g) |
3,257 | 3,257,000 | ||||||||||
9.25%, 04/15/27 |
41 | 37,884 | ||||||||||
Trivium Packaging Finance BV(b)(g) |
||||||||||||
5.50%, 08/15/26 |
1,004 | 961,832 | ||||||||||
8.50%, 08/15/27 |
1,367 | 1,243,970 | ||||||||||
|
|
|||||||||||
9,624,895 | ||||||||||||
Biotechnology 0.0% | ||||||||||||
Cidron Aida Finco SARL, 5.00%, 04/01/28(d) |
EUR | 100 | 95,441 | |||||||||
|
|
|||||||||||
Broadline Retail 0.0% | ||||||||||||
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b)(g) |
USD | 213 | 199,979 | |||||||||
|
|
|||||||||||
Building Materials(b) 0.5% | ||||||||||||
Camelot Return Merger Sub, Inc., 8.75%, 08/01/28 |
207 | 191,670 | ||||||||||
James Hardie International Finance DAC, 5.00%, 01/15/28 |
200 | 187,476 | ||||||||||
Jeld-Wen, Inc. |
||||||||||||
6.25%, 05/15/25 |
146 | 145,635 | ||||||||||
4.63%, 12/15/25 |
25 | 23,188 |
3 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Building Materials (continued) |
||||||||||||
Masonite International Corp., Class C, 5.38%, 02/01/28 |
USD | 101 | $ | 96,455 | ||||||||
New Enterprise Stone & Lime Co., Inc. |
||||||||||||
5.25%, 07/15/28 |
81 | 71,595 | ||||||||||
9.75%, 07/15/28 |
205 | 195,775 | ||||||||||
Smyrna Ready Mix Concrete LLC, 6.00%, 11/01/28(g) |
552 | 518,190 | ||||||||||
Standard Industries, Inc.(g) |
||||||||||||
5.00%, 02/15/27 |
209 | 198,491 | ||||||||||
4.75%, 01/15/28 |
80 | 74,734 | ||||||||||
4.38%, 07/15/30 |
683 | 594,210 | ||||||||||
3.38%, 01/15/31 |
326 | 262,001 | ||||||||||
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29 |
92 | 86,940 | ||||||||||
|
|
|||||||||||
2,646,360 | ||||||||||||
Building Products(b) 0.9% | ||||||||||||
Advanced Drainage Systems, Inc. |
||||||||||||
5.00%, 09/30/27 |
261 | 248,035 | ||||||||||
6.38%, 06/15/30(g) |
457 | 447,786 | ||||||||||
Beacon Roofing Supply, Inc., 4.13%, 05/15/29 |
123 | 108,532 | ||||||||||
Foundation Building Materials, Inc., 6.00%, 03/01/29 |
83 | 65,787 | ||||||||||
GYP Holdings III Corp., 4.63%, 05/01/29 |
371 | 317,205 | ||||||||||
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 |
87 | 79,955 | ||||||||||
SRS Distribution, Inc.(g) |
||||||||||||
4.63%, 07/01/28 |
492 | 436,943 | ||||||||||
6.13%, 07/01/29 |
499 | 421,011 | ||||||||||
6.00%, 12/01/29 |
685 | 565,584 | ||||||||||
White Cap Buyer LLC, 6.88%, 10/15/28(g) |
1,407 | 1,220,514 | ||||||||||
White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%, 03/15/26(l) |
235 | 213,705 | ||||||||||
|
|
|||||||||||
4,125,057 | ||||||||||||
Capital Markets 1.3% | ||||||||||||
AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27(b) |
77 | 77,501 | ||||||||||
Blackstone Private Credit Fund |
||||||||||||
7.05%, 09/29/25(b) |
79 | 77,899 | ||||||||||
3.25%, 03/15/27 |
75 | 63,679 | ||||||||||
Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%(a)(g)(k) |
2,000 | 1,575,000 | ||||||||||
Compass Group Diversified Holdings LLC, 5.25%, 04/15/29(b) |
214 | 188,409 | ||||||||||
GLP Capital LP/GLP Financing II, Inc., 3.25%, 01/15/32(g) |
498 | 404,057 | ||||||||||
Icahn Enterprises LP/Icahn Enterprises Finance Corp. |
||||||||||||
6.25%, 05/15/26(g) |
394 | 387,725 | ||||||||||
5.25%, 05/15/27(g) |
674 | 632,421 | ||||||||||
4.38%, 02/01/29 |
295 | 253,700 | ||||||||||
NFP Corp.(b) |
||||||||||||
4.88%, 08/15/28(g) |
595 | 536,690 | ||||||||||
6.88%, 08/15/28(g) |
1,373 | 1,178,226 | ||||||||||
7.50%, 10/01/30 |
105 | 101,454 | ||||||||||
Northern Trust Corp., 6.13%, 11/02/32(g) |
219 | 233,481 | ||||||||||
Owl Rock Capital Corp., 3.40%, 07/15/26 |
63 | 55,626 | ||||||||||
Owl Rock Core Income Corp. |
||||||||||||
3.13%, 09/23/26 |
43 | 37,304 | ||||||||||
7.75%, 09/16/27(b)(g) |
302 | 297,511 | ||||||||||
|
|
|||||||||||
6,100,683 |
Security | Par (000) |
Value | ||||||||||
Chemicals 1.5% |
||||||||||||
Ashland LLC, 3.38%, 09/01/31(b)(g) |
USD | 164 | $ | 134,059 | ||||||||
Avient Corp., 7.13%, 08/01/30(b) |
106 | 109,313 | ||||||||||
Axalta Coating Systems LLC, 3.38%, 02/15/29(b)(g) |
447 | 382,982 | ||||||||||
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b) |
170 | 161,534 | ||||||||||
Celanese U.S. Holdings LLC, 6.17%, 07/15/27(g) |
146 | 146,833 | ||||||||||
Element Solutions, Inc., 3.88%, 09/01/28(b)(g) |
1,508 | 1,323,481 | ||||||||||
HB Fuller Co., 4.25%, 10/15/28 |
110 | 97,580 | ||||||||||
Herens Holdco SARL, 4.75%, 05/15/28(b)(g) |
612 | 492,660 | ||||||||||
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)(g) |
368 | 326,238 | ||||||||||
Ingevity Corp., 3.88%, 11/01/28(b) |
84 | 71,969 | ||||||||||
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(l) |
259 | 186,480 | ||||||||||
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b) |
133 | 111,836 | ||||||||||
Minerals Technologies, Inc., 5.00%, 07/01/28(b) |
169 | 154,101 | ||||||||||
Monitchem HoldCo 3 SA, 5.25%, 03/15/25(d) |
EUR | 100 | 108,047 | |||||||||
NOVA Chemicals Corp., 4.88%, 06/01/24(b) |
USD | 67 | 66,100 | |||||||||
Sasol Financing USA LLC, 5.50%, 03/18/31 |
200 | 167,037 | ||||||||||
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26(b)(g) |
439 | 401,043 | ||||||||||
SK Invictus Intermediate II SARL, 5.00%, 10/30/29(b)(g) |
550 | 456,632 | ||||||||||
WESCO Distribution, Inc.(b)(g) |
||||||||||||
7.13%, 06/15/25 |
676 | 687,120 | ||||||||||
7.25%, 06/15/28 |
636 | 653,045 | ||||||||||
WR Grace Holdings LLC(b) |
||||||||||||
4.88%, 06/15/27 |
122 | 117,597 | ||||||||||
5.63%, 08/15/29(g) |
1,131 | 958,522 | ||||||||||
7.38%, 03/01/31 |
146 | 146,552 | ||||||||||
|
|
|||||||||||
7,460,761 | ||||||||||||
Commercial Services & Supplies 1.0% | ||||||||||||
ADT Security Corp. |
||||||||||||
4.13%, 06/15/23 |
2 | 1,990 | ||||||||||
4.13%, 08/01/29(b) |
27 | 24,078 | ||||||||||
4.88%, 07/15/32(b) |
12 | 10,587 | ||||||||||
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b) |
200 | 178,008 | ||||||||||
APX Group, Inc., 5.75%, 07/15/29(b)(g) |
268 | 239,860 | ||||||||||
Cablevision Lightpath LLC, 3.88%, 09/15/27(b) |
200 | 160,946 | ||||||||||
Fortress Transportation & Infrastructure Investors LLC(b) |
||||||||||||
6.50%, 10/01/25 |
488 | 488,325 | ||||||||||
9.75%, 08/01/27 |
76 | 80,187 | ||||||||||
5.50%, 05/01/28(g) |
404 | 368,585 | ||||||||||
Herc Holdings, Inc., 5.50%, 07/15/27(b)(g) |
491 | 473,815 | ||||||||||
Hertz Corp.(b) |
||||||||||||
4.63%, 12/01/26 |
126 | 114,093 | ||||||||||
5.00%, 12/01/29(g) |
101 | 83,650 | ||||||||||
LABL, Inc., 9.50%, 11/01/28 |
236 | 238,065 | ||||||||||
Metis Merger Sub LLC, 6.50%, 05/15/29(b) |
125 | 104,113 | ||||||||||
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) |
239 | 216,219 | ||||||||||
Prime Security Services Borrower LLC/Prime Finance, Inc.(b) |
||||||||||||
5.25%, 04/15/24 |
141 | 139,414 | ||||||||||
5.75%, 04/15/26(g) |
608 | 603,440 | ||||||||||
6.25%, 01/15/28(g) |
180 | 168,300 | ||||||||||
Sothebys/Bidfair Holdings, Inc., 5.88%, 06/01/29(b)(g) |
653 | 541,545 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Commercial Services & Supplies (continued) |
| |||||||||||
Verisure Holding AB, 9.25%, 10/15/27(d) |
EUR | 100 | $ | 116,184 | ||||||||
Williams Scotsman International, Inc.(b) |
||||||||||||
6.13%, 06/15/25(g) |
USD | 403 | 400,471 | |||||||||
4.63%, 08/15/28 |
243 | 221,053 | ||||||||||
|
|
|||||||||||
4,972,928 | ||||||||||||
Communications Equipment(b) 0.5% | ||||||||||||
CommScope Technologies LLC, 6.00%, 06/15/25(g) |
713 | 671,472 | ||||||||||
CommScope, Inc. |
||||||||||||
6.00%, 03/01/26 |
132 | 127,393 | ||||||||||
8.25%, 03/01/27 |
158 | 129,418 | ||||||||||
7.13%, 07/01/28 |
138 | 101,780 | ||||||||||
4.75%, 09/01/29(g) |
416 | 346,744 | ||||||||||
Viasat, Inc. |
||||||||||||
5.63%, 09/15/25(g) |
484 | 458,861 | ||||||||||
5.63%, 04/15/27 |
67 | 62,913 | ||||||||||
Viavi Solutions, Inc., 3.75%, 10/01/29(g) |
309 | 264,247 | ||||||||||
|
|
|||||||||||
2,162,828 | ||||||||||||
Construction Materials(b) 0.1% | ||||||||||||
BCPE Empire Holdings, Inc., 7.63%, 05/01/27 |
297 | 271,384 | ||||||||||
Resideo Funding, Inc., 4.00%, 09/01/29 |
59 | 49,053 | ||||||||||
Ritchie Bros Holdings, Inc., 6.75%, 03/15/28 |
77 | 79,297 | ||||||||||
Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26 |
662 | 52,960 | ||||||||||
|
|
|||||||||||
452,694 | ||||||||||||
Consumer Discretionary 1.7% | ||||||||||||
APi Group DE, Inc.(b) |
||||||||||||
4.13%, 07/15/29 |
132 | 113,267 | ||||||||||
4.75%, 10/15/29 |
100 | 87,982 | ||||||||||
Carnival Corp. |
||||||||||||
10.13%, 02/01/26(d) |
EUR | 100 | 113,872 | |||||||||
10.50%, 02/01/26(b)(g) |
USD | 361 | 376,133 | |||||||||
7.63%, 03/01/26(b)(g) |
71 | 64,788 | ||||||||||
5.75%, 03/01/27(b)(g) |
893 | 732,555 | ||||||||||
9.88%, 08/01/27(b) |
262 | 269,885 | ||||||||||
4.00%, 08/01/28(b)(g) |
477 | 410,616 | ||||||||||
6.00%, 05/01/29(b)(g) |
470 | 373,650 | ||||||||||
Carnival Holdings Bermuda Ltd., 10.38%, 05/01/28(b)(g) |
1,958 | 2,106,338 | ||||||||||
CoreLogic, Inc., 4.50%, 05/01/28(b)(g) |
511 | 387,721 | ||||||||||
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b) |
91 | 81,432 | ||||||||||
Life Time, Inc.(b) |
||||||||||||
5.75%, 01/15/26 |
340 | 330,285 | ||||||||||
8.00%, 04/15/26 |
239 | 227,984 | ||||||||||
Lindblad Expeditions
LLC, |
305 | 295,269 | ||||||||||
NCL Corp. Ltd.(b) |
||||||||||||
5.88%, 03/15/26 |
236 | 200,855 | ||||||||||
8.38%, 02/01/28 |
132 | 132,452 | ||||||||||
7.75%, 02/15/29 |
42 | 36,012 | ||||||||||
NCL Finance Ltd., 6.13%, 03/15/28(b)(g) |
261 | 211,473 | ||||||||||
Neptune Bidco U.S., Inc., 9.29%, 04/15/29(b) |
82 | 76,022 | ||||||||||
Royal Caribbean Cruises Ltd.(b) |
||||||||||||
11.50%, 06/01/25 |
120 | 127,953 | ||||||||||
4.25%, 07/01/26 |
72 | 64,620 | ||||||||||
5.50%, 08/31/26 |
136 | 127,235 | ||||||||||
5.38%, 07/15/27 |
134 | 119,354 | ||||||||||
11.63%, 08/15/27 |
176 | 189,032 | ||||||||||
5.50%, 04/01/28(g) |
118 | 104,180 | ||||||||||
8.25%, 01/15/29 |
191 | 199,810 |
Security | Par (000) |
Value | ||||||||||
Consumer Discretionary (continued) |
| |||||||||||
Royal Caribbean Cruises Ltd.(b) (continued) |
||||||||||||
9.25%, 01/15/29(g) |
USD | 345 | $ | 366,562 | ||||||||
7.25%, 01/15/30 |
267 | 268,669 | ||||||||||
Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29(b) |
148 | 127,032 | ||||||||||
|
|
|||||||||||
8,323,038 | ||||||||||||
Consumer Finance 1.7% | ||||||||||||
Block, Inc. |
||||||||||||
2.75%, 06/01/26 |
392 | 357,412 | ||||||||||
3.50%, 06/01/31(g) |
1,133 | 930,476 | ||||||||||
Capital One Financial Corp., (1 day SOFR + 2.60%), 5.82%, 02/01/34(a)(g) |
440 | 425,181 | ||||||||||
Discover Financial Services, 6.70%, 11/29/32 |
85 | 87,630 | ||||||||||
Equifax, Inc., 2.60%, 12/15/25 |
59 | 54,989 | ||||||||||
Global Payments, Inc. |
||||||||||||
3.20%, 08/15/29(g) |
564 | 496,107 | ||||||||||
2.90%, 05/15/30(g) |
754 | 638,470 | ||||||||||
5.40%, 08/15/32 |
86 | 84,321 | ||||||||||
HealthEquity, Inc., 4.50%, 10/01/29(b)(g) |
707 | 628,147 | ||||||||||
Navient Corp. |
||||||||||||
7.25%, 09/25/23 |
77 | 76,739 | ||||||||||
6.13%, 03/25/24 |
86 | 84,844 | ||||||||||
5.88%, 10/25/24 |
82 | 79,653 | ||||||||||
5.50%, 03/15/29 |
211 | 178,295 | ||||||||||
OneMain Finance Corp. |
||||||||||||
6.88%, 03/15/25 |
303 | 293,608 | ||||||||||
7.13%, 03/15/26(g) |
331 | 318,187 | ||||||||||
3.50%, 01/15/27 |
304 | 255,136 | ||||||||||
6.63%, 01/15/28(g) |
240 | 220,034 | ||||||||||
5.38%, 11/15/29(g) |
105 | 88,333 | ||||||||||
4.00%, 09/15/30 |
110 | 82,500 | ||||||||||
Sabre Global, Inc.(b) |
||||||||||||
9.25%, 04/15/25 |
211 | 198,762 | ||||||||||
7.38%, 09/01/25 |
252 | 225,161 | ||||||||||
11.25%, 12/15/27 |
125 | 116,480 | ||||||||||
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b)(g) |
550 | 517,000 | ||||||||||
Shift4 Payments, Inc., 0.00%, 12/15/25(h)(i) |
174 | 203,337 | ||||||||||
Verscend Escrow Corp., 9.75%, 08/15/26(b)(g) |
1,817 | 1,817,000 | ||||||||||
|
|
|||||||||||
8,457,802 | ||||||||||||
Consumer Staples Distribution & Retail 0.9% | ||||||||||||
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) |
||||||||||||
3.25%, 03/15/26(g) |
642 | 604,119 | ||||||||||
7.50%, 03/15/26 |
107 | 109,781 | ||||||||||
4.63%, 01/15/27(g) |
477 | 461,300 | ||||||||||
5.88%, 02/15/28(g) |
320 | 318,034 | ||||||||||
6.50%, 02/15/28 |
152 | 152,380 | ||||||||||
3.50%, 03/15/29 |
30 | 26,103 | ||||||||||
4.88%, 02/15/30(g) |
214 | 199,744 | ||||||||||
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(d) |
GBP | 100 | 100,859 | |||||||||
Darling Ingredients, Inc., 6.00%, 06/15/30(b)(g) |
USD | 434 | 432,524 | |||||||||
Lamb Weston Holdings, Inc.(b)(g) |
||||||||||||
4.88%, 05/15/28 |
257 | 249,277 | ||||||||||
4.13%, 01/31/30 |
312 | 285,480 | ||||||||||
4.38%, 01/31/32 |
404 | 366,391 | ||||||||||
Ocado Group PLC, 3.88%, 10/08/26(d) |
GBP | 100 | 91,538 | |||||||||
Performance Food Group, Inc., 4.25%, 08/01/29(b)(g) |
USD | 299 | 268,494 |
5 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Consumer Staples Distribution & Retail (continued) | ||||||||||||
Post Holdings, Inc.(b) |
||||||||||||
5.75%, 03/01/27 |
USD | 89 | $ | 86,847 | ||||||||
4.63%, 04/15/30(g) |
118 | 105,757 | ||||||||||
U.S. Foods, Inc.(b) |
||||||||||||
4.75%, 02/15/29(g) |
335 | 309,456 | ||||||||||
4.63%, 06/01/30 |
39 | 35,180 | ||||||||||
United Natural Foods, Inc., 6.75%, 10/15/28(b) |
34 | 31,600 | ||||||||||
|
|
|||||||||||
4,234,864 | ||||||||||||
Containers & Packaging 0.5% | ||||||||||||
Clydesdale Acquisition Holdings, Inc.(b)(g) |
||||||||||||
6.63%, 04/15/29 |
558 | 537,075 | ||||||||||
8.75%, 04/15/30 |
584 | 530,704 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 |
196 | 187,899 | ||||||||||
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26(g) |
424 | 412,902 | ||||||||||
Graham Packaging Co., Inc., 7.13%, 08/15/28(b) |
60 | 51,887 | ||||||||||
Graphic Packaging International LLC(b) |
||||||||||||
4.75%, 07/15/27 |
89 | 84,702 | ||||||||||
3.50%, 03/15/28 |
9 | 8,237 | ||||||||||
LABL, Inc., 5.88%, 11/01/28(b) |
261 | 231,916 | ||||||||||
Sealed Air Corp., 5.13%, 12/01/24(b) |
46 | 45,687 | ||||||||||
Sealed Air Corp./Sealed Air Corp. U.S., 6.13%, 02/01/28(b) |
158 | 159,762 | ||||||||||
|
|
|||||||||||
2,250,771 | ||||||||||||
Diversified Consumer Services 1.7% | ||||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp.(b)(g) |
||||||||||||
6.63%, 07/15/26 |
1,737 | 1,669,266 | ||||||||||
9.75%, 07/15/27 |
601 | 535,647 | ||||||||||
6.00%, 06/01/29 |
1,356 | 1,012,200 | ||||||||||
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28(b)(g) |
1,963 | 1,652,816 | ||||||||||
Clarivate Science Holdings Corp.(b)(g) |
||||||||||||
3.88%, 07/01/28 |
741 | 661,320 | ||||||||||
4.88%, 07/01/29 |
459 | 415,106 | ||||||||||
Garda World Security Corp.(b) |
||||||||||||
4.63%, 02/15/27 |
132 | 118,490 | ||||||||||
7.75%, 02/15/28 |
332 | 327,220 | ||||||||||
Graham Holdings Co., 5.75%, 06/01/26(b) |
140 | 137,221 | ||||||||||
Rekeep SpA, 7.25%, 02/01/26(d) |
EUR | 100 | 95,436 | |||||||||
Service Corp. International |
||||||||||||
5.13%, 06/01/29 |
USD | 238 | 229,596 | |||||||||
3.38%, 08/15/30(g) |
263 | 224,207 | ||||||||||
4.00%, 05/15/31(g) |
333 | 292,440 | ||||||||||
Sothebys, 7.38%, 10/15/27(b)(g) |
1,046 | 989,443 | ||||||||||
|
|
|||||||||||
8,360,408 | ||||||||||||
Diversified REITs 0.9% | ||||||||||||
Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50(g) |
450 | 341,253 | ||||||||||
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b) |
178 | 142,845 | ||||||||||
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b)(g) |
142 | 112,353 | ||||||||||
Healthpeak OP LLC, 2.88%, 01/15/31(g) |
1,000 | 858,005 | ||||||||||
Iron Mountain, Inc.(b) 5.00%, 07/15/28 |
32 | 29,776 |
Security | Par (000) |
Value | ||||||||||
Diversified REITs (continued) | ||||||||||||
Iron Mountain, Inc.(b) (continued) |
||||||||||||
5.25%, 07/15/30 |
USD | 172 | $ | 155,089 | ||||||||
5.63%, 07/15/32 |
25 | 22,838 | ||||||||||
MPT Operating Partnership LP/MPT Finance Corp. |
||||||||||||
2.55%, 12/05/23 |
GBP | 104 | 121,392 | |||||||||
4.63%, 08/01/29 |
USD | 304 | 224,580 | |||||||||
3.50%, 03/15/31(g) |
1,179 | 793,703 | ||||||||||
RHP Hotel Properties LP/RHP Finance Corp. |
||||||||||||
4.75%, 10/15/27(g) |
704 | 659,787 | ||||||||||
4.50%, 02/15/29(b) |
256 | 231,240 | ||||||||||
Ventas Realty LP, 4.13%, 01/15/26(g) |
650 | 630,366 | ||||||||||
VICI Properties LP/VICI Note Co., Inc., 3.88%, 02/15/29(b) |
50 | 44,456 | ||||||||||
|
|
|||||||||||
4,367,683 | ||||||||||||
Diversified Telecommunication Services 2.2% | ||||||||||||
AT&T, Inc., 4.30%, 02/15/30(g) |
1,350 | 1,311,823 | ||||||||||
Level 3 Financing, Inc. |
||||||||||||
3.40%, 03/01/27(b)(g) |
420 | 332,196 | ||||||||||
4.63%, 09/15/27(b) |
202 | 121,452 | ||||||||||
4.25%, 07/01/28(b)(g) |
814 | 459,259 | ||||||||||
3.63%, 01/15/29(b) |
136 | 75,197 | ||||||||||
3.75%, 07/15/29(b)(g) |
172 | 91,703 | ||||||||||
3.88%, 11/15/29(b)(g) |
431 | 311,928 | ||||||||||
10.50%, 05/15/30(g) |
388 | 377,129 | ||||||||||
Lumen Technologies, Inc., 4.00%, 02/15/27(b)(g) |
1,026 | 677,160 | ||||||||||
SoftBank Group Corp., 4.75%, 07/30/25(d) |
EUR | 100 | 103,570 | |||||||||
Sprint Capital Corp., 8.75%, 03/15/32(g) |
USD | 1,320 | 1,607,100 | |||||||||
Telecom Italia Capital SA |
||||||||||||
6.38%, 11/15/33 |
222 | 201,003 | ||||||||||
6.00%, 09/30/34(g) |
432 | 370,440 | ||||||||||
7.20%, 07/18/36 |
98 | 88,664 | ||||||||||
7.72%, 06/04/38 |
44 | 40,736 | ||||||||||
Telecom Italia SpA |
||||||||||||
4.00%, 04/11/24(d) |
EUR | 150 | 161,089 | |||||||||
5.30%, 05/30/24(b)(g) |
USD | 200 | 196,000 | |||||||||
Telecom Italia SpA/Milano, 2.38%, 10/12/27(d) |
EUR | 100 | 93,523 | |||||||||
Verizon Communications, Inc., 3.70%, 03/22/61(g) |
USD | 1,000 | 745,645 | |||||||||
Zayo Group Holdings, Inc.(b)(g) |
||||||||||||
4.00%, 03/01/27 |
3,500 | 2,660,000 | ||||||||||
6.13%, 03/01/28 |
1,413 | 859,387 | ||||||||||
|
|
|||||||||||
10,885,004 | ||||||||||||
Electric Utilities 0.5% | ||||||||||||
Black Hills Corp., 3.15%, 01/15/27(g) |
305 | 286,167 | ||||||||||
Comision Federal de Electricidad, 4.88%, 01/15/24 |
200 | 196,913 | ||||||||||
Enel Finance International NV, 3.63%, 05/25/27(b)(g) |
900 | 853,699 | ||||||||||
FirstEnergy Corp., Series C, 3.40%, 03/01/50(g) |
347 | 237,963 | ||||||||||
FirstEnergy Transmission LLC, 5.45%, 07/15/44(b)(g) |
381 | 365,019 | ||||||||||
NextEra Energy Operating Partners LP(b) |
||||||||||||
4.25%, 07/15/24(g) |
170 | 167,836 | ||||||||||
4.25%, 09/15/24 |
9 | 8,629 | ||||||||||
Pike Corp., 5.50%, 09/01/28(b) |
80 | 70,000 | ||||||||||
Texas Competitive Electric Holdings, 1.00%, 11/10/21(c)(e)(j) |
780 | | ||||||||||
|
|
|||||||||||
2,186,226 | ||||||||||||
Electrical Equipment(b) 0.3% | ||||||||||||
Gates Global LLC/Gates Corp., 6.25%, 01/15/26(g) |
416 | 408,720 | ||||||||||
GrafTech Finance, Inc., 4.63%, 12/15/28 |
136 | 113,405 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Electrical Equipment (continued) | ||||||||||||
Regal Rexnord Corp. |
||||||||||||
6.05%, 02/15/26 |
USD | 90 | $ | 90,394 | ||||||||
6.05%, 04/15/28(g) |
590 | 590,263 | ||||||||||
6.30%, 02/15/30 |
200 | 201,381 | ||||||||||
6.40%, 04/15/33(g) |
205 | 205,127 | ||||||||||
|
|
|||||||||||
1,609,290 | ||||||||||||
Electronic Equipment, Instruments & Components 0.3% | ||||||||||||
CDW LLC/CDW Finance Corp. |
||||||||||||
3.28%, 12/01/28 |
21 | 18,499 | ||||||||||
3.25%, 02/15/29 |
212 | 186,452 | ||||||||||
Imola Merger Corp., 4.75%, 05/15/29(b)(g) |
510 | 456,241 | ||||||||||
Vertiv Group Corp., 4.13%, 11/15/28(b)(g) |
920 | 811,766 | ||||||||||
|
|
|||||||||||
1,472,958 | ||||||||||||
Energy Equipment & Services 0.5% | ||||||||||||
Archrock Partners LP/Archrock Partners Finance Corp.(b) |
||||||||||||
6.88%, 04/01/27 |
304 | 298,300 | ||||||||||
6.25%, 04/01/28(g) |
729 | 699,840 | ||||||||||
Halliburton Co., 3.80%, 11/15/25(g) |
3 | 2,938 | ||||||||||
USA Compression Partners LP/USA Compression Finance Corp.(g) |
||||||||||||
6.88%, 04/01/26 |
510 | 495,693 | ||||||||||
6.88%, 09/01/27 |
433 | 413,766 | ||||||||||
Vallourec SA, 8.50%, 06/30/26(d) |
EUR | 25 | 26,977 | |||||||||
Weatherford International Ltd.(b) |
||||||||||||
11.00%, 12/01/24 |
USD | 7 | 7,182 | |||||||||
6.50%, 09/15/28 |
215 | 215,368 | ||||||||||
8.63%, 04/30/30(g) |
314 | 321,241 | ||||||||||
|
|
|||||||||||
2,481,305 | ||||||||||||
Environmental, Maintenance & Security Service 0.8% | ||||||||||||
Clean Harbors, Inc.(b) |
||||||||||||
4.88%, 07/15/27(g) |
250 | 241,127 | ||||||||||
5.13%, 07/15/29(g) |
129 | 122,892 | ||||||||||
6.38%, 02/01/31 |
108 | 110,188 | ||||||||||
Covanta Holding Corp. |
||||||||||||
4.88%, 12/01/29(b) |
142 | 126,343 | ||||||||||
5.00%, 09/01/30 |
70 | 60,214 | ||||||||||
GFL Environmental, Inc.(b) |
||||||||||||
4.25%, 06/01/25 |
103 | 100,500 | ||||||||||
3.75%, 08/01/25 |
312 | 299,832 | ||||||||||
5.13%, 12/15/26(g) |
243 | 237,597 | ||||||||||
4.00%, 08/01/28(g) |
431 | 391,594 | ||||||||||
3.50%, 09/01/28 |
160 | 144,800 | ||||||||||
4.75%, 06/15/29(g) |
378 | 353,090 | ||||||||||
4.38%, 08/15/29(g) |
317 | 283,778 | ||||||||||
Republic Services, Inc., 3.38%, 11/15/27(g) |
750 | 715,893 | ||||||||||
Tervita Corp., 11.00%, 12/01/25(b) |
114 | 122,265 | ||||||||||
Waste Pro USA, Inc., 5.50%, 02/15/26(b)(g) |
757 | 696,184 | ||||||||||
|
|
|||||||||||
4,006,297 | ||||||||||||
Financial Services 2.0% | ||||||||||||
ABRA Global Finance, 11.50%, 03/02/28(l) |
185 | 144,169 | ||||||||||
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)(g) |
403 | 316,355 | ||||||||||
ASG Finance Designated Activity Co., 7.88%, 12/03/24(b) |
200 | 192,750 | ||||||||||
Bank of America Corp., (1 day SOFR + 1.99%), 6.20%, 11/10/28(a)(g) |
346 | 361,702 | ||||||||||
Barclays PLC, 5.20%, 05/12/26(g) |
200 | 191,438 |
Security | Par (000) |
Value | ||||||||||
Financial Services (continued) | ||||||||||||
Blackstone Holdings Finance Co. LLC, 5.90%, 11/03/27(b)(g) |
USD | 588 | $ | 599,657 | ||||||||
BNP Paribas SA, (5 year CMT + 3.34%), 4.63%(a)(b)(g)(k) |
1,500 | 1,121,040 | ||||||||||
Deutsche Bank AG/New York, (1 day SOFR + 3.18%), 6.72%, 01/18/29(a)(g) |
1,100 | 1,092,312 | ||||||||||
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(l) |
232 | 208,184 | ||||||||||
Goldman Sachs Group, Inc., Series R, (5 year CMT + 3.22%), 4.95%(a)(g)(k) |
730 | 668,492 | ||||||||||
Home Point Capital, Inc., 5.00%, 02/01/26(b) |
194 | 145,559 | ||||||||||
HSBC Holdings PLC(g) |
||||||||||||
4.38%, 11/23/26 |
395 | 376,793 | ||||||||||
(5 year USD ICE Swap + 4.37%), 6.38%(a)(k) |
500 | 459,477 | ||||||||||
(1 day SOFR + 3.35%), 7.39%, 11/03/28(a) |
265 | 282,048 | ||||||||||
ION Trading Technologies SARL, 5.75%, 05/15/28(b) |
200 | 159,734 | ||||||||||
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b) |
325 | 275,142 | ||||||||||
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b) |
||||||||||||
5.25%, 10/01/25 |
43 | 37,831 | ||||||||||
4.25%, 02/01/27 |
170 | 134,300 | ||||||||||
4.75%, 06/15/29 |
67 | 48,430 | ||||||||||
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(a)(g)(k) |
450 | 407,429 | ||||||||||
MGIC Investment Corp., 5.25%, 08/15/28(g) |
167 | 158,733 | ||||||||||
Morgan Stanley |
||||||||||||
4.00%, 07/23/25(g) |
965 | 944,580 | ||||||||||
(5 year CMT + 2.43%), 5.95%, 01/19/38(a) |
100 | 99,442 | ||||||||||
Nationstar Mortgage Holdings, Inc.(b) |
||||||||||||
6.00%, 01/15/27 |
147 | 133,403 | ||||||||||
5.13%, 12/15/30 |
104 | 79,916 | ||||||||||
5.75%, 11/15/31 |
114 | 88,426 | ||||||||||
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26(b)(g) |
755 | 675,725 | ||||||||||
Spectrum Brands, Inc.(b) |
||||||||||||
5.00%, 10/01/29 |
141 | 122,370 | ||||||||||
5.50%, 07/15/30 |
154 | 135,505 | ||||||||||
|
|
|||||||||||
9,660,942 | ||||||||||||
Food Products 0.6% | ||||||||||||
Aramark International Finance SARL, 3.13%, 04/01/25(d) |
EUR | 138 | 144,753 | |||||||||
Aramark Services, Inc.(b)(g) |
||||||||||||
5.00%, 04/01/25 |
USD | 495 | 487,127 | |||||||||
6.38%, 05/01/25 |
188 | 189,384 | ||||||||||
5.00%, 02/01/28 |
436 | 412,659 | ||||||||||
BRF SA, 4.88%, 01/24/30(d) |
200 | 164,600 | ||||||||||
Chobani LLC/Chobani Finance Corp., Inc.(b)(g) |
||||||||||||
7.50%, 04/15/25 |
857 | 835,593 | ||||||||||
4.63%, 11/15/28 |
608 | 554,040 | ||||||||||
Darling Global Finance BV, 3.63%, 05/15/26(d) |
EUR | 120 | 126,131 | |||||||||
Pilgrims Pride Corp., 3.50%, 03/01/32 |
USD | 39 | 31,738 | |||||||||
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b) |
129 | 104,829 | ||||||||||
|
|
|||||||||||
3,050,854 | ||||||||||||
Gas Utilities 0.0% | ||||||||||||
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b) |
91 | 79,511 | ||||||||||
|
|
7 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Ground Transportation 0.7% | ||||||||||||
Danaos Corp., 8.50%, 03/01/28(b) |
USD | 100 | $ | 97,121 | ||||||||
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(b)(g) |
1,398 | 1,333,298 | ||||||||||
Union Pacific Corp., 3.20%, 05/20/41(g) |
600 | 482,941 | ||||||||||
United Rentals North America, Inc., 6.00%, 12/15/29(b)(g) |
1,689 | 1,712,257 | ||||||||||
|
|
|||||||||||
3,625,617 | ||||||||||||
Health Care Equipment & Supplies 0.3% | ||||||||||||
Avantor Funding, Inc. |
||||||||||||
2.63%, 11/01/25(d) |
EUR | 100 | 104,089 | |||||||||
4.63%, 07/15/28(b)(g) |
USD | 665 | 630,087 | |||||||||
3.88%, 11/01/29(b) |
209 | 187,055 | ||||||||||
Embecta Corp., 6.75%, 02/15/30(b) |
75 | 68,250 | ||||||||||
Garden Spinco Corp., 8.63%, 07/20/30(b) |
199 | 212,617 | ||||||||||
|
|
|||||||||||
1,202,098 | ||||||||||||
Health Care Providers & Services 2.4% | ||||||||||||
Acadia Healthcare Co., Inc., 5.50%, 07/01/28(b) |
115 | 111,406 | ||||||||||
AdaptHealth LLC(b) |
||||||||||||
6.13%, 08/01/28 |
73 | 67,025 | ||||||||||
5.13%, 03/01/30 |
26 | 22,056 | ||||||||||
AHP Health Partners, Inc., 5.75%, 07/15/29(b) |
324 | 272,160 | ||||||||||
Cano Health LLC, 6.25%, 10/01/28(b) |
78 | 42,705 | ||||||||||
CHS/Community Health Systems, Inc.(b)(g) |
||||||||||||
5.63%, 03/15/27 |
185 | 162,408 | ||||||||||
6.00%, 01/15/29 |
525 | 444,087 | ||||||||||
5.25%, 05/15/30 |
493 | 386,734 | ||||||||||
4.75%, 02/15/31 |
242 | 178,661 | ||||||||||
Elevance Health, Inc., 3.65%, 12/01/27(g) |
1,000 | 966,335 | ||||||||||
Encompass Health Corp. |
||||||||||||
4.50%, 02/01/28 |
15 | 13,981 | ||||||||||
4.75%, 02/01/30(g) |
434 | 394,591 | ||||||||||
4.63%, 04/01/31 |
211 | 184,318 | ||||||||||
HCA, Inc., 5.50%, 06/15/47(g) |
650 | 610,148 | ||||||||||
Legacy LifePoint Health LLC(b) |
||||||||||||
6.75%, 04/15/25 |
320 | 303,667 | ||||||||||
4.38%, 02/15/27 |
253 | 206,920 | ||||||||||
Medline Borrower LP(b)(g) |
||||||||||||
3.88%, 04/01/29 |
581 | 504,017 | ||||||||||
5.25%, 10/01/29 |
1,058 | 917,934 | ||||||||||
ModivCare, Inc., 5.88%, 11/15/25(b) |
137 | 131,349 | ||||||||||
Molina Healthcare, Inc.(b) |
||||||||||||
4.38%, 06/15/28 |
46 | 42,793 | ||||||||||
3.88%, 11/15/30 |
80 | 69,801 | ||||||||||
3.88%, 05/15/32(g) |
141 | 118,497 | ||||||||||
Surgery Center Holdings, Inc.(b)(g) |
||||||||||||
6.75%, 07/01/25 |
305 | 301,729 | ||||||||||
10.00%, 04/15/27 |
621 | 633,175 | ||||||||||
Teleflex, Inc. |
||||||||||||
4.63%, 11/15/27 |
80 | 78,142 | ||||||||||
4.25%, 06/01/28(b)(g) |
331 | 314,753 | ||||||||||
Tenet Healthcare Corp. |
||||||||||||
4.63%, 07/15/24(g) |
204 | 201,230 | ||||||||||
4.63%, 09/01/24(g) |
367 | 360,527 | ||||||||||
4.88%, 01/01/26(g) |
1,077 | 1,055,848 | ||||||||||
6.25%, 02/01/27 |
179 | 176,027 | ||||||||||
5.13%, 11/01/27(g) |
216 | 207,371 | ||||||||||
4.63%, 06/15/28 |
81 | 74,711 | ||||||||||
6.13%, 10/01/28 |
183 | 175,391 | ||||||||||
4.25%, 06/01/29 |
48 | 43,426 |
Security | Par (000) |
Value | ||||||||||
Health Care Providers & Services (continued) | ||||||||||||
Tenet Healthcare Corp. (continued) |
||||||||||||
6.13%, 06/15/30(b)(g) |
USD | 353 | $ | 348,235 | ||||||||
UnitedHealth Group, Inc., 3.75%, 07/15/25(g) |
1,470 | 1,452,061 | ||||||||||
|
|
|||||||||||
11,574,219 | ||||||||||||
Health Care Technology(b) 0.6% | ||||||||||||
AthenaHealth Group, Inc., 6.50%, 02/15/30(g) |
1,489 | 1,207,370 | ||||||||||
Catalent Pharma Solutions, Inc. |
||||||||||||
5.00%, 07/15/27(g) |
365 | 356,439 | ||||||||||
3.13%, 02/15/29 |
157 | 138,020 | ||||||||||
3.50%, 04/01/30(g) |
349 | 306,711 | ||||||||||
Charles River Laboratories International, Inc. |
||||||||||||
4.25%, 05/01/28 |
159 | 148,806 | ||||||||||
4.00%, 03/15/31 |
42 | 36,750 | ||||||||||
IQVIA, Inc.(g) |
||||||||||||
5.00%, 10/15/26 |
463 | 452,582 | ||||||||||
5.00%, 05/15/27 |
437 | 429,392 | ||||||||||
|
|
|||||||||||
3,076,070 | ||||||||||||
Hotels, Restaurants & Leisure 3.1% | ||||||||||||
Accor SA, 0.70%, 12/07/27(d) |
EUR | 32 | 15,379 | |||||||||
Boyd Gaming Corp. |
||||||||||||
4.75%, 12/01/27 |
USD | 133 | 127,560 | |||||||||
4.75%, 06/15/31(b)(g) |
333 | 302,431 | ||||||||||
Boyne USA, Inc., 4.75%, 05/15/29(b)(g) |
344 | 307,114 | ||||||||||
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.(b) |
||||||||||||
5.75%, 04/15/25 |
207 | 207,755 | ||||||||||
3.88%, 01/15/28(g) |
208 | 193,440 | ||||||||||
4.38%, 01/15/28(g) |
134 | 123,702 | ||||||||||
4.00%, 10/15/30 |
103 | 88,323 | ||||||||||
Caesars Entertainment, Inc.(b)(g) |
||||||||||||
6.25%, 07/01/25 |
1,189 | 1,189,056 | ||||||||||
8.13%, 07/01/27 |
1,508 | 1,538,160 | ||||||||||
4.63%, 10/15/29 |
624 | 545,688 | ||||||||||
7.00%, 02/15/30 |
1,527 | 1,553,723 | ||||||||||
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)(g) |
478 | 478,102 | ||||||||||
CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b)(g) |
691 | 667,396 | ||||||||||
Champion Path Holdings Ltd., 4.50%, 01/27/26(d) |
232 | 203,290 | ||||||||||
Churchill Downs, Inc.(b) |
||||||||||||
5.50%, 04/01/27(g) |
695 | 680,464 | ||||||||||
4.75%, 01/15/28 |
137 | 128,290 | ||||||||||
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b) |
||||||||||||
4.63%, 01/15/29(g) |
483 | 423,929 | ||||||||||
6.75%, 01/15/30 |
68 | 55,946 | ||||||||||
Fortune Star BVI Ltd., 6.75%, 07/02/23(d) |
200 | 194,500 | ||||||||||
Hilton Domestic Operating Co., Inc. |
||||||||||||
5.38%, 05/01/25(b) |
145 | 144,728 | ||||||||||
5.75%, 05/01/28(b) |
200 | 200,000 | ||||||||||
3.75%, 05/01/29(b) |
146 | 130,670 | ||||||||||
4.88%, 01/15/30(g) |
554 | 530,655 | ||||||||||
4.00%, 05/01/31(b) |
189 | 165,507 | ||||||||||
3.63%, 02/15/32(b) |
15 | 12,656 | ||||||||||
McDonalds Corp., 3.70%, 01/30/26(g) |
405 | 398,048 | ||||||||||
Melco Resorts Finance Ltd. |
||||||||||||
5.25%, 04/26/26(d) |
250 | 225,000 | ||||||||||
5.38%, 12/04/29(b) |
400 | 327,000 | ||||||||||
Merlin Entertainments
Ltd., |
600 | 569,085 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
MGM China Holdings Ltd., 5.88%, 05/15/26(d) |
USD | 250 | $ | 235,281 | ||||||||
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b) |
235 | 204,293 | ||||||||||
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.(b) |
||||||||||||
5.63%, 09/01/29 |
116 | 85,621 | ||||||||||
5.88%, 09/01/31 |
116 | 83,387 | ||||||||||
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b) |
177 | 164,610 | ||||||||||
Scientific Games International, Inc.(b) |
||||||||||||
8.63%, 07/01/25 |
203 | 207,821 | ||||||||||
7.00%, 05/15/28(g) |
174 | 172,260 | ||||||||||
7.25%, 11/15/29 |
51 | 51,098 | ||||||||||
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b) |
269 | 271,780 | ||||||||||
Station Casinos LLC, 4.63%, 12/01/31(b) |
277 | 233,927 | ||||||||||
Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25(d) |
GBP | 100 | 114,801 | |||||||||
Vail Resorts, Inc., 6.25%, 05/15/25(b) |
USD | 154 | 154,360 | |||||||||
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b) |
158 | 145,555 | ||||||||||
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(b)(g) |
192 | 181,440 | ||||||||||
Wynn Macau Ltd., 5.50%, 01/15/26(d) |
347 | 319,240 | ||||||||||
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.(b)(g) |
||||||||||||
5.13%, 10/01/29 |
740 | 672,186 | ||||||||||
7.13%, 02/15/31 |
281 | 285,038 | ||||||||||
|
|
|||||||||||
15,310,295 | ||||||||||||
Household Durables 0.5% | ||||||||||||
Ashton Woods USA LLC/Ashton Woods Finance Co.(b) |
||||||||||||
4.63%, 08/01/29 |
100 | 81,000 | ||||||||||
4.63%, 04/01/30 |
145 | 119,389 | ||||||||||
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b) |
||||||||||||
5.00%, 06/15/29 |
208 | 159,120 | ||||||||||
4.88%, 02/15/30(g) |
364 | 274,511 | ||||||||||
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b) |
253 | 216,947 | ||||||||||
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(b) |
219 | 214,620 | ||||||||||
Mattamy Group Corp., 4.63%, 03/01/30(b)(g) |
199 | 173,086 | ||||||||||
Meritage Homes Corp., 5.13%, 06/06/27 |
50 | 48,625 | ||||||||||
NCR Corp.(b) |
||||||||||||
5.75%, 09/01/27 |
220 | 216,201 | ||||||||||
5.00%, 10/01/28 |
110 | 96,686 | ||||||||||
5.13%, 04/15/29(g) |
145 | 125,462 | ||||||||||
6.13%, 09/01/29 |
92 | 90,742 | ||||||||||
SWF Escrow Issuer Corp., 6.50%, 10/01/29(b)(g) |
330 | 202,950 | ||||||||||
Taylor Morrison Communities, Inc.(b) |
||||||||||||
5.88%, 06/15/27 |
255 | 250,163 | ||||||||||
5.13%, 08/01/30 |
54 | 49,846 | ||||||||||
Tempur Sealy International, Inc.(b) |
||||||||||||
4.00%, 04/15/29 |
204 | 179,475 | ||||||||||
3.88%, 10/15/31 |
97 | 80,995 | ||||||||||
Tri Pointe Group, Inc./Tri Pointe Homes, Inc., 5.88%, 06/15/24 |
11 | 10,945 | ||||||||||
Tri Pointe Homes, Inc., 5.25%, 06/01/27 |
15 | 14,250 | ||||||||||
|
|
|||||||||||
2,605,013 |
Security | Par (000) |
Value | ||||||||||
Household Products 0.0% | ||||||||||||
Berkline Benchcraft
LLC, |
USD | 200 | $ | | ||||||||
Central Garden & Pet Co. |
||||||||||||
5.13%, 02/01/28 |
15 | 14,438 | ||||||||||
4.13%, 10/15/30 |
194 | 171,418 | ||||||||||
|
|
|||||||||||
185,856 | ||||||||||||
Independent Power and Renewable Electricity Producers 0.7% | ||||||||||||
Calpine Corp.(b) |
||||||||||||
5.25%, 06/01/26 |
221 | 215,453 | ||||||||||
5.13%, 03/15/28(g) |
1,060 | 970,505 | ||||||||||
4.63%, 02/01/29 |
106 | 91,512 | ||||||||||
5.00%, 02/01/31 |
43 | 36,400 | ||||||||||
Clearway Energy Operating LLC(b) |
||||||||||||
4.75%, 03/15/28(g) |
336 | 320,880 | ||||||||||
3.75%, 01/15/32 |
262 | 217,743 | ||||||||||
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26(d) |
200 | 187,912 | ||||||||||
NRG Energy, Inc. |
||||||||||||
6.63%, 01/15/27(g) |
720 | 718,445 | ||||||||||
5.75%, 01/15/28 |
63 | 61,783 | ||||||||||
5.25%, 06/15/29(b) |
98 | 90,980 | ||||||||||
3.88%, 02/15/32(b) |
10 | 8,000 | ||||||||||
7.00%, 03/15/33(b) |
205 | 212,364 | ||||||||||
TerraForm Power Operating LLC(b) |
||||||||||||
5.00%, 01/31/28 |
96 | 91,204 | ||||||||||
4.75%, 01/15/30 |
186 | 166,783 | ||||||||||
TransAlta Corp., 7.75%, 11/15/29 |
109 | 114,546 | ||||||||||
|
|
|||||||||||
3,504,510 | ||||||||||||
Insurance 2.7% | ||||||||||||
Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29(b) |
231 | 190,880 | ||||||||||
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer(b)(g) |
||||||||||||
4.25%, 10/15/27 |
1,317 | 1,179,624 | ||||||||||
6.75%, 10/15/27 |
2,364 | 2,192,610 | ||||||||||
6.75%, 04/15/28 |
601 | 594,239 | ||||||||||
5.88%, 11/01/29 |
1,182 | 996,772 | ||||||||||
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25(g) |
360 | 348,861 | ||||||||||
AmWINS Group, Inc., 4.88%, 06/30/29(b) |
285 | 252,225 | ||||||||||
Aon Global Ltd., 3.88%, 12/15/25(g) |
1,115 | 1,087,515 | ||||||||||
GTCR AP Finance, Inc., 8.00%, 05/15/27(b)(g) |
330 | 314,917 | ||||||||||
HUB International Ltd.(b) |
||||||||||||
7.00%, 05/01/26(g) |
1,280 | 1,257,994 | ||||||||||
5.63%, 12/01/29 |
53 | 46,178 | ||||||||||
Jones Deslauriers Insurance Management, Inc. |
||||||||||||
8.50%, 03/15/30 |
275 | 285,029 | ||||||||||
10.50%, 12/15/30(b) |
268 | 269,932 | ||||||||||
Marsh & McLennan Cos., Inc., 3.75%, 03/14/26(g) |
750 | 733,618 | ||||||||||
Ryan Specialty Group LLC, 4.38%, 02/01/30(b) |
183 | 160,011 | ||||||||||
Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53(a)(g) |
3,500 | 3,377,500 | ||||||||||
|
|
|||||||||||
13,287,905 | ||||||||||||
Interactive Media & Services 0.2% | ||||||||||||
Arches Buyer, Inc., 4.25%, 06/01/28(b) |
110 | 91,933 | ||||||||||
Cablevision Lightpath
LLC, |
400 | 276,020 | ||||||||||
iliad SA(d) |
||||||||||||
5.38%, 06/14/27 |
EUR | 100 | 107,577 |
9 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Interactive Media & Services (continued) | ||||||||||||
iliad SA(d) (continued) |
||||||||||||
5.63%, 02/15/30 |
EUR | 100 | $ | 105,197 | ||||||||
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.(b) |
||||||||||||
4.75%, 04/30/27 |
USD | 264 | 225,542 | |||||||||
6.00%, 02/15/28 |
51 | 37,734 | ||||||||||
|
|
|||||||||||
844,003 | ||||||||||||
Internet Software & Services 1.0% | ||||||||||||
Booking Holdings, Inc., 0.75%, 05/01/25(g)(h) |
49 | 73,373 | ||||||||||
Go Daddy Operating Co. LLC/GD Finance Co., Inc.(b) |
||||||||||||
5.25%, 12/01/27 |
303 | 294,854 | ||||||||||
3.50%, 03/01/29 |
204 | 176,384 | ||||||||||
Match Group Holdings II LLC(b) |
||||||||||||
4.63%, 06/01/28 |
157 | 145,809 | ||||||||||
5.63%, 02/15/29 |
177 | 166,423 | ||||||||||
4.13%, 08/01/30 |
198 | 170,478 | ||||||||||
3.63%, 10/01/31(g) |
153 | 124,508 | ||||||||||
Uber Technologies, Inc. |
||||||||||||
7.50%, 05/15/25(b)(g) |
667 | 675,553 | ||||||||||
0.00%, 12/15/25(g)(h)(i) |
916 | 805,879 | ||||||||||
8.00%, 11/01/26(b) |
419 | 429,571 | ||||||||||
7.50%, 09/15/27(b)(g) |
622 | 641,350 | ||||||||||
6.25%, 01/15/28(b)(g) |
402 | 400,995 | ||||||||||
4.50%, 08/15/29(b)(g) |
972 | 885,735 | ||||||||||
|
|
|||||||||||
4,990,912 | ||||||||||||
IT Services 0.9% | ||||||||||||
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) |
150 | 124,221 | ||||||||||
CA Magnum Holdings, 5.38%, 10/31/26(b)(g) |
382 | 337,115 | ||||||||||
Camelot Finance SA, 4.50%, 11/01/26(b)(g) |
624 | 589,680 | ||||||||||
Dun & Bradstreet Corp., 5.00%, 12/15/29(b)(g) |
615 | 532,511 | ||||||||||
Fair Isaac Corp., 4.00%, 06/15/28(b)(g) |
366 | 339,465 | ||||||||||
Gartner, Inc.(b) |
||||||||||||
4.50%, 07/01/28 |
23 | 21,832 | ||||||||||
3.63%, 06/15/29 |
57 | 50,861 | ||||||||||
KBR, Inc., 4.75%, 09/30/28(b) |
206 | 184,084 | ||||||||||
La Financiere Atalian SASU, 5.13%, 05/15/25(d) |
EUR | 100 | 72,924 | |||||||||
McAfee Corp., 7.38%, 02/15/30(b)(g) |
USD | 786 | 659,057 | |||||||||
Presidio Holdings, Inc., 4.88%, 02/01/27(b) |
47 | 44,915 | ||||||||||
Science Applications International Corp., 4.88%, 04/01/28(b)(g) |
289 | 269,093 | ||||||||||
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b) |
163 | 161,613 | ||||||||||
Twilio, Inc. |
||||||||||||
3.63%, 03/15/29 |
142 | 122,475 | ||||||||||
3.88%, 03/15/31(g) |
319 | 270,678 | ||||||||||
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b)(g) |
692 | 599,082 | ||||||||||
|
|
|||||||||||
4,379,606 | ||||||||||||
Leisure Products 0.1% | ||||||||||||
Mattel, Inc. |
||||||||||||
6.20%, 10/01/40 |
219 | 197,238 | ||||||||||
5.45%, 11/01/41 |
278 | 234,077 | ||||||||||
|
|
|||||||||||
431,315 | ||||||||||||
Machinery 0.9% | ||||||||||||
ATS Corp., 4.13%, 12/15/28(b) |
108 | 95,786 | ||||||||||
Chart Industries, Inc.(b) |
||||||||||||
7.50%, 01/01/30(g) |
623 | 643,696 | ||||||||||
9.50%, 01/01/31 |
92 | 97,060 |
Security | Par (000) |
Value | ||||||||||
Machinery (continued) | ||||||||||||
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(l) |
USD | 240 | $ | 202,800 | ||||||||
Madison IAQ LLC, 5.88%, 06/30/29(b)(g) |
696 | 537,660 | ||||||||||
OT Merger Corp., 7.88%, 10/15/29(b) |
115 | 67,854 | ||||||||||
Terex Corp., 5.00%, 05/15/29(b)(g) |
333 | 309,860 | ||||||||||
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b)(g) |
852 | 713,550 | ||||||||||
TK Elevator Holdco
GmbH, |
400 | 345,696 | ||||||||||
TK Elevator Midco GmbH, 4.38%, 07/15/27(d) |
EUR | 205 | 200,646 | |||||||||
TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27(b)(g) |
USD | 1,433 | 1,352,895 | |||||||||
|
|
|||||||||||
4,567,503 | ||||||||||||
Marine Transportation 0.0% | ||||||||||||
Huntington Ingalls Industries, Inc., 4.20%, 05/01/30(g) |
178 | 166,595 | ||||||||||
|
|
|||||||||||
Media 7.6% | ||||||||||||
Altice Financing SA |
||||||||||||
3.00%, 01/15/28(d) |
EUR | 100 | 86,343 | |||||||||
5.00%, 01/15/28(b)(g) |
USD | 378 | 307,390 | |||||||||
5.75%, 08/15/29(b)(g) |
1,324 | 1,052,580 | ||||||||||
AMC Networks, Inc. |
||||||||||||
4.75%, 08/01/25 |
189 | 167,613 | ||||||||||
4.25%, 02/15/29 |
123 | 75,622 | ||||||||||
Block Communications, Inc., 4.88%, 03/01/28(b) |
92 | 79,496 | ||||||||||
Cable One, Inc. |
||||||||||||
0.00%, 03/15/26(h)(i) |
88 | 69,432 | ||||||||||
1.13%, 03/15/28(h) |
620 | 453,220 | ||||||||||
4.00%, 11/15/30(b)(g) |
298 | 242,563 | ||||||||||
CCO Holdings LLC/CCO Holdings Capital Corp. |
||||||||||||
5.13%, 05/01/27(b)(g) |
565 | 533,925 | ||||||||||
6.38%, 09/01/29(b)(g) |
734 | 700,970 | ||||||||||
4.75%, 03/01/30(b)(g) |
287 | 248,655 | ||||||||||
4.25%, 02/01/31(b)(g) |
764 | 624,692 | ||||||||||
7.38%, 03/01/31(b)(g) |
304 | 299,250 | ||||||||||
4.75%, 02/01/32(b)(g) |
433 | 363,656 | ||||||||||
4.50%, 05/01/32(g) |
211 | 172,560 | ||||||||||
4.50%, 06/01/33(b) |
260 | 209,313 | ||||||||||
4.25%, 01/15/34(b)(g) |
921 | 720,333 | ||||||||||
Charter Communications Operating LLC/Charter Communications Operating Capital(g) |
||||||||||||
4.91%, 07/23/25 |
2,425 | 2,400,800 | ||||||||||
5.38%, 05/01/47 |
425 | 350,646 | ||||||||||
Clear Channel International BV, 6.63%, 08/01/25(b)(g) |
384 | 373,664 | ||||||||||
Clear Channel Outdoor Holdings, Inc.(b)(g) |
||||||||||||
5.13%, 08/15/27 |
1,711 | 1,535,622 | ||||||||||
7.75%, 04/15/28 |
956 | 717,000 | ||||||||||
7.50%, 06/01/29 |
829 | 589,170 | ||||||||||
CMG Media Corp., 8.88%, 12/15/27(b)(g) |
498 | 376,488 | ||||||||||
Comcast Corp., 3.95%, 10/15/25(g) |
3,000 | 2,966,198 | ||||||||||
Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26(b)(g) |
1,866 | 1,754,040 | ||||||||||
CSC Holdings LLC |
||||||||||||
5.25%, 06/01/24(g) |
164 | 158,260 | ||||||||||
5.50%, 04/15/27(b) |
200 | 168,420 | ||||||||||
6.50%, 02/01/29(b)(g) |
865 | 718,393 | ||||||||||
4.13%, 12/01/30(b)(g) |
899 | 645,653 | ||||||||||
3.38%, 02/15/31(b)(g) |
257 | 177,754 | ||||||||||
4.50%, 11/15/31(b)(g) |
875 | 630,884 | ||||||||||
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27(b)(g) |
459 | 415,716 | ||||||||||
Discovery Communications LLC, 3.45%, 03/15/25(g) |
170 | 163,253 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Media (continued) | ||||||||||||
DISH DBS Corp.(g) |
||||||||||||
7.75%, 07/01/26 |
USD | 601 | $ | 396,660 | ||||||||
5.25%, 12/01/26(b) |
1,323 | 1,055,615 | ||||||||||
5.75%, 12/01/28(b) |
578 | 431,333 | ||||||||||
DISH Network Corp., 11.75%, 11/15/27(b)(g) |
179 | 173,630 | ||||||||||
Frontier Communications Holdings LLC(b)(g) |
||||||||||||
5.88%, 10/15/27 |
267 | 242,730 | ||||||||||
5.00%, 05/01/28 |
668 | 579,664 | ||||||||||
8.75%, 05/15/30 |
1,028 | 1,023,898 | ||||||||||
GCI LLC, 4.75%, 10/15/28(b) |
107 | 92,312 | ||||||||||
Iliad Holding SASU(b)(g) |
||||||||||||
6.50%, 10/15/26 |
1,423 | 1,356,147 | ||||||||||
7.00%, 10/15/28 |
743 | 704,951 | ||||||||||
Interpublic Group of Cos., Inc., 5.40%, 10/01/48(g) |
200 | 192,480 | ||||||||||
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27(b)(g) |
360 | 340,020 | ||||||||||
Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23(b)(l) |
389 | 93,131 | ||||||||||
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b)(g) |
232 | 152,540 | ||||||||||
Live Nation Entertainment, Inc.(b) |
||||||||||||
4.88%, 11/01/24 |
31 | 30,380 | ||||||||||
5.63%, 03/15/26 |
16 | 15,480 | ||||||||||
6.50%, 05/15/27(g) |
1,582 | 1,598,997 | ||||||||||
4.75%, 10/15/27(g) |
288 | 266,400 | ||||||||||
3.75%, 01/15/28 |
196 | 175,420 | ||||||||||
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) |
177 | 160,185 | ||||||||||
Network i2i Ltd., (5 year CMT +
4.27%), |
300 | 283,556 | ||||||||||
Outfront Media Capital LLC/Outfront Media Capital Corp.(b) |
||||||||||||
5.00%, 08/15/27(g) |
558 | 502,663 | ||||||||||
4.25%, 01/15/29(g) |
230 | 190,900 | ||||||||||
4.63%, 03/15/30 |
81 | 67,551 | ||||||||||
Radiate Holdco LLC/Radiate
Finance, |
||||||||||||
4.50%, 09/15/26 |
995 | 778,587 | ||||||||||
6.50%, 09/15/28 |
1,708 | 700,280 | ||||||||||
Sable International Finance Ltd., 5.75%, 09/07/27(b) |
200 | 186,350 | ||||||||||
Sinclair Television Group, Inc., 4.13%, 12/01/30(b)(g) |
495 | 399,094 | ||||||||||
Sirius XM Radio, Inc.(b)(g) |
||||||||||||
3.13%, 09/01/26 |
491 | 442,882 | ||||||||||
5.00%, 08/01/27 |
812 | 760,203 | ||||||||||
4.00%, 07/15/28 |
244 | 209,581 | ||||||||||
Stagwell Global LLC, 5.63%, 08/15/29(b) |
101 | 88,571 | ||||||||||
Summer BC Holdco B SARL, 5.75%, 10/31/26(d) |
EUR | 100 | 94,351 | |||||||||
Summer BidCo BV, (9.00% Cash or 9.75% PIK), 9.00%, 11/15/25(d)(l) |
113 | 94,401 | ||||||||||
TEGNA, Inc., 4.75%, 03/15/26(b) |
USD | 45 | 42,687 | |||||||||
Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28(b) |
200 | 184,000 | ||||||||||
Univision Communications, Inc.(b) |
||||||||||||
5.13%, 02/15/25 |
133 | 130,630 | ||||||||||
6.63%, 06/01/27 |
234 | 221,879 | ||||||||||
7.38%, 06/30/30(g) |
209 | 197,597 | ||||||||||
UPC Broadband Finco
BV, |
449 | 388,264 | ||||||||||
Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28(b)(g) |
754 | 670,118 | ||||||||||
VZ Secured Financing BV, 3.50%, 01/15/32(d) |
EUR | 100 | 86,280 |
Security | Par (000) |
Value | ||||||||||
Media (continued) | ||||||||||||
Warnermedia Holdings, Inc., 6.41%, 03/15/26 |
USD | 90 | $ | 90,454 | ||||||||
Ziggo Bond Co. BV(b)(g) |
||||||||||||
6.00%, 01/15/27 |
199 | 183,599 | ||||||||||
5.13%, 02/28/30 |
225 | 180,912 | ||||||||||
Ziggo BV, 4.88%, 01/15/30(b)(g) |
200 | 170,500 | ||||||||||
|
|
|||||||||||
36,977,437 | ||||||||||||
Metals & Mining 1.8% | ||||||||||||
ABJA Investment Co. Pte. Ltd., 5.95%, 07/31/24(d) |
250 | 248,125 | ||||||||||
Arconic Corp.(b) |
||||||||||||
6.00%, 05/15/25 |
83 | 83,000 | ||||||||||
6.13%, 02/15/28(g) |
378 | 371,841 | ||||||||||
ATI, Inc. |
||||||||||||
5.88%, 12/01/27 |
171 | 167,050 | ||||||||||
4.88%, 10/01/29 |
101 | 91,915 | ||||||||||
5.13%, 10/01/31 |
273 | 248,430 | ||||||||||
Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29(b)(g) |
1,143 | 1,134,267 | ||||||||||
Carpenter Technology Corp. |
||||||||||||
6.38%, 07/15/28 |
81 | 79,008 | ||||||||||
7.63%, 03/15/30(g) |
326 | 337,196 | ||||||||||
Commercial Metals Co. |
||||||||||||
4.13%, 01/15/30 |
31 | 27,362 | ||||||||||
4.38%, 03/15/32 |
37 | 31,828 | ||||||||||
Constellium SE |
||||||||||||
4.25%, 02/15/26(d) |
EUR | 100 | 105,223 | |||||||||
5.88%, 02/15/26(b)(g) |
USD | 588 | 588,647 | |||||||||
5.63%, 06/15/28(b)(g) |
500 | 472,013 | ||||||||||
3.75%, 04/15/29(b)(g) |
756 | 654,855 | ||||||||||
JSW Steel Ltd., 5.95%, 04/18/24(d) |
200 | 196,500 | ||||||||||
Kaiser Aluminum Corp.(b)(g) |
||||||||||||
4.63%, 03/01/28 |
163 | 145,074 | ||||||||||
4.50%, 06/01/31 |
347 | 284,960 | ||||||||||
New Gold, Inc., 7.50%, 07/15/27(b)(g) |
545 | 524,601 | ||||||||||
Novelis Corp.(b)(g) |
||||||||||||
3.25%, 11/15/26 |
809 | 739,317 | ||||||||||
4.75%, 01/30/30 |
951 | 873,774 | ||||||||||
3.88%, 08/15/31 |
1,030 | 867,507 | ||||||||||
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(d) |
EUR | 200 | 188,580 | |||||||||
Roller Bearing Co. of America, Inc., 4.38%, 10/15/29(b) |
USD | 122 | 108,935 | |||||||||
Stillwater Mining Co., 4.00%, 11/16/26(d) |
200 | 178,500 | ||||||||||
Vedanta Resources Finance II PLC, 13.88%, 01/21/24(d) |
200 | 160,163 | ||||||||||
|
|
|||||||||||
8,908,671 | ||||||||||||
Offshore Drilling & Other Services 0.5% | ||||||||||||
Applied Materials, Inc., 3.90%, 10/01/25(g) |
285 | 281,221 | ||||||||||
Entegris Escrow Corp., 4.75%, 04/15/29(b)(g) |
1,872 | 1,769,794 | ||||||||||
Entegris, Inc.(b) |
||||||||||||
4.38%, 04/15/28 |
246 | 222,243 | ||||||||||
3.63%, 05/01/29 |
158 | 136,379 | ||||||||||
|
|
|||||||||||
2,409,637 | ||||||||||||
Oil, Gas & Consumable Fuels 9.2% | ||||||||||||
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)(g) |
728 | 714,328 | ||||||||||
Antero Midstream Partners LP/Antero Midstream Finance Corp.(b) |
||||||||||||
5.75%, 03/01/27 |
298 | 291,152 | ||||||||||
5.75%, 01/15/28 |
59 | 56,640 |
11 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Antero Midstream Partners LP/Antero Midstream Finance Corp.(b) (continued) |
||||||||||||
5.38%, 06/15/29 |
USD | 206 | $ | 193,875 | ||||||||
Apache Corp. |
||||||||||||
4.25%, 01/15/30(g) |
177 | 161,513 | ||||||||||
5.10%, 09/01/40(g) |
269 | 227,978 | ||||||||||
5.35%, 07/01/49 |
137 | 105,879 | ||||||||||
Arcosa, Inc., 4.38%, 04/15/29(b)(g) |
374 | 332,621 | ||||||||||
Ascent Resources Utica Holdings LLC/ARU Finance Corp.(b) |
||||||||||||
9.00%, 11/01/27(g) |
580 | 704,559 | ||||||||||
5.88%, 06/30/29 |
210 | 185,325 | ||||||||||
Buckeye Partners LP |
||||||||||||
4.13%, 03/01/25(b) |
262 | 247,830 | ||||||||||
5.85%, 11/15/43 |
145 | 109,488 | ||||||||||
5.60%, 10/15/44 |
86 | 60,900 | ||||||||||
Callon Petroleum Co. |
||||||||||||
8.25%, 07/15/25 |
44 | 43,692 | ||||||||||
6.38%, 07/01/26 |
162 | 153,900 | ||||||||||
8.00%, 08/01/28(b)(g) |
1,085 | 1,074,909 | ||||||||||
7.50%, 06/15/30(b)(g) |
599 | 563,060 | ||||||||||
Cellnex Finance Co. SA, 1.25%, 01/15/29(d) |
EUR | 100 | 88,705 | |||||||||
Cheniere Energy Partners LP(g) |
||||||||||||
4.50%, 10/01/29 |
USD | 716 | 665,172 | |||||||||
4.00%, 03/01/31 |
619 | 550,873 | ||||||||||
3.25%, 01/31/32 |
639 | 527,891 | ||||||||||
Chesapeake Energy Corp.(b) |
||||||||||||
5.88%, 02/01/29 |
41 | 39,027 | ||||||||||
6.75%, 04/15/29(g) |
459 | 455,677 | ||||||||||
Civitas Resources, Inc., 5.00%, 10/15/26(b) |
88 | 82,721 | ||||||||||
CNX Midstream Partners LP, 4.75%, 04/15/30(b) |
96 | 82,560 | ||||||||||
CNX Resources Corp.(b) |
||||||||||||
6.00%, 01/15/29 |
66 | 61,710 | ||||||||||
7.38%, 01/15/31(g) |
189 | 186,165 | ||||||||||
Comstock Resources, Inc.(b)(g) |
||||||||||||
6.75%, 03/01/29 |
647 | 592,031 | ||||||||||
5.88%, 01/15/30 |
469 | 402,940 | ||||||||||
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31(b)(g) |
1,617 | 1,453,440 | ||||||||||
Crescent Energy Finance LLC(b)(g) |
||||||||||||
7.25%, 05/01/26 |
708 | 665,520 | ||||||||||
9.25%, 02/15/28 |
254 | 243,522 | ||||||||||
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b) |
||||||||||||
5.63%, 05/01/27 |
52 | 50,097 | ||||||||||
6.00%, 02/01/29 |
277 | 263,701 | ||||||||||
8.00%, 04/01/29 |
45 | 45,900 | ||||||||||
7.38%, 02/01/31 |
96 | 96,000 | ||||||||||
CrownRock LP/CrownRock Finance, Inc.(b) |
||||||||||||
5.63%, 10/15/25(g) |
685 | 671,340 | ||||||||||
5.00%, 05/01/29 |
44 | 40,991 | ||||||||||
DCP Midstream Operating LP(b) |
||||||||||||
6.45%, 11/03/36 |
162 | 168,017 | ||||||||||
6.75%, 09/15/37(g) |
295 | 319,995 | ||||||||||
Diamondback Energy, Inc., 6.25%, 03/15/33(g) |
602 | 636,180 | ||||||||||
DT Midstream, Inc.(b)(g) |
||||||||||||
4.13%, 06/15/29 |
328 | 287,558 | ||||||||||
4.38%, 06/15/31 |
418 | 364,157 | ||||||||||
Dycom Industries, Inc., 4.50%, 04/15/29(b) |
119 | 107,398 |
Security | Par (000) |
Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Earthstone Energy Holdings LLC, 8.00%, 04/15/27(b)(g) |
USD | 272 | $ | 263,929 | ||||||||
Ecopetrol SA |
||||||||||||
8.88%, 01/13/33 |
122 | 123,068 | ||||||||||
5.88%, 05/28/45 |
78 | 53,430 | ||||||||||
eG Global Finance PLC(b)(g) |
||||||||||||
6.75%, 02/07/25 |
396 | 366,514 | ||||||||||
8.50%, 10/30/25 |
252 | 235,877 | ||||||||||
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(a)(g) |
1,565 | 1,423,209 | ||||||||||
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28(b)(g) |
386 | 383,105 | ||||||||||
Energy Transfer LP(g) |
||||||||||||
3.90%, 07/15/26 |
235 | 226,005 | ||||||||||
3.75%, 05/15/30 |
810 | 747,477 | ||||||||||
Series H, (5 year CMT + 5.69%), 6.50%(a)(k) |
456 | 401,280 | ||||||||||
EnLink Midstream LLC |
||||||||||||
5.63%, 01/15/28(b)(g) |
348 | 341,040 | ||||||||||
5.38%, 06/01/29 |
272 | 261,800 | ||||||||||
6.50%, 09/01/30(b) |
231 | 233,590 | ||||||||||
EnLink Midstream Partners LP |
||||||||||||
4.15%, 06/01/25 |
7 | 6,790 | ||||||||||
4.85%, 07/15/26 |
115 | 110,688 | ||||||||||
5.60%, 04/01/44 |
226 | 184,454 | ||||||||||
5.45%, 06/01/47 |
60 | 47,819 | ||||||||||
EQM Midstream Partners LP |
||||||||||||
6.00%, 07/01/25(b) |
128 | 126,540 | ||||||||||
4.13%, 12/01/26 |
100 | 90,814 | ||||||||||
6.50%, 07/01/27(b)(g) |
364 | 352,818 | ||||||||||
4.50%, 01/15/29(b) |
21 | 17,850 | ||||||||||
7.50%, 06/01/30(b) |
84 | 81,375 | ||||||||||
4.75%, 01/15/31(b)(g) |
506 | 419,980 | ||||||||||
Genesis Energy LP/Genesis Energy Finance Corp. |
||||||||||||
6.50%, 10/01/25 |
112 | 108,489 | ||||||||||
7.75%, 02/01/28 |
164 | 159,009 | ||||||||||
8.88%, 04/15/30 |
153 | 154,913 | ||||||||||
Gulfport Energy Corp., 8.00%, 05/17/26(b) |
37 | 36,630 | ||||||||||
Harvest Midstream I LP, 7.50%, 09/01/28(b) |
60 | 59,839 | ||||||||||
Hess Corp., 4.30%, 04/01/27 |
50 | 48,806 | ||||||||||
Hess Midstream Operations LP, 4.25%, 02/15/30(b)(g) |
240 | 214,344 | ||||||||||
Hilcorp Energy I LP/Hilcorp Finance Co.(b) |
||||||||||||
6.25%, 11/01/28 |
145 | 137,603 | ||||||||||
5.75%, 02/01/29 |
214 | 196,997 | ||||||||||
6.00%, 02/01/31 |
16 | 14,732 | ||||||||||
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(d) |
200 | 188,913 | ||||||||||
HTA Group Ltd., 7.00%, 12/18/25(b) |
200 | 189,875 | ||||||||||
IHS Holding Ltd., 6.25%, 11/29/28(b) |
200 | 159,600 | ||||||||||
Impulsora Pipeline LLC, 6.05%, 12/31/42(c) |
1,345 | 1,209,481 | ||||||||||
ITT Holdings LLC, 6.50%, 08/01/29(b)(g) |
343 | 289,602 | ||||||||||
Kinder Morgan, Inc., 4.80%, 02/01/33(g) |
517 | 498,815 | ||||||||||
Kinetik Holdings LP, 5.88%, 06/15/30(b)(g) |
533 | 513,012 | ||||||||||
Leviathan Bond Ltd., 5.75%, 06/30/23(b)(d) |
58 | 58,025 | ||||||||||
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b) |
32 | 31,115 | ||||||||||
Matador Resources Co., 5.88%, 09/15/26 |
436 | 430,166 | ||||||||||
Medco Bell Pte. Ltd., 6.38%, 01/30/27(d) |
250 | 226,250 | ||||||||||
MPLX LP, 4.25%, 12/01/27 |
185 | 179,139 | ||||||||||
Murphy Oil Corp. |
||||||||||||
5.75%, 08/15/25 |
14 | 13,826 | ||||||||||
5.88%, 12/01/27 |
56 | 54,540 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Murphy Oil Corp. (continued) |
||||||||||||
6.13%, 12/01/42 |
USD | 29 | $ | 24,027 | ||||||||
Murphy Oil USA, Inc., 4.75%, 09/15/29 |
146 | 132,993 | ||||||||||
Nabors Industries Ltd.(b) |
||||||||||||
7.25%, 01/15/26 |
199 | 189,796 | ||||||||||
7.50%, 01/15/28(g) |
296 | 273,179 | ||||||||||
Nabors Industries, Inc.(g) |
||||||||||||
5.75%, 02/01/25 |
968 | 937,750 | ||||||||||
7.38%, 05/15/27(b) |
377 | 369,226 | ||||||||||
New Fortress Energy, Inc.(b)(g) |
||||||||||||
6.75%, 09/15/25 |
783 | 753,637 | ||||||||||
6.50%, 09/30/26 |
1,366 | 1,256,720 | ||||||||||
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b)(g) |
190 | 183,328 | ||||||||||
NGPL PipeCo LLC, 7.77%, 12/15/37(b)(g) |
227 | 250,146 | ||||||||||
Northern Oil & Gas, Inc., 8.13%, 03/01/28(b)(g) |
1,202 | 1,192,324 | ||||||||||
NuStar Logistics LP |
||||||||||||
6.00%, 06/01/26 |
163 | 159,774 | ||||||||||
6.38%, 10/01/30 |
25 | 23,988 | ||||||||||
Occidental Petroleum Corp. |
||||||||||||
6.95%, 07/01/24 |
30 | 30,378 | ||||||||||
5.88%, 09/01/25 |
117 | 117,909 | ||||||||||
8.88%, 07/15/30(g) |
266 | 309,395 | ||||||||||
6.63%, 09/01/30(g) |
713 | 750,910 | ||||||||||
6.13%, 01/01/31 |
26 | 26,975 | ||||||||||
7.50%, 05/01/31 |
94 | 103,673 | ||||||||||
6.45%, 09/15/36(g) |
271 | 284,938 | ||||||||||
6.20%, 03/15/40(g) |
899 | 903,855 | ||||||||||
4.63%, 06/15/45 |
28 | 22,428 | ||||||||||
6.60%, 03/15/46 |
208 | 218,688 | ||||||||||
4.40%, 04/15/46 |
105 | 83,213 | ||||||||||
4.20%, 03/15/48 |
34 | 26,350 | ||||||||||
PDC Energy, Inc. |
||||||||||||
6.13%, 09/15/24 |
75 | 74,625 | ||||||||||
5.75%, 05/15/26 |
235 | 228,761 | ||||||||||
Permian Resources Operating LLC(b) |
||||||||||||
5.38%, 01/15/26 |
52 | 49,287 | ||||||||||
7.75%, 02/15/26(g) |
613 | 614,532 | ||||||||||
6.88%, 04/01/27 |
177 | 173,163 | ||||||||||
5.88%, 07/01/29(g) |
392 | 371,181 | ||||||||||
Petroleos Mexicanos |
||||||||||||
6.50%, 03/13/27 |
130 | 117,468 | ||||||||||
8.75%, 06/02/29(g) |
130 | 119,970 | ||||||||||
5.95%, 01/28/31 |
158 | 120,222 | ||||||||||
6.70%, 02/16/32(g) |
97 | 76,902 | ||||||||||
Precision Drilling Corp., 6.88%, 01/15/29(b) |
12 | 10,890 | ||||||||||
Puma International Financing SA, 5.13%, 10/06/24(b) |
200 | 187,000 | ||||||||||
Range Resources Corp., 4.88%, 05/15/25 |
14 | 13,726 | ||||||||||
Rockcliff Energy II LLC, 5.50%, 10/15/29(b)(g) |
196 | 173,708 | ||||||||||
Rockies Express Pipeline LLC, 4.95%, 07/15/29(b) |
51 | 45,433 | ||||||||||
SM Energy Co. |
||||||||||||
5.63%, 06/01/25 |
175 | 169,679 | ||||||||||
6.75%, 09/15/26(g) |
156 | 152,983 | ||||||||||
6.63%, 01/15/27 |
21 | 20,174 | ||||||||||
6.50%, 07/15/28(g) |
163 | 155,544 | ||||||||||
Southwestern Energy Co. |
||||||||||||
5.70%, 01/23/25 |
18 | 18,009 | ||||||||||
5.38%, 02/01/29(g) |
252 | 237,510 | ||||||||||
4.75%, 02/01/32 |
5 | 4,415 |
Security | Par (000) |
Value | ||||||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||||||
Sunoco LP/Sunoco Finance Corp. |
||||||||||||
6.00%, 04/15/27 |
USD | 63 | $ | 62,199 | ||||||||
5.88%, 03/15/28 |
124 | 119,040 | ||||||||||
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(b) |
||||||||||||
7.50%, 10/01/25 |
13 | 12,994 | ||||||||||
6.00%, 03/01/27 |
41 | 38,810 | ||||||||||
5.50%, 01/15/28 |
72 | 65,834 | ||||||||||
6.00%, 12/31/30 |
28 | 25,024 | ||||||||||
6.00%, 09/01/31 |
131 | 115,839 | ||||||||||
Tap Rock Resources
LLC, |
768 | 672,813 | ||||||||||
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28(g) |
280 | 267,829 | ||||||||||
Transocean Titan Financing Ltd., 8.38%, 02/01/28(b) |
175 | 180,087 | ||||||||||
Transocean, Inc.(b) |
||||||||||||
7.50%, 01/15/26(g) |
235 | 213,371 | ||||||||||
11.50%, 01/30/27 |
206 | 212,757 | ||||||||||
8.75%, 02/15/30(g) |
972 | 991,440 | ||||||||||
Venture Global Calcasieu Pass LLC(b)(g) |
||||||||||||
3.88%, 08/15/29 |
870 | 784,740 | ||||||||||
4.13%, 08/15/31 |
770 | 676,507 | ||||||||||
3.88%, 11/01/33 |
1,442 | 1,211,280 | ||||||||||
Vermilion Energy, Inc., 6.88%, 05/01/30(b) |
159 | 144,800 | ||||||||||
Vivo Energy Investments BV, 5.13%, 09/24/27(b) |
200 | 182,538 | ||||||||||
Western Midstream Operating LP |
||||||||||||
6.15%, 04/01/33 |
75 | 76,017 | ||||||||||
5.45%, 04/01/44(g) |
339 | 295,615 | ||||||||||
5.30%, 03/01/48(g) |
199 | 168,615 | ||||||||||
5.50%, 08/15/48 |
99 | 85,256 | ||||||||||
5.50%, 02/01/50(g) |
795 | 674,557 | ||||||||||
|
|
|||||||||||
45,088,854 | ||||||||||||
Passenger Airlines 1.3% | ||||||||||||
Air Canada, 3.88%, 08/15/26(b)(g) |
464 | 421,313 | ||||||||||
Allegiant Travel Co., 7.25%, 08/15/27(b) |
113 | 112,491 | ||||||||||
American Airlines, Inc.(b) |
||||||||||||
11.75%, 07/15/25(g) |
925 | 1,011,987 | ||||||||||
7.25%, 02/15/28 |
84 | 81,690 | ||||||||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b) |
||||||||||||
5.50%, 04/20/26 |
226 | 222,574 | ||||||||||
5.75%, 04/20/29(g) |
1,135 | 1,088,545 | ||||||||||
Avianca Midco 2 PLC, 9.00%, 12/01/28(b) |
151 | 124,176 | ||||||||||
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., |
249 | 236,389 | ||||||||||
International Consolidated Airlines Group SA, |
EUR | 100 | 89,130 | |||||||||
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b)(g) |
USD | 887 | 884,542 | |||||||||
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25(b) |
256 | 257,649 | ||||||||||
United Airlines Pass-Through Trust(g) |
||||||||||||
Series 2020-1, Class A, 5.88%, 04/15/29 |
531 | 528,836 | ||||||||||
Series 2020-1, Class B, 4.88%, 07/15/27 |
36 | 34,972 | ||||||||||
United Airlines, Inc.(b)(g) |
||||||||||||
4.38%, 04/15/26 |
541 | 517,582 | ||||||||||
4.63%, 04/15/29 |
690 | 624,106 | ||||||||||
|
|
|||||||||||
6,235,982 | ||||||||||||
Pharmaceuticals 1.0% | ||||||||||||
AbbVie, Inc., 4.25%, 11/14/28(g) |
1,000 | 993,950 |
13 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Pharmaceuticals (continued) | ||||||||||||
Bayer AG, (5 year EUR Swap + 3.75%), 4.50%, 03/25/82(a)(d) |
EUR | 100 | $ | 100,308 | ||||||||
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(d) |
100 | 100,638 | ||||||||||
CVS Health Corp., 3.75%, 04/01/30(g) |
USD | 1,000 | 935,494 | |||||||||
Gruenenthal GmbH, 4.13%, 05/15/28(d) |
EUR | 100 | 98,147 | |||||||||
Jazz Securities DAC, 4.38%, 01/15/29(b)(g) |
USD | 200 | 184,000 | |||||||||
Option Care Health, Inc., 4.38%, 10/31/29(b) |
245 | 216,357 | ||||||||||
Organon & Co./Organon Foreign Debt Co.-Issuer BV(b)(g) |
||||||||||||
4.13%, 04/30/28 |
428 | 391,239 | ||||||||||
5.13%, 04/30/31 |
398 | 353,282 | ||||||||||
PRA Health Sciences,
Inc., |
484 | 446,446 | ||||||||||
Teva Pharmaceutical Finance Netherlands II BV, 7.38%, 09/15/29 |
EUR | 100 | 109,498 | |||||||||
Teva Pharmaceutical Finance Netherlands III BV |
||||||||||||
3.15%, 10/01/26 |
USD | 168 | 151,095 | |||||||||
4.75%, 05/09/27(g) |
400 | 372,000 | ||||||||||
7.88%, 09/15/29 |
200 | 208,500 | ||||||||||
8.13%, 09/15/31 |
200 | 209,350 | ||||||||||
|
|
|||||||||||
4,870,304 | ||||||||||||
Real Estate 0.0% | ||||||||||||
VICI Properties LP/VICI Note Co., Inc., 4.50%, 01/15/28(b) |
98 | 90,753 | ||||||||||
|
|
|||||||||||
Real Estate Management & Development 0.5% | ||||||||||||
Agps Bondco PLC, 2.75%, 11/13/26(d)(e)(j) |
EUR | 100 | 41,927 | |||||||||
CIFI Holdings Group Co. Ltd., 6.00%, 07/16/25(d)(e)(j) |
USD | 200 | 41,000 | |||||||||
Country Garden Holdings Co. Ltd., 6.50%, 04/08/24(d) |
200 | 159,000 | ||||||||||
Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/27(l) |
218 | 50,106 | ||||||||||
Fantasia Holdings Group Co. Ltd.(d)(e)(j) |
||||||||||||
11.75%, 04/17/22 |
400 | 41,000 | ||||||||||
11.88%, 06/01/23 |
200 | 20,500 | ||||||||||
9.25%, 07/28/23 |
200 | 20,500 | ||||||||||
9.88%, 10/19/23 |
200 | 20,500 | ||||||||||
Greystar Real Estate Partners LLC, 5.75%, 12/01/25(b) |
100 | 97,406 | ||||||||||
Howard Hughes Corp.(b) |
||||||||||||
5.38%, 08/01/28 |
79 | 71,938 | ||||||||||
4.13%, 02/01/29 |
149 | 126,193 | ||||||||||
4.38%, 02/01/31 |
140 | 112,700 | ||||||||||
Jingrui Holdings Ltd., 12.00%, 07/25/22(d)(e)(j) |
200 | 17,091 | ||||||||||
Modern Land China Co. Ltd.(d)(e)(j)(l) |
||||||||||||
7.00%, 12/30/23 |
162 | 11,721 | ||||||||||
9.00%, 12/30/27 |
324 | 21,216 | ||||||||||
Realogy Group LLC/Realogy
Co.-Issuer |
||||||||||||
5.75%, 01/15/29 |
456 | 341,298 | ||||||||||
5.25%, 04/15/30 |
135 | 98,399 | ||||||||||
Ronshine China Holdings Ltd., 6.75%, 08/05/24(d)(e)(j) |
200 | 13,500 | ||||||||||
Sinic Holdings Group Co. Ltd., 10.50%, 06/18/22(e)(j) |
200 | 2,000 | ||||||||||
Theta Capital Pte. Ltd., 8.13%, 01/22/25(d) |
200 | 160,662 | ||||||||||
VICI Properties LP, 5.13%, 05/15/32(g) |
851 | 801,761 | ||||||||||
Yanlord Land HK Co.
Ltd., |
200 | 194,000 |
Security | Par (000) |
Value | ||||||||||
Real Estate Management & Development (continued) | ||||||||||||
Yuzhou Group Holdings Co. Ltd.(d)(e)(j) |
||||||||||||
7.70%, 02/20/25 |
USD | 200 | $ | 17,500 | ||||||||
8.30%, 05/27/25 |
200 | 17,500 | ||||||||||
|
|
|||||||||||
2,499,418 | ||||||||||||
Semiconductors & Semiconductor Equipment 1.1% | ||||||||||||
Broadcom, Inc.(g) |
||||||||||||
4.11%, 09/15/28 |
1,594 | 1,523,127 | ||||||||||
4.30%, 11/15/32 |
400 | 368,537 | ||||||||||
3.42%, 04/15/33(b) |
241 | 201,647 | ||||||||||
Marvell Technology, Inc., 2.95%, 04/15/31(g) |
233 | 194,567 | ||||||||||
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25 |
33 | 31,263 | ||||||||||
QUALCOMM, Inc., 1.65%, 05/20/32(g) |
1,779 | 1,441,599 | ||||||||||
Sensata Technologies B.V.(b) |
||||||||||||
5.63%, 11/01/24(g) |
229 | 228,318 | ||||||||||
5.00%, 10/01/25 |
324 | 321,627 | ||||||||||
4.00%, 04/15/29 |
168 | 151,784 | ||||||||||
5.88%, 09/01/30 |
237 | 234,926 | ||||||||||
Sensata Technologies, Inc.(b) |
||||||||||||
4.38%, 02/15/30(g) |
584 | 532,117 | ||||||||||
3.75%, 02/15/31 |
34 | 29,750 | ||||||||||
Synaptics, Inc., 4.00%, 06/15/29(b)(g) |
172 | 148,115 | ||||||||||
|
|
|||||||||||
5,407,377 | ||||||||||||
Software 2.1% | ||||||||||||
ACI Worldwide, Inc., 5.75%, 08/15/26(b)(g) |
444 | 439,560 | ||||||||||
Alteryx, Inc., 8.75%, 03/15/28 |
228 | 229,475 | ||||||||||
Black Knight InfoServ LLC, 3.63%, 09/01/28(b)(g) |
386 | 350,778 | ||||||||||
Boxer Parent Co., Inc. |
||||||||||||
6.50%, 10/02/25(d) |
EUR | 100 | 107,172 | |||||||||
7.13%, 10/02/25(b)(g) |
USD | 398 | 396,103 | |||||||||
9.13%, 03/01/26(b)(g) |
678 | 657,470 | ||||||||||
Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29(b)(g) |
517 | 508,148 | ||||||||||
Cloud Software Group Holdings, Inc., 6.50%, 03/31/29(b)(g) |
2,864 | 2,533,506 | ||||||||||
Crowdstrike Holdings, Inc., 3.00%, 02/15/29 |
41 | 35,782 | ||||||||||
Elastic NV, 4.13%, 07/15/29(b)(g) |
376 | 321,010 | ||||||||||
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b) |
200 | 162,493 | ||||||||||
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b) |
197 | 169,170 | ||||||||||
MicroStrategy, Inc., 6.13%, 06/15/28(b)(g) |
451 | 400,263 | ||||||||||
Open Text Corp., 6.90%, 12/01/27(b)(g) |
871 | 898,524 | ||||||||||
Oracle Corp.(g) |
||||||||||||
6.25%, 11/09/32 |
1,000 | 1,075,551 | ||||||||||
3.60%, 04/01/50 |
785 | 556,796 | ||||||||||
SS&C Technologies,
Inc., |
1,017 | 986,794 | ||||||||||
Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25(b)(g) |
609 | 458,431 | ||||||||||
|
|
|||||||||||
10,287,026 | ||||||||||||
Specialized REITs 0.1% | ||||||||||||
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28(b)(g) |
480 | 465,600 | ||||||||||
|
|
|||||||||||
Specialty Retail(b) 0.3% | ||||||||||||
Arko Corp., 5.13%, 11/15/29 |
181 | 149,812 | ||||||||||
PetSmart, Inc./PetSmart Finance Corp. |
||||||||||||
4.75%, 02/15/28 |
343 | 321,991 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Specialty Retail (continued) | ||||||||||||
PetSmart, Inc./PetSmart Finance Corp. (continued) |
|
|||||||||||
7.75%, 02/15/29(g) |
USD | 587 | $ | 576,205 | ||||||||
Staples, Inc., 7.50%, 04/15/26 |
411 | 360,089 | ||||||||||
|
|
|||||||||||
1,408,097 | ||||||||||||
Technology Hardware, Storage & Peripherals 0.1% | ||||||||||||
Coherent Corp., 5.00%, 12/15/29(b)(g) |
422 | 383,049 | ||||||||||
|
|
|||||||||||
Textiles, Apparel & Luxury Goods(b) 0.1% | ||||||||||||
Crocs, Inc., 4.25%, 03/15/29 |
25 | 21,928 | ||||||||||
Hanesbrands, Inc., 9.00%, 02/15/31 |
283 | 289,721 | ||||||||||
Kontoor Brands, Inc., 4.13%, 11/15/29 |
98 | 84,102 | ||||||||||
William Carter Co., 5.63%, 03/15/27 |
160 | 155,514 | ||||||||||
|
|
|||||||||||
551,265 | ||||||||||||
Transportation Infrastructure 0.2% | ||||||||||||
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(b) |
200 | 194,375 | ||||||||||
Azzurra Aeroporti SpA, 2.63%, 05/30/27(d) |
EUR | 100 | 95,600 | |||||||||
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27(d) |
USD | 200 | 173,918 | |||||||||
Heathrow Finance PLC, 4.38%, 09/01/29(d)(m) |
GBP | 100 | 102,389 | |||||||||
Mexico City Airport Trust, 5.50%, 07/31/47(d) |
USD | 200 | 152,760 | |||||||||
Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26(b)(g) |
435 | 422,698 | ||||||||||
|
|
|||||||||||
1,141,740 | ||||||||||||
Utilities 0.4% | ||||||||||||
American Water Capital Corp., 4.45%, 06/01/32(g) |
900 | 886,169 | ||||||||||
Consensus Cloud Solutions, Inc.(b) |
||||||||||||
6.00%, 10/15/26 |
71 | 61,682 | ||||||||||
6.50%, 10/15/28 |
64 | 53,075 | ||||||||||
FEL Energy VI SARL, 5.75%, 12/01/40 |
185 | 151,528 | ||||||||||
Mong Duong Finance Holdings BV, 5.13%, 05/07/29(d) |
250 | 210,672 | ||||||||||
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b)(g) |
352 | 322,025 | ||||||||||
Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33(d) |
162 | 157,832 | ||||||||||
Vistra Operations Co. LLC(b) |
||||||||||||
5.50%, 09/01/26 |
19 | 18,446 | ||||||||||
5.00%, 07/31/27 |
10 | 9,455 | ||||||||||
4.38%, 05/01/29 |
140 | 123,958 | ||||||||||
|
|
|||||||||||
1,994,842 | ||||||||||||
Wireless Telecommunication Services 1.1% | ||||||||||||
Altice France SA/France |
||||||||||||
5.88%, 02/01/27(d) |
EUR | 100 | 95,640 | |||||||||
8.13%, 02/01/27(b)(g) |
USD | 507 | 469,330 | |||||||||
5.50%, 01/15/28(b)(g) |
381 | 313,010 | ||||||||||
5.13%, 01/15/29(b) |
200 | 152,406 | ||||||||||
5.13%, 07/15/29(b)(g) |
702 | 528,255 | ||||||||||
5.50%, 10/15/29(b) |
572 | 437,383 | ||||||||||
Kenbourne Invest SA, 6.88%, 11/26/24(b) |
275 | 206,216 | ||||||||||
Rogers Communications, Inc., 5.00%, 03/15/44(g) |
545 | 491,516 | ||||||||||
SBA Communications Corp., 3.13%, 02/01/29(g) |
343 | 298,389 | ||||||||||
Sprint LLC, 7.63%, 03/01/26(g) |
506 | 535,085 | ||||||||||
VICI Properties LP/VICI Note Co., Inc.(b) |
||||||||||||
5.63%, 05/01/24 |
54 | 53,528 | ||||||||||
3.50%, 02/15/25 |
108 | 102,353 | ||||||||||
4.63%, 06/15/25 |
120 | 116,018 | ||||||||||
4.25%, 12/01/26 |
104 | 97,034 | ||||||||||
4.63%, 12/01/29(g) |
414 | 376,870 |
Security | Par (000) |
Value | ||||||||||
Wireless Telecommunication Services (continued) | ||||||||||||
VICI Properties LP/VICI Note Co., Inc.(b) (continued) |
| |||||||||||
4.13%, 08/15/30(g) |
USD | 378 | $ | 333,882 | ||||||||
Vmed O2 U.K. Financing I PLC |
||||||||||||
4.00%, 01/31/29(d) |
GBP | 100 | 101,772 | |||||||||
4.50%, 07/15/31(d) |
100 | 98,071 | ||||||||||
4.75%, 07/15/31(b)(g) |
USD | 597 | 511,760 | |||||||||
|
|
|||||||||||
5,318,518 | ||||||||||||
|
|
|||||||||||
Total Corporate Bonds 70.5% |
345,236,924 | |||||||||||
|
|
|||||||||||
Floating Rate Loan Interests(a) |
| |||||||||||
Aerospace & Defense 1.4% | ||||||||||||
Atlas CC Acquisition Corp. |
||||||||||||
Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.25%), 9.40%, 05/25/28 |
1,238 | 1,060,472 | ||||||||||
Term Loan C, (3 mo. SOFR CME at 0.75% Floor + 4.25%), 9.40%, 05/25/28 |
252 | 215,688 | ||||||||||
Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR US + 4.00%), 9.16%, 10/31/26 |
283 | 282,614 | ||||||||||
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 3.50%), 8.56%, 08/03/29 |
154 | 150,595 | ||||||||||
Dynasty Acquisition Co., Inc. |
||||||||||||
2020 CAD Term Loan B2, (1 mo. SOFR CME + 3.50%), 8.41%, 04/06/26 |
596 | 580,906 | ||||||||||
2020 Term Loan B1, (1 mo. SOFR CME + 3.50%), 8.41%, 04/06/26 |
1,108 | 1,080,600 | ||||||||||
Peraton Corp. |
||||||||||||
2nd Lien Term Loan B1, (3 mo. LIBOR US at 0.75% Floor + 7.75%), 12.65%, 02/01/29 |
455 | 441,408 | ||||||||||
Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 02/01/28 |
1,848 | 1,821,471 | ||||||||||
TransDigm, Inc., 2023 Term Loan I, (3 mo. SOFR CME + 3.25%), 8.15%, 08/24/28 |
1,094 | 1,089,763 | ||||||||||
|
|
|||||||||||
6,723,517 | ||||||||||||
Air Freight & Logistics 0.2% | ||||||||||||
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.45%, 04/06/28 |
273 | 262,841 | ||||||||||
Kestrel Bidco, Inc., Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.00%), 7.86%, 12/11/26 |
176 | 168,936 | ||||||||||
PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 12/15/28 |
531 | 445,169 | ||||||||||
|
|
|||||||||||
876,946 | ||||||||||||
Automobile Components 0.7% | ||||||||||||
Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR US + 3.25%), 8.09%, 04/10/28 |
216 | 214,874 | ||||||||||
Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR US + 3.25%), 8.09%, 04/30/26 |
2,276 | 2,258,596 | ||||||||||
Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 02/05/26 |
1,038 | 1,016,283 | ||||||||||
|
|
|||||||||||
3,489,753 |
15 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Banks 0.4% | ||||||||||||
DirecTV Financing LLC, Term Loan, (1 mo. LIBOR US at 0.75% Floor + 5.00%), 9.84%, 08/02/27 |
USD | 1,175 | $ | 1,127,991 | ||||||||
LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 5.00%), 9.84%, 10/29/28 |
606 | 586,619 | ||||||||||
|
|
|||||||||||
1,714,610 | ||||||||||||
Beverages 0.5% | ||||||||||||
Naked Juice LLC |
||||||||||||
2nd Lien Term Loan, (3 mo. SOFRTE at 0.50% Floor + 6.00%), 11.00%, 01/24/30 |
861 | 642,207 | ||||||||||
Term Loan, (3 mo. SOFRTE at 0.50% Floor + 3.25%), 8.25%, 01/24/29 |
2,213 | 1,940,914 | ||||||||||
|
|
|||||||||||
2,583,121 | ||||||||||||
Building Materials 0.0% | ||||||||||||
Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.93%, 04/12/28 |
76 | 66,439 | ||||||||||
|
|
|||||||||||
Building Products 0.8% | ||||||||||||
CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.41%, 11/23/27 |
798 | 705,588 | ||||||||||
CPG International LLC, 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.41%, 04/28/29 |
358 | 353,124 | ||||||||||
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 07/28/28 |
334 | 322,726 | ||||||||||
New AMI I LLC, 2022 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 6.00%), 10.81%, 03/08/29 |
393 | 337,055 | ||||||||||
Standard Industries, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.00%), 7.12%, 09/22/28 |
668 | 663,584 | ||||||||||
Wilsonart LLC, 2021 Term Loan E, (6 mo. LIBOR US at 1.00% Floor + 3.25%), 8.46%, 12/31/26 |
1,462 | 1,404,778 | ||||||||||
|
|
|||||||||||
3,786,855 | ||||||||||||
Capital Markets 1.4% | ||||||||||||
Ascensus Holdings, Inc. |
||||||||||||
2021 2nd Lien Term Loan, (3 mo. LIBOR US at 0.50% Floor + 6.50%), 11.31%, 08/02/29 |
380 | 339,124 | ||||||||||
Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.38%, 08/02/28 |
1,498 | 1,451,253 | ||||||||||
Castlelake Aviation One DAC, 2023 Incremental Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.75%), 7.78%, 10/22/27 |
323 | 318,142 | ||||||||||
Deerfield Dakota Holding LLC |
||||||||||||
2020 USD Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.75%), 8.65%, 04/09/27 |
2,494 | 2,410,926 | ||||||||||
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 6.75%), 11.91%, 04/07/28 |
792 | 725,337 | ||||||||||
Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.00%), 8.19%, 11/12/27 |
572 | 559,986 |
Security | Par (000) |
Value | ||||||||||
Capital Markets (continued) | ||||||||||||
Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 06/30/28 |
USD | 624 | $ | 612,765 | ||||||||
Greenhill & Co., Inc., Term Loan B, (3 mo. LIBOR US + 3.25%), 8.20%, 04/12/24 |
220 | 214,830 | ||||||||||
|
|
|||||||||||
6,632,363 | ||||||||||||
Chemicals 2.2% | ||||||||||||
Arc Falcon I, Inc. |
||||||||||||
2021 Delayed Draw Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 10/02/28 |
76 | 68,010 | ||||||||||
2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 09/30/28 |
586 | 459,876 | ||||||||||
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.75%), 9.71%, 08/27/26 |
1,028 | 1,008,669 | ||||||||||
Axalta Coating Systems U.S. Holdings, Inc., 2022 USD Term Loan B4, (3 mo. SOFR CME at 0.50% Floor + 3.00%), 7.90%, 12/20/29 |
556 | 556,559 | ||||||||||
CPC Acquisition Corp., Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.91%, 12/29/27 |
251 | 190,443 | ||||||||||
Discovery Purchaser Corp., Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.375%), 8.96%, 10/04/29 |
570 | 538,485 | ||||||||||
Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR US + 2.00%), 6.81%, 01/31/26 |
842 | 838,745 | ||||||||||
HB Fuller Co., 2023 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 02/15/30 |
150 | 150,516 | ||||||||||
Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 06/30/27 |
410 | 402,820 | ||||||||||
INEOS U.S. Finance LLC, 2023 USD Term Loan B, (3 mo. SOFR CME + 3.50%), 8.41%, 02/18/30 |
298 | 296,030 | ||||||||||
Lonza Group AG, USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.00%), 9.16%, 07/03/28 |
396 | 366,071 | ||||||||||
LSF11 A5 Holdco LLC, Term Loan, (1 mo. SOFRTE at 0.50% Floor + 3.50%), 8.42%, 10/15/28 |
891 | 862,362 | ||||||||||
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. SOFR CME + 2.50%), 7.66%, 03/02/26 |
600 | 597,488 | ||||||||||
Momentive Performance Materials, Inc., 2023 Term Loan, 03/31/28(c)(n) |
975 | 953,063 | ||||||||||
OQ Chemicals Corp., 2017 USD Term Loan B2, (1 mo. LIBOR US + 3.25%), 8.00%, 10/14/24 |
949 | 920,548 | ||||||||||
PQ Corp., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.50%), 7.33%, 06/09/28 |
665 | 658,814 | ||||||||||
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.00%), 8.83%, 03/16/27 |
429 | 417,929 | ||||||||||
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 7.92%, 08/02/28 |
797 | 787,242 | ||||||||||
Starfruit Finco BV, 2018 USD Term Loan B, (3 mo. SOFR CME + 2.75%), 7.53%, 10/01/25 |
90 | 89,043 | ||||||||||
W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.75%), 8.94%, 09/22/28 |
449 | 444,158 | ||||||||||
|
|
|||||||||||
10,606,871 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Commercial Services & Supplies 2.0% | ||||||||||||
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.66%, 05/12/28 |
USD | 1,588 | $ | 1,505,476 | ||||||||
Amentum Government Services Holdings LLC, 2022 Term Loan, (3 mo. SOFR CME + 4.00%), 8.91%, 02/15/29 |
326 | 317,538 | ||||||||||
Aramark Services, Inc. |
||||||||||||
2018 Term Loan B3, (1 mo. LIBOR US + 1.75%), 6.59%, 03/11/25 |
375 | 373,120 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR US + 2.50%), 7.34%, 04/06/28 |
383 | 381,390 | ||||||||||
Asurion LLC |
||||||||||||
2020 Term Loan B8, (1 mo. LIBOR US + 3.25%), 8.09%, 12/23/26 |
749 | 693,185 | ||||||||||
2021 2nd Lien Term Loan B3, (1 mo. LIBOR US + 5.25%), 10.09%, 01/31/28 |
364 | 301,756 | ||||||||||
2021 Second Lien Term Loan B4, (1 mo. LIBOR US + 5.25%), 10.09%, 01/20/29 |
646 | 531,012 | ||||||||||
2023 Term Loan B11, (1 mo. SOFR CME + 4.25%), 9.16%, 08/19/28 |
470 | 434,937 | ||||||||||
Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 10/08/28 |
421 | 422,042 | ||||||||||
Covanta Holding Corp. |
||||||||||||
2021 Term Loan C, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 11/30/28 |
36 | 36,278 | ||||||||||
2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.50%), 7.31%, 11/30/28 |
482 | 479,464 | ||||||||||
Creative Artists Agency LLC, 2023 Term Loan B, (1 mo. SOFR CME + 3.50%), 8.31%, 11/27/28 |
735 | 731,634 | ||||||||||
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 3.75%), 8.91%, 05/09/25 |
170 | 163,506 | ||||||||||
GFL Environmental, Inc., 2023 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.00%), 7.91%, 05/28/27 |
607 | 607,066 | ||||||||||
Packers Holdings LLC, 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.25%), 8.09%, 03/09/28 |
494 | 445,765 | ||||||||||
Prime Security Services Borrower LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.52%, 09/23/26 |
757 | 753,307 | ||||||||||
Verscend Holding Corp., 2021 Term Loan B, (1 mo. LIBOR US + 4.00%), 8.84%, 08/27/25 |
1,258 | 1,255,132 | ||||||||||
Viad Corp., Initial Term Loan, (1 mo. SOFR CME at 0.50% Floor + 5.00%), 9.92%, 07/30/28 |
550 | 524,021 | ||||||||||
|
|
|||||||||||
9,956,629 | ||||||||||||
Communications Equipment 0.2% | ||||||||||||
Ciena Corp., 2023 Term Loan B, (1 mo. SOFR CME + 2.50%), 7.19%, 01/18/30 |
113 | 112,789 | ||||||||||
ViaSat, Inc., Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.42%, 03/02/29 |
789 | 764,274 | ||||||||||
|
|
|||||||||||
877,063 |
Security | Par (000) |
Value | ||||||||||
Construction & Engineering 0.8% | ||||||||||||
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 4.25%), 9.13%, 06/21/24 |
USD | 1,311 | $ | 1,219,633 | ||||||||
Pike Corp., 2021 Incremental Term Loan B, (1 mo. LIBOR US + 3.00%), 7.85%, 01/21/28 |
424 | 420,373 | ||||||||||
SRS Distribution, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 06/02/28 |
1,815 | 1,749,142 | ||||||||||
USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.34%, 05/12/28 |
705 | 680,947 | ||||||||||
|
|
|||||||||||
4,070,095 | ||||||||||||
Construction Materials 0.7% | ||||||||||||
Core & Main LP, 2021 Term Loan B, (3 mo. LIBOR US + 2.50%), 7.34%, 07/27/28(c) |
1,805 | 1,791,594 | ||||||||||
Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 03/29/25 |
1,107 | 1,102,611 | ||||||||||
Oscar AcquisitionCo. LLC, Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.50%, 04/29/29 |
495 | 475,560 | ||||||||||
Tamko Building Products LLC, Term Loan B, (3 mo. LIBOR US + 3.00%), 7.87%, 06/01/26 |
148 | 143,976 | ||||||||||
|
|
|||||||||||
3,513,741 | ||||||||||||
Consumer Finance 0.0% | ||||||||||||
Credito Real SAB de CV Sofom ENR, Term Loan B, (Defaulted), 0.00%, 05/21/23(c)(e)(j) |
24 | 1,838 | ||||||||||
|
|
|||||||||||
Consumer Staples Distribution & Retail 0.3% | ||||||||||||
H-Food Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR US + 3.688%), 8.53%, 05/23/25 |
234 | 200,069 | ||||||||||
U.S. Foods, Inc. |
||||||||||||
2019 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 09/13/26 |
651 | 647,168 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.59%, 11/22/28 |
378 | 376,743 | ||||||||||
|
|
|||||||||||
1,223,980 | ||||||||||||
Containers & Packaging 0.6% | ||||||||||||
Charter Next Generation, Inc., 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.67%, 12/01/27 |
1,628 | 1,604,843 | ||||||||||
Mauser Packaging Solutions Holding Co., Term Loan B, (3 mo. SOFR CME + 4.00%), 8.78%, 08/14/26 |
507 | 502,112 | ||||||||||
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. SOFR CME + 3.75%), 8.67%, 07/31/26 |
135 | 131,480 | ||||||||||
Tosca Services LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.42%, 08/18/27 |
575 | 441,659 | ||||||||||
Trident TPI Holdings, Inc., 2021 Incremental Term Loan, (3 mo. LIBOR US at 0.50% Floor + 4.00%), 9.16%, 09/15/28 |
515 | 496,588 | ||||||||||
|
|
|||||||||||
3,176,682 | ||||||||||||
Distributors 0.6% | ||||||||||||
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. SOFR CME + 2.00%), 6.91%, 01/15/27 |
767 | 761,620 | ||||||||||
CNT Holdings I Corp., 2020 Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.50%), 8.13%, 11/08/27 |
768 | 754,260 |
17 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Distributors (continued) | ||||||||||||
Dealer Tire Financial LLC, Term Loan B2, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.31%, 12/14/27 |
USD | 828 | $ | 820,749 | ||||||||
Go Daddy Operating Co. LLC, 2022 Term Loan B5, (1 mo. SOFR CME + 3.25%), 8.06%, 11/09/29 |
653 | 652,141 | ||||||||||
PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 02/12/27(c) |
110 | 78,879 | ||||||||||
|
|
|||||||||||
3,067,649 | ||||||||||||
Diversified Consumer Services 1.0% | ||||||||||||
Ascend Learning LLC |
||||||||||||
2021 2nd Lien Term Loan, (1 mo. SOFR CME at 0.50% Floor + 5.75%), 10.66%, 12/10/29 |
299 | 256,641 | ||||||||||
2021 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.41%, 12/11/28 |
867 | 798,283 | ||||||||||
Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.25%), 7.17%, 11/24/28 |
753 | 740,517 | ||||||||||
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR US + 3.75%), 8.59%, 07/11/25 |
300 | 297,862 | ||||||||||
OLA Netherlands BV, Term Loan, (1 mo. SOFR CME at 0.75% Floor + 6.25%), 11.11%, 12/15/26 |
634 | 598,832 | ||||||||||
PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.58%, 10/28/27 |
672 | 628,491 | ||||||||||
Sothebys, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.50%), 9.33%, 01/15/27 |
1,204 | 1,194,913 | ||||||||||
Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.50%), 8.40%, 07/20/28 |
134 | 132,096 | ||||||||||
|
|
|||||||||||
4,647,635 | ||||||||||||
Diversified REITs 0.1% | ||||||||||||
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.85%, 05/11/24 |
722 | 719,839 | ||||||||||
|
|
|||||||||||
Diversified Telecommunication Services 0.5% | ||||||||||||
Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.93%, 11/30/27 |
93 | 92,017 | ||||||||||
Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.38%, 10/02/27 |
349 | 274,343 | ||||||||||
Frontier Communications Holdings LLC, 2021 1st Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.63%, 05/01/28 |
470 | 444,875 | ||||||||||
Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.50%), 6.78%, 02/01/29 |
1 | 493 | ||||||||||
Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. SOFR CME at 0.75% Floor + 2.50%), 7.41%, 11/04/26 |
678 | 677,068 |
Security | Par (000) |
Value | ||||||||||
Diversified Telecommunication Services (continued) | ||||||||||||
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.67%, 03/01/27 |
USD | 704 | $ | 591,771 | ||||||||
Lumen Technologies, Inc., 2020 Term Loan B, (3 mo. SOFR CME + 2.25%), 7.17%, 03/15/27 |
817 | 537,027 | ||||||||||
|
|
|||||||||||
2,617,594 | ||||||||||||
Electric Utilities 0.4% | ||||||||||||
Constellation Renewables LLC, 2020 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 2.50%), 7.46%, 12/15/27 |
670 | 666,127 | ||||||||||
Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.66%, 03/31/28 |
1,662 | 1,485,197 | ||||||||||
|
|
|||||||||||
2,151,324 | ||||||||||||
Electrical Equipment 0.4% | ||||||||||||
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.91%, 06/23/28 |
626 | 596,315 | ||||||||||
AZZ, Inc., Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 4.25%), 9.16%, 05/13/29 |
109 | 109,182 | ||||||||||
Gates Global LLC, 2021 Term Loan B3, (1 mo. SOFR CME at 0.75% Floor + 2.50%), 7.41%, 03/31/27 |
1,205 | 1,195,808 | ||||||||||
|
|
|||||||||||
1,901,305 | ||||||||||||
Electronic Equipment, Instruments & Components 0.2% | ||||||||||||
Coherent Corp., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.67%, 07/02/29 |
633 | 625,565 | ||||||||||
GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 02/12/25(c) |
134 | 133,559 | ||||||||||
|
|
|||||||||||
759,124 | ||||||||||||
Energy Equipment & Services 0.3% | ||||||||||||
Oryx Midstream Services Permian Basin LLC, 2023 Incremental Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.06%, 10/05/28 |
1,483 | 1,455,272 | ||||||||||
|
|
|||||||||||
Entertainment 0.4% | ||||||||||||
Cirque Du Soleil Holding USA Newco, Inc., 2023 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.13%, 03/08/30 |
408 | 402,900 | ||||||||||
City Football Group Ltd., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.78%, 07/21/28 |
933 | 888,012 | ||||||||||
Delta 2 Lux SARL, Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.06%, 01/15/30 |
609 | 609,256 | ||||||||||
|
|
|||||||||||
1,900,168 | ||||||||||||
Environmental, Maintenance & Security Service 0.4% | ||||||||||||
Asplundh Tree Expert LLC, 2021 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.59%, 09/07/27 |
1,047 | 1,040,420 | ||||||||||
TruGreen LP, 2020 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.84%, 11/02/27 |
904 | 833,473 | ||||||||||
|
|
|||||||||||
1,873,893 | ||||||||||||
Financial Services 2.7% | ||||||||||||
Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.00%), 9.05%, 02/16/28 |
206 | 198,863 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Financial Services (continued) | ||||||||||||
Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR US + 4.50%), 9.34%, 07/31/26 |
USD | 912 | $ | 895,903 | ||||||||
AlixPartners LLP, 2021 USD Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.61%, 02/04/28 |
766 | 762,459 | ||||||||||
Altice France SA/France, 2023 USD Term Loan B14, (2 mo. SOFR CME + 5.50%), 10.17%, 08/15/28(c) |
856 | 812,752 | ||||||||||
Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.62%, 10/22/26 |
755 | 747,207 | ||||||||||
Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.50%), 7.34%, 09/01/28 |
670 | 660,259 | ||||||||||
Delta TopCo, Inc., 2020 2nd Lien Term Loan, (3 mo. SOFR CME at 0.75% Floor + 7.25%), 12.16%, 12/01/28 |
186 | 157,635 | ||||||||||
EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR US + 4.00%), 8.84%, 02/07/25 |
1,110 | 1,058,262 | ||||||||||
Gainwell Acquisition Corp., Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.00%), 9.00%, 10/01/27 |
1,315 | 1,252,874 | ||||||||||
KKR Apple Bidco LLC, 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.59%, 09/23/28 |
243 | 240,105 | ||||||||||
LBM Acquisition LLC, Term Loan B, (6 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 12/17/27 |
391 | 367,075 | ||||||||||
Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 09/25/26 |
1,278 | 1,041,500 | ||||||||||
RVR Dealership Holdings LLC, Term Loan B, (1 mo. SOFRTE at 0.75% Floor + 3.75%), 8.55%, 02/08/28 |
97 | 82,059 | ||||||||||
Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR US + 2.00%), 7.16%, 11/05/28 |
591 | 590,409 | ||||||||||
SMG U.S. Midco 2, Inc., 2020 Term Loan, (3 mo. LIBOR US + 2.50%), 7.33%, 01/23/25 |
525 | 518,197 | ||||||||||
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR US + 4.00%), 8.90%, 07/30/25 |
307 | 303,829 | ||||||||||
Veritas U.S., Inc., 2021 USD Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 5.00%), 9.84%, 09/01/25 |
1,604 | 1,212,974 | ||||||||||
VS Buyer LLC, Term Loan B, (1 mo. LIBOR US + 3.00%), 7.70%, 02/28/27 |
1,238 | 1,223,164 | ||||||||||
White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%), 8.56%, 10/19/27 |
778 | 767,592 | ||||||||||
Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR US + 2.50%), 7.18%, 04/30/28 |
510 | 502,916 | ||||||||||
|
|
|||||||||||
13,396,034 | ||||||||||||
Food Products 1.7% | ||||||||||||
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 10/01/25 |
649 | 569,522 | ||||||||||
B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR US + 2.50%), 7.34%, 10/10/26 |
134 | 129,666 | ||||||||||
Chobani LLC, 2020 Term Loan B, (1 mo. SOFR CME at 1.00% Floor + 3.50%), 8.42%, 10/25/27(c) |
1,889 | 1,870,246 | ||||||||||
Froneri International Ltd., 2020 USD Term Loan, (3 mo. LIBOR US + 2.25%), 7.41%, 01/29/27 |
1,987 | 1,956,498 |
Security | Par (000) |
Value | ||||||||||
Food Products (continued) | ||||||||||||
Hostess Brands LLC, 2019 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 2.25%), 7.08%, 08/03/25 |
USD | 818 | $ | 817,259 | ||||||||
Nomad Foods U.S. LLC, 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.75%), 8.23%, 11/12/29 |
426 | 425,378 | ||||||||||
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR US + 3.25%), 8.09%, 02/05/26 |
230 | 228,864 | ||||||||||
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.50%), 8.33%, 06/08/28(c) |
1,097 | 1,085,627 | ||||||||||
UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. SOFR CME + 3.00%), 7.92%, 01/20/28 |
1,380 | 1,371,639 | ||||||||||
|
|
|||||||||||
8,454,699 | ||||||||||||
Gas Utilities 0.4% | ||||||||||||
Freeport LNG Investments LLLP, Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.31%, 12/21/28 |
1,781 | 1,721,300 | ||||||||||
|
|
|||||||||||
Ground Transportation 0.3% | ||||||||||||
Avis Budget Car Rental LLC, 2020 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.60%, 08/06/27 |
287 | 280,827 | ||||||||||
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR US + 5.50%), 10.43%, 08/04/25 |
368 | 336,686 | ||||||||||
Uber Technologies, Inc., 2023 Term Loan B, (3 mo. SOFR CME + 2.75%), 7.87%, 02/28/30 |
818 | 815,652 | ||||||||||
|
|
|||||||||||
1,433,165 | ||||||||||||
Health Care Equipment & Supplies 0.8% | ||||||||||||
Electron BidCo, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 11/01/28 |
1,233 | 1,213,586 | ||||||||||
Insulet Corp., Term Loan B, (1 mo. SOFR CME + 3.25%), 8.17%, 05/04/28 |
283 | 282,165 | ||||||||||
Medline Borrower LP, USD Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 10/23/28 |
2,610 | 2,541,856 | ||||||||||
|
|
|||||||||||
4,037,607 | ||||||||||||
Health Care Providers & Services 0.9% | ||||||||||||
CHG Healthcare Services, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 09/29/28 |
463 | 457,959 | ||||||||||
Envision Healthcare Corp. |
||||||||||||
2022 First Out Term Loan, (3 mo. SOFR CME at 1.00% Floor + 7.875%), 12.92%, 03/31/27 |
91 | 75,896 | ||||||||||
2022 Second Out Term Loan, (3 mo. SOFR CME at 1.00% Floor + 4.25%), 9.15%, 03/31/27 |
607 | 144,269 | ||||||||||
EyeCare Partners LLC |
||||||||||||
2020 Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 02/18/27 |
852 | 691,415 | ||||||||||
2021 2nd Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 6.75%), 11.59%, 11/15/29 |
176 | 132,843 | ||||||||||
2021 Incremental Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 11/15/28 |
194 | 156,858 | ||||||||||
Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR US + 4.50%), 9.66%, 03/05/26 |
438 | 391,086 | ||||||||||
Orbcomm, Inc., Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 4.25%), 9.15%, 09/01/28 |
385 | 312,108 | ||||||||||
PetVet Care Centers LLC, 2021 Term Loan B3, (1 mo. LIBOR US at 0.75% Floor + 3.50%), 8.34%, 02/14/25 |
21 | 19,773 |
19 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Health Care Providers & Services (continued) | ||||||||||||
Sotera Health Holdings LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.58%, 12/11/26 |
USD | 775 | $ | 745,188 | ||||||||
Surgery Center Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.46%, 08/31/26 |
280 | 277,419 | ||||||||||
Vizient, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.25%), 7.11%, 05/16/29 |
126 | 125,778 | ||||||||||
WCG Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR US at 1.00% Floor + 4.00%), 8.95%, 01/08/27 |
671 | 631,537 | ||||||||||
|
|
|||||||||||
4,162,129 | ||||||||||||
Health Care Services 0.2% | ||||||||||||
Azalea Topco, Inc., Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 07/24/26 |
805 | 749,748 | ||||||||||
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 7.00%), 11.99%, 11/01/29 |
247 | 223,535 | ||||||||||
|
|
|||||||||||
973,283 | ||||||||||||
Health Care Technology 0.8% | ||||||||||||
AthenaHealth Group, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.26%, 02/15/29 |
1,598 | 1,493,712 | ||||||||||
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 10/10/25 |
308 | 305,680 | ||||||||||
Polaris Newco LLC, USD Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.00%), 9.16%, 06/02/28 |
1,895 | 1,723,771 | ||||||||||
Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 07/24/26 |
268 | 250,362 | ||||||||||
|
|
|||||||||||
3,773,525 | ||||||||||||
Hotels, Restaurants & Leisure 3.8% | ||||||||||||
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR US + 3.75%), 8.59%, 02/02/26 |
527 | 501,759 | ||||||||||
Aristocrat Technologies, Inc., 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.25%), 7.25%, 05/24/29 |
46 | 45,529 | ||||||||||
Ballys Corp., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 7.96%, 10/02/28 |
298 | 283,928 | ||||||||||
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc., Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 11/19/26 |
1,372 | 1,357,094 | ||||||||||
Caesars Entertainment, Inc., Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 02/06/30 |
591 | 587,223 | ||||||||||
Carnival Corp., USD Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.00%), 7.84%, 06/30/25 |
1,096 | 1,079,519 | ||||||||||
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR US + 2.00%), 6.85%, 03/17/28 |
483 | 479,719 | ||||||||||
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR US at 1.00% Floor + 3.00%), 8.16%, 03/08/24 |
2,190 | 1,978,621 | ||||||||||
Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.00%), 8.81%, 01/27/29 |
2,174 | 2,136,418 |
Security | Par (000) |
Value | ||||||||||
Hotels, Restaurants & Leisure (continued) | ||||||||||||
Flutter Financing B.V., 2022 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 3.25%), 8.41%, 07/22/28 |
USD | 621 | $ | 620,073 | ||||||||
Four Seasons Hotels Ltd., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 11/30/29 |
1,360 | 1,358,564 | ||||||||||
Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. SOFR CME + 1.75%), 6.64%, 06/22/26 |
1,057 | 1,055,597 | ||||||||||
IRB Holding Corp., 2022 Term Loan B, (1 mo. SOFRTE at 0.75% Floor + 3.00%), 7.91%, 12/15/27 |
1,410 | 1,384,155 | ||||||||||
Penn National Gaming, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.66%, 05/03/29 |
614 | 611,555 | ||||||||||
Playa Resorts Holding B.V., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 4.25%), 8.99%, 01/05/29 |
225 | 223,814 | ||||||||||
Playtika Holding Corp., 2021 Term Loan, (1 mo. LIBOR US + 2.75%), 7.59%, 03/13/28 |
717 | 711,526 | ||||||||||
Scientific Games International, Inc., 2022 USD Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.00%), 7.96%, 04/14/29 |
613 | 607,083 | ||||||||||
SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.88%, 08/25/28 |
304 | 302,707 | ||||||||||
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR US + 2.25%), 7.41%, 07/21/26 |
559 | 557,460 | ||||||||||
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR US at 0.25% Floor + 2.25%), 7.10%, 02/08/27 |
1,025 | 1,015,520 | ||||||||||
Travelport Finance Luxembourg SARL |
||||||||||||
2020 Super Priority Term Loan, 02/28/25(n) |
10 | 10,174 | ||||||||||
2021 Consented Term Loan, (3 mo. LIBOR US + 6.75%), 10.16%, 05/29/26 |
489 | 282,842 | ||||||||||
Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 08/03/28 |
1,244 | 1,228,987 | ||||||||||
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR US + 1.75%), 6.59%, 05/30/25 |
199 | 198,963 | ||||||||||
|
|
|||||||||||
18,618,830 | ||||||||||||
Household Durables 0.8% | ||||||||||||
ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.25%), 9.41%, 05/17/28 |
691 | 546,545 | ||||||||||
Hunter Douglas, Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 8.37%, 02/26/29 |
1,402 | 1,254,908 | ||||||||||
Reynolds Consumer Products LLC, Term Loan, (1 mo. SOFR CME + 1.75%), 6.66%, 02/04/27 |
137 | 136,128 | ||||||||||
Serta Simmons Bedding LLC |
||||||||||||
2020 Super Priority First Out Term Loan, (3 mo. LIBOR US + 7.50%), 12.37%, 08/10/23 |
185 | 181,415 | ||||||||||
2020 Super Priority Second Out Term Loan, (3 mo. LIBOR US at 1.00% Floor + 7.50%), 12.37%, 08/10/23 |
249 | 140,803 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Household Durables (continued) |
||||||||||||
Snap One Holdings Corp., Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 4.50%), 9.66%, 12/08/28(c) |
USD | 205 | $ | 186,980 | ||||||||
Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.75%, 10/06/28 |
450 | 377,192 | ||||||||||
Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 10/30/27 |
1,414 | 1,211,084 | ||||||||||
|
|
|||||||||||
4,035,055 | ||||||||||||
Household Products 0.1% | ||||||||||||
Spectrum Brands, Inc., 2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.00%), 6.96%, 03/03/28 |
458 | 453,143 | ||||||||||
|
|
|||||||||||
Independent Power and Renewable Electricity Producers 0.2% |
| |||||||||||
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR US + 2.00%), 6.84%, 01/15/25 |
871 | 869,444 | ||||||||||
Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR US + 2.00%), 6.84%, 08/12/26 |
284 | 281,257 | ||||||||||
|
|
|||||||||||
1,150,701 | ||||||||||||
Industrial Conglomerates 1.0% | ||||||||||||
AVSC Holding Corp. |
||||||||||||
2020 Term Loan B1, (3 mo. LIBOR US at 1.00% Floor + 3.50%), 8.31%, 03/03/25 |
651 | 625,241 | ||||||||||
2020 Term Loan B3, (3 mo. LIBOR US + 15.00%), 15.00%, 10/15/26 |
363 | 369,234 | ||||||||||
Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.58%, 09/29/28 |
1,365 | 1,358,671 | ||||||||||
Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 6.75%), 11.91%, 07/28/28 |
260 | 202,831 | ||||||||||
Vertical U.S. Newco, Inc., Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 3.50%), 8.60%, 07/30/27 |
1,407 | 1,368,768 | ||||||||||
Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.42%, 03/02/27 |
1,226 | 1,201,920 | ||||||||||
|
|
|||||||||||
5,126,665 | ||||||||||||
Insurance 2.5% | ||||||||||||
Alliant Holdings Intermediate LLC |
||||||||||||
2021 Term Loan B4, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.28%, 11/06/27 |
2,453 | 2,421,294 | ||||||||||
2023 Term Loan B5, (1 mo. SOFR CME at 0.50% Floor + 3.50%), 8.35%, 11/05/27 |
1,293 | 1,275,752 | ||||||||||
AmWINS Group, Inc. |
||||||||||||
2021 Term Loan B, (1 mo. LIBOR US at 0.75% Floor + 2.25%), 7.11%, 02/19/28 |
1,112 | 1,096,985 | ||||||||||
2023 Incremental Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 2.75%), 7.66%, 02/19/28 |
224 | 223,035 | ||||||||||
AssuredPartners, Inc. |
||||||||||||
2020 Term Loan B, (1 mo. LIBOR US + 3.50%), 8.34%, 02/12/27 |
1,086 | 1,073,921 | ||||||||||
2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 02/12/27 |
282 | 278,079 | ||||||||||
Hub International Ltd. |
||||||||||||
2018 Term Loan B, (3 mo. LIBOR US + 3.00%), 7.82%, 04/25/25 |
346 | 344,515 |
Security | Par (000) |
Value | ||||||||||
Insurance (continued) |
||||||||||||
Hub International Ltd. (continued) |
||||||||||||
2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.25%), 8.06%, 04/25/25 |
USD | 1,418 | $ | 1,413,082 | ||||||||
2022 Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 4.00%), 8.73%, 11/10/29 |
305 | 303,977 | ||||||||||
NFP Corp., 2020 Term Loan, (1 mo. LIBOR US + 3.25%), 8.09%, 02/15/27 |
112 | 109,293 | ||||||||||
Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.00%), 7.91%, 09/01/27 |
648 | 645,917 | ||||||||||
Sedgwick Claims Management Services, Inc., 2023 Term Loan B, (1 mo. SOFR CME + 3.75%), 8.56%, 02/17/28 |
1,771 | 1,746,652 | ||||||||||
USI, Inc. |
||||||||||||
2019 Incremental Term Loan B, (3 mo. LIBOR US + 3.25%), 8.41%, 12/02/26 |
82 | 82,035 | ||||||||||
2022 Incremental Term Loan, (3 mo. SOFR CME at 0.50% Floor + 3.75%), 8.65%, 11/22/29 |
1,091 | 1,085,246 | ||||||||||
|
|
|||||||||||
12,099,783 | ||||||||||||
Interactive Media & Services 0.7% | ||||||||||||
Adevinta ASA, USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.91%, 06/26/28 |
750 | 742,820 | ||||||||||
Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 3.00%), 7.84%, 10/30/26 |
1,141 | 1,138,368 | ||||||||||
Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR US + 2.00%), 6.84%, 08/10/27 |
821 | 817,367 | ||||||||||
Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 4.50%), 9.35%, 01/29/26 |
488 | 484,615 | ||||||||||
|
|
|||||||||||
3,183,170 | ||||||||||||
IT Services 2.2% | ||||||||||||
Aruba Investments Holdings LLC, 2020 USD Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.59%, 11/24/27 |
334 | 325,292 | ||||||||||
Boxer Parent Co., Inc., 2021 USD Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 10/02/25 |
748 | 737,827 | ||||||||||
Camelot Finance SA, Term Loan B, (1 mo. LIBOR US + 3.00%), 7.84%, 10/30/26 |
1,000 | 997,062 | ||||||||||
CCC Intelligent Solutions, Inc., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 09/21/28 |
725 | 717,729 | ||||||||||
CoreLogic, Inc., Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.38%, 06/02/28 |
2,001 | 1,701,842 | ||||||||||
Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 04/28/28 |
945 | 937,933 | ||||||||||
Genesys Cloud Services Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR US at 0.75% Floor + 4.00%), 8.84%, 12/01/27 |
1,554 | 1,528,196 | ||||||||||
PUG LLC, USD Term Loan, (1 mo. LIBOR US + 3.50%), 8.34%, 02/12/27 |
1,675 | 1,207,287 | ||||||||||
Trans Union LLC |
||||||||||||
2019 Term Loan B5, (1 mo. LIBOR US + 1.75%), 6.59%, 11/16/26 |
750 | 743,485 | ||||||||||
2021 Term Loan B6, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 12/01/28 |
1,343 | 1,372,054 |
21 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
IT Services (continued) |
||||||||||||
Venga Finance SARL, 2021 USD Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.70%, 06/28/29 |
USD | 262 | $ | 248,968 | ||||||||
WEX, Inc., 2021 Term Loan, (1 mo. LIBOR US + 2.25%), 7.09%, 03/31/28 |
428 | 424,782 | ||||||||||
|
|
|||||||||||
10,942,457 | ||||||||||||
Leisure Products 0.2% | ||||||||||||
Fender Musical Instruments Corp., 2021 Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 4.00%), 8.84%, 12/01/28(c) |
297 | 269,059 | ||||||||||
Peloton Interactive, Inc., Term Loan, (3 mo. SOFR CME at 0.50% Floor + 6.50%), 11.76%, 05/25/27 |
309 | 307,587 | ||||||||||
Topgolf Callaway Brands Corp., Term Loan B, (3 mo. SOFR CME + 3.50%), 8.26%, 03/15/30 |
530 | 526,110 | ||||||||||
|
|
|||||||||||
1,102,756 | ||||||||||||
Life Sciences Tools & Services 1.3% | ||||||||||||
Avantor Funding, Inc., 2021 Term Loan B5, (1 mo. LIBOR US at 0.50% Floor + 2.25%), 7.09%, 11/08/27 |
1,197 | 1,194,755 | ||||||||||
Curia Global, Inc., 2021 Term Loan, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.53%, 08/30/26 |
93 | 79,156 | ||||||||||
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 4.50%), 9.34%, 02/04/27 |
1,543 | 1,454,881 | ||||||||||
ICON Luxembourg SARL, LUX Term Loan, (3 mo. SOFR CME at 0.50% Floor + 2.25%), 7.41%, 07/03/28 |
1,085 | 1,081,508 | ||||||||||
Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. SOFRTE at 0.50% Floor + 3.00%), 7.63%, 10/19/27 |
962 | 955,778 | ||||||||||
Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/15/28 |
1,506 | 1,491,341 | ||||||||||
PRA Health Sciences, Inc., US Term Loan, (3 mo. LIBOR US at 0.50% Floor + 2.25%), 7.41%, 07/03/28 |
288 | 286,508 | ||||||||||
|
|
|||||||||||
6,543,927 | ||||||||||||
Machinery 1.7% | ||||||||||||
Albion Acquisitions Ltd., USD Term Loan, (3 mo. LIBOR US at 0.50% Floor + 5.25%), 10.07%, 08/17/26 |
754 | 732,174 | ||||||||||
Clark Equipment Co., 2022 Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 2.50%), 7.50%, 04/20/29 |
164 | 163,827 | ||||||||||
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.94%, 05/14/28 |
150 | 149,050 | ||||||||||
Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 10/21/28 |
492 | 483,528 | ||||||||||
Fluidra SA, 2022 USD Term Loan B, (1 mo. SOFR CME + 2.00%), 6.91%, 01/29/29 |
127 | 124,278 | ||||||||||
Gardner Denver, Inc., 2020 USD Term Loan B2, (1 mo. SOFR CME + 1.75%), 6.66%, 03/01/27 |
602 | 599,267 | ||||||||||
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. SOFR CME + 1.75%), 6.66%, 03/01/27 |
563 | 560,651 |
Security | Par (000) |
Value | ||||||||||
Machinery (continued) |
||||||||||||
Madison IAQ LLC, Term Loan, (6 mo. LIBOR US at 0.50% Floor + 3.25%), 8.30%, 06/21/28 |
USD | 1,831 | $ | 1,739,481 | ||||||||
Roper Industrial Products Investment Co., USD Term Loan, (3 mo. SOFR CME + 4.50%), 9.40%, 11/22/29 |
758 | 751,231 | ||||||||||
SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.50%), 9.41%, 04/05/29 |
1,115 | 1,061,498 | ||||||||||
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR US + 3.00%), 8.15%, 03/28/25 |
1,808 | 1,709,541 | ||||||||||
Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.00%), 6.84%, 10/04/28 |
440 | 439,473 | ||||||||||
|
|
|||||||||||
8,513,999 | ||||||||||||
Media 4.4% | ||||||||||||
Altice Financing SA |
||||||||||||
2017 USD Term Loan B, (3 mo. LIBOR US + 2.75%), 7.58%, 07/15/25 |
435 | 426,635 | ||||||||||
USD 2017 1st Lien Term Loan, (3 mo. LIBOR US + 2.75%), 7.58%, 01/31/26 |
523 | 512,992 | ||||||||||
AMC Entertainment Holdings, Inc., 2019 Term Loan B, (1 mo. LIBOR US + 3.00%), 7.68%, 04/22/26 |
665 | 483,809 | ||||||||||
Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR US + 2.00%), 6.84%, 05/03/28 |
405 | 393,658 | ||||||||||
Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (1 mo. SOFR CME + 1.75%), 6.56%, 04/30/25 |
603 | 601,942 | ||||||||||
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR US + 3.50%), 8.33%, 08/21/26 |
1,622 | 1,507,116 | ||||||||||
CMG Media Corp., 2021 Term Loan, (3 mo. LIBOR US + 3.50%), 8.66%, 12/17/26 |
577 | 508,404 | ||||||||||
Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR US at 1.00% Floor + 3.50%), 8.35%, 12/11/26 |
3,078 | 3,054,725 | ||||||||||
CSC Holdings LLC |
||||||||||||
2017 Term Loan B1, (1 mo. LIBOR US + 2.25%), 6.93%, 07/17/25 |
472 | 449,573 | ||||||||||
2019 Term Loan B5, (1 mo. LIBOR US + 2.50%), 7.18%, 04/15/27 |
863 | 759,923 | ||||||||||
E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR US at 0.75% Floor + 2.75%), 7.67%, 01/07/28 |
301 | 286,869 | ||||||||||
Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 3.25%), 8.10%, 12/01/23 |
369 | 257,836 | ||||||||||
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 03/24/25 |
1,047 | 1,028,632 | ||||||||||
Live Nation Entertainment, Inc., Term Loan B4, (1 mo. SOFR CME + 1.75%), 6.61%, 10/17/26(c) |
1,070 | 1,056,638 | ||||||||||
MH Sub I LLC |
||||||||||||
2017 1st Lien Term Loan, (1 mo. LIBOR US + 3.75%), 8.59%, 09/13/24 |
1,536 | 1,507,371 | ||||||||||
2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 11.06%, 02/23/29 |
1,005 | 917,546 | ||||||||||
Sinclair Television Group, Inc., 2022 Term Loan B4, (1 mo. SOFR CME + 3.75%), 8.66%, 04/21/29(c) |
800 | 725,959 | ||||||||||
UFC Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 2.75%), 7.57%, 04/29/26 |
591 | 587,147 | ||||||||||
UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR US + 2.925%), 7.61%, 01/31/29 |
341 | 333,813 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Media (continued) |
||||||||||||
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR US + 3.25%), 7.93%, 01/31/29 |
USD | 917 | $ | 905,657 | ||||||||
Voyage Digital Ltd., USD Term Loan B, (3 mo. SOFRTE at 0.50% Floor + 4.25%), 9.05%, 05/11/29(c) |
428 | 421,351 | ||||||||||
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR US + 2.75%), 7.60%, 05/18/25 |
1,592 | 1,576,888 | ||||||||||
WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR US + 2.125%), 6.97%, 01/20/28 |
1,220 | 1,204,330 | ||||||||||
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 03/09/27 |
2,342 | 1,895,966 | ||||||||||
|
|
|||||||||||
21,404,780 | ||||||||||||
Oil, Gas & Consumable Fuels 0.3% | ||||||||||||
Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR US at 1.00% Floor + 9.00%), 13.82%, 11/01/25 |
330 | 349,526 | ||||||||||
Lealand Finance Co. BV |
||||||||||||
2020 Make Whole Term Loan, (1 mo. LIBOR US + 3.00%), 7.84%, 06/28/24 |
16 | 10,649 | ||||||||||
2020 Take Back Term Loan, (1 mo. LIBOR US + 1.00%, 3.00% PIK), 5.84%, 06/30/25(l) |
117 | 76,839 | ||||||||||
M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.36%, 09/19/29 |
102 | 101,415 | ||||||||||
Medallion Midland Acquisition LLC, 2021 Term Loan, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.91%, 10/18/28 |
894 | 880,538 | ||||||||||
|
|
|||||||||||
1,418,967 | ||||||||||||
Passenger Airlines 1.8% | ||||||||||||
AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.56%, 04/20/28 |
1,503 | 1,523,478 | ||||||||||
Air Canada, 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.50%), 8.37%, 08/11/28 |
1,169 | 1,164,616 | ||||||||||
American Airlines, Inc. |
||||||||||||
2017 1st Lien Term Loan, (6 mo. LIBOR US + 3.50%), 8.26%, 01/29/27 |
1,572 | 1,532,149 | ||||||||||
2023 Term Loan B, (6 mo. SOFR CME + 2.75%), 8.15%, 02/15/28 |
1,160 | 1,131,905 | ||||||||||
Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 5.25%), 10.21%, 06/21/27 |
1,820 | 1,886,086 | ||||||||||
United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.57%, 04/21/28 |
1,664 | 1,649,479 | ||||||||||
|
|
|||||||||||
8,887,713 | ||||||||||||
Personal Care Products 0.8% | ||||||||||||
Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR US at 0.75% Floor + 3.75%), 8.91%, 10/01/26 |
3,917 | 3,874,977 | ||||||||||
|
|
|||||||||||
Pharmaceuticals 1.5% | ||||||||||||
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (3 mo. LIBOR US + 3.50%), 8.38%, 05/04/25 |
672 | 637,787 | ||||||||||
Amynta Agency Borrower, Inc., 2023 Term Loan B, (3 mo. SOFR CME + 5.00%), 9.99%, 02/28/28 |
410 | 392,473 | ||||||||||
Bausch Health Cos., Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 5.25%), 10.09%, 02/01/27 |
586 | 433,743 |
Security | Par (000) |
Value | ||||||||||
Pharmaceuticals (continued) |
|
|||||||||||
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR US at 0.50% Floor + 2.00%), 6.81%, 02/22/28 |
USD | 1,035 | $ | 1,024,392 | ||||||||
Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR US + 1.75%), 6.41%, 08/01/27 |
1,091 | 1,065,812 | ||||||||||
Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.34%, 05/05/28 |
1,075 | 1,069,801 | ||||||||||
Option Care Health, Inc., 2021 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.75%), 7.59%, 10/27/28 |
612 | 608,858 | ||||||||||
Organon & Co., USD Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.00%), 8.00%, 06/02/28 |
825 | 824,043 | ||||||||||
Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR US at 0.75% Floor + 3.00%), 8.16%, 11/18/27(c) |
1,192 | 1,145,695 | ||||||||||
|
|
|||||||||||
7,202,604 | ||||||||||||
Professional Services 0.9% | ||||||||||||
Dun & Bradstreet Corp. |
|
|||||||||||
2022 Incremental Term Loan B2, (1 mo. SOFR CME + 3.25%), 8.04%, 01/18/29 |
303 | 300,516 | ||||||||||
Term Loan, (1 mo. LIBOR US + 3.25%), 8.10%, 02/06/26 |
1,952 | 1,946,084 | ||||||||||
Element Materials Technology Group U.S. Holdings, Inc. |
||||||||||||
2022 USD Delayed Draw Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.25%, 07/06/29 |
309 | 304,652 | ||||||||||
2022 USD Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.25%, 07/06/29 |
669 | 660,079 | ||||||||||
Galaxy U.S. Opco, Inc., Term Loan, (1 mo. SOFR CME at 0.50% Floor + 4.75%), 9.56%, 04/29/29 |
1,083 | 956,237 | ||||||||||
|
|
|||||||||||
4,167,568 | ||||||||||||
Real Estate Management & Development 0.5% | ||||||||||||
Chariot Buyer LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/03/28 |
1,586 | 1,521,772 | ||||||||||
Cushman & Wakefield U.S. Borrower LLC |
||||||||||||
2020 Term Loan B, (1 mo. LIBOR US + 2.75%), 7.59%, 08/21/25 |
452 | 439,665 | ||||||||||
2023 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 01/31/30(c) |
637 | 613,371 | ||||||||||
|
|
|||||||||||
2,574,808 | ||||||||||||
Semiconductors & Semiconductor Equipment 0.2% | ||||||||||||
MKS Instruments, Inc., 2022 USD Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.75%), 7.61%, 08/17/29 |
757 | 751,899 | ||||||||||
Synaptics, Inc., Term Loan B, (6 mo. LIBOR US at 0.50% Floor + 2.25%), 7.40%, 12/02/28 |
252 | 249,167 | ||||||||||
|
|
|||||||||||
1,001,066 | ||||||||||||
Software 5.0% | ||||||||||||
Applied Systems, Inc. |
||||||||||||
2021 2nd Lien Term Loan, (3 mo. SOFR CME at 0.75% Floor + 6.75%), 11.65%, 09/17/27 |
90 | 89,843 | ||||||||||
2022 Extended 1st Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.40%, 09/18/26 |
94 | 94,258 | ||||||||||
Barracuda Networks, Inc., 2022 Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.18%, 08/15/29 |
332 | 319,193 |
23 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
Software (continued) |
||||||||||||
Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME at 0.50% Floor + 4.25%), 9.15%, 07/06/29 |
USD | 1,204 | $ | 1,198,661 | ||||||||
Cloudera, Inc. |
||||||||||||
2021 Second Lien Term Loan, (1 mo. SOFR CME at 0.50% Floor + 6.00%), 10.91%, 10/08/29 |
457 | 402,923 | ||||||||||
2021 Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.66%, 10/08/28(c) |
379 | 361,195 | ||||||||||
Cornerstone OnDemand, Inc., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.75%), 8.59%, 10/16/28 |
515 | 473,616 | ||||||||||
Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR US + 3.25%), 8.08%, 05/28/24 |
420 | 377,797 | ||||||||||
E2open LLC, 2020 Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.20%, 02/04/28 |
112 | 111,059 | ||||||||||
Epicor Software Corp. |
||||||||||||
2020 2nd Lien Term Loan, (1 mo. LIBOR US at 1.00% Floor + 7.75%), 12.59%, 07/31/28 |
296 | 291,992 | ||||||||||
2020 Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.25%), 8.09%, 07/30/27 |
286 | 280,722 | ||||||||||
Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR US + 2.75%), 7.63%, 10/27/28 |
1,230 | 1,218,803 | ||||||||||
Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.75%), 7.85%, 10/30/28(c) |
309 | 306,563 | ||||||||||
IPS Corp., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.50%), 8.41%, 10/02/28 |
257 | 240,023 | ||||||||||
Magenta Buyer LLC |
||||||||||||
2021 USD 1st Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 4.75%), 9.58%, 07/27/28 |
1,015 | 833,194 | ||||||||||
2021 USD 2nd Lien Term Loan, (3 mo. LIBOR US at 0.75% Floor + 8.25%), 13.08%, 07/27/29 |
936 | 692,445 | ||||||||||
McAfee Corp., 2022 USD Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.52%, 03/01/29 |
1,630 | 1,527,830 | ||||||||||
NortonLifeLock, Inc., 2022 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 2.00%), 6.91%, 09/12/29 |
707 | 698,660 | ||||||||||
Proofpoint, Inc., 1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 08/31/28 |
1,756 | 1,713,323 | ||||||||||
RealPage, Inc. |
||||||||||||
1st Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 3.00%), 7.84%, 04/24/28 |
3,444 | 3,335,084 | ||||||||||
2nd Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 6.50%), 11.34%, 04/23/29 |
480 | 451,800 | ||||||||||
Renaissance Holding Corp., 2023 Refi Term Loan, (1 mo. LIBOR US + 3.25%), 8.09%, 04/05/30 |
142 | 137,824 | ||||||||||
Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 2.50%), 7.34%, 10/20/28 |
314 | 292,846 | ||||||||||
Severin Acquisition LLC, 2018 Term Loan B, (3 mo. SOFR CME + 3.00%), 7.68%, 08/01/25 |
920 | 918,484 | ||||||||||
Sophia LP, 2021 Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 3.50%), 8.66%, 10/07/27 |
744 | 734,704 | ||||||||||
SS&C Technologies, Inc. |
||||||||||||
2018 Term Loan B3, (1 mo. LIBOR US + 1.75%), 6.59%, 04/16/25 |
508 | 505,853 |
Security | Par (000) |
Value | ||||||||||
Software (continued) |
||||||||||||
SS&C Technologies, Inc. (continued) |
||||||||||||
2018 Term Loan B4, (1 mo. LIBOR US + 1.75%), 6.59%, 04/16/25 |
USD | 450 | $ | 448,322 | ||||||||
Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 7.81%, 08/31/28 |
2,278 | 2,273,137 | ||||||||||
TIBCO Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME at 0.50% Floor + 4.50%), 9.50%, 03/30/29 |
2,569 | 2,329,662 | ||||||||||
UKG, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR US at 0.50% Floor + 5.25%), 10.03%, 05/03/27 |
453 | 432,955 | ||||||||||
Ultimate Software Group, Inc. |
||||||||||||
2021 Term Loan, (3 mo. LIBOR US at 0.50% Floor + 3.25%), 8.03%, 05/04/26 |
58 | 56,428 | ||||||||||
Term Loan B, (3 mo. LIBOR US + 3.75%), 8.58%, 05/04/26 |
1,041 | 1,022,199 | ||||||||||
ZoomInfo LLC, 2023 Term Loan B, (1 mo. SOFR CME + 2.75%), 7.66%, 02/28/30 |
89 | 88,556 | ||||||||||
|
|
|||||||||||
24,259,954 | ||||||||||||
Specialty Retail 2.2% | ||||||||||||
Belron Finance U.S. LLC |
||||||||||||
2018 Term Loan B, (3 mo. LIBOR US + 2.25%), 7.13%, 11/13/25 |
178 | 177,872 | ||||||||||
2019 USD Term Loan B3, (3 mo. LIBOR US + 2.25%), 7.06%, 10/30/26(c) |
406 | 405,333 | ||||||||||
2021 USD Term Loan B, (3 mo. LIBOR US at 0.50% Floor + 2.425%), 7.30%, 04/13/28 |
920 | 917,035 | ||||||||||
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (1 day SONIA + 4.25%), 7.78%, 06/23/25 |
GBP | 1,000 | 1,186,315 | |||||||||
EG Group Ltd., 2021 Term Loan, (1 mo. LIBOR US at 0.50% Floor + 4.25%), 9.09%, 03/31/26 |
USD | 233 | 222,105 | |||||||||
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR US at 0.50% Floor + 3.25%), 8.09%, 11/24/28 |
763 | 758,542 | ||||||||||
Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 4.00%), 8.92%, 05/04/28 |
1,265 | 1,237,405 | ||||||||||
MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR US + 4.25%), 9.09%, 08/31/26 |
818 | 715,148 | ||||||||||
Midas Intermediate Holdco II LLC, 2022 PIK Term Loan, (1 mo. SOFR CME at 0.75% Floor + 8.35%, 1.50% PIK), 13.11%, 06/30/27 |
1,232 | 1,000,144 | ||||||||||
PetSmart, Inc., 2021 Term Loan B, (1 mo. SOFR CME at 0.75% Floor + 3.75%), 8.66%, 02/11/28 |
1,614 | 1,600,201 | ||||||||||
Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. SOFR CME + 2.00%), 6.91%, 08/04/28 |
759 | 755,562 | ||||||||||
Restoration Hardware, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME at 0.50% Floor + 3.25%), 8.16%, 10/20/28 |
362 | 339,884 | ||||||||||
Reverb Buyer, Inc., 2021 1st Lien Term Loan, (3 mo. SOFR CME at 0.50% Floor + 3.25%), 8.24%, 11/01/28 |
948 | 920,357 | ||||||||||
Sally Holdings LLC, 2023 Term Loan B, (3 mo. SOFR CME + 2.50%), 7.31%, 02/28/30(c) |
291 | 289,909 | ||||||||||
Woof Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR US at 0.75% Floor + 3.75%), 8.53%, 12/21/27(c) |
225 | 215,257 | ||||||||||
|
|
|||||||||||
10,741,069 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
Technology Hardware, Storage & Peripherals 0.0% |
| |||||||||||
Electronics for Imaging, Inc., Term Loan, (1 mo. LIBOR US + 5.00%), 10.21%, 07/23/26 |
USD | 278 | $ | 217,162 | ||||||||
|
|
|||||||||||
Textiles, Apparel & Luxury Goods 0.2% | ||||||||||||
Crocs, Inc., Term Loan B, (1 mo. SOFRTE at 0.50% Floor + 3.50%), 8.41%, 02/20/29 |
522 | 519,271 | ||||||||||
Hanesbrands, Inc., 2023 Term Loan B, (1 mo. SOFR CME at 0.50% Floor + 3.75%), 8.56%, 03/08/30(c) |
239 | 237,805 | ||||||||||
|
|
|||||||||||
757,076 | ||||||||||||
Trading Companies & Distributors 0.4% | ||||||||||||
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR US + 2.25%), 7.09%, 05/19/28 |
611 | 606,703 | ||||||||||
ION Trading Finance Ltd., 2021 USD Term Loan, (3 mo. LIBOR US + 4.75%), 9.91%, 04/03/28 |
298 | 279,651 | ||||||||||
SRS Distribution, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 3.25%), 8.16%, 06/02/28 |
406 | 388,006 | ||||||||||
TMK Hawk Parent Corp. |
||||||||||||
2020 Super Priority First Out Term Loan A, (3 mo. LIBOR US at 1.00% Floor + 9.50%), 14.46%, 05/30/24(c) |
163 | 157,858 | ||||||||||
2020 Super Priority Second Out Term Loan B, (3 mo. LIBOR US at 1.00% Floor + 3.50%), 8.46%, 08/28/24 |
1,300 | 728,225 | ||||||||||
|
|
|||||||||||
2,160,443 | ||||||||||||
Transportation Infrastructure 0.0% | ||||||||||||
KKR Apple Bidco LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR US at 0.50% Floor + 5.75%), 10.59%, 09/21/29 |
100 | 97,725 | ||||||||||
|
|
|||||||||||
Wireless Telecommunication Services 0.3% | ||||||||||||
GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. SOFR CME at 0.75% Floor + 3.75%), 8.70%, 04/30/28 |
429 | 425,690 | ||||||||||
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR US + 1.75%), 6.60%, 04/11/25 |
1,050 | 1,048,303 | ||||||||||
|
|
|||||||||||
1,473,993 | ||||||||||||
|
|
|||||||||||
Total Floating Rate Loan Interests 57.3% |
|
280,356,439 | ||||||||||
|
|
|||||||||||
Foreign Agency Obligations |
|
|||||||||||
Bahrain 0.1% |
||||||||||||
Bahrain Government International Bond, 6.75%, 09/20/29(d) |
200 | 198,250 | ||||||||||
|
|
|||||||||||
Chile 0.0% | ||||||||||||
Chile Government International Bond, 4.34%, 03/07/42(g) |
200 | 176,100 | ||||||||||
|
|
|||||||||||
Colombia 0.1% | ||||||||||||
Colombia Government International Bond |
||||||||||||
3.13%, 04/15/31 |
430 | 328,090 | ||||||||||
8.00%, 04/20/33 |
200 | 205,100 | ||||||||||
|
|
|||||||||||
533,190 |
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
Dominican Republic 0.1% |
||||||||||||
Dominican Republic International Bond(b) |
||||||||||||
4.50%, 01/30/30 |
USD | 200 | $ | 173,725 | ||||||||
7.05%, 02/03/31 |
150 | 150,844 | ||||||||||
4.88%, 09/23/32(g) |
300 | 254,400 | ||||||||||
|
|
|||||||||||
578,969 | ||||||||||||
Egypt 0.0% | ||||||||||||
Egypt Government International Bond, 7.50%, 02/16/61(b) |
200 | 107,412 | ||||||||||
|
|
|||||||||||
Guatemala 0.1% | ||||||||||||
Guatemala Government Bond |
||||||||||||
4.50%, 05/03/26(d) |
200 | 194,600 | ||||||||||
4.65%, 10/07/41(b) |
200 | 162,975 | ||||||||||
|
|
|||||||||||
357,575 | ||||||||||||
Ivory Coast 0.1% | ||||||||||||
Ivory Coast Government International Bond, 6.38%, 03/03/28(d) |
200 | 191,400 | ||||||||||
|
|
|||||||||||
Morocco 0.0% | ||||||||||||
Morocco Government International Bond, 2.38%, 12/15/27(b) |
200 | 176,000 | ||||||||||
|
|
|||||||||||
Nigeria 0.0% | ||||||||||||
Nigeria Government International Bond, 8.38%, 03/24/29(b) |
200 | 164,500 | ||||||||||
|
|
|||||||||||
Oman 0.1% | ||||||||||||
Oman Government International Bond, 6.50%, 03/08/47(d) |
308 | 284,130 | ||||||||||
|
|
|||||||||||
Paraguay 0.0% | ||||||||||||
Paraguay Government International Bond, 5.40%, 03/30/50(d) |
200 | 171,412 | ||||||||||
|
|
|||||||||||
Romania 0.1% | ||||||||||||
Romanian Government International Bond |
||||||||||||
5.25%, 11/25/27(b) |
122 | 120,018 | ||||||||||
2.50%, 02/08/30(d) |
EUR | 138 | 119,355 | |||||||||
2.12%, 07/16/31(d) |
156 | 123,291 | ||||||||||
|
|
|||||||||||
362,664 | ||||||||||||
South Africa 0.1% | ||||||||||||
Republic of South Africa Government International Bond |
||||||||||||
4.85%, 09/30/29 |
USD | 200 | 179,000 | |||||||||
5.00%, 10/12/46 |
230 | 158,700 | ||||||||||
|
|
|||||||||||
337,700 | ||||||||||||
Sri Lanka 0.0% | ||||||||||||
Sri Lanka Government International Bond(d)(e)(j) |
||||||||||||
6.85%, 03/14/24 |
200 | 70,225 | ||||||||||
6.35%, 06/28/24 |
200 | 70,225 | ||||||||||
|
|
|||||||||||
140,450 |
25 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
Ukraine 0.0% |
||||||||||||
Ukraine Government International Bond(e)(j) |
||||||||||||
9.75%, 11/01/30(d) |
USD | 236 | $ | 43,778 | ||||||||
7.25%, 03/15/35(b) |
200 | 34,163 | ||||||||||
|
|
|||||||||||
77,941 | ||||||||||||
|
|
|||||||||||
Total Foreign Agency Obligations 0.8% |
|
3,857,693 | ||||||||||
|
|
|||||||||||
Shares | ||||||||||||
Investment Companies |
||||||||||||
Financial Services 1.0% |
||||||||||||
Invesco Senior Loan ETF |
230,501 | 4,794,421 | ||||||||||
|
|
|||||||||||
Total Investment Companies 1.0% |
|
4,794,421 | ||||||||||
|
|
|||||||||||
Par (000) |
||||||||||||
Non-Agency Mortgage-Backed Securities |
|
|||||||||||
Collateralized Mortgage Obligations 2.3% |
|
|||||||||||
Alternative Loan Trust |
||||||||||||
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 |
USD | 1,035 | 598,495 | |||||||||
Series 2006-J8, Class A5, 6.00%, 02/25/37 |
1,829 | 824,819 | ||||||||||
Series 2007-19, Class 1A1, 6.00%, 08/25/37 |
546 | 282,415 | ||||||||||
CHL Mortgage Pass-Through Trust |
||||||||||||
Series 2005-17, Class 1A6, 5.50%, 09/25/35 |
97 | 88,612 | ||||||||||
Series 2006-17, Class A2, 6.00%, 12/25/36 |
627 | 271,396 | ||||||||||
Series 2007-HY5, Class 3A1, 4.03%, 09/25/37(a) |
282 | 249,362 | ||||||||||
COLT Mortgage Loan Trust(b) |
||||||||||||
Series 2022-7, Class A1, 5.16%, 04/25/67 |
2,266 | 2,226,438 | ||||||||||
Series 2022-9, Class A1, 6.79%, 12/25/67 |
307 | 308,637 | ||||||||||
Ellington Financial Mortgage Trust, Series 2021-2, Class A1, 0.93%, 06/25/66(a)(b) |
218 | 175,140 | ||||||||||
GCAT Trust, Series 2022-NQM3, Class A1, 4.35%, 04/25/67(a)(b) |
1,483 | 1,415,345 | ||||||||||
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 3.77%, 10/25/35(a) |
308 | 173,312 | ||||||||||
JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1, 4.75%, 01/25/63(a)(b) |
402 | 382,972 | ||||||||||
OBX Trust, Series 2022-NQM9, Class A1A, 6.45%, 09/25/62(b) |
97 | 97,067 | ||||||||||
Spruce Hill Mortgage Loan Trust, Class A1A, 4.10%, 07/25/57(b) |
609 | 579,193 | ||||||||||
Verus Securitization Trust(b) |
||||||||||||
Series 2022-3, Class A1, 4.13%, 02/25/67 |
1,477 | 1,381,166 | ||||||||||
Series 2022-7, Class A1, 5.15%, 07/25/67 |
1,755 | 1,717,702 | ||||||||||
Series 2022-INV2, Class A1, 6.79%, 10/25/67 |
470 | 473,330 | ||||||||||
|
|
|||||||||||
11,245,401 | ||||||||||||
Commercial Mortgage-Backed Securities(b) 0.9% | ||||||||||||
BX Commercial Mortgage Trust(a) |
||||||||||||
Series 2019-XL, Class A, (1 mo. SOFR + 1.03%), 5.86%, 10/15/36 |
1,129 | 1,116,179 | ||||||||||
Series 2021-CIP, Class A, (1 mo. LIBOR US + 0.92%), 5.61%, 12/15/38 |
1,000 | 963,646 | ||||||||||
Series 2021-XL2, Class A, (1 mo. LIBOR US + 0.69%), 5.37%, 10/15/38 |
454 | 435,017 |
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
Commercial Mortgage-Backed Securities (continued) |
|
|||||||||||
BX Trust, Class A, (1 mo. SOFR + 0.85%), 5.68%, 01/15/39(a) |
USD | 1,200 | $ | 1,152,255 | ||||||||
Citigroup Commercial Mortgage Trust, Series 2019- SMRT, Class A, 4.15%, 01/10/36 |
800 | 783,752 | ||||||||||
|
|
|||||||||||
4,450,849 | ||||||||||||
|
|
|||||||||||
Total Non-Agency Mortgage-Backed Securities 3.2% |
|
15,696,250 | ||||||||||
|
|
|||||||||||
Benefical Interest (000) |
||||||||||||
Other Interests(c)(o) |
|
|||||||||||
Capital Markets 0.0% |
|
|||||||||||
Millennium Lender Claim Trust |
USD | 918 | | |||||||||
|
|
|||||||||||
Industrial Conglomerates 0.0% | ||||||||||||
Millennium Corp. Claim |
|
861 | | |||||||||
|
|
|||||||||||
Total Other Interests 0.0% |
|
| ||||||||||
|
|
|||||||||||
Par (000) |
||||||||||||
Preferred Securities |
|
|||||||||||
Capital Trusts 3.6%(a) |
|
|||||||||||
Automobiles 0.1% |
|
|||||||||||
General Motors Financial Co., Inc., Series C, 5.70%(g)(k) |
USD | 365 | 314,137 | |||||||||
|
|
|||||||||||
Banks(k) 0.9% | ||||||||||||
AIB Group PLC, 5.25%(d) |
EUR | 200 | 194,668 | |||||||||
Bank of East Asia Ltd., 5.88%(d) |
USD | 250 | 217,156 | |||||||||
Industrial & Commercial Bank of China Ltd., 3.20%(d). |
200 | 187,000 | ||||||||||
ING Groep NV, 3.88%(g) |
1,750 | 1,268,890 | ||||||||||
Kasikornbank PCL, 5.28%(d) |
200 | 183,100 | ||||||||||
Nordea Bank Abp, 3.75%(b)(g) |
560 | 434,801 | ||||||||||
PNC Financial Services Group, Inc.(g) |
||||||||||||
Series V, 6.20% |
290 | 272,846 | ||||||||||
Series W, 6.25% |
289 | 268,770 | ||||||||||
Rizal Commercial Banking Corp., 6.50%(d) |
200 | 176,413 | ||||||||||
Wells Fargo & Co., Series S, 5.90%(g) |
1,500 | 1,422,075 | ||||||||||
|
|
|||||||||||
4,625,719 | ||||||||||||
Diversified Telecommunication Services(d)(k) 0.1% | ||||||||||||
Telefonica Europe BV |
|
|||||||||||
7.13% |
EUR | 100 | 110,212 | |||||||||
6.14% |
|
200 | 209,405 | |||||||||
|
|
|||||||||||
319,617 | ||||||||||||
Electric Utilities 0.4% | ||||||||||||
Edison International, Series B, 5.00%(k) |
USD | 175 | 144,987 | |||||||||
EDP - Energias de Portugal SA, 5.94%, 04/23/83(d) |
EUR | 100 | 106,281 | |||||||||
NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79(g) |
USD | 1,750 | 1,540,116 | |||||||||
|
|
|||||||||||
1,791,384 | ||||||||||||
Financial Services(k) 2.0% | ||||||||||||
Bank of America Corp.(g) |
|
|||||||||||
Series DD, 6.30% |
|
215 | 214,731 | |||||||||
Series X, 6.25% |
|
1,929 | 1,883,186 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets) |
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
Financial Services (continued) |
|
|||||||||||
Bank of America Corp.(g) (continued) |
|
|||||||||||
Series Z, 6.50% |
USD | 143 | $ | 142,643 | ||||||||
Barclays PLC |
||||||||||||
4.38% |
455 | 311,044 | ||||||||||
8.00% |
210 | 179,288 | ||||||||||
BNP Paribas SA, 6.88%(d) |
EUR | 200 | 200,646 | |||||||||
Credit Agricole SA, 4.75%(b)(g) |
USD | 200 | 150,180 | |||||||||
HSBC Holdings PLC, 6.00%(g) |
415 | 373,865 | ||||||||||
JPMorgan Chase & Co., Series FF, 5.00%(g) |
2,000 | 1,920,200 | ||||||||||
Lloyds Banking Group PLC |
||||||||||||
8.00% |
265 | 244,131 | ||||||||||
7.50%(g) |
1,250 | 1,159,775 | ||||||||||
NatWest Group PLC, 6.00%(g) |
1,185 | 1,080,838 | ||||||||||
Societe Generale SA, 5.38%(b)(g) |
2,250 | 1,619,854 | ||||||||||
Woori Bank, 4.25%(d) |
250 | 234,344 | ||||||||||
|
|
|||||||||||
9,714,725 | ||||||||||||
Independent Power and Renewable Electricity Producers(b)(k) 0.1% | ||||||||||||
NRG Energy, Inc., 10.25% |
|
452 | 431,935 | |||||||||
Vistra Corp., 7.00% |
|
240 | 211,200 | |||||||||
|
|
|||||||||||
643,135 | ||||||||||||
Media 0.0% | ||||||||||||
SES SA, 2.88%(d)(k) |
EUR | 100 | 87,844 | |||||||||
|
|
|||||||||||
Oil, Gas & Consumable Fuels 0.0% | ||||||||||||
Abertis Infraestructuras Finance BV, 3.25%(d)(k) |
|
100 | 96,412 | |||||||||
|
|
|||||||||||
Utilities 0.0% | ||||||||||||
Electricite de France SA, 3.00%(d)(k) |
|
200 | 177,151 | |||||||||
|
|
|||||||||||
Wireless Telecommunication Services 0.0% | ||||||||||||
Vodafone Group PLC |
|
|||||||||||
3.25%, 06/04/81 |
USD | 18 | 15,256 | |||||||||
2.63%, 08/27/80(d) |
EUR | 100 | 97,339 | |||||||||
|
|
|||||||||||
112,595 | ||||||||||||
|
|
|||||||||||
17,882,719 | ||||||||||||
|
|
|||||||||||
Shares | ||||||||||||
|
||||||||||||
Preferred Stocks 1.3% |
|
|||||||||||
Capital Markets(a)(k) 1.3% | ||||||||||||
Goldman Sachs Group, Inc., Series J |
|
140,000 | 3,474,800 | |||||||||
Morgan Stanley |
|
|||||||||||
Series F |
|
55,000 | 1,358,500 | |||||||||
Series K |
|
53,253 | 1,319,609 | |||||||||
|
|
|||||||||||
6,152,909 | ||||||||||||
Wireless Telecommunication Services 0.0% | ||||||||||||
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost: $136,229)(f) |
|
139,135 | 2,978 | |||||||||
|
|
|||||||||||
6,155,887 | ||||||||||||
|
|
|||||||||||
Total Preferred Securities 4.9% |
|
24,038,606 | ||||||||||
|
|
Security | Par (000) |
Value | ||||||||||
|
||||||||||||
U.S. Government Sponsored Agency Securities |
| |||||||||||
Mortgage-Backed Securities 5.5% |
|
|||||||||||
Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1, 1.02%, 12/25/24(a) |
USD | 31,838 | $ | 463,832 | ||||||||
Uniform Mortgage-Backed Securities(p) |
||||||||||||
3.50%, 03/25/52 - 04/13/53 |
8,000 | 7,435,938 | ||||||||||
5.00%, 04/13/53 |
9,600 | 9,574,500 | ||||||||||
5.50%, 04/13/53 |
9,500 | 9,595,928 | ||||||||||
|
|
|||||||||||
27,070,198 | ||||||||||||
|
|
|||||||||||
Total U.S. Government Sponsored Agency Securities 5.5% |
|
27,070,198 | ||||||||||
|
|
|||||||||||
Shares | ||||||||||||
|
||||||||||||
Warrants |
|
|||||||||||
Consumer Discretionary 0.0% | ||||||||||||
Service King (Carnelian Point), (Expires 06/30/27, Strike Price USD 10.00)(e) |
|
1,357 | | |||||||||
|
|
|||||||||||
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)(e) |
|
345 | 2,933 | |||||||||
|
|
|||||||||||
Total Warrants 0.0% |
|
2,933 | ||||||||||
|
|
|||||||||||
Total Investments Before TBA Sale |
|
732,716,355 | ||||||||||
|
|
|||||||||||
Par (000) |
||||||||||||
|
||||||||||||
TBA Sale Commitments(p) |
|
|||||||||||
Mortgage-Backed Securities (0.8)% |
|
|||||||||||
Uniform Mortgage-Backed Securities, 3.50%, 04/13/53 |
USD | (4,000 | ) | (3,716,719 | ) | |||||||
|
|
|||||||||||
Total TBA Sale Commitments (0.8)% |
|
(3,716,719 | ) | |||||||||
|
|
|||||||||||
Total Investments, Net of TBA Sale |
|
728,999,636 | ||||||||||
Liabilities in Excess of Other Assets (48.9)% |
|
(239,511,308 | ) | |||||||||
|
|
|||||||||||
Net Assets 100.0% |
|
$ | 489,488,328 | |||||||||
|
|
(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) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
27 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
(e) | Non-income producing security. |
(f) | Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,978, representing less than 0.05% of its net assets as of period end, and an original cost of $136,229. |
(g) | All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements. |
(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) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate as of period end. |
(n) | Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. |
(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 Funds 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.
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended March 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/22 |
Purchases at Cost |
Proceeds from Sales |
Net Realized Gain (Loss) |
Change in Unrealized Appreciation (Depreciation) |
Value at 03/31/23 |
Shares Held at 03/31/23 |
Income | Capital Gain Distributions from Underlying Funds |
|||||||||||||||||||||||||||
BlackRock Liquidity Funds, T-Fund, Institutional Class(a) |
$ | 1,474,663 | $ | | $ | (1,474,663 | )(b) | $ | | $ | | $ | | | $ | 36,013 | $ | | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(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) | |||||||||
HSBC Securities (USA), Inc. |
5.00 | %(b) | 11/29/22 | Open | $ | 811,250 | $ | 823,469 | Corporate Bonds | Open/Demand | ||||||||||||||||
HSBC Securities (USA), Inc. |
5.00 | (b) | 12/28/22 | Open | 670,312 | 678,259 | Corporate Bonds | Open/Demand | ||||||||||||||||||
HSBC Securities (USA), Inc. |
5.00 | (b) | 12/28/22 | Open | 900,000 | 910,669 | Corporate Bonds | Open/Demand | ||||||||||||||||||
HSBC Securities (USA), Inc. |
5.00 | (b) | 12/28/22 | Open | 701,250 | 709,563 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
4.75 | (b) | 12/30/22 | Open | 191,595 | 193,921 | Corporate Bonds | Open/Demand | ||||||||||||||||||
HSBC Securities (USA), Inc. |
5.00 | (b) | 01/12/23 | Open | 479,400 | 484,268 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.82 | (b) | 01/23/23 | Open | 843,750 | 850,727 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.99 | (b) | 01/23/23 | Open | 93,220 | 94,020 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.08 | (b) | 01/24/23 | Open | 373,380 | 376,601 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
5.22 | (b) | 01/24/23 | Open | 247,264 | 249,404 | Corporate Bonds | Open/Demand | ||||||||||||||||||
HSBC Securities (USA), Inc. |
5.00 | (b) | 01/25/23 | Open | 711,787 | 717,734 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.87 | (b) | 01/26/23 | Open | 276,225 | 278,434 | Capital Trusts | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 01/26/23 | Open | 517,590 | 521,831 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 01/27/23 | Open | 102,555 | 103,387 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.89 | (b) | 01/30/23 | Open | 973,750 | 981,098 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 01/30/23 | Open | 1,261,055 | 1,271,117 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 01/30/23 | Open | 974,795 | 982,573 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 01/30/23 | Open | 924,611 | 931,989 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 01/30/23 | Open | 897,500 | 904,437 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 02/02/23 | Open | 593,145 | 597,507 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 02/03/23 | Open | 190,769 | 192,126 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.87 | (b) | 02/06/23 | Open | 1,269,000 | 1,277,640 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
4.85 | (b) | 02/08/23 | Open | 2,407,500 | 2,422,888 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.00 | (b) | 02/08/23 | Open | 459,000 | 462,092 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.00 | (b) | 02/08/23 | Open | 470,250 | 473,418 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.00 | (b) | 02/08/23 | Open | 822,375 | 827,915 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.05 | (b) | 02/08/23 | Open | 413,000 | 415,811 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.05 | (b) | 02/08/23 | Open | 1,273,125 | 1,281,791 | Capital Trusts | Open/Demand |
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) March 31, 2023 |
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 Bank PLC |
5.05 | %(b) | 02/08/23 | Open | $ | 468,125 | $ | 471,311 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Bank PLC |
5.05 | (b) | 02/08/23 | Open | 67,890 | 68,352 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.05 | (b) | 02/08/23 | Open | 1,807,500 | 1,819,804 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 336,937 | 339,326 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 919,856 | 926,378 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 1,110,937 | 1,118,814 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 1,138,537 | 1,146,610 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 506,187 | 509,777 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Bank PLC |
5.25 | (b) | 02/08/23 | Open | 2,646,875 | 2,665,642 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
(1.75 | )(b) | 02/08/23 | Open | 236,738 | 236,151 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.00 | (b) | 02/08/23 | Open | 155,500 | 156,547 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 204,519 | 205,911 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 31,058 | 31,269 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 570,977 | 574,864 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 134,778 | 135,695 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 486,603 | 489,915 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 801,540 | 806,996 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 02/08/23 | Open | 305,544 | 307,624 | Capital Trusts | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.20 | (b) | 02/08/23 | Open | 386,000 | 388,710 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.20 | (b) | 02/08/23 | Open | 304,168 | 306,303 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.20 | (b) | 02/08/23 | Open | 106,855 | 107,605 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 506,660 | 510,252 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 571,952 | 576,008 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 129,090 | 130,005 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 348,230 | 350,699 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 293,123 | 295,201 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 627,427 | 631,876 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 37,548 | 37,814 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 994,592 | 1,001,644 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 1,100,435 | 1,108,237 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 145,040 | 146,068 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 156,250 | 157,358 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 146,169 | 147,205 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 121,770 | 122,633 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 204,096 | 205,543 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 442,819 | 445,958 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 505,957 | 509,545 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 147,248 | 148,292 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 301,210 | 303,346 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 141,738 | 142,742 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 976,437 | 983,361 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 725,760 | 730,906 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 1,462,477 | 1,472,847 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 389,499 | 392,260 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 146,381 | 147,419 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 559,877 | 563,847 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/08/23 | Open | 483,502 | 486,931 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.95 | (b) | 02/08/23 | Open | 1,582,500 | 1,593,048 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.06 | (b) | 02/08/23 | Open | 534,781 | 538,429 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 02/08/23 | Open | 611,535 | 615,784 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 02/08/23 | Open | 512,996 | 516,561 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 02/08/23 | Open | 495,247 | 498,689 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/08/23 | Open | 406,312 | 409,153 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/08/23 | Open | 342,575 | 344,970 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/08/23 | Open | 370,654 | 373,245 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/08/23 | Open | 348,660 | 351,098 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/08/23 | Open | 404,627 | 407,456 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 256,550 | 258,351 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 470,062 | 473,362 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 899,862 | 906,179 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 2,164,312 | 2,179,505 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 292,549 | 294,602 | Corporate Bonds | Open/Demand |
29 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
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. |
5.20 | %(b) | 02/08/23 | Open | $ | 462,866 | $ | 466,115 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/08/23 | Open | 165,938 | 167,102 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.23 | (b) | 02/08/23 | Open | 556,950 | 560,883 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.23 | (b) | 02/08/23 | Open | 645,600 | 650,159 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.30 | (b) | 02/08/23 | Open | 1,146,465 | 1,154,675 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.00 | (b) | 02/08/23 | Open | 683,750 | 688,356 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.02 | (b) | 02/08/23 | Open | 338,937 | 341,230 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.02 | (b) | 02/08/23 | Open | 179,700 | 180,916 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.02 | (b) | 02/08/23 | Open | 188,500 | 189,775 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.07 | (b) | 02/08/23 | Open | 295,701 | 297,722 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/08/23 | Open | 352,484 | 354,903 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/08/23 | Open | 323,300 | 325,519 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/08/23 | Open | 273,000 | 274,874 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/08/23 | Open | 262,080 | 263,879 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/08/23 | Open | 300,671 | 302,735 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.11 | (b) | 02/08/23 | Open | 318,285 | 320,479 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.11 | (b) | 02/08/23 | Open | 447,752 | 450,838 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.13 | (b) | 02/08/23 | Open | 250,500 | 252,234 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.85 | (b) | 02/08/23 | Open | 826,597 | 831,990 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 653,286 | 657,668 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 187,914 | 189,174 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 685,506 | 690,104 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 905,000 | 911,071 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 290,543 | 292,491 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 992,880 | 999,540 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 1,507,500 | 1,517,612 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 200,359 | 201,703 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 549,164 | 552,847 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/08/23 | Open | 242,515 | 244,142 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
5.00 | (b) | 02/08/23 | Open | 166,712 | 167,835 | Foreign Agency Obligations | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 02/08/23 | Open | 330,300 | 332,525 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 02/08/23 | Open | 1,024,406 | 1,031,307 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 02/08/23 | Open | 268,781 | 270,592 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 02/08/23 | Open | 155,763 | 156,812 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 1,452,532 | 1,462,379 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 1,357,912 | 1,367,117 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 598,000 | 602,054 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 212,088 | 213,525 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 266,475 | 268,281 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 348,187 | 350,548 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 372,600 | 375,126 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.03 | (b) | 02/08/23 | Open | 2,786 | 2,805 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 180,743 | 181,993 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 355,361 | 357,820 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 343,534 | 345,911 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 471,250 | 474,511 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 330,190 | 332,475 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/08/23 | Open | 754,020 | 759,238 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 264,025 | 265,860 | 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) March 31, 2023 |
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 |
5.15 | %(b) | 02/08/23 | Open | $ | 422,044 | $ | 424,976 | Corporate Bonds | Open/Demand | ||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 99,653 | 100,345 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 383,750 | 386,417 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 260,509 | 262,319 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 455,257 | 458,421 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 194,063 | 195,411 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 187,265 | 188,566 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 157,250 | 158,343 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 478,485 | 481,810 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 285,300 | 287,282 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 495,337 | 498,779 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 309,465 | 311,615 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 170,970 | 172,158 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 290,513 | 292,531 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 258,970 | 260,769 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 289,755 | 291,768 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 248,625 | 250,353 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 419,925 | 422,843 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 328,638 | 330,921 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 427,935 | 430,909 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 482,074 | 485,423 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 600,960 | 605,136 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 159,041 | 160,146 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 299,500 | 301,581 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 359,640 | 362,139 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 277,383 | 279,310 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 274,995 | 276,906 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 516,975 | 520,567 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 527,039 | 530,701 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 514,360 | 517,934 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 313,739 | 315,919 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 383,760 | 386,427 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/08/23 | Open | 282,279 | 284,240 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.17 | (b) | 02/08/23 | Open | 315,735 | 317,938 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 02/08/23 | Open | 299,735 | 301,750 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.10 | (b) | 02/08/23 | Open | 147,378 | 148,391 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.17 | (b) | 02/08/23 | Open | 290,250 | 292,275 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.17 | (b) | 02/08/23 | Open | 278,674 | 280,618 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.17 | (b) | 02/08/23 | Open | 271,399 | 273,292 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.17 | (b) | 02/08/23 | Open | 272,395 | 274,295 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/09/23 | Open | 785,735 | 791,197 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.23 | (b) | 02/09/23 | Open | 446,257 | 449,347 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.05 | (b) | 02/09/23 | Open | 462,175 | 465,259 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/09/23 | Open | 259,420 | 261,126 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/09/23 | Open | 215,141 | 216,607 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 02/10/23 | Open | 347,622 | 349,862 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 02/10/23 | Open | 333,112 | 335,268 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/10/23 | Open | 112,800 | 113,497 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.95 | (b) | 02/14/23 | Open | 403,795 | 406,170 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/14/23 | Open | 320,815 | 322,758 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 02/14/23 | Open | 226,730 | 228,115 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/14/23 | Open | 98,685 | 99,290 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.07 | (b) | 02/15/23 | Open | 904,187 | 909,520 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/15/23 | Open | 417,690 | 420,164 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.09 | (b) | 02/15/23 | Open | 540,245 | 543,445 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.88 | (b) | 02/16/23 | Open | 1,651,125 | 1,660,268 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.95 | (b) | 02/17/23 | Open | 159,685 | 160,499 | Corporate Bonds | Open/Demand |
31 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
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 |
5.15 | %(b) | 02/17/23 | Open | $ | 149,695 | $ | 150,491 | Corporate Bonds | Open/Demand | ||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 02/22/23 | Open | 591,500 | 594,626 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/22/23 | Open | 927,951 | 932,757 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 02/22/23 | Open | 400,040 | 402,112 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/23/23 | Open | 688,061 | 691,531 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/23/23 | Open | 824,184 | 828,340 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/24/23 | Open | 362,390 | 363,964 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/24/23 | Open | 217,005 | 217,947 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/24/23 | Open | 235,268 | 236,289 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.90 | (b) | 02/27/23 | Open | 259,160 | 260,233 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 436,000 | 437,902 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 565,857 | 568,326 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 541,651 | 544,014 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 497,610 | 499,781 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 774,225 | 777,603 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 02/27/23 | Open | 612,070 | 614,740 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/28/23 | Open | 262,860 | 263,932 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/28/23 | Open | 173,250 | 173,957 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 02/28/23 | Open | 221,250 | 222,153 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.10 | (b) | 03/01/23 | Open | 157,520 | 158,158 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.65 | (b) | 03/06/23 | Open | 185,213 | 185,780 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.80 | (b) | 03/06/23 | Open | 394,625 | 395,875 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.95 | (b) | 03/06/23 | Open | 275,263 | 276,163 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.95 | (b) | 03/06/23 | Open | 568,750 | 570,610 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/06/23 | Open | 156,418 | 156,935 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/06/23 | Open | 1,499,550 | 1,504,507 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/06/23 | Open | 223,928 | 224,668 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/06/23 | Open | 361,672 | 362,906 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/06/23 | Open | 68,661 | 68,888 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/06/23 | Open | 187,980 | 188,600 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/07/23 | Open | 657,400 | 659,478 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 03/08/23 | Open | 234,341 | 235,081 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/08/23 | Open | 974,030 | 977,086 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/08/23 | Open | 1,220,610 | 1,224,440 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/08/23 | Open | 931,384 | 934,306 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.85 | (b) | 03/09/23 | Open | 343,837 | 344,806 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.85 | (b) | 03/09/23 | Open | 387,694 | 388,786 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.85 | (b) | 03/09/23 | Open | 920,000 | 922,593 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.87 | (b) | 03/09/23 | Open | 233,419 | 234,079 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.87 | (b) | 03/09/23 | Open | 172,425 | 172,913 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/09/23 | Open | 277,661 | 278,495 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/15/23 | Open | 269,969 | 270,541 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/15/23 | Open | 394,350 | 395,185 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/15/23 | Open | 239,843 | 240,366 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/15/23 | Open | 210,394 | 210,853 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.03 | (b) | 03/15/23 | Open | 189,500 | 189,904 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.15 | (b) | 03/16/23 | Open | 454,382 | 455,313 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/16/23 | Open | 992,250 | 994,283 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 03/20/23 | Open | 947,187 | 948,620 | Capital Trusts | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 03/20/23 | Open | 1,260,000 | 1,261,906 | Capital Trusts | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.00 | (b) | 03/20/23 | Open | 835,200 | 836,418 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Credit Agricole Corporate and Investment Bank |
5.10 | (b) | 03/20/23 | Open | 486,689 | 487,413 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/20/23 | Open | 164,256 | 164,503 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/20/23 | Open | 140,890 | 141,095 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
4.25 | 03/23/23 | 04/11/23 | 50,676 | 50,724 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
4.25 | 03/23/23 | 04/11/23 | 298,500 | 298,782 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
4.95 | 03/23/23 | 04/11/23 | 722,000 | 722,794 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
4.95 | 03/23/23 | 04/11/23 | 168,250 | 168,435 | Capital Trusts | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 840,000 | 840,943 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 345,069 | 345,456 | Corporate Bonds | Up to 30 Days |
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) March 31, 2023 |
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. |
5.05 | % | 03/23/23 | 04/11/23 | $ | 346,175 | $ | 346,563 | Corporate Bonds | Up to 30 Days | ||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 619,830 | 620,526 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 203,000 | 203,228 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 389,576 | 390,013 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 305,660 | 306,003 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 248,364 | 248,642 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 308,764 | 309,110 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 268,538 | 268,839 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 589,810 | 590,472 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 238,939 | 239,207 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 1,001,970 | 1,003,094 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 359,125 | 359,528 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 242,856 | 243,129 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 265,984 | 266,282 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 261,300 | 261,593 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.05 | 03/23/23 | 04/11/23 | 364,639 | 365,048 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.00 | 03/23/23 | 04/12/23 | 556,870 | 557,365 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.75 | 03/23/23 | 04/12/23 | 235,139 | 235,387 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.75 | 03/23/23 | 04/12/23 | 295,741 | 296,053 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.90 | 03/23/23 | 04/12/23 | 353,306 | 353,691 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.90 | 03/23/23 | 04/12/23 | 496,800 | 497,341 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.90 | 03/23/23 | 04/12/23 | 111,800 | 111,922 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.90 | 03/23/23 | 04/12/23 | 225,908 | 226,153 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 922,880 | 923,895 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 342,975 | 343,352 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 333,750 | 334,117 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 1,342,500 | 1,343,977 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 274,523 | 274,824 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 411,250 | 411,702 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 447,205 | 447,697 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/23/23 | 04/12/23 | 314,994 | 315,340 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 248,168 | 248,443 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 437,120 | 437,606 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 322,500 | 322,858 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 229,838 | 230,093 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 313,750 | 314,099 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 180,000 | 180,200 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 104,728 | 104,844 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 246,750 | 247,024 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 290,500 | 290,823 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 200,250 | 200,473 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 292,500 | 292,825 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 467,250 | 467,769 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 344,846 | 345,229 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 363,877 | 364,282 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.00 | 03/23/23 | 04/12/23 | 244,000 | 244,271 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 235,875 | 236,145 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 358,125 | 358,535 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 739,935 | 740,782 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 378,125 | 378,558 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 256,650 | 256,944 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 371,875 | 372,301 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 234,000 | 234,268 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 236,880 | 237,151 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 685,106 | 685,890 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 353,125 | 353,529 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 224,625 | 224,882 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 462,814 | 463,343 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 951,720 | 952,809 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/23/23 | 04/12/23 | 437,600 | 438,101 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
BofA Securities, Inc. |
3.65 | 03/23/23 | 05/10/23 | 137,760 | 137,872 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.25 | 03/23/23 | 05/10/23 | 449,347 | 449,772 | Corporate Bonds | 31 - 90 Days |
33 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
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) | |||||||||
BofA Securities, Inc. |
4.50 | % | 03/23/23 | 05/10/23 | $ | 140,333 | $ | 140,473 | Corporate Bonds | 31 - 90 Days | ||||||||||||||||
BofA Securities, Inc. |
4.50 | 03/23/23 | 05/10/23 | 309,825 | 310,135 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.50 | 03/23/23 | 05/10/23 | 1,918,750 | 1,920,669 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.65 | 03/23/23 | 05/10/23 | 750,885 | 751,661 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.72 | 03/23/23 | 05/10/23 | 154,474 | 154,636 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 514,125 | 514,679 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 131,370 | 131,512 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 716,644 | 717,416 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 518,805 | 519,364 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 188,903 | 189,106 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.85 | 03/23/23 | 05/10/23 | 1,157,390 | 1,158,637 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 1,061,250 | 1,062,406 | Capital Trusts | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 146,610 | 146,770 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 741,217 | 742,025 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 463,476 | 463,981 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 502,095 | 502,642 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 326,899 | 327,255 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 639,547 | 640,244 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 196,125 | 196,339 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 142,000 | 142,155 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 122,693 | 122,826 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 474,275 | 474,791 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 418,027 | 418,483 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 120,360 | 120,491 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 306,383 | 306,716 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 126,900 | 127,038 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 93,298 | 93,399 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 173,366 | 173,555 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.90 | 03/23/23 | 05/10/23 | 233,888 | 234,142 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 127,314 | 127,454 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 61,736 | 61,804 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 320,625 | 320,978 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 760,455 | 761,292 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 466,995 | 467,509 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 218,495 | 218,735 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 194,625 | 194,839 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 336,000 | 336,370 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 348,125 | 348,508 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
4.95 | 03/23/23 | 05/10/23 | 210,800 | 211,032 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 1,400,959 | 1,402,515 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 143,585 | 143,745 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 112,515 | 112,640 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 210,000 | 210,233 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 139,051 | 139,206 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 143,500 | 143,659 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 126,863 | 127,003 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 278,475 | 278,784 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 1,590,675 | 1,592,442 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 1,263,967 | 1,265,372 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 237,463 | 237,726 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 267,363 | 267,660 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 1,139,954 | 1,141,220 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 394,931 | 395,370 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 327,635 | 327,999 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 386,139 | 386,568 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 65,756 | 65,829 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 391,262 | 391,697 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 921,016 | 922,040 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 129,765 | 129,909 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 329,437 | 329,804 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 382,580 | 383,005 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 510,600 | 511,167 | Corporate Bonds | 31 - 90 Days |
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) March 31, 2023 |
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) | |||||||||
BofA Securities, Inc. |
5.00 | % | 03/23/23 | 05/10/23 | $ | 139,680 | $ | 139,835 | Corporate Bonds | 31 - 90 Days | ||||||||||||||||
BofA Securities, Inc. |
5.00 | 03/23/23 | 05/10/23 | 154,635 | 154,807 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 133,403 | 133,552 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 701,735 | 702,519 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 279,720 | 280,033 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 104,996 | 105,114 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 242,000 | 242,271 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.03 | 03/23/23 | 05/10/23 | 357,572 | 357,972 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/23/23 | 05/10/23 | 548,625 | 549,241 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/23/23 | 05/10/23 | 310,960 | 311,309 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/23/23 | 05/10/23 | 747,500 | 748,339 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/23/23 | 05/10/23 | 461,000 | 461,517 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 158,919 | 159,099 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 285,000 | 285,322 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 631,050 | 631,764 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 518,579 | 519,165 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 88,714 | 88,814 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 307,230 | 307,578 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 169,570 | 169,762 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 319,533 | 319,894 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 154,800 | 154,975 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 283,763 | 284,083 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 313,950 | 314,305 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 189,000 | 189,214 | Foreign Agency Obligations | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 90,722 | 90,825 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 179,918 | 180,121 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 260,338 | 260,632 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 318,985 | 319,346 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 328,800 | 329,172 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 93,344 | 93,449 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 284,000 | 284,321 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 241,216 | 241,489 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 545,012 | 545,629 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/23/23 | 05/10/23 | 212,425 | 212,665 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.35 | (b) | 03/23/23 | Open | 529,500 | 530,100 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.35 | (b) | 03/23/23 | Open | 1,102,526 | 1,103,776 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.35 | (b) | 03/23/23 | Open | 471,100 | 471,634 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.35 | (b) | 03/23/23 | Open | 834,765 | 835,711 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.35 | (b) | 03/23/23 | Open | 566,786 | 567,429 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 03/23/23 | Open | 652,500 | 653,251 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/23/23 | Open | 233,820 | 234,150 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 764,330 | 765,276 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 380,347 | 380,818 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 392,062 | 392,548 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 429,600 | 430,132 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 399,600 | 400,095 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.20 | (b) | 03/23/23 | Open | 369,337 | 369,795 | Corporate Bonds | Open/Demand | ||||||||||||||||||
J.P. Morgan Securities LLC |
5.15 | 03/24/23 | 04/12/23 | 4,219,936 | 4,224,330 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
BNP Paribas S.A. |
4.80 | (b) | 03/24/23 | Open | 431,250 | 431,538 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/24/23 | Open | 712,374 | 712,868 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/24/23 | Open | 203,948 | 204,093 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.00 | (b) | 03/27/23 | Open | 676,695 | 677,071 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.05 | (b) | 03/27/23 | Open | 452,454 | 452,708 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 03/27/23 | Open | 254,320 | 254,468 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 03/27/23 | Open | 204,120 | 204,239 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 03/27/23 | Open | 416,377 | 416,620 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.89 | (b) | 03/27/23 | Open | 100,873 | 100,927 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.98 | (b) | 03/27/23 | Open | 387,837 | 388,052 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
4.99 | (b) | 03/27/23 | Open | 279,695 | 279,850 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.10 | (b) | 03/27/23 | Open | 311,033 | 311,209 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.18 | (b) | 03/27/23 | Open | 56,666 | 56,699 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BNP Paribas S.A. |
5.20 | (b) | 03/27/23 | Open | 197,835 | 197,949 | Corporate Bonds | Open/Demand |
35 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
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. |
5.20 | %(b) | 03/27/23 | Open | $ | 536,445 | $ | 536,755 | Corporate Bonds | Open/Demand | ||||||||||||||||
BNP Paribas S.A. |
5.23 | (b) | 03/27/23 | Open | 923,179 | 923,715 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.85 | (b) | 03/27/23 | Open | 843,169 | 843,623 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/27/23 | Open | 165,128 | 165,219 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/27/23 | Open | 187,250 | 187,354 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
5.07 | (b) | 03/27/23 | Open | 1,372,054 | 1,372,827 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
5.22 | (b) | 03/27/23 | Open | 385,000 | 385,223 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/27/23 | Open | 813,375 | 813,827 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/27/23 | Open | 355,006 | 355,203 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/27/23 | Open | 400,744 | 400,966 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.00 | (b) | 03/27/23 | Open | 354,000 | 354,197 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 03/27/23 | Open | 147,750 | 147,834 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | (b) | 03/27/23 | Open | 511,231 | 511,523 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 309,994 | 310,171 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 656,334 | 656,709 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 280,590 | 280,751 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 410,220 | 410,455 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 68,250 | 68,289 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.15 | (b) | 03/27/23 | Open | 177,000 | 177,101 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/27/23 | Open | 609,797 | 610,136 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/27/23 | Open | 471,762 | 472,024 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/27/23 | Open | 89,569 | 89,620 | Corporate Bonds | Open/Demand | ||||||||||||||||||
J.P. Morgan Securities LLC |
4.80 | 03/28/23 | 04/12/23 | 159,000 | 159,064 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 180,313 | 180,387 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 187,500 | 187,577 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 134,250 | 134,305 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 261,293 | 261,400 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 269,375 | 269,486 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 188,370 | 188,448 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
J.P. Morgan Securities LLC |
4.95 | 03/28/23 | 04/12/23 | 207,000 | 207,085 | Capital Trusts | Up to 30 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/28/23 | 05/10/23 | 707,500 | 707,798 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/29/23 | 05/10/23 | 972,125 | 972,398 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BNP Paribas S.A. |
5.04 | (b) | 03/29/23 | Open | 1,023,750 | 1,024,037 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/29/23 | Open | 595,227 | 595,393 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
4.99 | (b) | 03/29/23 | Open | 1,339,656 | 1,340,028 | Corporate Bonds | Open/Demand | ||||||||||||||||||
BofA Securities, Inc. |
3.25 | 03/30/23 | 04/12/23 | 213,000 | 213,019 | Corporate Bonds | Up to 30 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.05 | 03/30/23 | 05/10/23 | 443,515 | 443,639 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
BofA Securities, Inc. |
5.09 | 03/30/23 | 05/10/23 | 1,598,910 | 1,599,362 | Corporate Bonds | 31 - 90 Days | |||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 03/30/23 | Open | 896,481 | 896,743 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Barclays Capital, Inc. |
5.25 | (b) | 03/30/23 | Open | 515,200 | 515,350 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/30/23 | Open | 268,706 | 268,743 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/30/23 | Open | 213,183 | 213,212 | Corporate Bonds | Open/Demand | ||||||||||||||||||
Nomura Securities International, Inc. |
4.98 | (b) | 03/30/23 | Open | 502,500 | 502,570 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
5.15 | (b) | 03/30/23 | Open | 3,016,796 | 3,017,659 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
0.00 | (b) | 03/31/23 | Open | 166,238 | 166,238 | Corporate Bonds | Open/Demand | ||||||||||||||||||
RBC Capital Markets LLC |
5.13 | 03/31/23 | Open | 206,500 | 206,618 | Corporate Bonds | Open/Demand | |||||||||||||||||||
TD Securities (USA) LLC |
0.00 | (b) | 03/31/23 | Open | 532,588 | 532,588 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
0.00 | (b) | 03/31/23 | Open | 367,010 | 367,010 | Corporate Bonds | Open/Demand | ||||||||||||||||||
TD Securities (USA) LLC |
0.00 | (b) | 03/31/23 | Open | 382,122 | 382,122 | Corporate Bonds | Open/Demand | ||||||||||||||||||
|
|
|
|
|||||||||||||||||||||||
$ | 228,335,265 | $ | 229,214,217 | |||||||||||||||||||||||
|
|
|
|
(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. |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
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 |
63 | 06/21/23 | $ 7,640 | $ | 260,832 | |||||||||||||
2-Year U.S. Treasury Note |
1,028 | 06/30/23 | 212,386 | 2,343,255 | ||||||||||||||
5-Year U.S. Treasury Note |
868 | 06/30/23 | 95,175 | 1,355,486 | ||||||||||||||
|
|
|||||||||||||||||
3,959,573 | ||||||||||||||||||
|
|
|||||||||||||||||
Short Contracts |
||||||||||||||||||
10-Year Japanese Government Treasury Bonds |
23 | 06/13/23 | 25,658 | (516,573 | ) | |||||||||||||
10-Year U.S. Treasury Note |
336 | 06/21/23 | 38,661 | (973,787 | ) | |||||||||||||
U.S. Long Bond |
137 | 06/21/23 | 17,994 | (735,302 | ) | |||||||||||||
Ultra U.S. Treasury Bond |
38 | 06/21/23 | 5,383 | (114,045 | ) | |||||||||||||
|
|
|||||||||||||||||
(2,339,707 | ) | |||||||||||||||||
|
|
|||||||||||||||||
$ | 1,619,866 | |||||||||||||||||
|
|
Forward Foreign Currency Exchange Contracts
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) |
||||||||||||||||
EUR | 79,766 | USD | 85,062 | Natwest Markets PLC | 06/14/23 | $ | 1,791 | |||||||||||||
EUR | 116,156 | USD | 123,866 | Natwest Markets PLC | 06/14/23 | 2,610 | ||||||||||||||
USD | 241,954 | JPY | 31,740,000 | Deutsche Bank AG | 06/21/23 | 167 | ||||||||||||||
|
|
|||||||||||||||||||
4,568 | ||||||||||||||||||||
|
|
|||||||||||||||||||
USD | 391,214 | EUR | 367,680 | HSBC Bank PLC | 06/14/23 | (9,131 | ) | |||||||||||||
USD | 86,503 | EUR | 79,766 | Morgan Stanley & Co. International PLC | 06/14/23 | (350 | ) | |||||||||||||
USD | 129,659 | EUR | 120,019 | Toronto-Dominion Bank | 06/21/23 | (1,073 | ) | |||||||||||||
USD | 37,791 | EUR | 34,981 | UBS AG | 06/21/23 | (313 | ) | |||||||||||||
USD | 884,493 | EUR | 820,000 | UBS AG | 06/21/23 | (8,702 | ) | |||||||||||||
USD | 2,810,963 | EUR | 2,606,000 | UBS AG | 06/21/23 | (27,656 | ) | |||||||||||||
USD | 2,814,771 | EUR | 2,605,500 | UBS AG | 06/21/23 | (23,303 | ) | |||||||||||||
USD | 1,071,455 | GBP | 888,000 | Morgan Stanley & Co. International PLC | 06/21/23 | (25,657 | ) | |||||||||||||
USD | 1,242,792 | GBP | 1,030,000 | Morgan Stanley & Co. International PLC | 06/21/23 | (29,760 | ) | |||||||||||||
|
|
|||||||||||||||||||
(125,945 | ) | |||||||||||||||||||
|
|
|||||||||||||||||||
$ | (121,377 | ) | ||||||||||||||||||
|
|
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.40.V1 |
5.00 | % | Quarterly | 06/20/28 | USD | 3,650 | $ | (61,907 | ) | $ | 3,716 | $ | (65,623 | ) | ||||||||||||||
CDX.NA.IG.40.V1 |
1.00 | Quarterly | 06/20/28 | USD | 20,450 | (241,821 | ) | (84,834 | ) | (156,987 | ) | |||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||
$ | (303,728 | ) | $ | (81,118 | ) | $ | (222,610 | ) | ||||||||||||||||||||
|
|
|
|
|
|
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) | |||||||||||||||||||||||
1-Day SOFR, 4.80% | Annual | 3.32% | Annual | N/A | 11/28/42 | USD | 4,800 | $ | 102,571 | $ | 114 | $ | 102,457 | |||||||||||||||||||
1-Day SOFR, 4.80% | Annual | 3.31% | Annual | N/A | 12/01/42 | USD | 1,600 | 32,281 | 38 | 32,243 | ||||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||
$ | 134,852 | $ | 152 | $ | 134,700 | |||||||||||||||||||||||||||
|
|
|
|
|
|
37 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
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 | CCC+ | EUR | 20 | $ | (2,192 | ) | $ (383 | ) | $ (1,809 | ) | |||||||||||||||||||||||||||
Novafives S.A.S. |
5.00 | Quarterly | Citibank N.A. | 06/20/23 | B- | EUR | 10 | (43 | ) | (158 | ) | 115 | ||||||||||||||||||||||||||||||
Casino, Guichard-Perrachon S.A. |
5.00 | Quarterly | BNP Paribas SA | 12/20/23 | CCC+ | EUR | 13 | (4,535 | ) | (981 | ) | (3,554 | ) | |||||||||||||||||||||||||||||
|
Thyssenkrupp AG |
1.00 | Quarterly | Bank of America N.A. | 12/20/23 | BB | EUR | 20 | 24 | (311 | ) | 335 | ||||||||||||||||||||||||||||||
Virgin Media Finance PLC |
5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | B | EUR | 10 | 636 | 778 | (142 | ) | |||||||||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC |
5.00 | Quarterly | Bank of America N.A. | 12/20/26 | B+ | EUR | 20 | (1,353 | ) | (659 | ) | (694 | ) | |||||||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC |
5.00 | Quarterly | Barclays Bank PLC | 12/20/26 | B+ | EUR | 10 | (687 | ) | 337 | (1,024 | ) | ||||||||||||||||||||||||||||||
Jaguar Land Rover Automotive PLC |
5.00 | Quarterly | Credit Suisse International | 12/20/26 | B+ | EUR | 10 | (668 | ) | 346 | (1,014 | ) | ||||||||||||||||||||||||||||||
K&S AG |
5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/26 | BB+ | EUR | 10 | 1,111 | 680 | 431 | ||||||||||||||||||||||||||||||||
CMA CGM SA |
5.00 | Quarterly | Credit Suisse International | 06/20/27 | N/R | EUR | 30 | 3,235 | 1,178 | 2,057 | ||||||||||||||||||||||||||||||||
Ladbrokes Coral Group Ltd. |
1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 10 | (492 | ) | (952 | ) | 460 | ||||||||||||||||||||||||||||||
Ladbrokes Coral Group Ltd. |
1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 40 | (1,970 | ) | (6,076 | ) | 4,106 | ||||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | Bank of America N.A. | 12/20/27 | CCC- | EUR | 7 | (2,287 | ) | (1,613 | ) | (674 | ) | |||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC- | EUR | 4 | (1,375 | ) | (955 | ) | (420 | ) | |||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC- | EUR | 12 | (3,864 | ) | (2,685 | ) | (1,179 | ) | |||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | Citibank N.A. | 12/20/27 | CCC- | EUR | 4 | (1,121 | ) | (800 | ) | (321 | ) | |||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC- | EUR | 8 | (2,346 | ) | (1,661 | ) | (685 | ) | |||||||||||||||||||||||||||||
Adler Real Estate AG |
5.00 | Quarterly | Morgan Stanley & Co. International PLC |
12/20/27 | CCC- | EUR | 5 | (1,701 | ) | (1,188 | ) | (513 | ) | |||||||||||||||||||||||||||||
Loxam SAS |
5.00 | Quarterly | Bank of America N.A. | 12/20/27 | B | EUR | 20 | (2,071 | ) | (1,471 | ) | (600 | ) | |||||||||||||||||||||||||||||
United Group B.V. |
5.00 | Quarterly | Bank of America N.A. | 12/20/27 | B | EUR | 18 | (3,561 | ) | (2,671 | ) | (890 | ) | |||||||||||||||||||||||||||||
United Group B.V. |
5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | B | EUR | 22 | (4,316 | ) | (3,468 | ) | (848 | ) | |||||||||||||||||||||||||||||
CMBX.NA.15 |
3.00 | Monthly | Morgan Stanley & Co. International PLC |
11/15/64 | N/R | USD | 2,318 | (660,340 | ) | (433,558 | ) | (226,782 | ) | |||||||||||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||||||||||||
$ | (689,916 | ) | $ | (456,271 | ) | $ (233,645 | ) | |||||||||||||||||||||||||||||||||||
|
|
|
|
|
|
(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 marketcorroborated 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 Committees 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 Funds 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) as a practical expedient 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 |
38 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
The following table summarizes the Funds financial instruments categorized in the fair value hierarchy. The breakdown of the Funds 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 |
$ | | $ | 30,604,541 | $ | 867,062 | $ | 31,471,603 | ||||||||
Common Stocks |
| 185,132 | 6,156 | 191,288 | ||||||||||||
Corporate Bonds |
||||||||||||||||
Aerospace & Defense |
| 16,983,181 | | 16,983,181 | ||||||||||||
Air Freight & Logistics |
| 88,400 | | 88,400 | ||||||||||||
Automobile Components |
| 5,488,911 | | 5,488,911 | ||||||||||||
Automobiles |
| 7,110,750 | | 7,110,750 | ||||||||||||
Banks |
| 2,507,016 | | 2,507,016 | ||||||||||||
Beverages |
| 9,624,895 | | 9,624,895 | ||||||||||||
Biotechnology |
| 95,441 | | 95,441 | ||||||||||||
Broadline Retail |
| 199,979 | | 199,979 | ||||||||||||
Building Materials |
| 2,646,360 | | 2,646,360 | ||||||||||||
Building Products |
| 4,125,057 | | 4,125,057 | ||||||||||||
Capital Markets |
| 6,100,683 | | 6,100,683 | ||||||||||||
Chemicals |
| 7,460,761 | | 7,460,761 | ||||||||||||
Commercial Services & Supplies |
| 4,972,928 | | 4,972,928 | ||||||||||||
Communications Equipment |
| 2,162,828 | | 2,162,828 | ||||||||||||
Construction Materials |
| 452,694 | | 452,694 | ||||||||||||
Consumer Discretionary |
| 8,323,038 | | 8,323,038 | ||||||||||||
Consumer Finance |
| 8,457,802 | | 8,457,802 | ||||||||||||
Consumer Staples Distribution & Retail |
| 4,234,864 | | 4,234,864 | ||||||||||||
Containers & Packaging |
| 2,250,771 | | 2,250,771 | ||||||||||||
Diversified Consumer Services |
| 8,360,408 | | 8,360,408 | ||||||||||||
Diversified REITs |
| 4,367,683 | | 4,367,683 | ||||||||||||
Diversified Telecommunication Services |
| 10,885,004 | | 10,885,004 | ||||||||||||
Electric Utilities |
| 2,186,226 | | 2,186,226 | ||||||||||||
Electrical Equipment |
| 1,609,290 | | 1,609,290 | ||||||||||||
Electronic Equipment, Instruments & Components |
| 1,472,958 | | 1,472,958 | ||||||||||||
Energy Equipment & Services |
| 2,481,305 | | 2,481,305 | ||||||||||||
Environmental, Maintenance & Security Service |
| 4,006,297 | | 4,006,297 | ||||||||||||
Financial Services |
| 9,660,942 | | 9,660,942 | ||||||||||||
Food Products |
| 3,050,854 | | 3,050,854 | ||||||||||||
Gas Utilities |
| 79,511 | | 79,511 | ||||||||||||
Ground Transportation |
| 3,625,617 | | 3,625,617 | ||||||||||||
Health Care Equipment & Supplies |
| 1,202,098 | | 1,202,098 | ||||||||||||
Health Care Providers & Services |
| 11,574,219 | | 11,574,219 | ||||||||||||
Health Care Technology |
| 3,076,070 | | 3,076,070 | ||||||||||||
Hotels, Restaurants & Leisure |
15,379 | 15,294,916 | | 15,310,295 | ||||||||||||
Household Durables |
| 2,605,013 | | 2,605,013 | ||||||||||||
Household Products |
| 185,856 | | 185,856 | ||||||||||||
Independent Power and Renewable Electricity Producers |
| 3,504,510 | | 3,504,510 | ||||||||||||
Insurance |
| 13,287,905 | | 13,287,905 | ||||||||||||
Interactive Media & Services |
| 844,003 | | 844,003 | ||||||||||||
Internet Software & Services |
| 4,990,912 | | 4,990,912 | ||||||||||||
IT Services |
| 4,379,606 | | 4,379,606 | ||||||||||||
Leisure Products |
| 431,315 | | 431,315 | ||||||||||||
Machinery |
| 4,567,503 | | 4,567,503 | ||||||||||||
Marine Transportation |
| 166,595 | | 166,595 | ||||||||||||
Media |
| 36,977,437 | | 36,977,437 | ||||||||||||
Metals & Mining |
| 8,908,671 | | 8,908,671 | ||||||||||||
Offshore Drilling & Other Services |
| 2,409,637 | | 2,409,637 | ||||||||||||
Oil, Gas & Consumable Fuels |
| 43,879,373 | 1,209,481 | 45,088,854 | ||||||||||||
Passenger Airlines |
| 6,235,982 | | 6,235,982 | ||||||||||||
Pharmaceuticals |
| 4,870,304 | | 4,870,304 | ||||||||||||
Real Estate |
| 90,753 | | 90,753 | ||||||||||||
Real Estate Management & Development |
| 2,499,418 | | 2,499,418 | ||||||||||||
Semiconductors & Semiconductor Equipment |
| 5,407,377 | | 5,407,377 | ||||||||||||
Software |
| 10,287,026 | | 10,287,026 |
39 |
Schedule of Investments (unaudited) (continued) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Corporate Bonds (continued) |
||||||||||||||||
Specialized REITs |
$ | | $ | 465,600 | $ | | $ | 465,600 | ||||||||
Specialty Retail |
| 1,408,097 | | 1,408,097 | ||||||||||||
Technology Hardware, Storage & Peripherals |
| 383,049 | | 383,049 | ||||||||||||
Textiles, Apparel & Luxury Goods |
| 551,265 | | 551,265 | ||||||||||||
Transportation Infrastructure |
| 1,141,740 | | 1,141,740 | ||||||||||||
Utilities |
| 1,994,842 | | 1,994,842 | ||||||||||||
Wireless Telecommunication Services |
| 5,318,518 | | 5,318,518 | ||||||||||||
Floating Rate Loan Interests |
| 267,235,908 | 13,120,531 | 280,356,439 | ||||||||||||
Foreign Agency Obligations |
| 3,857,693 | | 3,857,693 | ||||||||||||
Investment Companies |
4,794,421 | | | 4,794,421 | ||||||||||||
Non-Agency Mortgage-Backed Securities |
| 15,696,250 | | 15,696,250 | ||||||||||||
Other Interests |
| | | | ||||||||||||
Preferred Securities |
||||||||||||||||
Capital Trusts |
| 17,882,719 | | 17,882,719 | ||||||||||||
Preferred Stocks |
6,152,909 | | | 6,152,909 | ||||||||||||
U.S. Government Sponsored Agency Securities |
| 27,070,198 | | 27,070,198 | ||||||||||||
Warrants |
2,933 | | | 2,933 | ||||||||||||
Liabilities |
||||||||||||||||
Investments |
||||||||||||||||
TBA Sale Commitments |
| (3,716,719 | ) | | (3,716,719 | ) | ||||||||||
Unfunded Floating Rate Loan Interests(a) |
| (12,778 | ) | | (12,778 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 10,965,642 | $ | 702,815,008 | $ | 15,203,230 | 728,983,880 | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Investments Valued at NAV(b) |
2,978 | |||||||||||||||
|
|
|||||||||||||||
$ | 728,986,858 | |||||||||||||||
|
|
|||||||||||||||
Derivative Financial Instruments(c) |
||||||||||||||||
Assets |
||||||||||||||||
Credit Contracts |
$ | | $ | 7,504 | $ | | $ | 7,504 | ||||||||
Foreign Currency Exchange Contracts |
| 4,568 | | 4,568 | ||||||||||||
Interest Rate Contracts |
3,959,573 | 134,700 | | 4,094,273 | ||||||||||||
Liabilities |
||||||||||||||||
Credit Contracts |
| (463,759 | ) | | (463,759 | ) | ||||||||||
Foreign Currency Exchange Contracts |
| (125,945 | ) | | (125,945 | ) | ||||||||||
Interest Rate Contracts |
(2,339,707 | ) | | | (2,339,707 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
$ | 1,619,866 | $ | (442,932 | ) | $ | | $ | 1,176,934 | ||||||||
|
|
|
|
|
|
|
|
(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 as a practical expedient 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 and forward foreign currency exchange contracts. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
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 reporting purposes. As of period end, reverse repurchase agreements of $229,214,217 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 and derivative financial instruments 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 |
Non-Agency Mortgage-Backed Securities |
Other Interests |
Total | ||||||||||||||||||||||
|
||||||||||||||||||||||||||||
Assets |
||||||||||||||||||||||||||||
Opening balance, as of December 31, 2022 |
$ | 1,354,025 | $ | 6,098 | $ | 1,198,484 | $ | 3,710,331 | $ | 384,933 | $ | | (a) | $ | 6,653,871 | |||||||||||||
Transfers into Level 3(b) |
| | | 7,436,126 | | | 7,436,126 | |||||||||||||||||||||
Transfers out of Level 3 |
(500,000 | ) | | | (1,105,763 | ) | (384,933 | ) | | (1,990,696 | ) | |||||||||||||||||
Accrued discounts/premiums |
(12,970 | ) | | | 5,668 | | | (7,302 | ) | |||||||||||||||||||
Net realized gain (loss) |
| | | (16,495 | ) | | | (16,495 | ) | |||||||||||||||||||
Net change in unrealized appreciation (depreciation)(c) |
26,007 | 58 | 29,779 | 99,481 | | | 155,325 |
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) March 31, 2023 |
BlackRock Limited Duration Income Trust (BLW) |
|
||||||||||||||||||||||||||||
Asset-Backed Securities |
Common Stocks |
Corporate Bonds |
Floating Rate Loan Interests |
Non-Agency Mortgage-Backed Securities |
Other Interests |
Total | ||||||||||||||||||||||
|
||||||||||||||||||||||||||||
Purchases |
$ | | $ | | $ | | $ | 3,364,917 | $ | | $ | | $ | 3,364,917 | ||||||||||||||
Sales |
| | (18,782 | ) | (373,734 | ) | | | (392,516 | ) | ||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||
Closing balance, as of March 31, 2023 |
$ | 867,062 | $ | 6,156 | $ | 1,209,481 | $ | 13,120,531 | $ | | $ | | (a) | $ | 15,203,230 | |||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
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Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2023(c) |
$ | 26,007 | $ | 58 | $ | 29,779 | $ | 99,481 | $ | | $ | | $ | 155,325 | ||||||||||||||
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(a) | Rounds to less than $1. |
(b) | As of December 31, 2022, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2023, 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) | Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2023 is generally due to investments no longer held or categorized as Level 3 at period end. |
The Funds 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 | |
JPY | Japanese Yen | |
USD | United States Dollar | |
Portfolio Abbreviation | ||
CDI | CREST Depository Interest | |
CLO | Collateralized Loan Obligation | |
CMT | Constant Maturity Treasury | |
DAC | Designated Activity Company | |
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 | |
SOFR CME | Secured Overnight Financing Rate Chicago Mercantile Exchange | |
SOFRTE | Term Secured Overnight Financing Rate | |
SONIA | Sterling Overnight Interbank Average Rate | |
TBA | To-Be-Announced |
41 |