Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
November 28 2023 - 12:39PM
Edgar (US Regulatory)
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Schedule of Investments (unaudited)
September 30, 2023 |
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BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
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Security |
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Par
(000) |
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Value |
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Asset-Backed Securities |
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AIMCO CLO, Series 2017-AA, Class CR, (3-mo. CME Term SOFR + 2.36%), 7.69%, 04/20/34(a)(b) |
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USD |
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1,000 |
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$ |
982,136 |
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Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3-mo. CME Term SOFR + 3.26%), 8.60%, 10/21/28(a)(b) |
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1,000 |
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998,967 |
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ALM Ltd., Series 2020-1A, Class D, (3-mo. CME Term SOFR + 6.26%), 11.57%, 10/15/29(a)(b) |
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285 |
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266,929 |
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Anchorage Capital CLO Ltd.(a)(b) |
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Series 2014-3RA, Class E, (3-mo. CME Term SOFR + 5.76%), 11.13%, 01/28/31 |
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850 |
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762,344 |
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Series 2014-4RA, Class D, (3-mo. CME Term SOFR + 2.86%), 8.23%, 01/28/31 |
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250 |
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241,792 |
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Series 2015-7A, Class D1R2, (3-mo. CME Term SOFR + 3.76%), 9.13%, 01/28/31 |
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1,000 |
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941,453 |
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Apidos CLO XL Ltd., Series 2022-40A, Class E, (3-mo. CME Term SOFR + 7.69%), 13.00%,
07/15/35 |
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500 |
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495,917 |
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Apidos CLO XXVI, Series 2017-26A, Class A1AR, (3-mo. CME Term SOFR + 1.16%), 6.47%, 07/18/29(a)(b) |
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409 |
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407,587 |
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Ares LXVIII CLO Ltd., Series 2023-68A, Class E, (3-mo. CME Term SOFR + 8.55%), 13.63%, 04/25/35(a)(b) |
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620 |
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611,779 |
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Argent Securities Trust, Series 2006-W5, Class A1A, (1-mo. Term SOFR + 0.41%), 5.73%, 06/25/36(a) |
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4,042 |
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2,563,518 |
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Bain Capital Credit CLO Ltd.(a)(b) |
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Series 2020-2A, Class DR, (3-mo. CME Term SOFR + 3.56%), 8.88%, 07/19/34 |
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300 |
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291,075 |
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Series 2021-3A, Class D, (3-mo. CME Term SOFR + 3.36%), 8.71%, 07/24/34 |
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250 |
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241,875 |
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Ballyrock CLO Ltd., Series 2020-14A, Class D, (3-mo. CME Term SOFR + 7.26%), 12.59%, 01/20/34(a)(b) |
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250 |
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247,076 |
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Barings CLO Ltd., Series 2017-1A, Class D, (3-mo. CME Term SOFR + 3.86%), 9.17%, 07/18/29(a)(b) |
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250 |
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249,152 |
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Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2, (3-mo. CME Term SOFR + 1.13%),
6.44%, 07/15/29(a)(b) |
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106 |
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105,598 |
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Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3-mo. CME Term SOFR + 2.31%),
7.62%, 07/15/34(a)(b) |
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250 |
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243,710 |
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BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D, (3-mo.
CME Term SOFR + 3.16%), 8.47%, 04/15/34(a)(b) |
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500 |
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480,082 |
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Carlyle U.S. CLO Ltd., Series 2018-1A, Class A1, (3-mo. CME Term SOFR + 1.28%), 6.61%, 04/20/31(a)(b) |
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248 |
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247,507 |
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CarVal CLO II Ltd., Series 2019-1A, Class CR, (3-mo. CME Term SOFR + 2.26%), 7.59%, 04/20/32(a)(b) |
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250 |
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245,656 |
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CarVal CLO III Ltd., Series 2019-2A, Class E, (3-mo. CME Term SOFR + 6.70%), 12.03%, 07/20/32(a)(b) |
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500 |
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470,027 |
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Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3-mo. CME Term SOFR + 1.91%), 7.22%, 07/17/34(a)(b) |
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250 |
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248,000 |
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Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3-mo. CME Term SOFR + 1.86%), 7.17%, 07/15/33(a)(b) |
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500 |
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489,550 |
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Security |
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Par (000) |
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Value |
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Asset-Backed Securities (continued) |
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Cedar Funding XV CLO Ltd., Series 2022-15A, Class B, (3-mo. CME Term SOFR + 1.80%), 7.13%, 04/20/35(a)(b) |
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USD |
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450 |
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$ |
438,300 |
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CIFC Funding I Ltd., Series 2019-1A, Class DR, (3-mo. CME Term SOFR + 3.36%), 8.69%, 04/20/32(a)(b) |
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500 |
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482,587 |
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CIFC Funding Ltd., Series 2013-4A, Class DRR, (3-mo. CME Term SOFR + 3.06%), 8.42%, 04/27/31(a)(b) |
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250 |
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245,359 |
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CIFC Funding VII Ltd.(a)(b) |
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Series 2022-7A, Class D, (3-mo. CME Term SOFR + 5.35%), 10.70%, 10/22/35 |
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250 |
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250,180 |
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Series 2022-7A, Class E, (3-mo. CME Term SOFR + 8.94%), 14.29%, 10/22/35 |
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500 |
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509,578 |
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Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 7.28%, 10/25/36(c) |
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332 |
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186,563 |
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Clear Creek CLO, Series 2015-1A, Class DR, (3-mo. CME Term SOFR + 3.21%), 8.54%, 10/20/30(a)(b) |
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250 |
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246,555 |
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Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1-mo. Term SOFR + 0.25%),
5.57%, 06/25/37(a) |
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502 |
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456,404 |
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Dryden 106 CLO Ltd., Series 2022-106A, Class E, (3-mo. CME Term SOFR + 8.87%), 14.18%, 10/15/35(a)(b) |
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500 |
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499,878 |
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Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3-mo. CME Term SOFR + 2.91%), 8.22%, 04/18/31(a)(b) |
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250 |
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240,678 |
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Elmwood CLO 14 Ltd., Series 2022-1A, Class E, (3-mo. CME Term SOFR + 6.35%), 11.68%, 04/20/35(a)(b) |
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585 |
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565,256 |
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Elmwood CLO I Ltd., Series 2019-1A, Class ER, (3-mo. CME Term SOFR + 7.97%), 13.30%, 10/20/33(a)(b) |
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250 |
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246,564 |
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Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3-mo. CME Term SOFR + 7.06%), 12.39%, 04/20/34(a)(b) |
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250 |
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246,732 |
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Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3-mo. CME Term SOFR + 1.96%), 7.27%, 04/15/33(a)(b) |
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500 |
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497,200 |
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Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3-mo. CME Term SOFR + 2.26%), 7.59%, 10/20/34(a)(b) |
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436 |
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429,794 |
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Generate CLO Ltd.(a)(b) |
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Series 3A, Class DR, (3-mo. CME Term SOFR + 3.86%), 9.19%, 10/20/29 |
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250 |
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248,435 |
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Series 4A, Class ER, (3-mo. CME Term SOFR + 7.01%), 12.34%, 04/20/32 |
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1,000 |
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949,091 |
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Series 6A, Class DR, (3-mo. CME Term SOFR + 3.76%), 9.11%, 01/22/35 |
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750 |
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720,568 |
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Golub Capital Partners CLO Ltd., Series 2021-55A, Class E, (3-mo. CME Term SOFR + 6.82%), 12.15%,
07/20/34(a)(b) |
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250 |
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247,344 |
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Gulf Stream Meridian Ltd.(a)(b) |
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Series 2020-IA, Class E, (3-mo. CME Term SOFR + 6.71%), 12.02%, 04/15/33 |
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250 |
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229,409 |
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Series 2021-5A, Class A2, (3-mo. CME Term SOFR + 2.06%), 7.37%, 07/15/34 |
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250 |
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249,400 |
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LCM XIII LP, Series 13A, Class AR3, (3-mo. CME Term SOFR + 1.13%), 6.45%, 07/19/27(a)(b) |
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285 |
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283,966 |
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Schedule of Investments (unaudited) (continued)
September 30, 2023 |
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BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
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Security |
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Par
(000) |
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Value |
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Asset-Backed Securities (continued) |
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Madison Park Funding LXIII Ltd., Series 2063, Class E, (3-mo. CME Term SOFR + 8.57%), 13.65%, 04/21/35(a)(b) |
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USD |
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400 |
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$ |
397,563 |
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Madison Park Funding XLV Ltd., Series 2020-45A, Class BR, (3-mo. CME Term SOFR + 1.96%), 7.27%, 07/15/34(a)(b) |
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300 |
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297,060 |
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Madison Park Funding XVII Ltd., Series 2015-17A, Class DR, (3-mo. CME Term SOFR + 3.86%), 9.20%,
07/21/30(a)(b) |
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500 |
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495,160 |
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Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR, (3-mo. CME Term SOFR + 1.20%), 6.54%,
10/21/30(a)(b) |
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492 |
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489,992 |
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Madison Park Funding XXIX Ltd.(a)(b) |
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Series 2018-29A, Class D, (3-mo. CME Term SOFR + 3.26%), 8.57%, 10/18/30 |
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510 |
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500,964 |
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Series 2018-29A, Class E, (3-mo. CME Term SOFR + 5.96%), 11.27%, 10/18/30 |
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250 |
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239,387 |
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Madison Park Funding XXV Ltd., Series 2017-25A, Class A1R, (3-mo. CME Term SOFR + 1.23%), 6.58%,
04/25/29(a)(b) |
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970 |
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966,992 |
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Madison Park Funding XXVI Ltd., Series 2007-4A, Class DR, (3-mo. LIBOR US + 3.00%), 8.63%, 07/29/30(a)(b) |
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250 |
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246,412 |
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Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.22%,
07/15/33(a)(b) |
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800 |
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794,880 |
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Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3-mo. CME Term SOFR + 1.91%), 7.22%,
07/17/34(a)(b) |
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250 |
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247,975 |
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Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3-mo. CME Term SOFR + 6.76%), 12.07%,
07/15/34(a)(b) |
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790 |
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739,076 |
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Neuberger Berman Loan Advisers CLO Ltd., Series 2019-32A, Class ER, (3-mo. CME Term SOFR + 6.36%),
11.68%, 01/20/32(a)(b) |
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425 |
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402,760 |
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Neuberger Berman Loan Advisers NBLA CLO Ltd., Series 2022-52A, Class D, (3-mo. CME Term SOFR + 5.75%),
11.10%, 10/24/35(a)(b) |
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500 |
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499,645 |
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OCP CLO Ltd.(a)(b) |
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Series 2017-14A, Class A2, (3-mo. CME Term SOFR + 1.76%), 7.14%, 11/20/30 |
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300 |
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295,019 |
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Series 2019-16A, Class DR, (3-mo. CME Term SOFR + 3.41%), 8.69%, 04/10/33 |
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250 |
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245,547 |
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Octagon Investment Partners Ltd., Series 2017-1A, Class E, (3-mo. CME Term SOFR + 6.56%), 11.89%,
07/20/30(a)(b) |
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500 |
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459,188 |
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Octagon Investment Partners XV Ltd., Series 2013- 1A, Class A1RR, (3-mo. CME Term SOFR + 1.23%), 6.55%,
07/19/30(a)(b) |
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1,649 |
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1,644,146 |
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Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3-mo. CME Term SOFR + 1.66%), 7.01%,
01/25/31(a)(b) |
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|
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250 |
|
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246,625 |
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Octagon Ltd., Series 2021-1A, Class D, (3-mo. CME Term SOFR + 3.31%), 8.62%, 07/15/34(a)(b) |
|
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|
250 |
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|
238,226 |
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OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3-mo. CME
Term SOFR + 1.96%), 7.30%, 10/25/34(a)(b) |
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|
|
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|
250 |
|
|
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248,450 |
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OZLM VIII Ltd., Series 2014-8A, Class CRR, (3-mo. CME Term SOFR + 3.41%), 8.72%, 10/17/29(a)(b) |
|
|
|
|
|
|
250 |
|
|
|
247,131 |
|
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Security |
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Par
(000) |
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Value |
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Asset-Backed Securities (continued) |
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OZLM XXI Ltd., Series 2017-21A, Class D, (3-mo. CME Term SOFR + 5.80%), 11.13%, 01/20/31(a)(b). |
|
|
USD |
|
|
|
250 |
|
|
$ |
219,380 |
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Rad CLO Ltd., Series 2022-17A, Class E, (3-mo. CME Term SOFR + 8.30%), 13.63%, 10/20/35(a)(b) |
|
|
|
|
|
|
250 |
|
|
|
246,331 |
|
Regatta IX Funding Ltd., Series 2022-1A, Class D, (3-mo. CME Term SOFR + 4.16%), 9.47%, 04/17/30(a)(b) |
|
|
|
|
|
|
500 |
|
|
|
497,592 |
|
Regatta XVIII Funding Ltd., Series 2021-1A, Class B, (3-mo. CME Term SOFR + 1.71%), 7.02%, 01/15/34(a)(b) |
|
|
|
|
|
|
300 |
|
|
|
296,970 |
|
Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3-mo. CME Term SOFR + 3.36%), 8.69%, 01/20/35(a)(b) |
|
|
|
|
|
|
250 |
|
|
|
244,543 |
|
Regatta XXV Funding Ltd., Series 2025, Class E, (3-mo. CME Term SOFR + 8.41%), 13.66%, 07/15/36 |
|
|
|
|
|
|
500 |
|
|
|
494,602 |
|
Regional Management Issuance Trust, Series 2021-3, Class A, 3.88%, 10/17/33(d) |
|
|
|
|
|
|
980 |
|
|
|
852,600 |
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Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3-mo. CME Term SOFR + 3.11%), 8.42%, 10/15/29(a)(b) |
|
|
|
|
|
|
500 |
|
|
|
489,565 |
|
Sixth Street CLO XVI Ltd., Series 2020-16A, Class E, (3-mo. CME Term SOFR + 7.58%), 12.91%, 10/20/32(a)(b) |
|
|
|
|
|
|
510 |
|
|
|
506,248 |
|
Sterling COOFS Trust(d) |
|
|
|
|
|
|
|
|
|
|
|
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Series 2004-1, Class A, 2.36%, 04/15/29 |
|
|
|
|
|
|
607 |
|
|
|
6,068 |
|
Series 2004-2, Class Note, 2.08%, 03/30/30(b) |
|
|
|
|
|
|
700 |
|
|
|
6,998 |
|
Symphony CLO XXXII Ltd., Series 2022-32A, Class B, (3-mo. CME Term SOFR + 1.85%), 7.20%, 04/23/35(a)(b) |
|
|
|
|
|
|
300 |
|
|
|
294,750 |
|
Trimaran CAVU Ltd.(a)(b) |
|
|
|
|
|
|
|
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|
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Series 2021-1A, Class D, (3-mo. CME Term SOFR + 3.71%), 9.06%, 04/23/32 |
|
|
|
|
|
|
250 |
|
|
|
246,788 |
|
Series 2021-2A, Class D1, (3-mo. CME Term SOFR + 3.51%), 8.86%, 10/25/34 |
|
|
|
|
|
|
500 |
|
|
|
491,532 |
|
Unique Pub Finance Co. PLC, Series A4,
5.66%, 06/30/27(e) |
|
|
GBP |
|
|
|
30 |
|
|
|
36,509 |
|
Voya CLO Ltd. |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2019-3A, Class BR, (3-mo. CME Term SOFR + 1.91%), 7.22%, 10/17/32(a)(b) |
|
|
USD |
|
|
|
500 |
|
|
|
496,000 |
|
Series 2022-4, Class E, (3-mo. CME Term SOFR + 7.50%), 12.83%, 10/20/33 |
|
|
|
|
|
|
350 |
|
|
|
347,887 |
|
Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3-mo. CME Term SOFR + 3.61%), 8.96%, 10/24/34(a)(b) |
|
|
|
|
|
|
500 |
|
|
|
488,299 |
|
Whitebox CLO III Ltd., Series 2021-3A, Class D, (3-mo. CME Term SOFR + 3.61%), 8.92%, 10/15/34(a)(b) |
|
|
|
|
|
|
250 |
|
|
|
241,709 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Asset-Backed Securities 7.6% (Cost: $37,418,005) |
|
|
|
|
|
|
|
|
|
|
36,748,140 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction & Engineering 0.0% |
|
|
|
|
|
|
|
|
|
McDermott International Ltd.(f) |
|
|
|
|
|
|
47,837 |
|
|
|
11,959 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
2 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Shares |
|
|
Value |
|
|
|
Energy Equipment & Services 0.0% |
|
|
|
|
|
Project Investor Holdings LLC, (Acquired 02/12/19, Cost:
$0)(d)(g) |
|
|
|
|
|
|
2,869 |
|
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Entertainment 0.0% |
|
|
|
|
Learfield Communications LLC, (Acquired 09/06/23, Cost: $36,292)(d)(g) |
|
|
|
|
|
|
1,203 |
|
|
|
44,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Services 0.0% |
|
|
|
|
NMG Parent LLC |
|
|
|
|
|
|
1,330 |
|
|
|
151,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Household Products 0.0% |
|
|
|
|
|
|
|
|
|
Berkline Benchcraft Equity LLC(d) |
|
|
|
|
|
|
3,155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates 0.0% |
|
|
|
|
Ameriforge Group, Inc. |
|
|
|
|
|
|
801 |
|
|
|
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 0.0% |
|
|
|
|
Kcad Holdings I Ltd.(d) |
|
|
|
|
|
|
546,753,936 |
|
|
|
5,468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Stocks 0.0% (Cost: $6,859,105) |
|
|
|
|
|
|
|
|
|
|
213,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Par
(000) |
|
|
|
|
|
|
|
|
Corporate Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense 3.1% |
|
|
|
|
|
|
|
|
|
Amsted Industries, Inc., 5.63%, 07/01/27(b) |
|
|
USD |
|
|
|
156 |
|
|
|
147,032 |
|
Bombardier, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 03/15/25 |
|
|
|
|
|
|
17 |
|
|
|
16,930 |
|
7.13%, 06/15/26(h) |
|
|
|
|
|
|
1,191 |
|
|
|
1,153,912 |
|
7.88%, 04/15/27(h) |
|
|
|
|
|
|
605 |
|
|
|
590,327 |
|
6.00%, 02/15/28(h) |
|
|
|
|
|
|
539 |
|
|
|
488,979 |
|
7.50%, 02/01/29(h) |
|
|
|
|
|
|
660 |
|
|
|
626,318 |
|
7.45%, 05/01/34 |
|
|
|
|
|
|
100 |
|
|
|
113,284 |
|
Embraer Netherlands Finance BV, 7.00%,
07/28/30(b) |
|
|
|
|
|
|
387 |
|
|
|
382,772 |
|
F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26(b)(h) |
|
|
|
|
|
|
423 |
|
|
|
393,174 |
|
Northrop Grumman Corp., 3.85%, 04/15/45(h) |
|
|
|
|
|
|
600 |
|
|
|
446,733 |
|
Rolls-Royce PLC, 5.75%, 10/15/27(b)(h) |
|
|
|
|
|
|
1,018 |
|
|
|
982,226 |
|
Spirit AeroSystems, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 04/15/25 |
|
|
|
|
|
|
32 |
|
|
|
31,388 |
|
9.38%, 11/30/29(h) |
|
|
|
|
|
|
581 |
|
|
|
591,246 |
|
TransDigm, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
6.25%, 03/15/26(b)(h) |
|
|
|
|
|
|
5,693 |
|
|
|
5,593,832 |
|
7.50%, 03/15/27 |
|
|
|
|
|
|
105 |
|
|
|
105,191 |
|
6.75%, 08/15/28(b)(h) |
|
|
|
|
|
|
2,205 |
|
|
|
2,170,797 |
|
6.88%, 12/15/30 |
|
|
|
|
|
|
193 |
|
|
|
189,245 |
|
Triumph Group, Inc., 9.00%, 03/15/28(b)(h) |
|
|
|
|
|
|
881 |
|
|
|
871,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,894,524 |
|
|
|
|
|
Air Freight & Logistics 0.0% |
|
|
|
|
|
|
|
|
|
XPO Escrow Sub LLC, 7.50%, 11/15/27(b)(h) |
|
|
|
|
|
|
85 |
|
|
|
85,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Automobile Components 1.3% |
|
|
|
|
|
|
|
|
|
Aptiv PLC, 4.40%, 10/01/46(h) |
|
|
|
|
|
|
240 |
|
|
|
171,017 |
|
Clarios Global LP, 6.75%, 05/15/25(b) |
|
|
|
|
|
|
528 |
|
|
|
524,025 |
|
Clarios Global LP/Clarios U.S. Finance Co. |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 05/15/26(e) |
|
|
EUR |
|
|
|
200 |
|
|
|
202,968 |
|
6.25%, 05/15/26(b)(h) |
|
|
USD |
|
|
|
1,409 |
|
|
|
1,378,627 |
|
8.50%, 05/15/27(b)(h) |
|
|
|
|
|
|
2,599 |
|
|
|
2,591,545 |
|
6.75%, 05/15/28(b)(h) |
|
|
|
|
|
|
798 |
|
|
|
779,048 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Automobile Components (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Dana Financing Luxembourg SARL, 8.50%,
07/15/31(e) |
|
|
EUR |
|
|
|
100 |
|
|
$ |
106,938 |
|
Dealer Tire LLC/DT Issuer LLC, Series B, 8.00%,
02/01/28(b) |
|
|
USD |
|
|
|
174 |
|
|
|
163,125 |
|
Forvia SE, 3.75%, 06/15/28(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
94,842 |
|
Goodyear Tire & Rubber Co. |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 07/15/29(h) |
|
|
USD |
|
|
|
104 |
|
|
|
89,577 |
|
5.63%, 04/30/33 |
|
|
|
|
|
|
109 |
|
|
|
89,207 |
|
ZF Finance GmbH, 2.00%, 05/06/27(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
92,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,283,428 |
|
|
|
|
|
Automobiles 1.7% |
|
|
|
|
|
|
|
|
|
Arko Corp., 5.13%, 11/15/29(b)(h) |
|
|
USD |
|
|
|
181 |
|
|
|
145,984 |
|
Asbury Automotive Group, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
4.50%, 03/01/28 |
|
|
|
|
|
|
146 |
|
|
|
130,701 |
|
4.75%, 03/01/30 |
|
|
|
|
|
|
124 |
|
|
|
105,973 |
|
5.00%, 02/15/32(b) |
|
|
|
|
|
|
130 |
|
|
|
107,710 |
|
Ford Motor Co.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.25%, 02/12/32 |
|
|
|
|
|
|
469 |
|
|
|
361,441 |
|
6.10%, 08/19/32 |
|
|
|
|
|
|
361 |
|
|
|
340,030 |
|
Ford Motor Credit Co. LLC |
|
|
|
|
|
|
|
|
|
|
|
|
3.81%, 01/09/24(h) |
|
|
|
|
|
|
629 |
|
|
|
622,152 |
|
2.75%, 06/14/24 |
|
|
GBP |
|
|
|
100 |
|
|
|
117,886 |
|
4.69%, 06/09/25 |
|
|
USD |
|
|
|
200 |
|
|
|
192,179 |
|
5.13%, 06/16/25(h) |
|
|
|
|
|
|
490 |
|
|
|
474,331 |
|
3.38%, 11/13/25 |
|
|
|
|
|
|
200 |
|
|
|
185,563 |
|
4.39%, 01/08/26(h) |
|
|
|
|
|
|
400 |
|
|
|
377,532 |
|
6.86%, 06/05/26 |
|
|
GBP |
|
|
|
108 |
|
|
|
129,834 |
|
2.70%, 08/10/26 |
|
|
USD |
|
|
|
295 |
|
|
|
263,248 |
|
4.95%, 05/28/27(h) |
|
|
|
|
|
|
200 |
|
|
|
187,731 |
|
6.80%, 05/12/28(h) |
|
|
|
|
|
|
582 |
|
|
|
581,327 |
|
7.35%, 03/06/30(h) |
|
|
|
|
|
|
600 |
|
|
|
607,607 |
|
7.20%, 06/10/30(h) |
|
|
|
|
|
|
576 |
|
|
|
578,880 |
|
3.63%, 06/17/31(h) |
|
|
|
|
|
|
400 |
|
|
|
323,221 |
|
General Motors Financial Co., Inc., 6.00%,
01/09/28(h) |
|
|
|
|
|
|
1,000 |
|
|
|
987,758 |
|
Ken Garff Automotive LLC, 4.88%, 09/15/28(b) |
|
|
|
|
|
|
122 |
|
|
|
104,187 |
|
LCM Investments Holdings II LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 05/01/29 |
|
|
|
|
|
|
292 |
|
|
|
248,260 |
|
8.25%, 08/01/31 |
|
|
|
|
|
|
252 |
|
|
|
244,798 |
|
Lithia Motors, Inc., 3.88%, 06/01/29(b) |
|
|
|
|
|
|
131 |
|
|
|
110,407 |
|
MajorDrive Holdings IV LLC, 6.38%, 06/01/29(b) |
|
|
|
|
|
|
178 |
|
|
|
146,489 |
|
TML Holdings Pte. Ltd., 4.35%, 06/09/26(e)(h) |
|
|
|
|
|
|
200 |
|
|
|
182,162 |
|
Wabash National Corp., 4.50%, 10/15/28(b)(h) |
|
|
|
|
|
|
220 |
|
|
|
185,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,042,710 |
|
|
|
|
|
Banks 0.6% |
|
|
|
|
|
|
|
|
|
Banco BPM SpA |
|
|
|
|
|
|
|
|
|
|
|
|
(3-mo. EURIBOR + 2.80%), 6.00%, 06/14/28 |
|
|
EUR |
|
|
|
150 |
|
|
|
158,005 |
|
(5-year EUR Swap + 3.17%), 2.88%,
06/29/31(a)(e) |
|
|
|
|
|
|
100 |
|
|
|
93,998 |
|
Banco Espirito Santo SA(f)(i) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 01/15/18 |
|
|
|
|
|
|
100 |
|
|
|
27,488 |
|
4.00%, 01/21/19 |
|
|
|
|
|
|
100 |
|
|
|
27,489 |
|
Bangkok Bank PCL, (5-year CMT + 4.73%),
5.00%(h) |
|
|
USD |
|
|
|
501 |
|
|
|
470,053 |
|
Bank of Communications Co. Ltd., (5-year CMT + 3.35%), 3.80%(a)(e)(j) |
|
|
|
|
|
|
200 |
|
|
|
189,766 |
|
Chong Hing Bank Ltd., (5-year CMT + 3.86%),
5.70%(a)(e)(j) |
|
|
|
|
|
|
250 |
|
|
|
241,992 |
|
Credit Suisse AG/New York, 5.00%, 07/09/27(h) |
|
|
|
|
|
|
1,200 |
|
|
|
1,152,692 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Banks (continued) |
|
Freedom Mortgage Corp., 12.00%, 10/01/28(b) |
|
|
USD |
|
|
|
103 |
|
|
$ |
104,736 |
|
Intesa Sanpaolo SpA, 5.71%, 01/15/26(b)(h) |
|
|
|
|
|
|
200 |
|
|
|
190,961 |
|
Krung Thai Bank PCL, (5-year CMT + 3.53%),
4.40%(a)(e)(j) |
|
|
|
|
|
|
202 |
|
|
|
181,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,838,824 |
|
|
|
|
|
Beverages 2.0% |
|
|
|
|
|
|
|
|
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46(h) |
|
|
|
|
|
|
800 |
|
|
|
697,235 |
|
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%,
06/30/27(b)(h)(k) |
|
|
|
|
|
|
834 |
|
|
|
628,814 |
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 06/15/27(h) |
|
|
|
|
|
|
400 |
|
|
|
384,387 |
|
3.25%, 09/01/28 |
|
|
|
|
|
|
200 |
|
|
|
166,758 |
|
4.00%, 09/01/29(h) |
|
|
|
|
|
|
2,234 |
|
|
|
1,748,264 |
|
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 04/30/25(b)(h) |
|
|
|
|
|
|
400 |
|
|
|
389,901 |
|
2.13%, 08/15/26(e) |
|
|
EUR |
|
|
|
200 |
|
|
|
187,408 |
|
5.25%, 08/15/27(b) |
|
|
USD |
|
|
|
202 |
|
|
|
168,568 |
|
Ball Corp., 6.00%, 06/15/29(h) |
|
|
|
|
|
|
193 |
|
|
|
187,368 |
|
Canpack SA/Canpack U.S. LLC, 3.13%,
11/01/25(b)(h) |
|
|
|
|
|
|
211 |
|
|
|
195,681 |
|
Mauser Packaging Solutions Holding Co.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.88%, 08/15/26(h) |
|
|
|
|
|
|
3,282 |
|
|
|
3,166,263 |
|
9.25%, 04/15/27 |
|
|
|
|
|
|
92 |
|
|
|
80,416 |
|
Owens-Brockway Glass Container, Inc.,
6.63%, 05/13/27(b) |
|
|
|
|
|
|
39 |
|
|
|
38,020 |
|
Trivium Packaging Finance BV(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 08/15/26 |
|
|
|
|
|
|
1,004 |
|
|
|
936,163 |
|
8.50%, 08/15/27 |
|
|
|
|
|
|
965 |
|
|
|
881,899 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,857,145 |
|
|
|
|
|
Biotechnology 0.0% |
|
|
|
|
|
|
|
|
|
Cidron Aida Finco SARL, 5.00%, 04/01/28(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
95,478 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Broadline Retail 0.0% |
|
|
|
|
|
|
|
|
|
NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26(b)(h) |
|
|
USD |
|
|
|
123 |
|
|
|
115,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Building Materials 1.1% |
|
|
|
|
|
|
|
|
|
Camelot Return Merger Sub, Inc., 8.75%,
08/01/28(b) |
|
|
|
|
|
|
207 |
|
|
|
199,683 |
|
Emerald Debt Merger Sub LLC |
|
|
|
|
|
|
|
|
|
|
|
|
6.38%, 12/15/30(b) |
|
|
EUR |
|
|
|
160 |
|
|
|
168,541 |
|
6.38%, 12/15/30(e) |
|
|
|
|
|
|
100 |
|
|
|
105,338 |
|
6.63%, 12/15/30(b)(h) |
|
|
USD |
|
|
|
2,594 |
|
|
|
2,497,178 |
|
James Hardie International Finance DAC,
5.00%, 01/15/28(b) |
|
|
|
|
|
|
200 |
|
|
|
186,558 |
|
Jeld-Wen, Inc., 4.63%, 12/15/25(b) |
|
|
|
|
|
|
226 |
|
|
|
216,998 |
|
Masonite International Corp., 5.38%,
02/01/28(b)(h) |
|
|
|
|
|
|
101 |
|
|
|
93,942 |
|
New Enterprise Stone & Lime Co.,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 07/15/28 |
|
|
|
|
|
|
81 |
|
|
|
72,679 |
|
9.75%, 07/15/28 |
|
|
|
|
|
|
205 |
|
|
|
202,438 |
|
Smyrna Ready Mix Concrete LLC,
6.00%, 11/01/28(b)(h) |
|
|
|
|
|
|
523 |
|
|
|
482,970 |
|
Standard Industries, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 02/15/27 |
|
|
|
|
|
|
209 |
|
|
|
193,733 |
|
4.75%, 01/15/28 |
|
|
|
|
|
|
80 |
|
|
|
72,159 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Building Materials (continued) |
|
Standard Industries, Inc.(b) (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 07/15/30(h) |
|
|
USD |
|
|
|
673 |
|
|
$ |
557,378 |
|
3.38%, 01/15/31(h) |
|
|
|
|
|
|
277 |
|
|
|
214,116 |
|
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29(b) |
|
|
|
|
|
|
92 |
|
|
|
83,535 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,347,246 |
|
|
|
|
|
Building Products 1.0% |
|
|
|
|
|
|
|
|
|
Advanced Drainage Systems, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 09/30/27 |
|
|
|
|
|
|
306 |
|
|
|
285,859 |
|
6.38%, 06/15/30(h) |
|
|
|
|
|
|
412 |
|
|
|
395,705 |
|
Beacon Roofing Supply, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 05/15/29 |
|
|
|
|
|
|
123 |
|
|
|
105,165 |
|
6.50%, 08/01/30 |
|
|
|
|
|
|
256 |
|
|
|
248,092 |
|
Foundation Building Materials, Inc., 6.00%,
03/01/29(b) |
|
|
|
|
|
|
83 |
|
|
|
69,076 |
|
GYP Holdings III Corp., 4.63%, 05/01/29(b)(h) |
|
|
|
|
|
|
371 |
|
|
|
319,591 |
|
HT Troplast GmbH, 9.38%, 07/15/28 |
|
|
EUR |
|
|
|
100 |
|
|
|
106,402 |
|
Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26(b) |
|
|
USD |
|
|
|
87 |
|
|
|
81,358 |
|
SRS Distribution, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 07/01/28 |
|
|
|
|
|
|
492 |
|
|
|
425,041 |
|
6.13%, 07/01/29 |
|
|
|
|
|
|
510 |
|
|
|
434,344 |
|
6.00%, 12/01/29 |
|
|
|
|
|
|
765 |
|
|
|
642,600 |
|
White Cap Buyer LLC, 6.88%, 10/15/28(b)(h) |
|
|
|
|
|
|
1,493 |
|
|
|
1,319,529 |
|
White Cap Parent LLC, (8.25% Cash or 9.00% PIK), 8.25%, 03/15/26(b)(k) |
|
|
|
|
|
|
224 |
|
|
|
216,121 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,648,883 |
|
|
|
|
|
Capital Markets 1.3% |
|
|
|
|
|
|
|
|
|
AG TTMT Escrow Issuer LLC,
8.63%, 09/30/27(b) |
|
|
|
|
|
|
77 |
|
|
|
77,472 |
|
Ares Capital Corp., 7.00%, 01/15/27 |
|
|
|
|
|
|
140 |
|
|
|
139,998 |
|
Blackstone Private Credit Fund |
|
|
|
|
|
|
|
|
|
|
|
|
7.05%, 09/29/25 |
|
|
|
|
|
|
79 |
|
|
|
79,121 |
|
3.25%, 03/15/27 |
|
|
|
|
|
|
75 |
|
|
|
65,148 |
|
Blue Owl Capital Corp., 3.40%, 07/15/26 |
|
|
|
|
|
|
63 |
|
|
|
56,483 |
|
Blue Owl Credit Income Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
3.13%, 09/23/26 |
|
|
|
|
|
|
43 |
|
|
|
37,797 |
|
7.75%, 09/16/27(h) |
|
|
|
|
|
|
302 |
|
|
|
299,572 |
|
Charles Schwab Corp., Series H, (10-year CMT + 3.08%), 4.00%(a)(h)(j) |
|
|
|
|
|
|
2,000 |
|
|
|
1,411,142 |
|
Compass Group Diversified Holdings LLC, 5.25%,
04/15/29(b)(h) |
|
|
|
|
|
|
214 |
|
|
|
187,098 |
|
GLP Capital LP/GLP Financing II, Inc.,
3.25%, 01/15/32(h) |
|
|
|
|
|
|
498 |
|
|
|
386,492 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.25%, 05/15/26(h) |
|
|
|
|
|
|
449 |
|
|
|
417,140 |
|
5.25%, 05/15/27(h) |
|
|
|
|
|
|
827 |
|
|
|
726,917 |
|
4.38%, 02/01/29 |
|
|
|
|
|
|
340 |
|
|
|
271,884 |
|
NFP Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 08/15/28 |
|
|
|
|
|
|
519 |
|
|
|
456,904 |
|
6.88%, 08/15/28 |
|
|
|
|
|
|
1,246 |
|
|
|
1,067,421 |
|
7.50%, 10/01/30 |
|
|
|
|
|
|
105 |
|
|
|
100,834 |
|
Northern Trust Corp., 6.13%, 11/02/32(h) |
|
|
|
|
|
|
119 |
|
|
|
117,501 |
|
UBS AG, (1-year CMT + 2.00%), 6.30%, 09/22/34 |
|
|
|
|
|
|
200 |
|
|
|
195,332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,094,256 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
4 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Chemicals 1.8% |
|
|
|
|
|
|
|
|
|
Ashland LLC, 3.38%, 09/01/31(b) |
|
|
USD |
|
|
|
164 |
|
|
$ |
127,532 |
|
Avient Corp., 7.13%, 08/01/30(b)(h) |
|
|
|
|
|
|
106 |
|
|
|
104,133 |
|
Axalta Coating Systems LLC, 3.38%,
02/15/29(b)(h) |
|
|
|
|
|
|
447 |
|
|
|
372,168 |
|
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27(b)(h) |
|
|
|
|
|
|
170 |
|
|
|
157,961 |
|
Celanese U.S. Holdings LLC |
|
|
|
|
|
|
|
|
|
|
|
|
6.35%, 11/15/28 |
|
|
|
|
|
|
150 |
|
|
|
148,115 |
|
6.55%, 11/15/30 |
|
|
|
|
|
|
144 |
|
|
|
140,923 |
|
6.70%, 11/15/33 |
|
|
|
|
|
|
206 |
|
|
|
200,523 |
|
Chemours Co.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 11/15/28 |
|
|
|
|
|
|
46 |
|
|
|
39,923 |
|
4.63%, 11/15/29 |
|
|
|
|
|
|
175 |
|
|
|
140,779 |
|
Element Solutions, Inc., 3.88%, 09/01/28(b)(h) |
|
|
|
|
|
|
1,508 |
|
|
|
1,301,384 |
|
HB Fuller Co., 4.25%, 10/15/28 |
|
|
|
|
|
|
110 |
|
|
|
97,064 |
|
Herens Holdco SARL, 4.75%, 05/15/28(b)(h) |
|
|
|
|
|
|
612 |
|
|
|
475,198 |
|
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28(b)(h) |
|
|
|
|
|
|
352 |
|
|
|
332,446 |
|
INEOS Quattro Finance 2 PLC, 2.50%, 01/15/26(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
96,059 |
|
Ingevity Corp., 3.88%, 11/01/28(b) |
|
|
USD |
|
|
|
84 |
|
|
|
69,260 |
|
Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26(b)(k) |
|
|
|
|
|
|
259 |
|
|
|
189,070 |
|
LSF11 A5 HoldCo LLC, 6.63%, 10/15/29(b) |
|
|
|
|
|
|
133 |
|
|
|
110,576 |
|
Minerals Technologies, Inc., 5.00%, 07/01/28(b) |
|
|
|
|
|
|
169 |
|
|
|
155,007 |
|
NOVA Chemicals Corp., 4.88%, 06/01/24(b) |
|
|
|
|
|
|
67 |
|
|
|
65,827 |
|
Olympus Water U.S. Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
9.63%, 11/15/28(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
105,455 |
|
9.75%, 11/15/28(b)(h) |
|
|
USD |
|
|
|
738 |
|
|
|
736,405 |
|
SCIL IV LLC/SCIL USA Holdings LLC,
5.38%, 11/01/26(b)(h) |
|
|
|
|
|
|
439 |
|
|
|
401,123 |
|
SK Invictus Intermediate II SARL,
5.00%, 10/30/29(b)(h) |
|
|
|
|
|
|
460 |
|
|
|
368,658 |
|
WESCO Distribution, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.13%, 06/15/25 |
|
|
|
|
|
|
676 |
|
|
|
677,596 |
|
7.25%, 06/15/28 |
|
|
|
|
|
|
636 |
|
|
|
639,086 |
|
WR Grace Holdings LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 06/15/27(h) |
|
|
|
|
|
|
122 |
|
|
|
111,927 |
|
5.63%, 08/15/29(h) |
|
|
|
|
|
|
1,131 |
|
|
|
914,696 |
|
7.38%, 03/01/31 |
|
|
|
|
|
|
216 |
|
|
|
209,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,488,302 |
|
Commercial Services & Supplies 1.7% |
|
ADT Security Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 08/01/29 |
|
|
|
|
|
|
27 |
|
|
|
22,829 |
|
4.88%, 07/15/32 |
|
|
|
|
|
|
55 |
|
|
|
45,925 |
|
Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26(b) |
|
|
|
|
|
|
200 |
|
|
|
188,898 |
|
APX Group, Inc., 5.75%, 07/15/29(b)(h) |
|
|
|
|
|
|
268 |
|
|
|
225,821 |
|
Ashtead Capital, Inc., Series B, 5.95%, 10/15/33(b)(h)
|
|
|
|
|
|
|
370 |
|
|
|
351,262 |
|
Cablevision Lightpath LLC, 3.88%, 09/15/27(b) |
|
|
|
|
|
|
200 |
|
|
|
167,000 |
|
Fortress Transportation and Infrastructure Investors
LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/01/25(h) |
|
|
|
|
|
|
596 |
|
|
|
585,775 |
|
9.75%, 08/01/27 |
|
|
|
|
|
|
372 |
|
|
|
384,774 |
|
5.50%, 05/01/28(h) |
|
|
|
|
|
|
663 |
|
|
|
601,067 |
|
Garda World Security Corp.,
9.50%, 11/01/27(b) |
|
|
|
|
|
|
68 |
|
|
|
65,016 |
|
Herc Holdings, Inc., 5.50%, 07/15/27(b)(h) |
|
|
|
|
|
|
670 |
|
|
|
633,588 |
|
Hertz Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 12/01/26 |
|
|
|
|
|
|
126 |
|
|
|
111,668 |
|
5.00%, 12/01/29(h) |
|
|
|
|
|
|
101 |
|
|
|
79,075 |
|
LABL, Inc., 9.50%, 11/01/28(b)(h) |
|
|
|
|
|
|
439 |
|
|
|
449,975 |
|
Metis Merger Sub LLC, 6.50%, 05/15/29(b) |
|
|
|
|
|
|
125 |
|
|
|
105,590 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Commercial Services & Supplies (continued) |
|
|
|
|
|
|
|
|
|
NESCO Holdings II, Inc., 5.50%, 04/15/29(b) |
|
|
USD |
|
|
|
239 |
|
|
$ |
209,723 |
|
Prime Security Services Borrower LLC/Prime Finance,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 04/15/24 |
|
|
|
|
|
|
113 |
|
|
|
112,228 |
|
5.75%, 04/15/26(h) |
|
|
|
|
|
|
608 |
|
|
|
589,862 |
|
6.25%, 01/15/28(h) |
|
|
|
|
|
|
232 |
|
|
|
214,871 |
|
Sothebys/Bidfair Holdings, Inc., 5.88%,
06/01/29(b)(h) |
|
|
|
|
|
|
653 |
|
|
|
524,033 |
|
United Rentals North America, Inc., 6.00%,
12/15/29(b)(h) |
|
|
|
|
|
|
1,762 |
|
|
|
1,715,573 |
|
Verisure Holding AB, 9.25%, 10/15/27(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
112,069 |
|
Williams Scotsman International, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.13%, 06/15/25(h) |
|
|
USD |
|
|
|
403 |
|
|
|
398,970 |
|
4.63%, 08/15/28 |
|
|
|
|
|
|
121 |
|
|
|
108,295 |
|
Williams Scotsman, Inc., 7.38%, 10/01/31 |
|
|
|
|
|
|
376 |
|
|
|
373,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,377,836 |
|
|
|
|
|
Communications Equipment 0.5% |
|
|
|
|
|
|
|
|
|
CommScope Technologies LLC, 6.00%,
06/15/25(b)(h) |
|
|
|
|
|
|
516 |
|
|
|
491,208 |
|
CommScope, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 03/01/26 |
|
|
|
|
|
|
301 |
|
|
|
280,902 |
|
4.75%, 09/01/29 |
|
|
|
|
|
|
347 |
|
|
|
255,234 |
|
Viasat, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 09/15/25(b)(h) |
|
|
|
|
|
|
646 |
|
|
|
596,742 |
|
5.63%, 04/15/27(b)(h) |
|
|
|
|
|
|
473 |
|
|
|
409,791 |
|
7.50%, 05/30/31 |
|
|
|
|
|
|
52 |
|
|
|
34,346 |
|
Viavi Solutions, Inc., 3.75%, 10/01/29(b)(h) |
|
|
|
|
|
|
210 |
|
|
|
170,709 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,238,932 |
|
|
|
|
|
Construction & Engineering 0.3% |
|
|
|
|
|
|
|
|
|
Brand Industrial Services, Inc., 10.38%,
08/01/30(h) |
|
|
|
|
|
|
1,576 |
|
|
|
1,578,427 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Construction Materials(b) 0.1% |
|
|
|
|
|
|
|
|
|
BCPE Empire Holdings, Inc., 7.63%, 05/01/27(h) |
|
|
|
|
|
|
331 |
|
|
|
314,361 |
|
Resideo Funding, Inc., 4.00%, 09/01/29 |
|
|
|
|
|
|
59 |
|
|
|
48,473 |
|
Ritchie Bros Holdings, Inc., 6.75%, 03/15/28 |
|
|
|
|
|
|
77 |
|
|
|
76,823 |
|
Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26 |
|
|
|
|
|
|
662 |
|
|
|
62,890 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
502,547 |
|
|
|
|
|
Consumer Discretionary 2.2% |
|
|
|
|
|
|
|
|
|
APi Group DE, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 07/15/29 |
|
|
|
|
|
|
132 |
|
|
|
110,926 |
|
4.75%, 10/15/29 |
|
|
|
|
|
|
100 |
|
|
|
87,497 |
|
Carnival Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.63%, 03/01/26(h) |
|
|
|
|
|
|
152 |
|
|
|
147,863 |
|
5.75%, 03/01/27(h) |
|
|
|
|
|
|
941 |
|
|
|
851,816 |
|
9.88%, 08/01/27 |
|
|
|
|
|
|
262 |
|
|
|
273,508 |
|
4.00%, 08/01/28(h) |
|
|
|
|
|
|
477 |
|
|
|
413,596 |
|
6.00%, 05/01/29(h) |
|
|
|
|
|
|
562 |
|
|
|
479,376 |
|
7.00%, 08/15/29 |
|
|
|
|
|
|
166 |
|
|
|
163,680 |
|
Carnival Holdings Bermuda Ltd., 10.38%,
05/01/28(b)(h) |
|
|
|
|
|
|
2,394 |
|
|
|
2,567,012 |
|
CoreLogic, Inc., 4.50%, 05/01/28(b)(h) |
|
|
|
|
|
|
927 |
|
|
|
703,389 |
|
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26(b) |
|
|
|
|
|
|
91 |
|
|
|
89,180 |
|
Life Time, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 01/15/26(h) |
|
|
|
|
|
|
340 |
|
|
|
329,455 |
|
8.00%, 04/15/26 |
|
|
|
|
|
|
257 |
|
|
|
252,503 |
|
Lindblad Expeditions LLC, 6.75%, 02/15/27(b)(h) |
|
|
|
|
|
|
305 |
|
|
|
285,556 |
|
NCL Corp. Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 03/15/26(h) |
|
|
|
|
|
|
333 |
|
|
|
307,440 |
|
8.38%, 02/01/28(h) |
|
|
|
|
|
|
132 |
|
|
|
133,896 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
Consumer Discretionary (continued) |
|
|
|
|
|
NCL Corp. Ltd.(b) (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 02/15/29 |
|
|
USD |
|
|
|
42 |
|
|
$ |
38,981 |
|
NCL Finance Ltd., 6.13%, 03/15/28(b)(h) |
|
|
|
|
|
|
261 |
|
|
|
230,333 |
|
Neptune Bidco U.S., Inc., 9.29%, 04/15/29(b) |
|
|
|
|
|
|
255 |
|
|
|
230,855 |
|
Royal Caribbean Cruises Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
11.50%, 06/01/25 |
|
|
|
|
|
|
43 |
|
|
|
45,392 |
|
4.25%, 07/01/26 |
|
|
|
|
|
|
72 |
|
|
|
66,016 |
|
5.50%, 08/31/26 |
|
|
|
|
|
|
136 |
|
|
|
128,371 |
|
5.38%, 07/15/27(h) |
|
|
|
|
|
|
134 |
|
|
|
124,017 |
|
11.63%, 08/15/27 |
|
|
|
|
|
|
176 |
|
|
|
190,942 |
|
5.50%, 04/01/28(h) |
|
|
|
|
|
|
118 |
|
|
|
108,205 |
|
8.25%, 01/15/29 |
|
|
|
|
|
|
191 |
|
|
|
197,099 |
|
9.25%, 01/15/29(h) |
|
|
|
|
|
|
378 |
|
|
|
399,333 |
|
7.25%, 01/15/30 |
|
|
|
|
|
|
286 |
|
|
|
283,452 |
|
Techem Verwaltungsgesellschaft 675 mbH,
2.00%, 07/15/25(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
101,978 |
|
Viking Cruises Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 09/15/27(h) |
|
|
USD |
|
|
|
236 |
|
|
|
215,397 |
|
7.00%, 02/15/29 |
|
|
|
|
|
|
51 |
|
|
|
46,920 |
|
9.13%, 07/15/31(h) |
|
|
|
|
|
|
657 |
|
|
|
657,302 |
|
Viking Ocean Cruises Ship VII Ltd., 5.63%,
02/15/29(b) |
|
|
|
|
|
|
162 |
|
|
|
146,610 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,407,896 |
|
|
|
|
|
Consumer Finance 1.6% |
|
|
|
|
|
|
|
|
|
Block, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
2.75%, 06/01/26 |
|
|
|
|
|
|
698 |
|
|
|
627,780 |
|
3.50%, 06/01/31 |
|
|
|
|
|
|
1,133 |
|
|
|
890,041 |
|
Capital One Financial Corp.(a)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
(1-day SOFR + 2.60%), 5.82%, 02/01/34 |
|
|
|
|
|
|
440 |
|
|
|
396,528 |
|
(1-day SOFR + 2.86%), 6.38%, 06/08/34 |
|
|
|
|
|
|
100 |
|
|
|
94,372 |
|
Equifax, Inc., 2.60%, 12/15/25 |
|
|
|
|
|
|
59 |
|
|
|
54,890 |
|
GTCR W-2 Merger Sub LLC, 7.50%, 01/15/31(b)(l) |
|
|
|
|
|
|
1,017 |
|
|
|
1,018,424 |
|
Navient Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.13%, 03/25/24 |
|
|
|
|
|
|
86 |
|
|
|
85,540 |
|
5.88%, 10/25/24 |
|
|
|
|
|
|
82 |
|
|
|
80,706 |
|
5.50%, 03/15/29 |
|
|
|
|
|
|
211 |
|
|
|
177,242 |
|
9.38%, 07/25/30 |
|
|
|
|
|
|
150 |
|
|
|
147,937 |
|
Nexi SpA, 0.00%, 02/24/28(e)(m)(n) |
|
|
EUR |
|
|
|
100 |
|
|
|
80,349 |
|
OneMain Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 03/15/25 |
|
|
USD |
|
|
|
303 |
|
|
|
300,598 |
|
7.13%, 03/15/26(h) |
|
|
|
|
|
|
331 |
|
|
|
324,175 |
|
3.50%, 01/15/27 |
|
|
|
|
|
|
304 |
|
|
|
260,300 |
|
6.63%, 01/15/28(h) |
|
|
|
|
|
|
240 |
|
|
|
221,441 |
|
9.00%, 01/15/29 |
|
|
|
|
|
|
29 |
|
|
|
28,906 |
|
5.38%, 11/15/29 |
|
|
|
|
|
|
105 |
|
|
|
87,938 |
|
4.00%, 09/15/30 |
|
|
|
|
|
|
206 |
|
|
|
154,573 |
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26(b)(h) |
|
|
|
|
|
|
550 |
|
|
|
518,573 |
|
Shift4 Payments, Inc., 0.00%, 12/15/25(m)(n) |
|
|
|
|
|
|
174 |
|
|
|
171,216 |
|
Verscend Escrow Corp., 9.75%, 08/15/26(b)(h) |
|
|
|
|
|
|
1,817 |
|
|
|
1,817,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,538,845 |
|
|
Consumer Staples Distribution & Retail 0.9% |
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
3.25%, 03/15/26(h) |
|
|
|
|
|
|
642 |
|
|
|
594,661 |
|
7.50%, 03/15/26 |
|
|
|
|
|
|
107 |
|
|
|
108,481 |
|
4.63%, 01/15/27(h) |
|
|
|
|
|
|
477 |
|
|
|
450,392 |
|
5.88%, 02/15/28(h) |
|
|
|
|
|
|
320 |
|
|
|
307,993 |
|
6.50%, 02/15/28 |
|
|
|
|
|
|
152 |
|
|
|
150,233 |
|
3.50%, 03/15/29 |
|
|
|
|
|
|
142 |
|
|
|
121,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Consumer Staples Distribution & Retail (continued) |
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC(b) (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 02/15/30(h) |
|
|
USD |
|
|
|
214 |
|
|
$ |
192,819 |
|
Bellis Acquisition Co. PLC, 3.25%, 02/16/26(e) |
|
|
GBP |
|
|
|
100 |
|
|
|
105,936 |
|
Darling Ingredients, Inc., 6.00%,
06/15/30(b)(h) |
|
|
USD |
|
|
|
434 |
|
|
|
410,882 |
|
Lamb Weston Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 05/15/28 |
|
|
|
|
|
|
257 |
|
|
|
237,043 |
|
4.13%, 01/31/30(h) |
|
|
|
|
|
|
312 |
|
|
|
266,806 |
|
4.38%, 01/31/32(h) |
|
|
|
|
|
|
355 |
|
|
|
297,397 |
|
Performance Food Group, Inc., 4.25%, 08/01/29(b)(h)
|
|
|
|
|
|
|
299 |
|
|
|
258,288 |
|
Post Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 03/01/27 |
|
|
|
|
|
|
89 |
|
|
|
85,483 |
|
4.63%, 04/15/30(h) |
|
|
|
|
|
|
118 |
|
|
|
101,041 |
|
4.50%, 09/15/31 |
|
|
|
|
|
|
13 |
|
|
|
10,820 |
|
U.S. Foods, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 09/15/28 |
|
|
|
|
|
|
194 |
|
|
|
193,593 |
|
4.75%, 02/15/29(b)(h) |
|
|
|
|
|
|
335 |
|
|
|
299,412 |
|
4.63%, 06/01/30(b) |
|
|
|
|
|
|
39 |
|
|
|
33,883 |
|
7.25%, 01/15/32(b) |
|
|
|
|
|
|
234 |
|
|
|
233,764 |
|
United Natural Foods, Inc., 6.75%, 10/15/28(b) |
|
|
|
|
|
|
34 |
|
|
|
25,918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,485,912 |
|
|
|
Containers & Packaging 0.5% |
|
|
|
|
Clydesdale Acquisition Holdings, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 04/15/29 |
|
|
|
|
|
|
585 |
|
|
|
543,926 |
|
8.75%, 04/15/30 |
|
|
|
|
|
|
584 |
|
|
|
500,873 |
|
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 |
|
|
|
|
|
|
196 |
|
|
|
184,240 |
|
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26(h) |
|
|
|
|
|
|
424 |
|
|
|
407,235 |
|
Graham Packaging Co., Inc., 7.13%, 08/15/28(b) |
|
|
|
|
|
|
60 |
|
|
|
50,265 |
|
Graphic Packaging International LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 07/15/27 |
|
|
|
|
|
|
89 |
|
|
|
83,894 |
|
3.50%, 03/15/28 |
|
|
|
|
|
|
9 |
|
|
|
7,896 |
|
LABL, Inc., 5.88%, 11/01/28(b)(h) |
|
|
|
|
|
|
220 |
|
|
|
197,498 |
|
OI European Group BV, 6.25%, 05/15/28 |
|
|
EUR |
|
|
|
115 |
|
|
|
123,578 |
|
Owens-Brockway Glass Container, Inc.,
7.25%, 05/15/31(b)(h) |
|
|
USD |
|
|
|
235 |
|
|
|
229,713 |
|
Sealed Air Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 12/01/24 |
|
|
|
|
|
|
46 |
|
|
|
45,310 |
|
5.00%, 04/15/29 |
|
|
|
|
|
|
59 |
|
|
|
53,048 |
|
Sealed Air Corp./Sealed Air Corp. U.S.,
6.13%, 02/01/28(b) |
|
|
|
|
|
|
173 |
|
|
|
167,554 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,595,030 |
|
|
|
Diversified Consumer Services 1.9% |
|
|
|
|
Allied Universal Holdco LLC/Allied Universal Finance
Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 07/15/26 |
|
|
|
|
|
|
1,737 |
|
|
|
1,645,877 |
|
9.75%, 07/15/27 |
|
|
|
|
|
|
676 |
|
|
|
604,624 |
|
6.00%, 06/01/29 |
|
|
|
|
|
|
1,356 |
|
|
|
1,010,881 |
|
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28(b)(h) |
|
|
|
|
|
|
1,963 |
|
|
|
1,632,046 |
|
Clarivate Science Holdings Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.88%, 07/01/28 |
|
|
|
|
|
|
757 |
|
|
|
655,335 |
|
4.88%, 07/01/29 |
|
|
|
|
|
|
735 |
|
|
|
626,475 |
|
Garda World Security Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 02/15/27 |
|
|
|
|
|
|
261 |
|
|
|
238,831 |
|
7.75%, 02/15/28(h) |
|
|
|
|
|
|
520 |
|
|
|
509,809 |
|
Graham Holdings Co., 5.75%, 06/01/26(b) |
|
|
|
|
|
|
140 |
|
|
|
135,100 |
|
Macquarie Airfinance Holdings Ltd., 8.13%, 03/30/29 |
|
|
|
|
|
|
180 |
|
|
|
180,243 |
|
Rekeep SpA, 7.25%, 02/01/26(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
95,612 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
6 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
Diversified Consumer Services (continued) |
|
|
|
|
|
Service Corp. International(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 06/01/29 |
|
|
USD |
|
|
|
238 |
|
|
$ |
220,031 |
|
3.38%, 08/15/30 |
|
|
|
|
|
|
263 |
|
|
|
211,978 |
|
4.00%, 05/15/31 |
|
|
|
|
|
|
333 |
|
|
|
273,387 |
|
Sothebys, 7.38%, 10/15/27(b)(h) |
|
|
|
|
|
|
1,046 |
|
|
|
962,757 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,002,986 |
|
|
|
|
|
Diversified REITs 1.0% |
|
|
|
|
|
|
|
|
|
Alexandria Real Estate Equities, Inc., 4.00%,
02/01/50(h) |
|
|
|
|
|
|
450 |
|
|
|
313,885 |
|
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27(b) |
|
|
|
|
|
|
108 |
|
|
|
83,618 |
|
Healthpeak OP LLC, 2.88%, 01/15/31(h) |
|
|
|
|
|
|
1,000 |
|
|
|
812,304 |
|
Iron Mountain, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.00%, 02/15/29(h) |
|
|
|
|
|
|
657 |
|
|
|
642,568 |
|
5.63%, 07/15/32 |
|
|
|
|
|
|
19 |
|
|
|
16,403 |
|
MPT Operating Partnership LP/MPT Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2.55%, 12/05/23 |
|
|
GBP |
|
|
|
104 |
|
|
|
123,145 |
|
2.50%, 03/24/26 |
|
|
|
|
|
|
339 |
|
|
|
313,304 |
|
4.63%, 08/01/29 |
|
|
USD |
|
|
|
220 |
|
|
|
155,818 |
|
3.50%, 03/15/31(h) |
|
|
|
|
|
|
949 |
|
|
|
592,622 |
|
RHP Hotel Properties LP/RHP Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 10/15/27(h) |
|
|
|
|
|
|
704 |
|
|
|
640,640 |
|
7.25%, 07/15/28 |
|
|
|
|
|
|
327 |
|
|
|
321,275 |
|
4.50%, 02/15/29(b) |
|
|
|
|
|
|
256 |
|
|
|
219,380 |
|
Service Properties Trust, 7.50%, 09/15/25 |
|
|
|
|
|
|
165 |
|
|
|
162,102 |
|
Ventas Realty LP, 4.13%, 01/15/26(h) |
|
|
|
|
|
|
650 |
|
|
|
622,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,019,168 |
|
|
|
Diversified Telecommunication Services 2.3% |
|
|
|
|
Altice Financing SA(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 07/15/29 |
|
|
|
|
|
|
702 |
|
|
|
499,056 |
|
5.75%, 08/15/29 |
|
|
|
|
|
|
1,124 |
|
|
|
921,156 |
|
AT&T, Inc., 4.30%, 02/15/30(h) |
|
|
|
|
|
|
1,350 |
|
|
|
1,219,531 |
|
British Telecommunications PLC, (5-year UK Government Bond + 3.82%), 8.38%, 12/20/83 |
|
|
GBP |
|
|
|
100 |
|
|
|
121,704 |
|
Cellnex Telecom SA, 2.13%, 08/11/30 |
|
|
EUR |
|
|
|
100 |
|
|
|
100,496 |
|
Level 3 Financing, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
3.40%, 03/01/27 |
|
|
USD |
|
|
|
1,006 |
|
|
|
941,998 |
|
4.63%, 09/15/27 |
|
|
|
|
|
|
1,044 |
|
|
|
750,810 |
|
3.63%, 01/15/29 |
|
|
|
|
|
|
99 |
|
|
|
55,440 |
|
10.50%, 05/15/30 |
|
|
|
|
|
|
1,244 |
|
|
|
1,252,195 |
|
Lumen Technologies, Inc., 4.00%, 02/15/27(b) |
|
|
|
|
|
|
473 |
|
|
|
311,447 |
|
SoftBank Group Corp., 3.88%, 07/06/32(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
80,606 |
|
Telecom Italia Capital SA |
|
|
|
|
|
|
|
|
|
|
|
|
6.38%, 11/15/33 |
|
|
USD |
|
|
|
210 |
|
|
|
182,085 |
|
6.00%, 09/30/34(h) |
|
|
|
|
|
|
462 |
|
|
|
385,207 |
|
7.20%, 07/18/36 |
|
|
|
|
|
|
85 |
|
|
|
75,632 |
|
7.72%, 06/04/38 |
|
|
|
|
|
|
36 |
|
|
|
32,940 |
|
Telecom Italia SpA |
|
|
|
|
|
|
|
|
|
|
|
|
5.30%, 05/30/24(b) |
|
|
|
|
|
|
200 |
|
|
|
196,638 |
|
7.88%, 07/31/28(e) |
|
|
EUR |
|
|
|
171 |
|
|
|
187,152 |
|
Verizon Communications, Inc., 3.70%,
03/22/61(h) |
|
|
USD |
|
|
|
1,000 |
|
|
|
636,355 |
|
Zayo Group Holdings, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 03/01/27 |
|
|
|
|
|
|
3,882 |
|
|
|
2,880,000 |
|
6.13%, 03/01/28 |
|
|
|
|
|
|
671 |
|
|
|
431,265 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,261,713 |
|
|
|
|
|
Electric Utilities 0.6% |
|
|
|
|
|
|
|
|
|
Black Hills Corp., 3.15%, 01/15/27(h) |
|
|
|
|
|
|
305 |
|
|
|
279,634 |
|
Comision Federal de Electricidad,
4.88%, 01/15/24(h) |
|
|
|
|
|
|
200 |
|
|
|
198,324 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Electric Utilities (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Electricite de France SA, (5-year CMT + 5.41%),
9.13%(a)(b)(j) |
|
|
USD |
|
|
|
205 |
|
|
$ |
213,556 |
|
Enel Finance International NV,
3.63%, 05/25/27(b)(h) |
|
|
|
|
|
|
900 |
|
|
|
835,940 |
|
Mong Duong Finance Holdings BV, 5.13%, 05/07/29 |
|
|
. |
|
|
|
250 |
|
|
|
226,212 |
|
NextEra Energy Operating Partners LP(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 07/15/24 |
|
|
|
|
|
|
170 |
|
|
|
166,376 |
|
4.25%, 09/15/24 |
|
|
|
|
|
|
9 |
|
|
|
8,618 |
|
3.88%, 10/15/26 |
|
|
|
|
|
|
124 |
|
|
|
112,272 |
|
Palomino Funding Trust I, 7.23%, 05/17/28(b)(h) |
|
|
|
|
|
|
250 |
|
|
|
250,890 |
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28(b) |
|
|
|
|
|
|
319 |
|
|
|
277,051 |
|
Star Energy Geothermal Wayang Windu Ltd.,
6.75%, 04/24/33(e) |
|
|
|
|
|
|
162 |
|
|
|
155,468 |
|
Talen Energy Supply LLC, 8.63%, 06/01/30(b) |
|
|
|
|
|
|
134 |
|
|
|
137,364 |
|
Texas Competitive Electric Holdings, Series M, 5.03%, 10/10/19(a)(d)(f)(i) |
|
|
|
|
|
|
780 |
|
|
|
|
|
TransAlta Corp., 7.75%, 11/15/29 |
|
|
|
|
|
|
109 |
|
|
|
110,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,972,067 |
|
|
|
|
|
Electrical Equipment(b) 0.3% |
|
|
|
|
|
|
|
|
|
Gates Global LLC/Gates Corp., 6.25%,
01/15/26(h) |
|
|
|
|
|
|
416 |
|
|
|
405,387 |
|
GrafTech Finance, Inc., 4.63%, 12/15/28 |
|
|
|
|
|
|
37 |
|
|
|
28,612 |
|
Regal Rexnord Corp.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.05%, 04/15/28 |
|
|
|
|
|
|
590 |
|
|
|
573,873 |
|
6.30%, 02/15/30 |
|
|
|
|
|
|
200 |
|
|
|
193,194 |
|
6.40%, 04/15/33 |
|
|
|
|
|
|
205 |
|
|
|
197,458 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,398,524 |
|
|
Electronic Equipment, Instruments & Components(b)(h) 0.3% |
|
Coherent Corp., 5.00%, 12/15/29 |
|
|
|
|
|
|
374 |
|
|
|
324,273 |
|
Imola Merger Corp., 4.75%, 05/15/29 |
|
|
|
|
|
|
510 |
|
|
|
446,964 |
|
Vertiv Group Corp., 4.13%, 11/15/28 |
|
|
|
|
|
|
920 |
|
|
|
808,690 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,579,927 |
|
|
|
|
|
Energy Equipment & Services 0.6% |
|
|
|
|
|
|
|
|
|
Archrock Partners LP/Archrock Partners Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 04/01/27 |
|
|
|
|
|
|
304 |
|
|
|
294,072 |
|
6.25%, 04/01/28(h) |
|
|
|
|
|
|
729 |
|
|
|
678,717 |
|
Halliburton Co., 3.80%, 11/15/25(h) |
|
|
|
|
|
|
3 |
|
|
|
2,901 |
|
Oceaneering International, Inc., 6.00%,
02/01/28(b)(l) |
|
|
. |
|
|
|
71 |
|
|
|
66,886 |
|
Patterson-UTI Energy, Inc., 7.15%, 10/01/33 |
|
|
|
|
|
|
100 |
|
|
|
100,359 |
|
Seadrill Finance Ltd., 8.38%, 08/01/30 |
|
|
|
|
|
|
200 |
|
|
|
203,624 |
|
Shelf Drilling Holdings, 9.63%, 04/15/29(l) |
|
|
|
|
|
|
203 |
|
|
|
199,313 |
|
USA Compression Partners LP/USA Compression Finance
Corp.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.88%, 04/01/26 |
|
|
|
|
|
|
510 |
|
|
|
499,567 |
|
6.88%, 09/01/27 |
|
|
|
|
|
|
452 |
|
|
|
438,193 |
|
Vallourec SA, 8.50%, 06/30/26(e) |
|
|
EUR |
|
|
|
34 |
|
|
|
35,946 |
|
Weatherford International Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 09/15/28 |
|
|
USD |
|
|
|
167 |
|
|
|
167,017 |
|
8.63%, 04/30/30(h) |
|
|
|
|
|
|
314 |
|
|
|
316,404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,002,999 |
|
|
Environmental, Maintenance & Security Service 0.9% |
|
Clean Harbors, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 07/15/27(h) |
|
|
|
|
|
|
250 |
|
|
|
235,584 |
|
5.13%, 07/15/29(h) |
|
|
|
|
|
|
129 |
|
|
|
118,668 |
|
6.38%, 02/01/31 |
|
|
|
|
|
|
108 |
|
|
|
105,016 |
|
Covanta Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 12/01/29(b) |
|
|
|
|
|
|
142 |
|
|
|
116,497 |
|
5.00%, 09/01/30 |
|
|
|
|
|
|
70 |
|
|
|
55,860 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Environmental, Maintenance & Security Service (continued) |
|
GFL Environmental, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 06/01/25 |
|
|
USD |
|
|
|
103 |
|
|
$ |
98,983 |
|
3.75%, 08/01/25 |
|
|
|
|
|
|
312 |
|
|
|
295,739 |
|
5.13%, 12/15/26 |
|
|
|
|
|
|
243 |
|
|
|
231,479 |
|
4.00%, 08/01/28(h) |
|
|
|
|
|
|
431 |
|
|
|
376,594 |
|
3.50%, 09/01/28 |
|
|
|
|
|
|
160 |
|
|
|
137,746 |
|
4.75%, 06/15/29(h) |
|
|
|
|
|
|
378 |
|
|
|
336,007 |
|
4.38%, 08/15/29(h) |
|
|
|
|
|
|
317 |
|
|
|
275,349 |
|
Republic Services, Inc., 3.38%, 11/15/27(h) |
|
|
|
|
|
|
750 |
|
|
|
692,376 |
|
Tervita Corp., 11.00%, 12/01/25(b) |
|
|
|
|
|
|
114 |
|
|
|
119,183 |
|
Waste Pro USA, Inc., 5.50%, 02/15/26(b)(h) |
|
|
|
|
|
|
1,180 |
|
|
|
1,101,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,296,937 |
|
|
|
|
|
Financial Services 2.1% |
|
|
|
|
|
|
|
|
|
Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28(b)(h) |
|
|
|
|
|
|
403 |
|
|
|
331,468 |
|
Aircastle Ltd., 6.50%, 07/18/28(b)(h) |
|
|
|
|
|
|
135 |
|
|
|
132,392 |
|
ASG Finance Designated Activity Co.,
7.88%, 12/03/24(b) |
|
|
|
|
|
|
200 |
|
|
|
194,332 |
|
Barclays PLC, 5.20%, 05/12/26(h) |
|
|
|
|
|
|
200 |
|
|
|
192,678 |
|
BNP Paribas SA(a)(b)(h)(j) |
|
|
|
|
|
|
|
|
|
|
|
|
(5-year CMT + 3.34%), 4.63% |
|
|
|
|
|
|
1,500 |
|
|
|
1,065,114 |
|
(5-year CMT + 4.35%), 8.50% |
|
|
|
|
|
|
420 |
|
|
|
410,896 |
|
Castlelake Aviation Finance DAC, 5.00%,
04/15/27(b) |
|
|
|
|
|
|
34 |
|
|
|
31,054 |
|
Citigroup, Inc., (1-day SOFR + 2.66%),
6.17%, 05/25/34(a)(h) |
|
|
|
|
|
|
430 |
|
|
|
410,918 |
|
Deutsche Bank AG, (1-day SOFR + 3.18%), 6.72%, 01/18/29(a)(h) |
|
|
|
|
|
|
1,100 |
|
|
|
1,093,462 |
|
Freedom Mortgage Corp., 12.25%, 10/01/30 |
|
|
|
|
|
|
103 |
|
|
|
105,281 |
|
GGAM Finance Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 05/15/26 |
|
|
|
|
|
|
45 |
|
|
|
44,550 |
|
8.00%, 06/15/28 |
|
|
|
|
|
|
45 |
|
|
|
44,911 |
|
Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24(b)(k) |
|
|
|
|
|
|
231 |
|
|
|
220,455 |
|
Goldman Sachs Group, Inc., Series R, (5-year CMT + 3.22%), 4.95%(a)(h)(j) |
|
|
|
|
|
|
730 |
|
|
|
675,997 |
|
Home Point Capital, Inc., 5.00%, 02/01/26(b)(h) |
|
|
|
|
|
|
1,390 |
|
|
|
1,298,394 |
|
HSBC Holdings PLC(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 11/23/26 |
|
|
|
|
|
|
395 |
|
|
|
374,834 |
|
(5-year USD ICE Swap + 4.37%), 6.38%(a)(j) |
|
|
|
|
|
|
500 |
|
|
|
480,303 |
|
ION Trading Technologies SARL, 5.75%, 05/15/28(b)
|
|
|
|
|
|
|
200 |
|
|
|
174,384 |
|
Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28(b)(h) |
|
|
|
|
|
|
325 |
|
|
|
273,652 |
|
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 10/01/25 |
|
|
|
|
|
|
43 |
|
|
|
41,400 |
|
4.25%, 02/01/27 |
|
|
|
|
|
|
170 |
|
|
|
148,687 |
|
4.75%, 06/15/29 |
|
|
|
|
|
|
67 |
|
|
|
54,123 |
|
Lloyds Banking Group PLC, (5-year CMT + 4.82%),
6.75%(a)(h)(j) |
|
|
|
|
|
|
450 |
|
|
|
413,895 |
|
MGIC Investment Corp., 5.25%, 08/15/28(h) |
|
|
|
|
|
|
167 |
|
|
|
155,513 |
|
Nationstar Mortgage Holdings, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 01/15/27(h) |
|
|
|
|
|
|
147 |
|
|
|
138,904 |
|
5.13%, 12/15/30(h) |
|
|
|
|
|
|
104 |
|
|
|
84,440 |
|
5.75%, 11/15/31 |
|
|
|
|
|
|
114 |
|
|
|
94,303 |
|
Permian Resources Operating LLC, 7.00%, 01/15/32 |
|
|
|
|
|
|
182 |
|
|
|
179,491 |
|
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
2.88%, 10/15/26(h) |
|
|
|
|
|
|
826 |
|
|
|
727,450 |
|
3.88%, 03/01/31 |
|
|
|
|
|
|
111 |
|
|
|
88,508 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Financial Services (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.(b)
(continued) |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 10/15/33 |
|
|
USD |
|
|
|
81 |
|
|
$ |
61,170 |
|
Spectrum Brands, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 10/01/29 |
|
|
|
|
|
|
141 |
|
|
|
127,760 |
|
5.50%, 07/15/30 |
|
|
|
|
|
|
154 |
|
|
|
139,631 |
|
UBS Group AG, (1-year CMT + 1.80%),
6.25%, 09/22/29(a)(b) |
|
|
|
|
|
|
211 |
|
|
|
208,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,219,136 |
|
|
|
|
|
Food Products 0.7% |
|
|
|
|
|
|
|
|
|
Aramark International Finance SARL,
3.13%, 04/01/25(e) |
|
|
EUR |
|
|
|
138 |
|
|
|
143,070 |
|
Aramark Services, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 04/01/25 |
|
|
USD |
|
|
|
495 |
|
|
|
486,541 |
|
6.38%, 05/01/25 |
|
|
|
|
|
|
188 |
|
|
|
190,997 |
|
5.00%, 02/01/28 |
|
|
|
|
|
|
436 |
|
|
|
403,227 |
|
B&G Foods, Inc., 8.00%, 09/15/28 |
|
|
|
|
|
|
113 |
|
|
|
113,154 |
|
BRF SA, 4.88%, 01/24/30(e) |
|
|
|
|
|
|
200 |
|
|
|
161,250 |
|
Chobani LLC/Chobani Finance Corp., Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 04/15/25 |
|
|
|
|
|
|
1,178 |
|
|
|
1,166,903 |
|
4.63%, 11/15/28 |
|
|
|
|
|
|
608 |
|
|
|
536,244 |
|
Darling Global Finance BV, 3.63%, 05/15/26(e) |
|
|
EUR |
|
|
|
120 |
|
|
|
122,752 |
|
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29(b) |
|
|
USD |
|
|
|
129 |
|
|
|
105,822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,429,960 |
|
|
|
|
|
Gas Utilities 0.0% |
|
|
|
|
|
|
|
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31(b) |
|
|
|
|
|
|
91 |
|
|
|
75,960 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ground Transportation 0.5% |
|
|
|
|
|
|
|
|
|
Danaos Corp., 8.50%, 03/01/28(b) |
|
|
|
|
|
|
100 |
|
|
|
101,122 |
|
Forward Air Corp., 9.50%, 10/15/31(l) |
|
|
|
|
|
|
366 |
|
|
|
365,744 |
|
Lima Metro Line 2 Finance Ltd., 5.88%,
07/05/34(b)(h) |
|
|
|
|
|
|
1,355 |
|
|
|
1,290,488 |
|
Union Pacific Corp., 3.20%, 05/20/41(h) |
|
|
|
|
|
|
600 |
|
|
|
432,039 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,189,393 |
|
|
|
|
|
Health Care Equipment & Supplies 0.5% |
|
|
|
|
|
|
|
|
|
Avantor Funding, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2.63%, 11/01/25(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
100,881 |
|
4.63%, 07/15/28(b)(h) |
|
|
USD |
|
|
|
665 |
|
|
|
606,266 |
|
3.88%, 11/01/29(b) |
|
|
|
|
|
|
209 |
|
|
|
178,626 |
|
Bausch & Lomb Escrow Corp., 8.38%,
10/01/28(b)(h) |
|
|
|
|
|
|
1,222 |
|
|
|
1,225,629 |
|
Embecta Corp., 6.75%, 02/15/30(b) |
|
|
|
|
|
|
39 |
|
|
|
31,883 |
|
Garden Spinco Corp., 8.63%, 07/20/30(b) |
|
|
|
|
|
|
199 |
|
|
|
207,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,351,012 |
|
|
|
|
|
Health Care Providers & Services 2.8% |
|
|
|
|
|
|
|
|
|
Acadia Healthcare Co., Inc., 5.50%, 07/01/28(b) |
|
|
|
|
|
|
115 |
|
|
|
106,946 |
|
AdaptHealth LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.13%, 08/01/28 |
|
|
|
|
|
|
73 |
|
|
|
63,010 |
|
5.13%, 03/01/30 |
|
|
|
|
|
|
26 |
|
|
|
20,134 |
|
AHP Health Partners, Inc., 5.75%, 07/15/29(b) |
|
|
|
|
|
|
324 |
|
|
|
288,094 |
|
CHS/Community Health Systems, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 03/15/27 |
|
|
|
|
|
|
185 |
|
|
|
158,677 |
|
6.00%, 01/15/29(h) |
|
|
|
|
|
|
544 |
|
|
|
439,324 |
|
5.25%, 05/15/30(h) |
|
|
|
|
|
|
662 |
|
|
|
503,237 |
|
4.75%, 02/15/31(h) |
|
|
|
|
|
|
519 |
|
|
|
367,307 |
|
Elevance Health, Inc., 3.65%, 12/01/27(h) |
|
|
|
|
|
|
1,000 |
|
|
|
926,903 |
|
Encompass Health Corp. 4.50%, 02/01/28 |
|
|
|
|
|
|
15 |
|
|
|
13,667 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
8 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
Health Care Providers & Services (continued) |
|
|
|
|
|
|
|
|
|
Encompass Health Corp. (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 02/01/30(h) |
|
|
USD |
|
|
|
299 |
|
|
$ |
264,523 |
|
4.63%, 04/01/31 |
|
|
|
|
|
|
237 |
|
|
|
200,900 |
|
HCA, Inc., 5.50%, 06/15/47(h) |
|
|
|
|
|
|
650 |
|
|
|
554,814 |
|
HealthEquity, Inc., 4.50%, 10/01/29(b)(h) |
|
|
|
|
|
|
738 |
|
|
|
635,695 |
|
IQVIA, Inc., 6.50%, 05/15/30(b) |
|
|
|
|
|
|
211 |
|
|
|
206,520 |
|
Legacy LifePoint Health LLC, 4.38%, 02/15/27(b) |
|
|
|
|
|
|
253 |
|
|
|
217,580 |
|
LifePoint Health, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
9.88%, 08/15/30 |
|
|
|
|
|
|
345 |
|
|
|
334,005 |
|
11.00%, 10/15/30(l) |
|
|
|
|
|
|
397 |
|
|
|
397,000 |
|
Medline Borrower LP(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.88%, 04/01/29 |
|
|
|
|
|
|
581 |
|
|
|
491,190 |
|
5.25%, 10/01/29 |
|
|
|
|
|
|
1,339 |
|
|
|
1,157,293 |
|
ModivCare, Inc., 5.88%, 11/15/25(b)(h) |
|
|
|
|
|
|
357 |
|
|
|
339,350 |
|
Molina Healthcare, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 06/15/28 |
|
|
|
|
|
|
46 |
|
|
|
41,218 |
|
3.88%, 11/15/30 |
|
|
|
|
|
|
80 |
|
|
|
66,209 |
|
3.88%, 05/15/32(h) |
|
|
|
|
|
|
141 |
|
|
|
113,080 |
|
Prime Healthcare Services, Inc., 7.25%,
11/01/25(b) |
|
|
|
|
|
|
48 |
|
|
|
44,382 |
|
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26(b) |
|
|
|
|
|
|
88 |
|
|
|
85,194 |
|
Surgery Center Holdings, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 07/01/25 |
|
|
|
|
|
|
305 |
|
|
|
302,712 |
|
10.00%, 04/15/27 |
|
|
|
|
|
|
621 |
|
|
|
627,986 |
|
Teleflex, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 11/15/27 |
|
|
|
|
|
|
80 |
|
|
|
73,400 |
|
4.25%, 06/01/28(b)(h) |
|
|
|
|
|
|
331 |
|
|
|
296,096 |
|
Tenet Healthcare Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 01/01/26(h) |
|
|
|
|
|
|
1,077 |
|
|
|
1,031,798 |
|
6.25%, 02/01/27(h) |
|
|
|
|
|
|
179 |
|
|
|
173,199 |
|
5.13%, 11/01/27(h) |
|
|
|
|
|
|
216 |
|
|
|
201,017 |
|
4.63%, 06/15/28 |
|
|
|
|
|
|
81 |
|
|
|
72,912 |
|
6.13%, 10/01/28(h) |
|
|
|
|
|
|
183 |
|
|
|
171,791 |
|
6.13%, 06/15/30 |
|
|
|
|
|
|
250 |
|
|
|
234,387 |
|
6.75%, 05/15/31(b)(h) |
|
|
|
|
|
|
856 |
|
|
|
825,587 |
|
UnitedHealth Group, Inc., 3.75%, 07/15/25(h) |
|
|
|
|
|
|
1,470 |
|
|
|
1,430,012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
13,477,149 |
|
|
|
|
|
Health Care Technology(b) 0.7% |
|
|
|
|
|
|
|
|
|
AthenaHealth Group, Inc., 6.50%, 02/15/30(h) |
|
|
|
|
|
|
1,923 |
|
|
|
1,608,603 |
|
Catalent Pharma Solutions, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 07/15/27 |
|
|
|
|
|
|
442 |
|
|
|
405,497 |
|
3.13%, 02/15/29 |
|
|
|
|
|
|
249 |
|
|
|
204,229 |
|
3.50%, 04/01/30 |
|
|
|
|
|
|
107 |
|
|
|
88,095 |
|
Charles River Laboratories International, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 05/01/28 |
|
|
|
|
|
|
159 |
|
|
|
142,588 |
|
4.00%, 03/15/31 |
|
|
|
|
|
|
42 |
|
|
|
35,542 |
|
Fortrea Holdings, Inc., 7.50%, 07/01/30(h) |
|
|
|
|
|
|
196 |
|
|
|
190,711 |
|
IQVIA, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 10/15/26 |
|
|
|
|
|
|
463 |
|
|
|
442,652 |
|
5.00%, 05/15/27 |
|
|
|
|
|
|
437 |
|
|
|
411,906 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,529,823 |
|
|
|
|
|
Hotels, Restaurants & Leisure 3.4% |
|
|
|
|
|
|
|
|
|
Boyd Gaming Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 12/01/27 |
|
|
|
|
|
|
133 |
|
|
|
122,438 |
|
4.75%, 06/15/31(b)(h) |
|
|
|
|
|
|
333 |
|
|
|
283,375 |
|
Boyne USA, Inc., 4.75%, 05/15/29(b)(h) |
|
|
|
|
|
|
344 |
|
|
|
300,881 |
|
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 04/15/25 |
|
|
|
|
|
|
207 |
|
|
|
205,412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Hotels, Restaurants & Leisure (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc.(b) (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
3.88%, 01/15/28(h) |
|
|
USD |
|
|
|
208 |
|
|
$ |
186,584 |
|
4.38%, 01/15/28(h) |
|
|
|
|
|
|
134 |
|
|
|
120,781 |
|
4.00%, 10/15/30 |
|
|
|
|
|
|
58 |
|
|
|
48,196 |
|
Caesars Entertainment, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.25%, 07/01/25 |
|
|
|
|
|
|
1,150 |
|
|
|
1,134,260 |
|
8.13%, 07/01/27 |
|
|
|
|
|
|
1,508 |
|
|
|
1,515,189 |
|
4.63%, 10/15/29 |
|
|
|
|
|
|
175 |
|
|
|
148,235 |
|
7.00%, 02/15/30 |
|
|
|
|
|
|
1,527 |
|
|
|
1,485,865 |
|
Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25(b)(h) |
|
|
|
|
|
|
478 |
|
|
|
475,981 |
|
CDI Escrow Issuer, Inc., 5.75%, 04/01/30(b)(h) |
|
|
|
|
|
|
731 |
|
|
|
660,399 |
|
Churchill Downs, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 04/01/27(h) |
|
|
|
|
|
|
695 |
|
|
|
662,468 |
|
4.75%, 01/15/28 |
|
|
|
|
|
|
137 |
|
|
|
123,580 |
|
6.75%, 05/01/31(h) |
|
|
|
|
|
|
389 |
|
|
|
367,605 |
|
Cirsa Finance International SARL, (3-mo. EURIBOR + 4.50%), 8.19%, 07/31/28 |
|
|
EUR |
|
|
|
100 |
|
|
|
105,780 |
|
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 01/15/29(h) |
|
|
USD |
|
|
|
483 |
|
|
|
409,342 |
|
6.75%, 01/15/30 |
|
|
|
|
|
|
68 |
|
|
|
55,427 |
|
Hilton Domestic Operating Co., Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
5.38%, 05/01/25(b) |
|
|
|
|
|
|
145 |
|
|
|
142,472 |
|
5.75%, 05/01/28(b) |
|
|
|
|
|
|
200 |
|
|
|
193,345 |
|
3.75%, 05/01/29(b) |
|
|
|
|
|
|
146 |
|
|
|
126,262 |
|
4.88%, 01/15/30(h) |
|
|
|
|
|
|
501 |
|
|
|
455,949 |
|
4.00%, 05/01/31(b) |
|
|
|
|
|
|
189 |
|
|
|
158,888 |
|
3.63%, 02/15/32(b) |
|
|
|
|
|
|
4 |
|
|
|
3,225 |
|
Light & Wonder International, Inc., 7.50%, 09/01/31 |
|
|
|
|
|
|
191 |
|
|
|
188,775 |
|
Lindblad Expeditions Holdings, Inc., 9.00%,
05/15/28(b) |
|
|
|
|
|
|
246 |
|
|
|
245,464 |
|
Lottomatica SpA, (3-mo. EURIBOR + 4.13%), 7.93%, 06/01/28(a)(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
106,544 |
|
Melco Resorts Finance Ltd. |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 06/06/25(b)(h) |
|
|
USD |
|
|
|
400 |
|
|
|
377,740 |
|
5.38%, 12/04/29(b)(h) |
|
|
|
|
|
|
600 |
|
|
|
493,026 |
|
5.38%, 12/04/29(e) |
|
|
|
|
|
|
250 |
|
|
|
205,427 |
|
Merlin Entertainments Ltd., 5.75%,
06/15/26(b)(h) |
|
|
|
|
|
|
600 |
|
|
|
572,925 |
|
MGM China Holdings Ltd. |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 05/15/26(e) |
|
|
|
|
|
|
250 |
|
|
|
236,895 |
|
4.75%, 02/01/27(b) |
|
|
|
|
|
|
200 |
|
|
|
179,834 |
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29(b) |
|
|
|
|
|
|
146 |
|
|
|
124,300 |
|
Ontario Gaming GTA LP, 8.00%, 08/01/30 |
|
|
|
|
|
|
161 |
|
|
|
161,000 |
|
Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 09/01/29 |
|
|
|
|
|
|
116 |
|
|
|
89,320 |
|
5.88%, 09/01/31 |
|
|
|
|
|
|
116 |
|
|
|
85,550 |
|
Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26(b) |
|
|
|
|
|
|
177 |
|
|
|
165,716 |
|
Scientific Games Holdings LP/Scientific Games US FinCo, Inc., 6.63%, 03/01/30(b) |
|
|
|
|
|
|
115 |
|
|
|
99,187 |
|
Scientific Games International, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.00%, 05/15/28 |
|
|
|
|
|
|
174 |
|
|
|
171,026 |
|
7.25%, 11/15/29 |
|
|
|
|
|
|
51 |
|
|
|
49,980 |
|
Six Flags Entertainment Corp., 7.25%,
05/15/31(b)(h) |
|
|
|
|
|
|
678 |
|
|
|
636,561 |
|
Six Flags Theme Parks, Inc., 7.00%, 07/01/25(b) |
|
|
|
|
|
|
269 |
|
|
|
268,318 |
|
Station Casinos LLC, 4.63%, 12/01/31(b)(h) |
|
|
|
|
|
|
277 |
|
|
|
221,568 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
Hotels, Restaurants & Leisure (continued) |
|
|
|
|
|
|
|
|
|
Vail Resorts, Inc., 6.25%, 05/15/25(b) |
|
|
USD |
|
|
|
154 |
|
|
$ |
153,170 |
|
Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28(b)
|
|
|
|
|
|
|
158 |
|
|
|
141,913 |
|
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(b)(h) |
|
|
|
|
|
|
192 |
|
|
|
178,598 |
|
Wynn Macau Ltd. |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 01/15/26(e) |
|
|
|
|
|
|
347 |
|
|
|
321,822 |
|
5.63%, 08/26/28(b)(h) |
|
|
|
|
|
|
600 |
|
|
|
517,500 |
|
Wynn Resorts Finance LLC/Wynn Resorts Capital
Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 10/01/29 |
|
|
|
|
|
|
773 |
|
|
|
675,700 |
|
7.13%, 02/15/31 |
|
|
|
|
|
|
318 |
|
|
|
301,853 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,461,651 |
|
|
|
|
|
Household Durables 0.6% |
|
|
|
|
|
|
|
|
|
Ashton Woods USA LLC/Ashton Woods Finance
Co.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
Series B, 4.63%, 08/01/29 |
|
|
|
|
|
|
100 |
|
|
|
84,386 |
|
Series B, 4.63%, 04/01/30 |
|
|
|
|
|
|
145 |
|
|
|
118,696 |
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 06/15/29 |
|
|
|
|
|
|
208 |
|
|
|
171,199 |
|
4.88%, 02/15/30(h) |
|
|
|
|
|
|
364 |
|
|
|
296,034 |
|
CD&R Smokey Buyer, Inc., 6.75%, 07/15/25(b) |
|
|
|
|
|
|
253 |
|
|
|
243,791 |
|
Dream Finders Homes, Inc., 8.25%, 08/15/28 |
|
|
|
|
|
|
115 |
|
|
|
115,779 |
|
K Hovnanian Enterprises, Inc., 7.75%,
02/15/26(b) |
|
|
|
|
|
|
44 |
|
|
|
44,849 |
|
Mattamy Group Corp., 4.63%, 03/01/30(b)(h) |
|
|
|
|
|
|
199 |
|
|
|
169,365 |
|
Meritage Homes Corp., 5.13%, 06/06/27 |
|
|
|
|
|
|
50 |
|
|
|
47,127 |
|
NCR Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 09/01/27 |
|
|
|
|
|
|
220 |
|
|
|
221,638 |
|
5.00%, 10/01/28 |
|
|
|
|
|
|
110 |
|
|
|
98,461 |
|
6.13%, 09/01/29 |
|
|
|
|
|
|
92 |
|
|
|
94,348 |
|
SWF Escrow Issuer Corp.,
6.50%, 10/01/29(b)(h) |
|
|
|
|
|
|
830 |
|
|
|
530,951 |
|
Taylor Morrison Communities, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 06/15/27 |
|
|
|
|
|
|
255 |
|
|
|
242,424 |
|
5.13%, 08/01/30 |
|
|
|
|
|
|
54 |
|
|
|
47,182 |
|
Tempur Sealy International, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 04/15/29 |
|
|
|
|
|
|
204 |
|
|
|
170,259 |
|
3.88%, 10/15/31 |
|
|
|
|
|
|
97 |
|
|
|
74,831 |
|
Tri Pointe Group, Inc./Tri Pointe Homes, Inc., 5.88%, 06/15/24 |
|
|
|
|
|
|
11 |
|
|
|
10,922 |
|
Tri Pointe Homes, Inc., 5.25%, 06/01/27 |
|
|
|
|
|
|
15 |
|
|
|
14,036 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,796,278 |
|
|
|
|
|
Household Products 0.0% |
|
|
|
|
|
|
|
|
|
Berkline Benchcraft LLC,
4.50%, 05/03/12(d)(f)(i) |
|
|
|
|
|
|
200 |
|
|
|
|
|
Central Garden & Pet Co. |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 02/01/28 |
|
|
|
|
|
|
15 |
|
|
|
13,989 |
|
4.13%, 10/15/30(h) |
|
|
|
|
|
|
194 |
|
|
|
161,741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
175,730 |
|
|
Independent Power and Renewable Electricity Producers 0.7% |
|
Alexander Funding Trust II, 7.47%, 07/31/28(b) |
|
|
|
|
|
|
170 |
|
|
|
170,223 |
|
Calpine Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 06/01/26 |
|
|
|
|
|
|
221 |
|
|
|
214,565 |
|
5.13%, 03/15/28(h) |
|
|
|
|
|
|
1,060 |
|
|
|
943,864 |
|
4.63%, 02/01/29 |
|
|
|
|
|
|
106 |
|
|
|
88,760 |
|
5.00%, 02/01/31 |
|
|
|
|
|
|
43 |
|
|
|
34,769 |
|
Clearway Energy Operating LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 03/15/28(h) |
|
|
|
|
|
|
336 |
|
|
|
300,505 |
|
3.75%, 02/15/31 |
|
|
|
|
|
|
23 |
|
|
|
18,142 |
|
3.75%, 01/15/32 |
|
|
|
|
|
|
307 |
|
|
|
238,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Independent Power and Renewable Electricity Producers (continued) |
|
Greenko Solar Mauritius Ltd., 5.95%,
07/29/26(e) |
|
|
USD |
|
|
|
200 |
|
|
$ |
185,584 |
|
NRG Energy, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 01/15/27 |
|
|
|
|
|
|
720 |
|
|
|
705,278 |
|
7.00%, 03/15/33(b) |
|
|
|
|
|
|
205 |
|
|
|
198,066 |
|
TerraForm Power Operating LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 01/31/28 |
|
|
|
|
|
|
96 |
|
|
|
87,120 |
|
4.75%, 01/15/30 |
|
|
|
|
|
|
186 |
|
|
|
158,918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,344,450 |
|
|
|
|
|
Insurance 2.0% |
|
|
|
|
|
|
|
|
|
Acrisure LLC/Acrisure Finance, Inc., 6.00%,
08/01/29(b) |
|
|
|
|
|
|
136 |
|
|
|
114,287 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings
Co-Issuer(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 10/15/27 |
|
|
|
|
|
|
1,317 |
|
|
|
1,179,163 |
|
6.75%, 10/15/27 |
|
|
|
|
|
|
2,364 |
|
|
|
2,198,548 |
|
6.75%, 04/15/28 |
|
|
|
|
|
|
558 |
|
|
|
538,500 |
|
5.88%, 11/01/29 |
|
|
|
|
|
|
1,103 |
|
|
|
955,219 |
|
Allied World Assurance Co. Holdings Ltd.,
4.35%, 10/29/25(h) |
|
|
|
|
|
|
360 |
|
|
|
344,257 |
|
AmWINS Group, Inc., 4.88%, 06/30/29(b)(h) |
|
|
|
|
|
|
285 |
|
|
|
249,725 |
|
GTCR AP Finance, Inc., 8.00%, 05/15/27(b)(h) |
|
|
|
|
|
|
304 |
|
|
|
298,819 |
|
HUB International Ltd.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.00%, 05/01/26 |
|
|
|
|
|
|
1,151 |
|
|
|
1,148,470 |
|
7.25%, 06/15/30 |
|
|
|
|
|
|
1,601 |
|
|
|
1,598,070 |
|
Jones Deslauriers Insurance
Management, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
8.50%, 03/15/30(h) |
|
|
|
|
|
|
506 |
|
|
|
509,715 |
|
10.50%, 12/15/30 |
|
|
|
|
|
|
256 |
|
|
|
260,463 |
|
NFP Corp., 8.50%, 10/01/31 |
|
|
|
|
|
|
189 |
|
|
|
189,287 |
|
Ryan Specialty LLC, 4.38%, 02/01/30(b) |
|
|
|
|
|
|
183 |
|
|
|
159,361 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,743,884 |
|
|
|
|
|
Interactive Media & Services 0.2% |
|
|
|
|
|
|
|
|
|
Arches Buyer, Inc., 4.25%, 06/01/28(b) |
|
|
|
|
|
|
110 |
|
|
|
93,785 |
|
Cablevision Lightpath LLC, 5.63%, 09/15/28(b)(h) iliad
SA(e) |
|
|
|
|
|
|
400 |
|
|
|
306,974 |
|
5.38%, 06/14/27 |
|
|
EUR |
|
|
|
100 |
|
|
|
102,744 |
|
5.63%, 02/15/30 |
|
|
|
|
|
|
100 |
|
|
|
100,703 |
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc., 4.75%, 04/30/27(b) |
|
|
USD |
|
|
|
279 |
|
|
|
248,310 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
852,516 |
|
|
|
|
|
Internet Software & Services 1.0% |
|
|
|
|
|
|
|
|
|
Go Daddy Operating Co. LLC/GD Finance Co.,
Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.25%, 12/01/27 |
|
|
|
|
|
|
303 |
|
|
|
285,818 |
|
3.50%, 03/01/29 |
|
|
|
|
|
|
204 |
|
|
|
171,636 |
|
Match Group Holdings II LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 06/01/28 |
|
|
|
|
|
|
157 |
|
|
|
140,753 |
|
5.63%, 02/15/29 |
|
|
|
|
|
|
177 |
|
|
|
163,283 |
|
4.13%, 08/01/30 |
|
|
|
|
|
|
198 |
|
|
|
163,382 |
|
3.63%, 10/01/31(h) |
|
|
|
|
|
|
153 |
|
|
|
120,735 |
|
Uber Technologies, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 05/15/25(b)(h) |
|
|
|
|
|
|
667 |
|
|
|
671,169 |
|
0.00%, 12/15/25(m)(n) |
|
|
|
|
|
|
916 |
|
|
|
854,551 |
|
8.00%, 11/01/26(b)(h) |
|
|
|
|
|
|
419 |
|
|
|
423,925 |
|
7.50%, 09/15/27(b)(h) |
|
|
|
|
|
|
622 |
|
|
|
627,165 |
|
6.25%, 01/15/28(b) |
|
|
|
|
|
|
402 |
|
|
|
393,102 |
|
4.50%, 08/15/29(b)(h) |
|
|
|
|
|
|
972 |
|
|
|
868,829 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,884,348 |
|
|
|
|
|
IT Services 1.0% |
|
|
|
|
|
|
|
|
|
Ahead DB Holdings LLC, 6.63%, 05/01/28(b) |
|
|
|
|
|
|
150 |
|
|
|
126,702 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
10 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
IT Services (continued) |
|
CA Magnum Holdings, 5.38%, 10/31/26(b)(h) |
|
|
USD |
|
|
|
382 |
|
|
$ |
337,054 |
|
Camelot Finance SA, 4.50%, 11/01/26(b)(h) |
|
|
|
|
|
|
624 |
|
|
|
576,070 |
|
Central Parent LLC/CDK Global II LLC/CDK Financing Co, Inc., 8.00%, 06/15/29(h) |
|
|
|
|
|
|
582 |
|
|
|
579,846 |
|
Dun & Bradstreet Corp., 5.00%,
12/15/29(b)(h) |
|
|
|
|
|
|
615 |
|
|
|
530,215 |
|
Engineering - Ingegneria Informatica - SpA, 11.13%, 05/15/28(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
105,646 |
|
Fair Isaac Corp., 4.00%, 06/15/28(b)(h) |
|
|
USD |
|
|
|
366 |
|
|
|
327,233 |
|
Gartner, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.50%, 07/01/28 |
|
|
|
|
|
|
23 |
|
|
|
20,983 |
|
3.63%, 06/15/29 |
|
|
|
|
|
|
57 |
|
|
|
48,762 |
|
KBR, Inc., 4.75%, 09/30/28(b) |
|
|
|
|
|
|
226 |
|
|
|
198,880 |
|
La Financiere Atalian SASU, 5.13%, 05/15/25(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
77,602 |
|
McAfee Corp., 7.38%, 02/15/30(b)(h) |
|
|
USD |
|
|
|
722 |
|
|
|
604,453 |
|
Presidio Holdings, Inc., 4.88%, 02/01/27(b) |
|
|
|
|
|
|
47 |
|
|
|
43,450 |
|
Science Applications International Corp.,
4.88%, 04/01/28(b)(h) |
|
|
|
|
|
|
289 |
|
|
|
262,282 |
|
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25(b) |
|
|
|
|
|
|
163 |
|
|
|
159,133 |
|
Twilio, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
3.63%, 03/15/29 |
|
|
|
|
|
|
142 |
|
|
|
118,874 |
|
3.88%, 03/15/31(h) |
|
|
|
|
|
|
319 |
|
|
|
259,373 |
|
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29(b)(h) |
|
|
|
|
|
|
563 |
|
|
|
469,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,845,788 |
|
|
|
|
|
Leisure Products 0.1% |
|
|
|
|
|
|
|
|
|
Acushnet Co., 7.38%, 10/15/28(l) |
|
|
|
|
|
|
87 |
|
|
|
87,652 |
|
Mattel, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.20%, 10/01/40 |
|
|
|
|
|
|
219 |
|
|
|
195,057 |
|
5.45%, 11/01/41 |
|
|
|
|
|
|
172 |
|
|
|
141,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
424,579 |
|
|
|
|
|
Life Sciences Tools & Services 0.2% |
|
|
|
|
|
|
|
|
|
Star Parent, Inc., 9.00%, 10/01/30(h) |
|
|
|
|
|
|
888 |
|
|
|
897,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Machinery 1.2% |
|
|
|
|
|
|
|
|
|
ATS Corp., 4.13%, 12/15/28(b) |
|
|
|
|
|
|
108 |
|
|
|
95,445 |
|
Chart Industries, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 01/01/30(h) |
|
|
|
|
|
|
623 |
|
|
|
626,414 |
|
9.50%, 01/01/31 |
|
|
|
|
|
|
92 |
|
|
|
97,778 |
|
GrafTech Global Enterprises, Inc., 9.88%,
12/15/28(h) |
|
|
|
|
|
|
350 |
|
|
|
331,625 |
|
Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25(b)(h)(k) |
|
|
|
|
|
|
240 |
|
|
|
237,605 |
|
Madison IAQ LLC, 5.88%, 06/30/29(b)(h) |
|
|
|
|
|
|
696 |
|
|
|
560,448 |
|
OT Merger Corp., 7.88%, 10/15/29(b) |
|
|
|
|
|
|
115 |
|
|
|
70,371 |
|
Terex Corp., 5.00%, 05/15/29(b)(h) |
|
|
|
|
|
|
333 |
|
|
|
298,210 |
|
Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26(b)(h) |
|
|
|
|
|
|
900 |
|
|
|
882,000 |
|
TK Elevator Holdco GmbH |
|
|
|
|
|
|
|
|
|
|
|
|
6.63%, 07/15/28(e) |
|
|
EUR |
|
|
|
129 |
|
|
|
118,549 |
|
7.63%, 07/15/28(b)(h) |
|
|
USD |
|
|
|
400 |
|
|
|
364,091 |
|
TK Elevator Midco GmbH, 4.38%, 07/15/27(e) |
|
|
EUR |
|
|
|
311 |
|
|
|
297,470 |
|
TK Elevator U.S. Newco, Inc., 5.25%,
07/15/27(b)(h) |
|
|
USD |
|
|
|
1,833 |
|
|
|
1,679,997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,660,003 |
|
|
|
|
|
Media 6.9% |
|
|
|
|
|
|
|
|
|
AMC Networks, Inc., 4.75%, 08/01/25 |
|
|
|
|
|
|
189 |
|
|
|
174,366 |
|
Cable One, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
0.00%, 03/15/26(m)(n) |
|
|
|
|
|
|
88 |
|
|
|
71,984 |
|
1.13%, 03/15/28(h)(m) |
|
|
|
|
|
|
620 |
|
|
|
461,280 |
|
4.00%, 11/15/30(b)(h) |
|
|
|
|
|
|
151 |
|
|
|
115,032 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Media (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
CCO Holdings LLC/CCO Holdings
Capital Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 05/01/27 |
|
|
USD |
|
|
|
565 |
|
|
$ |
526,420 |
|
5.00%, 02/01/28 |
|
|
|
|
|
|
701 |
|
|
|
636,605 |
|
6.38%, 09/01/29 |
|
|
|
|
|
|
734 |
|
|
|
684,430 |
|
4.75%, 03/01/30 |
|
|
|
|
|
|
246 |
|
|
|
206,505 |
|
4.25%, 02/01/31 |
|
|
|
|
|
|
764 |
|
|
|
608,173 |
|
7.38%, 03/01/31 |
|
|
|
|
|
|
1,594 |
|
|
|
1,539,531 |
|
4.75%, 02/01/32 |
|
|
|
|
|
|
260 |
|
|
|
208,000 |
|
4.25%, 01/15/34 |
|
|
|
|
|
|
273 |
|
|
|
201,004 |
|
Charter Communications Operating LLC/Charter Communications Operating Capital(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.91%, 07/23/25 |
|
|
|
|
|
|
2,425 |
|
|
|
2,369,594 |
|
5.38%, 05/01/47 |
|
|
|
|
|
|
425 |
|
|
|
323,860 |
|
Clear Channel International BV, 6.63%, 08/01/25(b)(h)
|
|
|
|
|
|
|
584 |
|
|
|
577,341 |
|
Clear Channel Outdoor Holdings, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 08/15/27(b) |
|
|
|
|
|
|
1,484 |
|
|
|
1,317,781 |
|
7.75%, 04/15/28(b) |
|
|
|
|
|
|
330 |
|
|
|
263,476 |
|
9.00%, 09/15/28 |
|
|
|
|
|
|
996 |
|
|
|
986,379 |
|
7.50%, 06/01/29(b) |
|
|
|
|
|
|
731 |
|
|
|
558,947 |
|
CMG Media Corp., 8.88%, 12/15/27(b)(h) |
|
|
|
|
|
|
315 |
|
|
|
246,557 |
|
Connect Finco SARL/Connect U.S. Finco LLC,
6.75%, 10/01/26(b)(h) |
|
|
|
|
|
|
1,866 |
|
|
|
1,740,414 |
|
CSC Holdings LLC(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 04/15/27 |
|
|
|
|
|
|
200 |
|
|
|
171,415 |
|
11.25%, 05/15/28 |
|
|
|
|
|
|
1,679 |
|
|
|
1,672,430 |
|
6.50%, 02/01/29 |
|
|
|
|
|
|
865 |
|
|
|
716,597 |
|
4.13%, 12/01/30 |
|
|
|
|
|
|
330 |
|
|
|
233,546 |
|
4.50%, 11/15/31 |
|
|
|
|
|
|
269 |
|
|
|
190,393 |
|
Directv Financing LLC/Directv Financing Co-Obligor, Inc., 5.88%, 08/15/27(b)(h) |
|
|
|
|
|
|
429 |
|
|
|
379,313 |
|
Discovery Communications LLC, 3.45%,
03/15/25(h) |
|
|
|
|
|
|
170 |
|
|
|
163,402 |
|
DISH DBS Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 07/01/26(h) |
|
|
|
|
|
|
601 |
|
|
|
450,750 |
|
5.25%, 12/01/26(b)(h) |
|
|
|
|
|
|
987 |
|
|
|
838,803 |
|
5.75%, 12/01/28(b) |
|
|
|
|
|
|
174 |
|
|
|
133,762 |
|
DISH Network Corp., 11.75%, 11/15/27(b)(h) |
|
|
|
|
|
|
804 |
|
|
|
810,003 |
|
Frontier Communications Holdings LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 10/15/27 |
|
|
|
|
|
|
267 |
|
|
|
242,828 |
|
5.00%, 05/01/28(h) |
|
|
|
|
|
|
753 |
|
|
|
642,928 |
|
8.75%, 05/15/30(h) |
|
|
|
|
|
|
1,028 |
|
|
|
976,061 |
|
GCI LLC, 4.75%, 10/15/28(b) |
|
|
|
|
|
|
107 |
|
|
|
92,287 |
|
Gray Television, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 07/15/26 |
|
|
|
|
|
|
158 |
|
|
|
141,960 |
|
7.00%, 05/15/27 |
|
|
|
|
|
|
192 |
|
|
|
165,120 |
|
Hughes Satellite Systems Corp., 5.25%, 08/01/26 |
|
|
|
|
|
|
94 |
|
|
|
84,523 |
|
Iliad Holding SASU(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/15/26 |
|
|
|
|
|
|
1,423 |
|
|
|
1,336,927 |
|
7.00%, 10/15/28 |
|
|
|
|
|
|
343 |
|
|
|
312,225 |
|
Interpublic Group of Cos., Inc., 5.40%,
10/01/48(h) |
|
|
|
|
|
|
200 |
|
|
|
170,061 |
|
LCPR Senior Secured Financing DAC, 6.75%,
10/15/27(b)(h) |
|
|
|
|
|
|
360 |
|
|
|
330,660 |
|
Ligado Networks LLC, (15.50% PIK), 15.50%,
11/01/23(b)(k) |
|
|
|
|
|
|
419 |
|
|
|
123,569 |
|
Lions Gate Capital Holdings LLC, 5.50%, 04/15/29(b)
|
|
|
|
|
|
|
232 |
|
|
|
152,959 |
|
Live Nation Entertainment, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 11/01/24 |
|
|
|
|
|
|
31 |
|
|
|
30,457 |
|
5.63%, 03/15/26 |
|
|
|
|
|
|
16 |
|
|
|
15,362 |
|
6.50%, 05/15/27(h) |
|
|
|
|
|
|
1,582 |
|
|
|
1,559,838 |
|
4.75%, 10/15/27(h) |
|
|
|
|
|
|
288 |
|
|
|
263,700 |
|
3.75%, 01/15/28 |
|
|
|
|
|
|
196 |
|
|
|
172,970 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Media (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(b) |
|
|
USD |
|
|
|
177 |
|
|
$ |
163,725 |
|
Network i2i Ltd., (5-year CMT + 4.27%),
5.65%(a)(e)(h)(j) |
|
|
|
|
|
|
300 |
|
|
|
290,679 |
|
Nexstar Media, Inc., 5.63%, 07/15/27(b) |
|
|
|
|
|
|
53 |
|
|
|
47,166 |
|
Outfront Media Capital LLC/Outfront Media Capital
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.00%, 08/15/27(h) |
|
|
|
|
|
|
558 |
|
|
|
491,643 |
|
4.25%, 01/15/29(h) |
|
|
|
|
|
|
256 |
|
|
|
203,141 |
|
4.63%, 03/15/30 |
|
|
|
|
|
|
55 |
|
|
|
43,236 |
|
Radiate Holdco LLC/Radiate
Finance, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.50%, 09/15/26 |
|
|
|
|
|
|
894 |
|
|
|
679,141 |
|
6.50%, 09/15/28 |
|
|
|
|
|
|
1,482 |
|
|
|
778,050 |
|
Sable International Finance Ltd., 5.75%,
09/07/27(b)(h) |
|
|
|
|
|
|
200 |
|
|
|
180,750 |
|
Sinclair Television Group, Inc., 4.13%,
12/01/30(b)(h) |
|
|
|
|
|
|
293 |
|
|
|
181,681 |
|
Sirius XM Radio, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.13%, 09/01/26 |
|
|
|
|
|
|
491 |
|
|
|
437,604 |
|
5.00%, 08/01/27 |
|
|
|
|
|
|
812 |
|
|
|
741,681 |
|
Stagwell Global LLC, 5.63%, 08/15/29(b)(h) |
|
|
|
|
|
|
101 |
|
|
|
81,557 |
|
Summer BidCo BV, (9.00% Cash or 9.75% PIK),
9.00%, 11/15/25(e)(k) |
|
|
EUR |
|
|
|
118 |
|
|
|
120,524 |
|
TEGNA, Inc., 4.75%, 03/15/26(b) |
|
|
USD |
|
|
|
45 |
|
|
|
42,637 |
|
Telenet Finance Luxembourg Notes SARL,
5.50%, 03/01/28(b) |
|
|
|
|
|
|
200 |
|
|
|
180,000 |
|
Univision Communications, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.13%, 02/15/25 |
|
|
|
|
|
|
94 |
|
|
|
91,619 |
|
6.63%, 06/01/27 |
|
|
|
|
|
|
188 |
|
|
|
175,089 |
|
8.00%, 08/15/28(h) |
|
|
|
|
|
|
343 |
|
|
|
332,538 |
|
7.38%, 06/30/30(h) |
|
|
|
|
|
|
174 |
|
|
|
159,018 |
|
UPC Broadband Finco BV, 4.88%, 07/15/31(b)(h) |
|
|
|
|
|
|
449 |
|
|
|
364,355 |
|
Virgin Media Vendor Financing Notes IV DAC,
5.00%, 07/15/28(b)(h) |
|
|
|
|
|
|
754 |
|
|
|
650,642 |
|
VZ Secured Financing BV, 3.50%, 01/15/32(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
81,125 |
|
Ziggo Bond Co. BV(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 01/15/27(h) |
|
|
USD |
|
|
|
199 |
|
|
|
182,183 |
|
5.13%, 02/28/30 |
|
|
|
|
|
|
225 |
|
|
|
167,853 |
|
Ziggo BV, 4.88%, 01/15/30(b) |
|
|
|
|
|
|
200 |
|
|
|
162,931 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,423,096 |
|
|
|
|
|
Metals & Mining 1.9% |
|
|
|
|
|
|
|
|
|
ABJA Investment Co. Pte. Ltd., 5.95%,
07/31/24(e) |
|
|
|
|
|
|
250 |
|
|
|
248,625 |
|
Arsenal AIC Parent LLC, 8.00%, 10/01/30(b) |
|
|
|
|
|
|
138 |
|
|
|
137,313 |
|
ATI, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 12/01/27 |
|
|
|
|
|
|
171 |
|
|
|
162,022 |
|
4.88%, 10/01/29 |
|
|
|
|
|
|
101 |
|
|
|
88,853 |
|
7.25%, 08/15/30(h) |
|
|
|
|
|
|
525 |
|
|
|
521,062 |
|
5.13%, 10/01/31 |
|
|
|
|
|
|
273 |
|
|
|
236,243 |
|
Big River Steel LLC/BRS Finance Corp., Series L, 6.63%, 01/31/29(b)(h) |
|
|
|
|
|
|
1,143 |
|
|
|
1,129,330 |
|
Carpenter Technology Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.38%, 07/15/28 |
|
|
|
|
|
|
81 |
|
|
|
78,122 |
|
7.63%, 03/15/30(h) |
|
|
|
|
|
|
326 |
|
|
|
326,407 |
|
Constellium SE |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 02/15/26(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
103,098 |
|
5.88%, 02/15/26(b)(h) |
|
|
USD |
|
|
|
588 |
|
|
|
574,276 |
|
5.63%, 06/15/28(b)(h) |
|
|
|
|
|
|
500 |
|
|
|
470,411 |
|
3.75%, 04/15/29(b)(h) |
|
|
|
|
|
|
756 |
|
|
|
633,465 |
|
First Quantum Minerals Ltd., 8.63%, 06/01/31(b) |
|
|
|
|
|
|
331 |
|
|
|
329,345 |
|
JSW Steel Ltd., 5.95%, 04/18/24(e) |
|
|
|
|
|
|
200 |
|
|
|
198,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Metals & Mining (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Kaiser Aluminum Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 03/01/28 |
|
|
USD |
|
|
|
163 |
|
|
$ |
142,330 |
|
4.50%, 06/01/31 |
|
|
|
|
|
|
445 |
|
|
|
352,497 |
|
New Gold, Inc., 7.50%, 07/15/27(b)(h) |
|
|
|
|
|
|
545 |
|
|
|
508,749 |
|
Novelis Corp.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.25%, 11/15/26 |
|
|
|
|
|
|
850 |
|
|
|
759,132 |
|
4.75%, 01/30/30 |
|
|
|
|
|
|
951 |
|
|
|
823,043 |
|
3.88%, 08/15/31 |
|
|
|
|
|
|
1,030 |
|
|
|
822,542 |
|
Novelis Sheet Ingot GmbH, 3.38%, 04/15/29(e) |
|
|
EUR |
|
|
|
200 |
|
|
|
182,327 |
|
Roller Bearing Co. of America, Inc., 4.38%,
10/15/29(b) |
|
|
USD |
|
|
|
122 |
|
|
|
104,940 |
|
Vedanta Resources Finance II PLC, 13.88%,
01/21/24(e) |
|
|
|
|
|
|
200 |
|
|
|
178,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,111,018 |
|
|
|
|
|
Multi-Utilities 0.1% |
|
|
|
|
|
|
|
|
|
AmeriGas Partners LP/AmeriGas Finance Corp., 9.38%, 06/01/28(b) |
|
|
|
|
|
|
298 |
|
|
|
302,098 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Offshore Drilling & Other Services(b) 0.4% |
|
|
|
|
|
|
|
|
|
Entegris Escrow Corp., 4.75%, 04/15/29(h) |
|
|
|
|
|
|
2,108 |
|
|
|
1,895,109 |
|
Entegris, Inc., 4.38%, 04/15/28 |
|
|
|
|
|
|
169 |
|
|
|
150,423 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,045,532 |
|
|
|
|
|
Oil, Gas & Consumable Fuels 9.0% |
|
|
|
|
|
|
|
|
|
Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26(b)(h) |
|
|
|
|
|
|
552 |
|
|
|
547,645 |
|
Antero Midstream Partners LP/Antero Midstream Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 03/01/27 |
|
|
|
|
|
|
298 |
|
|
|
284,427 |
|
5.75%, 01/15/28 |
|
|
|
|
|
|
59 |
|
|
|
55,650 |
|
5.38%, 06/15/29 |
|
|
|
|
|
|
206 |
|
|
|
188,611 |
|
Apache Corp., 5.35%, 07/01/49 |
|
|
|
|
|
|
119 |
|
|
|
91,169 |
|
Arcosa, Inc., 4.38%, 04/15/29(b) |
|
|
|
|
|
|
374 |
|
|
|
326,391 |
|
Ascent Resources Utica Holdings LLC/ARU Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
Series B, 9.00%, 11/01/27(h) |
|
|
|
|
|
|
552 |
|
|
|
695,520 |
|
Series B, 8.25%, 12/31/28(h) |
|
|
|
|
|
|
880 |
|
|
|
870,842 |
|
Series B, 5.88%, 06/30/29 |
|
|
|
|
|
|
134 |
|
|
|
120,495 |
|
Baytex Energy Corp., 8.50%, 04/30/30(b) |
|
|
|
|
|
|
139 |
|
|
|
140,644 |
|
Buckeye Partners LP |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 03/01/25(b) |
|
|
|
|
|
|
262 |
|
|
|
248,880 |
|
5.85%, 11/15/43 |
|
|
|
|
|
|
145 |
|
|
|
105,849 |
|
5.60%, 10/15/44 |
|
|
|
|
|
|
86 |
|
|
|
61,191 |
|
Callon Petroleum Co. |
|
|
|
|
|
|
|
|
|
|
|
|
6.38%, 07/01/26 |
|
|
|
|
|
|
162 |
|
|
|
158,989 |
|
8.00%, 08/01/28(b)(h) |
|
|
|
|
|
|
909 |
|
|
|
910,298 |
|
7.50%, 06/15/30(b)(h) |
|
|
|
|
|
|
654 |
|
|
|
634,103 |
|
Cellnex Finance Co. SA, 1.25%, 01/15/29(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
88,194 |
|
Chesapeake Energy Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 02/01/29 |
|
|
USD |
|
|
|
41 |
|
|
|
38,579 |
|
6.75%, 04/15/29(h) |
|
|
|
|
|
|
436 |
|
|
|
426,671 |
|
CITGO Petroleum Corp., 8.38%, 01/15/29(b)(h) |
|
|
|
|
|
|
509 |
|
|
|
508,338 |
|
Civitas Resources, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
8.38%, 07/01/28 |
|
|
|
|
|
|
814 |
|
|
|
828,245 |
|
8.75%, 07/01/31 |
|
|
|
|
|
|
638 |
|
|
|
651,697 |
|
CNX Midstream Partners LP, 4.75%, 04/15/30(b) |
|
|
|
|
|
|
96 |
|
|
|
79,909 |
|
CNX Resources Corp., 7.38%, 01/15/31(b) |
|
|
|
|
|
|
97 |
|
|
|
95,094 |
|
Comstock Resources, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 03/01/29 |
|
|
|
|
|
|
509 |
|
|
|
468,225 |
|
5.88%, 01/15/30 |
|
|
|
|
|
|
353 |
|
|
|
305,567 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
12 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
|
|
|
|
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%,
06/15/31(b)(h) |
|
|
USD |
|
|
|
1,617 |
|
|
$ |
1,433,225 |
|
Crescent Energy Finance LLC(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.25%, 05/01/26 |
|
|
|
|
|
|
708 |
|
|
|
693,840 |
|
9.25%, 02/15/28 |
|
|
|
|
|
|
457 |
|
|
|
466,574 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 05/01/27 |
|
|
|
|
|
|
52 |
|
|
|
49,839 |
|
6.00%, 02/01/29(h) |
|
|
|
|
|
|
326 |
|
|
|
314,688 |
|
8.00%, 04/01/29 |
|
|
|
|
|
|
45 |
|
|
|
46,158 |
|
7.38%, 02/01/31 |
|
|
|
|
|
|
96 |
|
|
|
97,771 |
|
CrownRock LP/CrownRock Finance, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 10/15/25(h) |
|
|
|
|
|
|
670 |
|
|
|
659,246 |
|
5.00%, 05/01/29 |
|
|
|
|
|
|
59 |
|
|
|
55,281 |
|
Diamond Foreign Asset Co./Diamond Finance LLC, 8.50%, 10/01/30 |
|
|
|
|
|
|
221 |
|
|
|
221,031 |
|
DT Midstream, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 06/15/29 |
|
|
|
|
|
|
328 |
|
|
|
283,734 |
|
4.38%, 06/15/31 |
|
|
|
|
|
|
418 |
|
|
|
351,502 |
|
Dycom Industries, Inc., 4.50%, 04/15/29(b) |
|
|
|
|
|
|
119 |
|
|
|
102,935 |
|
Earthstone Energy Holdings LLC(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
8.00%, 04/15/27 |
|
|
|
|
|
|
272 |
|
|
|
278,397 |
|
9.88%, 07/15/31 |
|
|
|
|
|
|
309 |
|
|
|
336,029 |
|
Ecopetrol SA, 8.88%, 01/13/33 |
|
|
|
|
|
|
122 |
|
|
|
118,855 |
|
eG Global Finance PLC(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 02/07/25 |
|
|
|
|
|
|
376 |
|
|
|
369,420 |
|
8.50%, 10/30/25 |
|
|
|
|
|
|
252 |
|
|
|
248,012 |
|
Enbridge, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
(3-mo. CME Term SOFR + 3.90%), 6.25%,
03/01/78(a)(h) |
|
|
|
|
|
|
1,565 |
|
|
|
1,396,562 |
|
(5-year CMT + 4.43%), 8.50%, 01/15/84 |
|
|
|
|
|
|
194 |
|
|
|
192,404 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28(b)(h) |
|
|
|
|
|
|
386 |
|
|
|
372,476 |
|
Energean Israel Finance Ltd., 8.50%, 09/30/33 |
|
|
|
|
|
|
74 |
|
|
|
73,908 |
|
Energy Transfer LP(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.90%, 07/15/26 |
|
|
|
|
|
|
235 |
|
|
|
222,412 |
|
Series H, (5-year CMT + 5.69%),
6.50%(a)(j) |
|
|
|
|
|
|
456 |
|
|
|
418,996 |
|
EnLink Midstream LLC(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 01/15/28(b) |
|
|
|
|
|
|
310 |
|
|
|
293,100 |
|
5.38%, 06/01/29 |
|
|
|
|
|
|
253 |
|
|
|
234,025 |
|
6.50%, 09/01/30(b) |
|
|
|
|
|
|
210 |
|
|
|
203,707 |
|
EnLink Midstream Partners LP |
|
|
|
|
|
|
|
|
|
|
|
|
4.15%, 06/01/25 |
|
|
|
|
|
|
7 |
|
|
|
6,682 |
|
4.85%, 07/15/26 |
|
|
|
|
|
|
63 |
|
|
|
59,312 |
|
5.60%, 04/01/44 |
|
|
|
|
|
|
205 |
|
|
|
170,150 |
|
EQM Midstream Partners LP |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 07/01/25(b) |
|
|
|
|
|
|
128 |
|
|
|
126,013 |
|
4.13%, 12/01/26 |
|
|
|
|
|
|
100 |
|
|
|
92,565 |
|
6.50%, 07/01/27(b) |
|
|
|
|
|
|
364 |
|
|
|
355,438 |
|
4.50%, 01/15/29(b) |
|
|
|
|
|
|
21 |
|
|
|
18,689 |
|
7.50%, 06/01/30(b) |
|
|
|
|
|
|
84 |
|
|
|
84,357 |
|
4.75%, 01/15/31(b)(h) |
|
|
|
|
|
|
506 |
|
|
|
435,534 |
|
Genesis Energy LP/Genesis Energy Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/01/25 |
|
|
|
|
|
|
112 |
|
|
|
110,075 |
|
7.75%, 02/01/28(h) |
|
|
|
|
|
|
164 |
|
|
|
155,467 |
|
8.88%, 04/15/30 |
|
|
|
|
|
|
153 |
|
|
|
149,387 |
|
Gulfport Energy Corp., 8.00%, 05/17/26(b) |
|
|
|
|
|
|
37 |
|
|
|
37,046 |
|
Harvest Midstream I LP, 7.50%, 09/01/28(b) |
|
|
|
|
|
|
60 |
|
|
|
57,998 |
|
Hess Corp., 4.30%, 04/01/27 |
|
|
|
|
|
|
50 |
|
|
|
47,494 |
|
Hess Midstream Operations LP, 4.25%,
02/15/30(b)(h) |
|
|
|
|
|
|
240 |
|
|
|
202,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
|
|
|
|
Hilcorp Energy I LP/Hilcorp Finance Co.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.25%, 11/01/28 |
|
|
USD |
|
|
|
145 |
|
|
$ |
135,969 |
|
5.75%, 02/01/29 |
|
|
|
|
|
|
212 |
|
|
|
191,435 |
|
6.00%, 04/15/30 |
|
|
|
|
|
|
21 |
|
|
|
18,935 |
|
Howard Midstream Energy Partners LLC,
8.88%, 07/15/28(b) |
|
|
|
|
|
|
263 |
|
|
|
265,301 |
|
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26(e)(h) |
|
|
|
|
|
|
200 |
|
|
|
191,360 |
|
HTA Group Ltd., 7.00%, 12/18/25(b)(h) |
|
|
|
|
|
|
200 |
|
|
|
192,406 |
|
Impulsora Pipeline LLC, 6.05%, 01/01/43 |
|
|
|
|
|
|
1,327 |
|
|
|
1,072,126 |
|
ITT Holdings LLC, 6.50%, 08/01/29(b)(h) |
|
|
|
|
|
|
343 |
|
|
|
290,735 |
|
Kinetik Holdings LP, 5.88%, 06/15/30(b)(h) |
|
|
|
|
|
|
309 |
|
|
|
289,687 |
|
Leviathan Bond Ltd., 6.75%, 06/30/30(b)(e) |
|
|
|
|
|
|
61 |
|
|
|
56,094 |
|
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26(b) |
|
|
|
|
|
|
32 |
|
|
|
30,884 |
|
Matador Resources Co.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 09/15/26 |
|
|
|
|
|
|
436 |
|
|
|
420,795 |
|
6.88%, 04/15/28(b) |
|
|
|
|
|
|
248 |
|
|
|
243,497 |
|
Medco Bell Pte. Ltd., 6.38%, 01/30/27(e) |
|
|
|
|
|
|
250 |
|
|
|
234,833 |
|
MPLX LP, 4.25%, 12/01/27(h) |
|
|
|
|
|
|
185 |
|
|
|
173,773 |
|
Murphy Oil Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 08/15/25 |
|
|
|
|
|
|
14 |
|
|
|
13,982 |
|
5.88%, 12/01/27 |
|
|
|
|
|
|
56 |
|
|
|
54,343 |
|
5.88%, 12/01/42 |
|
|
|
|
|
|
29 |
|
|
|
23,446 |
|
Murphy Oil USA, Inc., 4.75%, 09/15/29 |
|
|
|
|
|
|
146 |
|
|
|
131,637 |
|
Nabors Industries Ltd.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.25%, 01/15/26 |
|
|
|
|
|
|
199 |
|
|
|
192,284 |
|
7.50%, 01/15/28 |
|
|
|
|
|
|
234 |
|
|
|
216,330 |
|
Nabors Industries, Inc.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 02/01/25 |
|
|
|
|
|
|
880 |
|
|
|
861,300 |
|
7.38%, 05/15/27(b) |
|
|
|
|
|
|
57 |
|
|
|
55,140 |
|
New Fortress Energy, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.75%, 09/15/25 |
|
|
|
|
|
|
479 |
|
|
|
457,256 |
|
6.50%, 09/30/26 |
|
|
|
|
|
|
610 |
|
|
|
561,647 |
|
NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26(b)(h) |
|
|
|
|
|
|
288 |
|
|
|
284,843 |
|
Noble Finance II LLC, 8.00%, 04/15/30(b) |
|
|
|
|
|
|
310 |
|
|
|
314,054 |
|
Northern Oil and Gas, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
8.13%, 03/01/28 |
|
|
|
|
|
|
1,102 |
|
|
|
1,100,678 |
|
8.75%, 06/15/31 |
|
|
|
|
|
|
323 |
|
|
|
325,423 |
|
NuStar Logistics LP |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 06/01/26 |
|
|
|
|
|
|
163 |
|
|
|
158,145 |
|
6.38%, 10/01/30 |
|
|
|
|
|
|
25 |
|
|
|
23,682 |
|
Occidental Petroleum Corp.,
6.20%, 03/15/40(h) |
|
|
|
|
|
|
264 |
|
|
|
251,646 |
|
PBF Holding Co. LLC/PBF Finance Corp.,
7.88%, 09/15/30(b) |
|
|
|
|
|
|
134 |
|
|
|
133,461 |
|
PDC Energy, Inc., 5.75%, 05/15/26(h) |
|
|
|
|
|
|
235 |
|
|
|
234,189 |
|
Permian Resources Operating LLC(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.38%, 01/15/26 |
|
|
|
|
|
|
52 |
|
|
|
49,784 |
|
7.75%, 02/15/26(h) |
|
|
|
|
|
|
607 |
|
|
|
610,930 |
|
6.88%, 04/01/27 |
|
|
|
|
|
|
143 |
|
|
|
140,958 |
|
5.88%, 07/01/29(h) |
|
|
|
|
|
|
392 |
|
|
|
368,749 |
|
Petroleos Mexicanos |
|
|
|
|
|
|
|
|
|
|
|
|
4.25%, 01/15/25 |
|
|
|
|
|
|
37 |
|
|
|
35,225 |
|
6.50%, 03/13/27 |
|
|
|
|
|
|
85 |
|
|
|
74,538 |
|
8.75%, 06/02/29 |
|
|
|
|
|
|
130 |
|
|
|
114,479 |
|
5.95%, 01/28/31(h) |
|
|
|
|
|
|
158 |
|
|
|
112,496 |
|
6.70%, 02/16/32 |
|
|
|
|
|
|
48 |
|
|
|
35,544 |
|
Precision Drilling Corp., 6.88%, 01/15/29(b) |
|
|
|
|
|
|
12 |
|
|
|
11,366 |
|
Puma International Financing SA, 5.13%, 10/06/24(b)
|
|
|
|
|
|
|
200 |
|
|
|
198,000 |
|
Rockcliff Energy II LLC,
5.50%, 10/15/29(b)(h) |
|
|
|
|
|
|
213 |
|
|
|
191,693 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Oil, Gas & Consumable Fuels (continued) |
|
|
|
|
|
|
|
|
|
Rockies Express Pipeline LLC, 4.95%,
07/15/29(b) |
|
|
USD |
|
|
|
51 |
|
|
$ |
45,425 |
|
Sitio Royalties Operating Partnership LP/Sitio Finance Corp., 7.88%, 11/01/28(l) |
|
|
|
|
|
|
341 |
|
|
|
341,852 |
|
SM Energy Co. |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 06/01/25 |
|
|
|
|
|
|
175 |
|
|
|
171,273 |
|
6.75%, 09/15/26(h) |
|
|
|
|
|
|
202 |
|
|
|
198,287 |
|
6.63%, 01/15/27 |
|
|
|
|
|
|
21 |
|
|
|
20,580 |
|
6.50%, 07/15/28(h) |
|
|
|
|
|
|
143 |
|
|
|
137,280 |
|
Southwestern Energy Co. |
|
|
|
|
|
|
|
|
|
|
|
|
5.70%, 01/23/25 |
|
|
|
|
|
|
18 |
|
|
|
17,737 |
|
5.38%, 02/01/29(h) |
|
|
|
|
|
|
252 |
|
|
|
232,089 |
|
4.75%, 02/01/32 |
|
|
|
|
|
|
5 |
|
|
|
4,291 |
|
Sunoco LP/Sunoco Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 04/15/27 |
|
|
|
|
|
|
63 |
|
|
|
61,062 |
|
5.88%, 03/15/28 |
|
|
|
|
|
|
124 |
|
|
|
118,955 |
|
7.00%, 09/15/28 |
|
|
|
|
|
|
192 |
|
|
|
189,455 |
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance
Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 10/01/25 |
|
|
|
|
|
|
13 |
|
|
|
12,964 |
|
6.00%, 03/01/27 |
|
|
|
|
|
|
41 |
|
|
|
38,534 |
|
5.50%, 01/15/28 |
|
|
|
|
|
|
72 |
|
|
|
65,520 |
|
6.00%, 12/31/30 |
|
|
|
|
|
|
28 |
|
|
|
24,716 |
|
6.00%, 09/01/31 |
|
|
|
|
|
|
131 |
|
|
|
114,190 |
|
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28 |
|
|
|
|
|
|
280 |
|
|
|
260,761 |
|
Transocean Aquila Ltd., 8.00%, 09/30/28(b)(l) |
|
|
|
|
|
|
129 |
|
|
|
129,000 |
|
Transocean Titan Financing Ltd., 8.38%,
02/01/28(b)(h) |
|
|
|
|
|
|
175 |
|
|
|
178,063 |
|
Transocean, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
7.50%, 01/15/26(h) |
|
|
|
|
|
|
572 |
|
|
|
559,027 |
|
11.50%, 01/30/27(h) |
|
|
|
|
|
|
569 |
|
|
|
596,739 |
|
8.00%, 02/01/27 |
|
|
|
|
|
|
265 |
|
|
|
255,062 |
|
8.75%, 02/15/30(h) |
|
|
|
|
|
|
923 |
|
|
|
944,176 |
|
Valaris Ltd., 8.38%, 04/30/30(b)(h) |
|
|
|
|
|
|
758 |
|
|
|
758,568 |
|
Venture Global Calcasieu Pass LLC(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.88%, 08/15/29 |
|
|
|
|
|
|
830 |
|
|
|
698,427 |
|
4.13%, 08/15/31 |
|
|
|
|
|
|
421 |
|
|
|
345,481 |
|
3.88%, 11/01/33 |
|
|
|
|
|
|
860 |
|
|
|
667,726 |
|
Venture Global LNG, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
8.13%, 06/01/28 |
|
|
|
|
|
|
1,319 |
|
|
|
1,305,998 |
|
8.38%, 06/01/31 |
|
|
|
|
|
|
2,022 |
|
|
|
1,987,752 |
|
Vermilion Energy, Inc., 6.88%, 05/01/30(b) |
|
|
|
|
|
|
159 |
|
|
|
150,445 |
|
Vital Energy, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
10.13%, 01/15/28 |
|
|
|
|
|
|
226 |
|
|
|
230,352 |
|
9.75%, 10/15/30 |
|
|
|
|
|
|
226 |
|
|
|
231,036 |
|
Western Midstream Operating LP |
|
|
|
|
|
|
|
|
|
|
|
|
5.45%, 04/01/44(h) |
|
|
|
|
|
|
209 |
|
|
|
168,476 |
|
5.30%, 03/01/48(h) |
|
|
|
|
|
|
199 |
|
|
|
155,328 |
|
5.50%, 08/15/48 |
|
|
|
|
|
|
99 |
|
|
|
78,717 |
|
5.25%, 02/01/50(h) |
|
|
|
|
|
|
413 |
|
|
|
321,741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
43,536,097 |
|
|
|
|
|
Passenger Airlines 0.8% |
|
|
|
|
|
|
|
|
|
Air Canada, 3.88%, 08/15/26(b)(h) |
|
|
|
|
|
|
464 |
|
|
|
421,107 |
|
Allegiant Travel Co., 7.25%, 08/15/27(b) |
|
|
|
|
|
|
72 |
|
|
|
67,770 |
|
American Airlines, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
11.75%, 07/15/25 |
|
|
|
|
|
|
44 |
|
|
|
47,300 |
|
7.25%, 02/15/28 |
|
|
|
|
|
|
84 |
|
|
|
80,313 |
|
American Airlines, Inc./AAdvantage Loyalty IP
Ltd.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 04/20/26 |
|
|
|
|
|
|
264 |
|
|
|
257,980 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Passenger Airlines (continued) |
|
|
|
|
|
|
|
|
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b)(h)
(continued) |
|
|
|
|
|
|
|
|
|
|
|
|
5.75%, 04/20/29 |
|
|
USD |
|
|
|
1,085 |
|
|
$ |
992,828 |
|
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26(b) |
|
|
|
|
|
|
53 |
|
|
|
47,692 |
|
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27(b)(h) |
|
|
|
|
|
|
667 |
|
|
|
660,575 |
|
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, 09/20/25(b) |
|
|
|
|
|
|
161 |
|
|
|
160,919 |
|
United Airlines Pass-Through Trust, Series 2020-1, Class B, 4.88%, 07/15/27(h) |
|
|
|
|
|
|
32 |
|
|
|
31,293 |
|
United Airlines, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 04/15/26 |
|
|
|
|
|
|
514 |
|
|
|
475,342 |
|
4.63%, 04/15/29 |
|
|
|
|
|
|
690 |
|
|
|
593,076 |
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 7.88%, 05/01/27(b) |
|
|
|
|
|
|
127 |
|
|
|
109,379 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,945,574 |
|
|
|
|
|
Personal Care Products 0.0% |
|
|
|
|
|
|
|
|
|
Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, Series 2020, 6.63%, 07/15/30(b) |
|
|
|
|
|
|
259 |
|
|
|
252,872 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 1.0% |
|
|
|
|
|
|
|
|
|
AbbVie, Inc., 4.25%, 11/14/28(h) |
|
|
|
|
|
|
1,000 |
|
|
|
949,891 |
|
Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28(e)
|
|
|
EUR |
|
|
|
100 |
|
|
|
96,222 |
|
CVS Health Corp., 3.75%, 04/01/30(h) |
|
|
USD |
|
|
|
1,000 |
|
|
|
883,938 |
|
Gruenenthal GmbH, 4.13%, 05/15/28(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
97,537 |
|
Jazz Securities DAC, 4.38%, 01/15/29(b)(h) |
|
|
USD |
|
|
|
200 |
|
|
|
174,377 |
|
Option Care Health, Inc., 4.38%, 10/31/29(b)(h) |
|
|
|
|
|
|
245 |
|
|
|
211,619 |
|
Organon & Co./Organon Foreign Debt Co-Issuer
BV(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
4.13%, 04/30/28 |
|
|
|
|
|
|
428 |
|
|
|
371,893 |
|
5.13%, 04/30/31 |
|
|
|
|
|
|
200 |
|
|
|
160,271 |
|
PRA Health Sciences, Inc., 2.88%,
07/15/26(b)(h) |
|
|
|
|
|
|
484 |
|
|
|
436,698 |
|
Teva Pharmaceutical Finance Netherlands II BV, 7.38%, 09/15/29 |
|
|
EUR |
|
|
|
100 |
|
|
|
107,465 |
|
Teva Pharmaceutical Finance Netherlands III BV |
|
|
|
|
|
|
|
|
|
|
|
|
3.15%, 10/01/26(h) |
|
|
USD |
|
|
|
570 |
|
|
|
506,835 |
|
4.75%, 05/09/27(h) |
|
|
|
|
|
|
400 |
|
|
|
366,204 |
|
7.88%, 09/15/29 |
|
|
|
|
|
|
200 |
|
|
|
202,468 |
|
8.13%, 09/15/31(h) |
|
|
|
|
|
|
200 |
|
|
|
205,480 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,770,898 |
|
|
Real Estate Management & Development 0.3% |
|
Agps Bondco PLC(e) |
|
|
|
|
|
|
|
|
|
|
|
|
5.50%, 11/13/26(f)(i) |
|
|
EUR |
|
|
|
100 |
|
|
|
41,878 |
|
5.00%, 01/14/29 |
|
|
|
|
|
|
100 |
|
|
|
31,495 |
|
Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp., 7.00%, 04/15/30(b) |
|
|
USD |
|
|
|
362 |
|
|
|
326,218 |
|
Anywhere Real Estate Group LLC/Anywhere Co.-Issuer Corp., Series AI, 7.00%, 04/15/30 |
|
|
|
|
|
|
271 |
|
|
|
244,758 |
|
Cushman & Wakefield U.S. Borrower LLC, 8.88%, 09/01/31 |
|
|
|
|
|
|
148 |
|
|
|
143,190 |
|
Fantasia Holdings Group Co. Ltd.(f)(i) |
|
|
|
|
|
|
|
|
|
|
|
|
11.75%, 04/17/22(e) |
|
|
|
|
|
|
400 |
|
|
|
16,000 |
|
11.88%, 06/01/23(e) |
|
|
|
|
|
|
200 |
|
|
|
8,000 |
|
9.25%, 07/28/23 |
|
|
|
|
|
|
200 |
|
|
|
8,000 |
|
9.88%, 10/19/23(e) |
|
|
|
|
|
|
200 |
|
|
|
8,000 |
|
Howard Hughes Corp.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.38%, 08/01/28 |
|
|
|
|
|
|
65 |
|
|
|
57,270 |
|
4.13%, 02/01/29 |
|
|
|
|
|
|
149 |
|
|
|
119,200 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
14 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
Real Estate Management & Development (continued) |
|
Howard Hughes Corp.(b) (continued) 4.38%,
02/01/31 |
|
|
USD |
|
|
|
100 |
|
|
$ |
76,728 |
|
Realogy Group LLC/Realogy Co.-Issuer Corp., 5.75%,
01/15/29(b) |
|
|
|
|
|
|
8 |
|
|
|
5,784 |
|
Theta Capital Pte. Ltd., 8.13%, 01/22/25(e) |
|
|
|
|
|
|
200 |
|
|
|
154,966 |
|
Yanlord Land HK Co. Ltd.,
6.80%, 02/27/24(e)(h) |
|
|
|
|
|
|
200 |
|
|
|
178,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,419,987 |
|
|
|
|
|
Retail REITs 0.0% |
|
|
|
|
|
|
|
|
|
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27(b) |
|
|
|
|
|
|
160 |
|
|
|
133,338 |
|
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment 1.0% |
|
Broadcom, Inc., 4.11%, 09/15/28(h) |
|
|
|
|
|
|
1,594 |
|
|
|
1,470,430 |
|
NCR Atleos Escrow Corp., 9.50%, 04/01/29 |
|
|
|
|
|
|
227 |
|
|
|
219,554 |
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, 05/01/25 |
|
|
|
|
|
|
33 |
|
|
|
31,306 |
|
QUALCOMM, Inc., 1.65%, 05/20/32(h) |
|
|
|
|
|
|
1,779 |
|
|
|
1,332,527 |
|
Sensata Technologies BV(b) |
|
|
|
|
|
|
|
|
|
|
|
|
5.63%, 11/01/24 |
|
|
|
|
|
|
229 |
|
|
|
226,343 |
|
5.00%, 10/01/25 |
|
|
|
|
|
|
324 |
|
|
|
314,098 |
|
4.00%, 04/15/29 |
|
|
|
|
|
|
168 |
|
|
|
144,665 |
|
5.88%, 09/01/30 |
|
|
|
|
|
|
237 |
|
|
|
220,795 |
|
Sensata Technologies, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%, 02/15/30(h) |
|
|
|
|
|
|
584 |
|
|
|
504,287 |
|
3.75%, 02/15/31 |
|
|
|
|
|
|
34 |
|
|
|
27,517 |
|
Synaptics, Inc., 4.00%, 06/15/29(b) |
|
|
|
|
|
|
172 |
|
|
|
141,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,633,422 |
|
|
|
|
|
Software 2.5% |
|
|
|
|
|
|
|
|
|
ACI Worldwide, Inc., 5.75%, 08/15/26(b)(h) |
|
|
|
|
|
|
444 |
|
|
|
430,445 |
|
Alteryx, Inc., 8.75%, 03/15/28(b)(h) |
|
|
|
|
|
|
244 |
|
|
|
242,911 |
|
Boxer Parent Co., Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 10/02/25(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
104,747 |
|
7.13%, 10/02/25(b)(h) |
|
|
USD |
|
|
|
398 |
|
|
|
396,010 |
|
9.13%, 03/01/26(b)(h) |
|
|
|
|
|
|
696 |
|
|
|
694,051 |
|
Capstone Borrower, Inc., 8.00%, 06/15/30(b) |
|
|
|
|
|
|
304 |
|
|
|
296,780 |
|
Central Parent, Inc./CDK Global, Inc.,
7.25%, 06/15/29(b)(h) |
|
|
|
|
|
|
465 |
|
|
|
450,823 |
|
Cloud Software Group, Inc.(b)(h) |
|
|
|
|
|
|
|
|
|
|
|
|
6.50%, 03/31/29 |
|
|
|
|
|
|
3,482 |
|
|
|
3,079,240 |
|
9.00%, 09/30/29 |
|
|
|
|
|
|
1,874 |
|
|
|
1,628,508 |
|
Consensus Cloud Solutions, Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
6.00%, 10/15/26 |
|
|
|
|
|
|
71 |
|
|
|
65,352 |
|
6.50%, 10/15/28 |
|
|
|
|
|
|
64 |
|
|
|
54,543 |
|
Crowdstrike Holdings, Inc., 3.00%, 02/15/29 |
|
|
|
|
|
|
41 |
|
|
|
34,533 |
|
Elastic NV, 4.13%, 07/15/29(b)(h) |
|
|
|
|
|
|
376 |
|
|
|
320,223 |
|
Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28(b) |
|
|
|
|
|
|
200 |
|
|
|
172,196 |
|
Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32(b)(h) |
|
|
|
|
|
|
219 |
|
|
|
180,003 |
|
MicroStrategy, Inc., 6.13%, 06/15/28(b)(h) |
|
|
|
|
|
|
451 |
|
|
|
400,551 |
|
Open Text Corp., 6.90%, 12/01/27(b)(h) |
|
|
|
|
|
|
956 |
|
|
|
958,176 |
|
Oracle Corp., 3.60%, 04/01/50(h) |
|
|
|
|
|
|
785 |
|
|
|
507,779 |
|
Playtika Holding Corp., 4.25%, 03/15/29(b) |
|
|
|
|
|
|
78 |
|
|
|
65,130 |
|
Sabre GLBL, Inc., 8.63%, 06/01/27(h) |
|
|
|
|
|
|
644 |
|
|
|
545,988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Software (continued) |
|
|
|
|
|
|
|
|
|
SS&C Technologies, Inc.,
5.50%, 09/30/27(b)(h) |
|
|
USD |
|
|
|
1,017 |
|
|
$ |
959,682 |
|
Veritas U.S., Inc./Veritas Bermuda Ltd.,
7.50%, 09/01/25(b)(h) |
|
|
|
|
|
|
609 |
|
|
|
508,828 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,096,499 |
|
|
|
|
|
Specialized REITs 0.1% |
|
|
|
|
|
|
|
|
|
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 02/15/28(b)(h) |
|
|
|
|
|
|
741 |
|
|
|
725,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Retail(b) 0.2% |
|
|
|
|
|
|
|
|
|
PetSmart, Inc./PetSmart Finance Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
4.75%, 02/15/28 |
|
|
|
|
|
|
343 |
|
|
|
300,275 |
|
7.75%, 02/15/29(h) |
|
|
|
|
|
|
587 |
|
|
|
547,019 |
|
Staples, Inc., 7.50%, 04/15/26 |
|
|
|
|
|
|
170 |
|
|
|
139,798 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
987,092 |
|
|
Technology Hardware, Storage & Peripherals(b) 0.2% |
|
Seagate HDD Cayman |
|
|
|
|
|
|
|
|
|
|
|
|
8.25%, 12/15/29 |
|
|
|
|
|
|
359 |
|
|
|
368,692 |
|
8.50%, 07/15/31(h) |
|
|
|
|
|
|
455 |
|
|
|
466,732 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
835,424 |
|
|
|
|
|
Textiles, Apparel & Luxury Goods(b) 0.1% |
|
|
|
|
|
|
|
|
|
Crocs, Inc., 4.25%, 03/15/29 |
|
|
|
|
|
|
25 |
|
|
|
20,684 |
|
Hanesbrands, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
4.88%, 05/15/26 |
|
|
|
|
|
|
181 |
|
|
|
165,934 |
|
9.00%, 02/15/31(h) |
|
|
|
|
|
|
138 |
|
|
|
131,534 |
|
Kontoor Brands, Inc., 4.13%, 11/15/29 |
|
|
|
|
|
|
98 |
|
|
|
80,979 |
|
Levi Strauss & Co., 3.50%, 03/01/31 |
|
|
|
|
|
|
16 |
|
|
|
12,653 |
|
William Carter Co., 5.63%, 03/15/27 |
|
|
|
|
|
|
160 |
|
|
|
153,880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
565,664 |
|
|
|
|
|
Transportation Infrastructure 0.2% |
|
|
|
|
|
|
|
|
|
Aeropuertos Dominicanos Siglo XXI SA, Series E, 6.75%, 03/30/29(b) |
|
|
|
|
|
|
200 |
|
|
|
193,600 |
|
Azzurra Aeroporti SpA, 2.13%, 05/30/24(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
103,286 |
|
GMR Hyderabad International Airport Ltd., 4.25%,
10/27/27(e) |
|
|
USD |
|
|
|
200 |
|
|
|
177,902 |
|
Heathrow Finance PLC, 4.13%, 09/01/29(c)(e) |
|
|
GBP |
|
|
|
100 |
|
|
|
98,375 |
|
Transurban Finance Co. Pty. Ltd.,
4.13%, 02/02/26(b)(h) |
|
|
USD |
|
|
|
435 |
|
|
|
417,196 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
990,359 |
|
|
|
|
|
Utilities(b) 0.1% |
|
|
|
|
|
|
|
|
|
Vistra Operations Co. LLC |
|
|
|
|
|
|
|
|
|
|
|
|
7.75%, 10/15/31(l) |
|
|
|
|
|
|
321 |
|
|
|
316,199 |
|
6.95%, 10/15/33 |
|
|
|
|
|
|
210 |
|
|
|
205,976 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
522,175 |
|
|
|
|
|
Water Utilities 0.2% |
|
|
|
|
|
|
|
|
|
American Water Capital Corp., 4.45%,
06/01/32(h) |
|
|
|
|
|
|
900 |
|
|
|
831,675 |
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 0.8% |
|
Altice France SA, 2.13%, 02/15/25(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
99,381 |
|
Altice France SA/France |
|
|
|
|
|
|
|
|
|
|
|
|
5.88%, 02/01/27(e) |
|
|
|
|
|
|
100 |
|
|
|
90,729 |
|
8.13%, 02/01/27(b)(h) |
|
|
USD |
|
|
|
507 |
|
|
|
449,606 |
|
5.50%, 01/15/28(b)(h) |
|
|
|
|
|
|
381 |
|
|
|
293,453 |
|
5.50%, 10/15/29(b)(h) |
|
|
|
|
|
|
372 |
|
|
|
267,511 |
|
Kenbourne Invest SA, 6.88%, 11/26/24(b) |
|
|
|
|
|
|
275 |
|
|
|
229,075 |
|
Rogers Communications, Inc., 5.00%, 03/15/44(h) |
|
|
|
|
|
|
545 |
|
|
|
440,575 |
|
SBA Communications Corp., 3.13%, 02/01/29(h) |
|
|
|
|
|
|
721 |
|
|
|
601,366 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
Wireless Telecommunication Services (continued) |
|
VICI Properties LP/VICI Note Co., Inc.(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.63%, 06/15/25 |
|
|
USD |
|
|
|
75 |
|
|
$ |
72,427 |
|
4.63%, 12/01/29(h) |
|
|
|
|
|
|
414 |
|
|
|
367,239 |
|
4.13%, 08/15/30(h) |
|
|
|
|
|
|
378 |
|
|
|
321,444 |
|
Vmed O2 U.K. Financing I PLC |
|
|
|
|
|
|
|
|
|
|
|
|
4.00%, 01/31/29(e) |
|
|
GBP |
|
|
|
100 |
|
|
|
99,438 |
|
4.50%, 07/15/31(e) |
|
|
|
|
|
|
100 |
|
|
|
95,324 |
|
4.75%, 07/15/31(b)(h) |
|
|
USD |
|
|
|
597 |
|
|
|
482,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,909,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Corporate Bonds 73.1% (Cost: $380,942,325) |
|
|
|
|
|
|
|
|
|
|
353,449,315 |
|
|
|
|
|
|
|
|
|
|
|
Fixed Rate Loan Interests |
|
|
|
|
|
Media 0.1% |
|
|
|
|
|
|
|
|
|
AVSC Holding Corp., 2020 Term Loan B3, (5.00% Cash and 10.00% PIK), 15.00%, 10/15/26(k) |
|
|
|
|
|
|
372 |
|
|
|
381,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Fixed Rate Loan Interests 0.1% (Cost: $363,513) |
|
|
|
|
|
|
|
|
|
|
381,384 |
|
|
|
|
|
|
|
|
|
|
|
Floating Rate Loan
Interests(a) |
|
|
|
|
|
Aerospace & Defense 1.9% |
|
|
|
|
|
|
|
|
|
Atlas CC Acquisition Corp.
|
|
|
|
|
|
|
|
|
|
|
|
|
Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.25%), 9.93%, 05/25/28 |
|
|
|
|
|
|
1,626 |
|
|
|
1,511,979 |
|
Term Loan C, (3-mo. CME Term SOFR at 0.75% Floor + 4.25%), 9.93%, 05/25/28 |
|
|
|
|
|
|
331 |
|
|
|
307,585 |
|
Bleriot U.S. Bidco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.00%), 9.65%, 10/31/28 |
|
|
|
|
|
|
441 |
|
|
|
440,869 |
|
Cobham Ultra SeniorCo SARL, USD Term Loan B, (6-mo. CME Term SOFR at 0.50% Floor + 3.50%),
9.36%, 08/03/29 |
|
|
|
|
|
|
153 |
|
|
|
152,432 |
|
Dynasty Acquisition Co., Inc., 2023 Term Loan B1, (1-mo. CME Term SOFR + 4.00%),
9.32%, 08/24/28 |
|
|
|
|
|
|
1,802 |
|
|
|
1,796,576 |
|
Peraton Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2nd Lien Term Loan B1, (3-mo. CME Term SOFR at 0.75% Floor + 7.75%), 13.23%, 02/01/29 |
|
|
|
|
|
|
453 |
|
|
|
442,376 |
|
Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.17%, 02/01/28 |
|
|
|
|
|
|
1,833 |
|
|
|
1,827,777 |
|
Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3-mo. CME Term SOFR + 2.00%),
7.65%, 11/05/28 |
|
|
|
|
|
|
591 |
|
|
|
590,356 |
|
Standard Aero Ltd., 2023 Term Loan B2, (1-mo. CME Term SOFR + 4.00%), 9.32%, 08/24/28 |
|
|
|
|
|
|
772 |
|
|
|
769,961 |
|
TransDigm, Inc., 2023 Term Loan I, (3-mo. CME Term SOFR + 3.25%), 8.64%, 08/24/28 |
|
|
|
|
|
|
1,088 |
|
|
|
1,088,221 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,928,132 |
|
|
|
|
|
Automobile Components 0.4% |
|
|
|
|
|
|
|
|
|
Adient U.S. LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 3.25%), 8.68%, 04/10/28 |
|
|
|
|
|
|
311 |
|
|
|
311,202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Automobile Components (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Clarios Global LP, 2023 Incremental Term Loan, (1-mo. CME Term SOFR + 3.75%),
9.07%, 05/06/30 |
|
|
USD |
|
|
|
1,221 |
|
|
$ |
1,217,190 |
|
Tenneco, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR + 5.00%), 10.48%, 11/17/28 |
|
|
|
|
|
|
574 |
|
|
|
486,035 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,014,427 |
|
|
|
|
|
Automobiles 0.2% |
|
|
|
|
|
|
|
|
|
Dealer Tire Financial LLC, Series B, Term Loan B2, (1-mo. CME Term
SOFR at 0.50% Floor + 4.50%), 9.82%, 12/14/27 |
|
|
|
|
|
|
823 |
|
|
|
823,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Beverages 0.6% |
|
|
|
|
|
|
|
|
|
Naked Juice LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.49%, 01/24/30 |
|
|
|
|
|
|
911 |
|
|
|
735,163 |
|
Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.74%, 01/24/29 |
|
|
|
|
|
|
2,202 |
|
|
|
2,086,761 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,821,924 |
|
|
|
|
|
Broadline Retail 0.9% |
|
|
|
|
|
|
|
|
|
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%),
8.83%, 11/24/28 |
|
|
|
|
|
|
784 |
|
|
|
781,614 |
|
Midas Intermediate Holdco II LLC, 2022 PIK Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 6.85%, 1.50%
PIK), 15.17%, 06/30/27(k) |
|
|
|
|
|
|
1,239 |
|
|
|
1,166,150 |
|
PUG LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.68%, 02/12/27(d) |
|
|
|
|
|
|
110 |
|
|
|
103,998 |
|
USD Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.93%, 02/12/27 |
|
|
|
|
|
|
1,895 |
|
|
|
1,784,642 |
|
Sally Holdings, LLC, 2023 CovLite Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.57%, 02/28/30 |
|
|
|
|
|
|
290 |
|
|
|
289,545 |
|
Woof Holdings, Inc., 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.40%, 12/21/27 |
|
|
|
|
|
|
157 |
|
|
|
124,264 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,250,213 |
|
|
|
|
|
Building Products 0.7% |
|
|
|
|
|
|
|
|
|
AZZ, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.07%, 05/13/29 |
|
|
|
|
|
|
109 |
|
|
|
109,456 |
|
Cornerstone Building Brands, Inc., 2021 Term Loan B, (1-mo. CME Term
SOFR at 0.50% Floor + 3.25%), 8.68%, 04/12/28 |
|
|
|
|
|
|
75 |
|
|
|
73,409 |
|
CP Atlas Buyer, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.17%, 11/23/27 |
|
|
|
|
|
|
725 |
|
|
|
681,736 |
|
CPG International LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%),
7.92%, 04/28/29 |
|
|
|
|
|
|
357 |
|
|
|
356,853 |
|
IPS Corp., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%, 10/02/28 |
|
|
|
|
|
|
255 |
|
|
|
246,785 |
|
Jeld-Wen, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.68%, 07/28/28 |
|
|
|
|
|
|
332 |
|
|
|
331,353 |
|
Wilsonart LLC, 2021 Term Loan E, (3-mo. CME Term SOFR at 1.00% Floor + 3.25%),
8.74%, 12/31/26 |
|
|
|
|
|
|
1,455 |
|
|
|
1,449,433 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,249,025 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
16 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Capital Markets 1.5% |
|
|
|
|
|
|
|
|
|
Ascensus Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 6.50%), 12.03%, 08/02/29 |
|
|
USD |
|
|
|
380 |
|
|
$ |
358,978 |
|
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 08/02/28 |
|
|
|
|
|
|
1,449 |
|
|
|
1,432,340 |
|
Axalta Coating Systems U.S. Holdings, Inc., 2023 USD Term Loan B4, (3-mo. CME Term SOFR at 0.50% Floor +
2.50%), 7.90%, 12/20/29 |
|
|
|
|
|
|
778 |
|
|
|
778,862 |
|
Azalea Topco, Inc., Term Loan, (1-mo. CME Term SOFR + 3.50%), 9.18%, 07/24/26 |
|
|
|
|
|
|
980 |
|
|
|
941,416 |
|
Castlelake Aviation Ltd., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.42%,
10/22/26 |
|
|
|
|
|
|
752 |
|
|
|
749,930 |
|
Castlelake Aviation One DAC, 2023 Incremental Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.75%),
8.42%, 10/22/27 |
|
|
|
|
|
|
322 |
|
|
|
320,766 |
|
Focus Financial Partners LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B4, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%, 06/30/28 |
|
|
|
|
|
|
620 |
|
|
|
617,952 |
|
2023 Term Loan B6, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.82%, 06/30/28 |
|
|
|
|
|
|
402 |
|
|
|
401,140 |
|
ION Trading Finance Ltd., 2021 USD Term Loan, (3-mo. CME Term SOFR + 4.75%), 10.24%, 04/03/28 |
|
|
|
|
|
|
296 |
|
|
|
291,615 |
|
Learning Care Group U.S. No. 2, Inc., 2023 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.75%),
10.13%, 08/11/28 |
|
|
|
|
|
|
111 |
|
|
|
110,815 |
|
Osaic Holdings, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.50%), 9.82%, 08/17/28 |
|
|
|
|
|
|
924 |
|
|
|
922,787 |
|
Press Ganey Holdings, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.43%,
07/24/26 |
|
|
|
|
|
|
328 |
|
|
|
315,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,242,110 |
|
|
|
|
|
Chemicals 2.4% |
|
|
|
|
|
|
|
|
|
Arc Falcon I, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%,
09/30/28 |
|
|
|
|
|
|
584 |
|
|
|
575,722 |
|
Aruba Investments Holdings LLC, 2020 USD Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.42%,
11/24/27 |
|
|
|
|
|
|
333 |
|
|
|
325,443 |
|
Ascend Performance Materials Operations LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor +
4.75%), 10.32%, 08/27/26 |
|
|
|
|
|
|
678 |
|
|
|
662,514 |
|
Chemours Co., 2023 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 8.82%, 08/18/28(d) |
|
|
|
|
|
|
606 |
|
|
|
598,425 |
|
CPC Acquisition Corp., Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.40%, 12/29/27 |
|
|
|
|
|
|
251 |
|
|
|
206,827 |
|
Discovery Purchaser Corp., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.38%), 9.77%,
10/04/29 |
|
|
|
|
|
|
472 |
|
|
|
454,288 |
|
Element Solutions, Inc., 2019 Term Loan B1, (1-mo. CME Term SOFR + 2.00%), 7.32%, 01/31/26 |
|
|
|
|
|
|
836 |
|
|
|
834,092 |
|
HB Fuller Co., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%), 7.57%, 02/15/30 |
|
|
|
|
|
|
149 |
|
|
|
149,410 |
|
Herens U.S. Holdco Corp., USD Term Loan B, (3-mo. CME Term SOFR + 3.93%), 9.42%, 07/03/28 |
|
|
|
|
|
|
394 |
|
|
|
348,206 |
|
Illuminate Buyer LLC, 2021 Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.93%, 06/30/27 |
|
|
|
|
|
|
159 |
|
|
|
158,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Chemicals (continued) |
|
|
|
|
|
|
|
|
|
INEOS U.S. Finance LLC, 2023 USD Term Loan B, (1-mo. CME Term SOFR + 3.50%), 8.92%, 02/18/30 |
|
|
USD |
|
|
|
297 |
|
|
$ |
294,654 |
|
LSF11 A5 Holdco LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2023 Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.67%, 10/15/28 |
|
|
|
|
|
|
148 |
|
|
|
145,416 |
|
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.81%, 10/15/28 |
|
|
|
|
|
|
886 |
|
|
|
864,317 |
|
Messer Industries GmbH, 2018 USD Term Loan, (3-mo. CME Term SOFR + 2.50%), 8.15%, 03/02/26 |
|
|
|
|
|
|
577 |
|
|
|
576,524 |
|
Momentive Performance Materials Inc., 2023 Term Loan, (1-mo. CME Term SOFR + 4.50%), 9.82%,
03/29/28 |
|
|
|
|
|
|
970 |
|
|
|
941,826 |
|
Nouryon USA LLC, 2023 USD Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 04/03/28 |
|
|
|
|
|
|
471 |
|
|
|
464,420 |
|
Olympus Water U.S. Holding Corp., 2023 Incremental Term Loan, (3-mo. CME Term SOFR at 0.50% Floor +
5.00%), 10.39%, 11/09/28 |
|
|
|
|
|
|
346 |
|
|
|
344,630 |
|
OQ Chemicals Corp., 2017 USD Term Loan B2, (1-mo. CME Term SOFR + 3.60%), 8.93%, 10/14/24 |
|
|
|
|
|
|
944 |
|
|
|
935,601 |
|
PQ Corp., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.97%, 06/09/28 |
|
|
|
|
|
|
662 |
|
|
|
658,876 |
|
SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%),
9.63%, 03/16/27 |
|
|
|
|
|
|
427 |
|
|
|
423,653 |
|
Sparta U.S. HoldCo LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.69%,
08/02/28 |
|
|
|
|
|
|
793 |
|
|
|
789,205 |
|
Starfruit Finco BV, 2018 USD Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.43%, 10/01/25 |
|
|
|
|
|
|
53 |
|
|
|
53,258 |
|
W.R. Grace Holdings LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.40%,
09/22/28 |
|
|
|
|
|
|
761 |
|
|
|
749,482 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,554,844 |
|
|
Commercial Services & Supplies 2.4% |
|
Allied Universal Holdco LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 USD Incremental Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%, 05/12/28 |
|
|
|
|
|
|
1,580 |
|
|
|
1,523,729 |
|
2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.07%, 05/12/28 |
|
|
|
|
|
|
169 |
|
|
|
166,254 |
|
Amentum Government Services Holdings LLC, 2022 Term Loan, (1-mo. CME Term SOFR + 4.00%), 9.33%,
02/15/29 |
|
|
|
|
|
|
324 |
|
|
|
318,841 |
|
Aramark Services, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B, (1-mo. CME Term SOFR + 2.50%), 7.93%, 04/06/28 |
|
|
|
|
|
|
383 |
|
|
|
382,612 |
|
2023 Term Loan B6, (1-mo. CME Term SOFR + 2.50%), 7.93%, 06/22/30 |
|
|
|
|
|
|
514 |
|
|
|
513,163 |
|
Asplundh Tree Expert LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 1.75%), 7.17%, 09/07/27 |
|
|
|
|
|
|
1,042 |
|
|
|
1,039,710 |
|
Clean Harbors, Inc., 2021 Incremental Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.43%,
10/08/28 |
|
|
|
|
|
|
419 |
|
|
|
419,750 |
|
Covanta Holding Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan C, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%, 11/30/28 |
|
|
|
|
|
|
36 |
|
|
|
36,228 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
Commercial Services & Supplies (continued) |
|
Covanta Holding Corp. (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%, 11/30/28 |
|
|
USD |
|
|
|
480 |
|
|
$ |
476,385 |
|
GFL Environmental, Inc., 2023 First Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.82%,
05/31/27 |
|
|
|
|
|
|
345 |
|
|
|
344,424 |
|
LABL, Inc., 2021 USD 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.00%), 10.42%,
10/29/28 |
|
|
|
|
|
|
603 |
|
|
|
600,770 |
|
NEP/NCP Holdco, Inc., 2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 3.25%), 8.68%, 10/20/25 |
|
|
|
|
|
|
744 |
|
|
|
717,044 |
|
PECF USS Intermediate Holding III Corp., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%),
9.88%, 12/15/28 |
|
|
|
|
|
|
528 |
|
|
|
421,931 |
|
Prime Security Services Borrower LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 2.75%),
8.19%, 09/23/26 |
|
|
|
|
|
|
753 |
|
|
|
751,391 |
|
Tempo Acquisition LLC, 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.32%,
08/31/28 |
|
|
|
|
|
|
2,266 |
|
|
|
2,266,428 |
|
TruGreen LP, 2020 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.42%, 11/02/27 |
|
|
|
|
|
|
971 |
|
|
|
921,096 |
|
Viad Corp., Initial Term Loan, (1-mo. CEM Term SOFR + 5.00%), 10.43%, 07/30/28 |
|
|
|
|
|
|
642 |
|
|
|
628,205 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,527,961 |
|
|
|
|
|
Communications Equipment 0.2% |
|
|
|
|
|
|
|
|
|
Ciena Corp., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.50%), 7.82%, 01/18/30 |
|
|
|
|
|
|
113 |
|
|
|
112,528 |
|
Viasat, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2023 Term Loan, 05/30/30(o) |
|
|
|
|
|
|
397 |
|
|
|
367,475 |
|
Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.82%, 03/02/29 |
|
|
|
|
|
|
616 |
|
|
|
570,908 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,050,911 |
|
|
|
|
|
Construction & Engineering 0.6% |
|
|
|
|
|
|
|
|
|
Brand Industrial Services, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 5.50%),
10.87%, 08/01/30 |
|
|
|
|
|
|
1,863 |
|
|
|
1,812,345 |
|
Legence Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.17%,
12/16/27 |
|
|
|
|
|
|
115 |
|
|
|
114,134 |
|
Pike Corp., 2021 Incremental Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.43%, 01/21/28 |
|
|
|
|
|
|
424 |
|
|
|
423,113 |
|
USIC Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.50%), 8.93%,
05/12/28 |
|
|
|
|
|
|
701 |
|
|
|
689,184 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,038,776 |
|
|
|
|
|
Construction Materials 0.5% |
|
|
|
|
|
|
|
|
|
American Builders & Contractors Supply Co., Inc., Series A, 2019 Term Loan, (1-mo. CME Term SOFR
+ 2.00%), 7.42%, 01/15/27 |
|
|
|
|
|
|
763 |
|
|
|
761,313 |
|
New AMI I LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 6.00%),
11.31%, 03/08/29 |
|
|
|
|
|
|
391 |
|
|
|
316,626 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Construction Materials (continued) |
|
|
|
|
|
|
|
|
|
Oscar AcquisitionCo. LLC, Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 9.99%,
04/29/29 |
|
|
USD |
|
|
|
492 |
|
|
$ |
487,902 |
|
Quikrete Holdings, Inc., 2023 Term Loan B,
03/19/29(o) |
|
|
|
|
|
|
315 |
|
|
|
314,820 |
|
Standard Industries, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.94%,
09/22/28 |
|
|
|
|
|
|
662 |
|
|
|
662,096 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,542,757 |
|
|
Consumer Finance 0.0% |
|
Credito Real SAB de CV Sofom ENR, Term Loan B, (Defaulted), 0.00%, 02/17/24(d)(f)(i) |
|
|
|
|
|
|
24 |
|
|
|
2,695 |
|
|
|
|
|
|
|
|
|
|
|
Consumer Staples Distribution & Retail 0.2% |
|
U.S. Foods, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2019 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.43%, 09/13/26 |
|
|
|
|
|
|
584 |
|
|
|
583,947 |
|
2021 Term Loan B, (1-mo. CME Term SOFR + 2.50%), 7.93%, 11/22/28 |
|
|
|
|
|
|
377 |
|
|
|
376,811 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
960,758 |
|
|
Containers & Packaging 0.7% |
|
Charter Next Generation, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%,
12/01/27 |
|
|
|
|
|
|
1,893 |
|
|
|
1,873,500 |
|
Mauser Packaging Solutions Holding Co., Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.33%,
08/14/26 |
|
|
|
|
|
|
506 |
|
|
|
505,100 |
|
Pregis TopCo Corp., 1st Lien Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.07%, 07/31/26 |
|
|
|
|
|
|
134 |
|
|
|
133,977 |
|
Reynolds Consumer Products LLC, Term Loan, (1-mo. CME Term SOFR + 1.75%), 7.17%, 02/04/27 |
|
|
|
|
|
|
130 |
|
|
|
130,167 |
|
Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1-mo. CME Term SOFR + 3.25%), 8.68%,
02/05/26 |
|
|
|
|
|
|
147 |
|
|
|
146,491 |
|
Trident TPI Holdings, Inc., 2021 Term Loan B3, (3-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.65%,
09/15/28 |
|
|
|
|
|
|
627 |
|
|
|
624,012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,413,247 |
|
|
Distributors 0.2% |
|
PAI Holdco, Inc., 2020 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.38%,
10/28/27 |
|
|
|
|
|
|
839 |
|
|
|
792,413 |
|
|
|
|
|
|
|
|
|
|
|
Diversified Consumer Services 1.4% |
|
Ascend Learning LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 5.75%), 11.17%, 12/10/29 |
|
|
|
|
|
|
226 |
|
|
|
192,109 |
|
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.92%, 12/11/28 |
|
|
|
|
|
|
493 |
|
|
|
469,421 |
|
Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.68%, 11/24/28 |
|
|
|
|
|
|
859 |
|
|
|
855,380 |
|
KUEHG Corp., 2023 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 5.00%), 10.39%, 06/12/30 |
|
|
|
|
|
|
682 |
|
|
|
682,320 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
18 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
Diversified Consumer Services (continued) |
|
Sothebys, Series L, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%), 10.07%,
01/15/27 |
|
|
USD |
|
|
|
1,198 |
|
|
$ |
1,166,388 |
|
Spring Education Group, Inc., Term Loan,
09/29/30(o) |
|
|
|
|
|
|
488 |
|
|
|
487,820 |
|
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 4.00%), 9.43%,
07/30/25 |
|
|
|
|
|
|
306 |
|
|
|
305,356 |
|
Veritas U.S., Inc., 2021 USD Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 5.00%), 10.43%,
09/01/25 |
|
|
|
|
|
|
1,118 |
|
|
|
965,280 |
|
Wand NewCo 3, Inc., 2020 Term Loan, (1-mo. CME Term SOFR + 2.75%), 8.17%, 02/05/26 |
|
|
|
|
|
|
1,221 |
|
|
|
1,217,963 |
|
WCG Purchaser Corp., 2019 Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 4.00%), 9.43%,
01/08/27 |
|
|
|
|
|
|
627 |
|
|
|
619,605 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,961,642 |
|
|
Diversified REITs 0.1% |
|
RHP Hotel Properties, LP, 2023 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.07%, 05/18/30 |
|
|
|
|
|
|
421 |
|
|
|
421,516 |
|
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services 2.4% |
|
Altice Financing SA |
|
|
|
|
|
|
|
|
|
|
|
|
2017 USD Term Loan B, (3-mo. LIBOR US + 2.75%), 8.32%, 07/15/25 |
|
|
|
|
|
|
433 |
|
|
|
427,657 |
|
USD 2017 1st Lien Term Loan, (3-mo. LIBOR US + 2.75%), 8.32%, 01/31/26 |
|
|
|
|
|
|
521 |
|
|
|
515,491 |
|
Altice France SA, 2023 USD Term Loan B14, (3-mo. CME Term SOFR + 5.50%), 10.81%, 08/15/28 |
|
|
|
|
|
|
853 |
|
|
|
770,398 |
|
Connect Finco SARL, 2021 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.50%), 8.82%,
12/11/26 |
|
|
|
|
|
|
3,062 |
|
|
|
2,995,224 |
|
Consolidated Communications, Inc., 2021 Term Loan B, (1-mo. CME Term
SOFR at 0.75% Floor + 3.50%), 8.93%, 10/02/27 |
|
|
|
|
|
|
349 |
|
|
|
308,560 |
|
Iridium Satellite LLC, 2023 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 2.50%), 7.90%,
09/20/30 |
|
|
|
|
|
|
1,072 |
|
|
|
1,071,526 |
|
Level 3 Financing, Inc., 2019 Term Loan B, (1-mo. CME Term SOFR + 1.75%), 7.18%, 03/01/27 |
|
|
|
|
|
|
734 |
|
|
|
691,784 |
|
Lumen Technologies, Inc., 2020 Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.68%, 03/15/27 |
|
|
|
|
|
|
991 |
|
|
|
703,934 |
|
ORBCOMM, Inc., Term Loan B, (1-mo. LIBOR US at 0.75% Floor + 4.25%), 9.80%, 09/01/28 |
|
|
|
|
|
|
383 |
|
|
|
341,564 |
|
Radiate Holdco LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%,
09/25/26 |
|
|
|
|
|
|
1,611 |
|
|
|
1,314,017 |
|
Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1-mo. CME Term SOFR + 3.25%), 8.70%, 01/31/29 |
|
|
|
|
|
|
607 |
|
|
|
591,406 |
|
Zayo Group Holdings, Inc., USD Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.43%, 03/09/27 |
|
|
|
|
|
|
2,372 |
|
|
|
1,931,284 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,662,845 |
|
|
|
|
|
Electrical Equipment 0.1% |
|
|
|
|
|
|
|
|
|
Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%),
10.40%, 06/23/28 |
|
|
|
|
|
|
623 |
|
|
|
618,344 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
Electronic Equipment, Instruments & Components 0.1% |
|
Coherent Corp., 2022 Term Loan B, (1-mo. CEM Term SOFR + 2.75%), 8.18%, 07/02/29 |
|
|
USD |
|
|
|
605 |
|
|
$ |
602,524 |
|
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services 0.0% |
|
Lealand Finance Co. BV |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Make Whole Term Loan, (1-mo. CME Term SOFR + 3.00%), 8.43%, 06/28/24(d) |
|
|
|
|
|
|
16 |
|
|
|
11,043 |
|
2020 Take Back Term Loan, (1-mo. CME Term SOFR + 4.00%, 3.00% PIK), 12.43%, 06/30/25(k) |
|
|
|
|
|
|
117 |
|
|
|
62,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
73,687 |
|
|
Entertainment 2.6% |
|
AMC Entertainment Holdings, Inc., 2019 Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.45%,
04/22/26 |
|
|
|
|
|
|
662 |
|
|
|
531,886 |
|
Aristocrat Technologies, Inc., 2022 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.74%, 05/24/29 |
|
|
|
|
|
|
45 |
|
|
|
45,510 |
|
Cirque Du Soleil Holding USA Newco, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor +
4.25%), 9.64%, 03/08/30 |
|
|
|
|
|
|
483 |
|
|
|
479,260 |
|
City Football Group Ltd., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.44%, 07/21/28 |
|
|
|
|
|
|
929 |
|
|
|
922,990 |
|
Creative Artists Agency LLC, 2023 Term Loan B, (1-mo. CME Term SOFR + 3.50%),
8.82%, 11/27/28 |
|
|
|
|
|
|
1,271 |
|
|
|
1,265,198 |
|
Delta 2 Lux SARL, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.32%, 01/15/30 |
|
|
|
|
|
|
879 |
|
|
|
878,391 |
|
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (6-mo. LIBOR US at 1.00% Floor + 3.00%),
8.73%, 03/08/24 |
|
|
|
|
|
|
1,828 |
|
|
|
1,765,760 |
|
Live Nation Entertainment, Inc., Term Loan B4, (1-mo. CME Term SOFR + 1.75%),
7.17%, 10/19/26 |
|
|
|
|
|
|
1,713 |
|
|
|
1,707,968 |
|
Playtika Holding Corp., 2021 Term Loan, (1-mo. CME Term SOFR + 2.75%), 8.18%, 03/13/28 |
|
|
|
|
|
|
715 |
|
|
|
714,125 |
|
SMG U.S. Midco 2, Inc., 2020 Term Loan, (3-mo. CME Term SOFR + 2.50%), 8.13%, 01/23/25 |
|
|
|
|
|
|
522 |
|
|
|
521,392 |
|
UFC Holdings LLC, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 2.75%),
8.37%, 04/29/26 |
|
|
|
|
|
|
588 |
|
|
|
586,673 |
|
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 2.75%),
8.18%, 05/18/25 |
|
|
|
|
|
|
1,559 |
|
|
|
1,555,420 |
|
WMG Acquisition Corp., 2021 Term Loan G, (1-mo. CME Term SOFR + 2.13%), 7.56%, 01/20/28 |
|
|
|
|
|
|
1,432 |
|
|
|
1,430,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,404,895 |
|
|
Financial Services 2.1% |
|
ABG Intermediate Holdings 2 LLC, 2021 Term Loan B1, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.92%, 12/21/28 |
|
|
|
|
|
|
626 |
|
|
|
624,622 |
|
Belron Finance U.S. LLC 2018 Term Loan B, (3-mo. CME Term SOFR + 2.25%),
7.88%, 11/13/25 |
|
|
|
|
|
|
177 |
|
|
|
177,220 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Financial Services (continued) |
|
|
|
|
|
|
|
|
|
Belron Finance U.S. LLC (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2019 USD Term Loan B3, (3-mo. CME Term SOFR + 2.25%), 7.88%, 10/30/26 |
|
|
USD |
|
|
|
404 |
|
|
$ |
403,409 |
|
2021 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.43%), 8.06%, 04/13/28 |
|
|
|
|
|
|
916 |
|
|
|
912,073 |
|
Belron Luxembourg SARL, 2023 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.16%,
04/18/29 |
|
|
|
|
|
|
219 |
|
|
|
219,382 |
|
Deerfield Dakota Holding LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2020 USD Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 3.75%), 9.14%, 04/09/27 |
|
|
|
|
|
|
2,781 |
|
|
|
2,708,273 |
|
2021 USD 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 6.75%), 12.40%, 04/07/28 |
|
|
|
|
|
|
792 |
|
|
|
744,480 |
|
GIP Pilot Acquisition Partners LP, Term Loan,
09/18/30(d)(o) |
|
|
|
|
|
|
149 |
|
|
|
148,441 |
|
LBM Acquisition LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%, 12/17/27 |
|
|
|
|
|
|
389 |
|
|
|
378,896 |
|
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.67%,
03/24/25 |
|
|
|
|
|
|
1,040 |
|
|
|
1,036,932 |
|
Sotera Health Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.18%,
12/11/26 |
|
|
|
|
|
|
1,090 |
|
|
|
1,079,053 |
|
Travelport Finance SARL, 2023 Consented Term Loan, (3-mo. CME Term
SOFR + 8.50%), 13.89%, 05/29/26 |
|
|
|
|
|
|
511 |
|
|
|
293,032 |
|
UPC Financing Partnership, 2021 USD Term Loan AX, (1-mo. CME Term SOFR + 2.93%), 8.37%,
01/31/29 |
|
|
|
|
|
|
341 |
|
|
|
335,875 |
|
WEX, Inc., 2021 Term Loan, (1-mo. CME Term SOFR + 2.25%), 7.68%, 03/31/28 |
|
|
|
|
|
|
426 |
|
|
|
426,369 |
|
White Cap Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.07%, 10/19/27 |
|
|
|
|
|
|
774 |
|
|
|
771,513 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,259,570 |
|
|
Food Products 2.0% |
|
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1-mo. CME Term SOFR + 3.75%),
9.18%, 10/01/25 |
|
|
|
|
|
|
827 |
|
|
|
793,707 |
|
B&G Foods, Inc., 2019 Term Loan B4, (1-mo. CME Term SOFR + 2.50%), 7.82%, 10/10/26 |
|
|
|
|
|
|
134 |
|
|
|
131,843 |
|
Chobani LLC, 2020 Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.50%), 8.93%, 10/25/27 |
|
|
|
|
|
|
1,879 |
|
|
|
1,877,682 |
|
Froneri International Ltd., 2020 USD Term Loan, (1-mo. CME Term SOFR + 2.25%), 7.67%, 01/29/27 |
|
|
|
|
|
|
1,977 |
|
|
|
1,960,833 |
|
H-Food Holdings LLC, 2018 Term Loan B, (3-mo. LIBOR US + 3.69%), 9.27%, 05/23/25 |
|
|
|
|
|
|
233 |
|
|
|
202,586 |
|
Hostess Brands, LLC, 2023 Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.89%, 06/28/30 |
|
|
|
|
|
|
742 |
|
|
|
742,452 |
|
Nomad Foods U.S. LLC, Term Loan B4, (6-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.47%,
11/12/29 |
|
|
|
|
|
|
426 |
|
|
|
425,749 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Food Products (continued) |
|
|
|
|
|
|
|
|
|
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.50%), 9.13%,
06/08/28 |
|
|
USD |
|
|
|
1,252 |
|
|
$ |
1,250,229 |
|
Triton Water Holdings, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.90%,
03/31/28 |
|
|
|
|
|
|
642 |
|
|
|
625,133 |
|
UTZ Quality Foods LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.43%, 01/20/28 |
|
|
|
|
|
|
1,373 |
|
|
|
1,371,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,381,264 |
|
|
Ground Transportation 0.4% |
|
AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 4.75%),
10.18%, 04/06/28 |
|
|
|
|
|
|
272 |
|
|
|
269,085 |
|
Avis Budget Car Rental LLC, 2020 Term Loan B, (1-mo. CME Term SOFR + 1.75%), 7.18%, 08/06/27 |
|
|
|
|
|
|
479 |
|
|
|
475,123 |
|
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3-mo. CME Term SOFR + 5.50%), 10.91%, 08/04/25 |
|
|
|
|
|
|
363 |
|
|
|
324,771 |
|
Uber Technologies, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.16%, 03/03/30 |
|
|
|
|
|
|
814 |
|
|
|
813,109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,882,088 |
|
|
Health Care Equipment & Supplies 1.3% |
|
Bausch & Lomb Corp., 2023 Incremental Term Loan, 09/14/28(d)(o) |
|
|
|
|
|
|
460 |
|
|
|
453,675 |
|
Bausch and Lomb, Inc., Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.76%, 05/10/27 |
|
|
|
|
|
|
973 |
|
|
|
944,299 |
|
Chariot Buyer LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.66%, 11/03/28 |
|
|
|
|
|
|
1,578 |
|
|
|
1,552,485 |
|
Femur Buyer, Inc., 1st Lien Term Loan, (3-mo. CME Term SOFR + 4.50%), 10.15%, 03/05/26 |
|
|
|
|
|
|
436 |
|
|
|
404,748 |
|
Insulet Corp., Term Loan B, (1-mo. CME Term SOFR + 3.25%), 8.68%, 05/04/28 |
|
|
|
|
|
|
282 |
|
|
|
280,934 |
|
Medline Borrower LP, USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.68%,
10/23/28 |
|
|
|
|
|
|
2,836 |
|
|
|
2,826,801 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,462,942 |
|
|
Health Care Providers & Services 1.2% |
|
CHG Healthcare Services, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.68%,
09/29/28 |
|
|
|
|
|
|
461 |
|
|
|
458,140 |
|
CNT Holdings I Corp., 2020 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.50%), 8.80%,
11/08/27 |
|
|
|
|
|
|
954 |
|
|
|
950,245 |
|
Electron BidCo, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.43%,
11/01/28 |
|
|
|
|
|
|
1,227 |
|
|
|
1,221,041 |
|
Envision Healthcare Corp., 2022 Second Out Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 4.25%),
9.64%, 03/31/27 |
|
|
|
|
|
|
607 |
|
|
|
136,676 |
|
EyeCare Partners LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.18%, 02/18/27 |
|
|
|
|
|
|
848 |
|
|
|
591,953 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
20 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Health Care Providers & Services (continued) |
|
EyeCare Partners LLC (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 6.75%), 12.18%, 11/15/29 |
|
|
USD |
|
|
|
176 |
|
|
$ |
91,670 |
|
2021 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.18%, 11/15/28 |
|
|
|
|
|
|
193 |
|
|
|
132,667 |
|
MED ParentCo LP, 1st Lien Term Loan, (1-mo. CME Term SOFR + 4.25%), 9.68%, 08/31/26 |
|
|
|
|
|
|
329 |
|
|
|
313,253 |
|
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 7.00%),
12.52%, 11/01/29 |
|
|
|
|
|
|
247 |
|
|
|
220,448 |
|
Option Care Health, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.18%,
10/27/28 |
|
|
|
|
|
|
609 |
|
|
|
610,151 |
|
PetVet Care Centers LLC, 2021 Term Loan B3, (1-mo. CME Term SOFR at 0.75% Floor + 3.50%), 8.92%,
02/14/25 |
|
|
|
|
|
|
20 |
|
|
|
20,303 |
|
Reverb Buyer, Inc., 2021 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.77%,
11/01/28 |
|
|
|
|
|
|
486 |
|
|
|
469,066 |
|
Surgery Center Holdings, Inc., 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.19%,
08/31/26 |
|
|
|
|
|
|
405 |
|
|
|
404,608 |
|
Vizient, Inc., 2022 Term Loan B7, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%), 7.67%, 05/16/29 |
|
|
|
|
|
|
125 |
|
|
|
125,374 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,745,595 |
|
|
|
|
|
Health Care Technology 1.0% |
|
|
|
|
|
|
|
|
|
AthenaHealth Group, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.57%,
02/15/29 |
|
|
|
|
|
|
1,669 |
|
|
|
1,635,437 |
|
Polaris Newco LLC, USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.43%,
06/02/28 |
|
|
|
|
|
|
2,184 |
|
|
|
2,087,766 |
|
Verscend Holding Corp., 2021 Term Loan B, (1-mo. CME Term SOFR + 4.00%), 9.43%, 08/27/25 |
|
|
|
|
|
|
1,252 |
|
|
|
1,250,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,973,474 |
|
|
|
|
|
Hotels, Restaurants & Leisure 3.4% |
|
|
|
|
|
|
|
|
|
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.18%,
02/02/26 |
|
|
|
|
|
|
865 |
|
|
|
828,363 |
|
Alterra Mountain Co., 2023 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.07%, 05/31/30 |
|
|
|
|
|
|
78 |
|
|
|
77,805 |
|
Ballys Corp., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.84%,
10/02/28 |
|
|
|
|
|
|
296 |
|
|
|
290,161 |
|
Burger King (Restaurant Brands International, Inc.)/New Red Finance, Inc., 2023 Term Loan B5, (1-mo. CME Term
SOFR + 2.25%), 7.57%, 09/23/30 |
|
|
|
|
|
|
1,368 |
|
|
|
1,362,427 |
|
Caesars Entertainment, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.67%,
02/06/30 |
|
|
|
|
|
|
588 |
|
|
|
587,680 |
|
Carnival Corp., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.00%), 8.33%, 08/08/27 |
|
|
|
|
|
|
493 |
|
|
|
491,151 |
|
Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1-mo. CME Term SOFR + 2.00%), 7.42%,
03/17/28 |
|
|
|
|
|
|
754 |
|
|
|
753,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Hotels, Restaurants & Leisure (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
ECL Entertainment, LLC, 2023 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%),
15.82%, 08/31/30 |
|
|
USD |
|
|
|
248 |
|
|
$ |
247,276 |
|
Fertitta Entertainment LLC, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%,
01/27/29 |
|
|
|
|
|
|
2,357 |
|
|
|
2,330,728 |
|
Flutter Financing BV, 2022 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.90%,
07/22/28 |
|
|
|
|
|
|
618 |
|
|
|
618,069 |
|
Four Seasons Hotels Ltd., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.89%,
11/30/29 |
|
|
|
|
|
|
1,357 |
|
|
|
1,357,792 |
|
Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1-mo. CME Term SOFR + 1.75%), 7.17%, 06/22/26 |
|
|
|
|
|
|
1,057 |
|
|
|
1,056,274 |
|
IRB Holding Corp., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.00%), 8.42%,
12/15/27 |
|
|
|
|
|
|
1,399 |
|
|
|
1,392,879 |
|
Packers Holdings LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.67%,
03/09/28 |
|
|
|
|
|
|
492 |
|
|
|
290,151 |
|
PENN Entertainment, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.17%,
05/03/29 |
|
|
|
|
|
|
611 |
|
|
|
609,293 |
|
Playa Resorts Holding BV, 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.58%,
01/05/29 |
|
|
|
|
|
|
224 |
|
|
|
224,229 |
|
Scientific Games International, Inc., 2022 USD Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.43%, 04/14/29 |
|
|
|
|
|
|
625 |
|
|
|
623,796 |
|
SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor +
3.00%), 8.43%, 08/25/28 |
|
|
|
|
|
|
303 |
|
|
|
301,612 |
|
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3-mo. CME Term SOFR + 2.25%), 7.90%,
07/21/26 |
|
|
|
|
|
|
556 |
|
|
|
554,919 |
|
Station Casinos LLC, 2020 Term Loan B, (1-mo. CME Term SOFR at 0.25% Floor + 2.25%), 7.67%,
02/08/27 |
|
|
|
|
|
|
1,020 |
|
|
|
1,016,954 |
|
Whatabrands LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.43%, 08/03/28 |
|
|
|
|
|
|
1,238 |
|
|
|
1,231,489 |
|
Wyndham Hotels & Resorts, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.67%,
05/24/30 |
|
|
|
|
|
|
199 |
|
|
|
198,714 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16,444,826 |
|
|
|
|
|
Household Durables 1.0% |
|
|
|
|
|
|
|
|
|
ACProducts Holdings, Inc., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.90%,
05/17/28 |
|
|
|
|
|
|
688 |
|
|
|
565,197 |
|
Hunter Douglas, Inc., USD Term Loan B1, (3-mo. CME Term SOFR + 3.50%), 8.89%, 02/26/29 |
|
|
|
|
|
|
1,398 |
|
|
|
1,359,515 |
|
Serta Simmons Bedding, LLC, 2023 New Term Loan,
06/29/28(o) |
|
|
|
|
|
|
199 |
|
|
|
197,326 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Household Durables (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Sunset Debt Merger Sub, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.43%,
10/06/28 |
|
|
USD |
|
|
|
1,456 |
|
|
$ |
1,234,840 |
|
Weber-Stephen Products LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%,
10/30/27 |
|
|
|
|
|
|
1,674 |
|
|
|
1,503,908 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,860,786 |
|
|
Independent Power and Renewable Electricity Producers 0.3% |
|
Calpine Construction Finance Co. LP, 2023 Refinancing Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.57%,
07/31/30 |
|
|
|
|
|
|
611 |
|
|
|
607,287 |
|
Calpine Corp., 2019 Term Loan B10, (1-mo. CME Term SOFR + 2.00%), 7.43%, 08/12/26 |
|
|
|
|
|
|
282 |
|
|
|
281,782 |
|
Constellation Renewables LLC, 2020 Term Loan, (3-mo. CME Term SOFR at 1.00% Floor + 2.50%), 8.18%,
12/15/27 |
|
|
|
|
|
|
632 |
|
|
|
629,662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,518,731 |
|
|
|
|
|
Industrial Conglomerates 0.0% |
|
|
|
|
|
|
|
|
|
Stitch Aquisition Corp., Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 6.75%), 12.40%,
07/28/28 |
|
|
|
|
|
|
259 |
|
|
|
197,059 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Insurance 2.4% |
|
|
|
|
|
|
|
|
|
Alliant Holdings Intermediate LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B4, (1-mo. LIBOR US at 0.50% Floor + 3.50%), 8.93%, 11/05/27 |
|
|
|
|
|
|
2,441 |
|
|
|
2,434,091 |
|
2023 Term Loan B5, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.83%, 11/05/27 |
|
|
|
|
|
|
1,286 |
|
|
|
1,283,350 |
|
AmWINS Group, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 2.25%), 7.68%, 02/19/28 |
|
|
|
|
|
|
1,106 |
|
|
|
1,098,423 |
|
2023 Incremental Term Loan B, (1-mo. CEM Term SOFR + 2.75%), 8.18%, 02/19/28 |
|
|
|
|
|
|
223 |
|
|
|
222,895 |
|
AssuredPartners, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Term Loan B, (1-mo. CME Term SOFR + 3.50%), 8.93%, 02/12/27 |
|
|
|
|
|
|
1,080 |
|
|
|
1,077,219 |
|
2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 02/12/27 |
|
|
|
|
|
|
280 |
|
|
|
280,082 |
|
2023 Term Loan B4, 02/12/27(o) |
|
|
|
|
|
|
128 |
|
|
|
128,000 |
|
Baldwin Risk Partners, LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.94%,
10/14/27 |
|
|
|
|
|
|
225 |
|
|
|
222,610 |
|
HUB International Ltd. |
|
|
|
|
|
|
|
|
|
|
|
|
2022 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.37%, 11/10/29 |
|
|
|
|
|
|
304 |
|
|
|
303,911 |
|
2023 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.25%), 9.58%, 06/20/30 |
|
|
|
|
|
|
1,473 |
|
|
|
1,475,191 |
|
Jones Deslauriers Insurance Management, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.62%,
03/15/30 |
|
|
|
|
|
|
587 |
|
|
|
588,104 |
|
Ryan Specialty Group LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.00%), 8.42%,
09/01/27 |
|
|
|
|
|
|
645 |
|
|
|
644,333 |
|
USI, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2019 Incremental Term Loan B, (3-mo. LIBOR US + 3.25%), 8.90%, 12/02/26 |
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Insurance (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
USI, Inc. (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2022 Incremental Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.14%, 11/22/29 |
|
|
USD |
|
|
|
1,085 |
|
|
$ |
1,083,362 |
|
2023 Acquisition Term Loan, 09/27/30(o) |
|
|
|
|
|
|
251 |
|
|
|
250,267 |
|
2023 Refi Term Loan, 09/27/30(o) |
|
|
|
|
|
|
287 |
|
|
|
286,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,377,883 |
|
|
|
Interactive Media & Services 0.7% |
|
|
|
|
Acuris Finance U.S., Inc., 2021 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.54%,
02/16/28 |
|
|
|
|
|
|
207 |
|
|
|
203,320 |
|
Adevinta ASA, USD Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.32%, 06/26/28 |
|
|
|
|
|
|
427 |
|
|
|
426,771 |
|
Camelot Finance SA, Term Loan B, (1-mo. CME Term SOFR + 3.00%), 8.43%, 10/30/26 |
|
|
|
|
|
|
989 |
|
|
|
988,030 |
|
Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor +
3.00%), 8.43%, 10/30/26 |
|
|
|
|
|
|
1,130 |
|
|
|
1,126,721 |
|
GoodRx, Inc., 1st Lien Term Loan, (1-mo. CME Term SOFR + 2.75%), 8.17%, 10/10/25 |
|
|
|
|
|
|
306 |
|
|
|
305,782 |
|
Grab Holdings, Inc., Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 4.50%), 9.93%, 01/29/26 |
|
|
|
|
|
|
478 |
|
|
|
479,922 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,530,546 |
|
|
|
IT Services 1.8% |
|
|
|
|
Asurion LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Term Loan B8, (3-mo. CME Term SOFR + 3.25%), 8.68%, 12/23/26 |
|
|
|
|
|
|
840 |
|
|
|
821,122 |
|
2021 2nd Lien Term Loan B3, (1-mo. CME Term SOFR + 5.25%), 10.68%, 01/31/28 |
|
|
|
|
|
|
364 |
|
|
|
326,887 |
|
2021 Second Lien Term Loan B4, (1-mo. CME Term SOFR + 5.25%), 10.68%, 01/20/29 |
|
|
|
|
|
|
538 |
|
|
|
475,839 |
|
2023 Term Loan B11, (1-mo. CME Term SOFR + 4.25%), 9.67%, 08/19/28 |
|
|
|
|
|
|
671 |
|
|
|
651,352 |
|
Epicor Software Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2020 2nd Lien Term Loan, (1-mo. CME Term SOFR at 1.00% Floor + 7.75%), 13.17%, 07/31/28 |
|
|
|
|
|
|
296 |
|
|
|
296,323 |
|
2020 Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 3.25%), 8.68%, 07/30/27 |
|
|
|
|
|
|
285 |
|
|
|
284,228 |
|
Gainwell Acquisition Corp., Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.00%), 9.49%,
10/01/27 |
|
|
|
|
|
|
1,309 |
|
|
|
1,274,680 |
|
Go Daddy Operating Co. LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B4, (1-mo. CME Term SOFR + 2.00%), 7.43%, 08/10/27 |
|
|
|
|
|
|
817 |
|
|
|
815,345 |
|
2022 Term Loan B5, (1-mo. CME Term SOFR + 2.50%), 7.82%, 11/09/29 |
|
|
|
|
|
|
650 |
|
|
|
650,297 |
|
GTCR W Merger Sub LLC, USD Term Loan B,
09/20/30(o) |
|
|
|
|
|
|
833 |
|
|
|
832,392 |
|
Sedgwick Claims Management Services, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 3.75%), 9.07%,
02/24/28 |
|
|
|
|
|
|
1,857 |
|
|
|
1,852,419 |
|
Venga Finance SARL, 2021 USD Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%), 10.43%,
06/28/29 |
|
|
|
|
|
|
260 |
|
|
|
257,469 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,538,353 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
22 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Leisure Products 0.2% |
|
|
|
|
|
|
|
|
|
|
|
|
Fender Musical Instruments Corp., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%),
9.42%, 12/01/28 |
|
|
USD |
|
|
|
295 |
|
|
$ |
287,946 |
|
Peloton Interactive, Inc., Term Loan, (6-mo. CME Term SOFR at 0.50% Floor + 6.50%), 12.26%,
05/25/27 |
|
|
|
|
|
|
308 |
|
|
|
307,524 |
|
Topgolf Callaway Brands Corp., Term Loan B, (1-mo. CME Term SOFR + 3.50%), 8.92%, 03/15/30 |
|
|
|
|
|
|
527 |
|
|
|
523,944 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,119,414 |
|
|
|
|
|
Life Sciences Tools & Services 1.4% |
|
|
|
|
|
|
|
|
|
Avantor Funding, Inc., 2021 Term Loan B5, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.67%, 11/08/27 |
|
|
|
|
|
|
827 |
|
|
|
826,081 |
|
Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%),
7.44%, 02/22/28 |
|
|
|
|
|
|
1,029 |
|
|
|
1,004,369 |
|
Curia Global, Inc., 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.22%, 08/30/26 |
|
|
|
|
|
|
93 |
|
|
|
76,667 |
|
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1-mo. CME Term
SOFR at 1.00% Floor + 4.50%), 9.93%, 02/04/27 |
|
|
|
|
|
|
485 |
|
|
|
475,297 |
|
Fortrea Holdings, Inc., Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.07%, 07/01/30 |
|
|
|
|
|
|
211 |
|
|
|
210,588 |
|
ICON Luxembourg SARL, LUX Term Loan, (3-mo. CEM Term SOFR + 2.25%), 7.90%, 07/03/28 |
|
|
|
|
|
|
962 |
|
|
|
960,769 |
|
Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.32%, 10/19/27 |
|
|
|
|
|
|
959 |
|
|
|
932,972 |
|
Parexel International Corp., 2021 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%),
8.68%, 11/15/28 |
|
|
|
|
|
|
1,503 |
|
|
|
1,491,024 |
|
PRA Health Sciences, Inc., US Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.90%, 07/03/28 |
|
|
|
|
|
|
240 |
|
|
|
239,377 |
|
Star Parent, Inc., 2023 Term Loan B,
09/19/30(o) |
|
|
|
|
|
|
444 |
|
|
|
433,579 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,650,723 |
|
|
|
|
|
Machinery 2.9% |
|
|
|
|
|
|
|
|
|
Albion Financing 3 SARL, USD Term Loan, (3-mo. CME Term SOFR + 5.25%), 10.86%, 08/17/26 |
|
|
|
|
|
|
919 |
|
|
|
918,275 |
|
Barnes Group, Inc., Term Loan B, (3-mo. CME Term SOFR + 3.00%), 8.42%, 09/03/30 |
|
|
|
|
|
|
220 |
|
|
|
220,110 |
|
Clark Equipment Co., 2022 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.50%),
7.99%, 04/20/29 |
|
|
|
|
|
|
126 |
|
|
|
126,344 |
|
Columbus McKinnon Corp., 2021 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.75%),
8.42%, 05/14/28 |
|
|
|
|
|
|
143 |
|
|
|
143,284 |
|
Filtration Group Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Incremental Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.93%, 10/21/28 |
|
|
|
|
|
|
489 |
|
|
|
486,678 |
|
2023 USD Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.68%, 10/21/28 |
|
|
|
|
|
|
1,101 |
|
|
|
1,101,866 |
|
Gardner Denver, Inc., 2020 USD Term Loan B2, (1-mo. CME Term SOFR + 1.75%),
7.17%, 03/01/27 |
|
|
|
|
|
|
875 |
|
|
|
875,587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par
(000) |
|
|
Value |
|
|
|
|
|
Machinery (continued) |
|
|
|
|
|
|
|
|
|
Gates Global LLC, 2021 Term Loan B3, (1-mo. CME Term SOFR at 0.75% Floor + 2.50%),
7.82%, 03/31/27 |
|
|
USD |
|
|
|
1,199 |
|
|
$ |
1,194,365 |
|
Generac Power Systems, Inc., 2019 Term Loan B,
12/13/26(o) |
|
|
|
|
|
|
155 |
|
|
|
154,547 |
|
Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1-mo. CME Term SOFR + 1.75%),
7.17%, 03/01/27 |
|
|
|
|
|
|
191 |
|
|
|
190,887 |
|
Madison IAQ LLC, Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.69%, 06/21/28 |
|
|
|
|
|
|
1,822 |
|
|
|
1,789,379 |
|
Roper Industrial Products Investment Co., USD Term Loan, (3-mo. CME Term SOFR + 4.50%),
9.89%, 11/22/29 |
|
|
|
|
|
|
1,063 |
|
|
|
1,064,180 |
|
SPX Flow, Inc., 2022 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%),
9.92%, 04/05/29 |
|
|
|
|
|
|
1,015 |
|
|
|
1,012,043 |
|
Titan Acquisition Ltd., 2018 Term Loan B, (3-mo. LIBOR US + 3.00%), 8.65%, 03/28/25 |
|
|
|
|
|
|
1,799 |
|
|
|
1,782,079 |
|
Vertical U.S. Newco, Inc., Term Loan B, (6-mo. LIBOR US at 0.50% Floor + 3.50%),
9.38%, 07/30/27 |
|
|
|
|
|
|
1,400 |
|
|
|
1,395,764 |
|
Vertiv Group Corp., 2021 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.19%, 03/02/27 |
|
|
|
|
|
|
1,223 |
|
|
|
1,220,383 |
|
Zurn LLC, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%), 7.43%, 10/04/28 |
|
|
|
|
|
|
438 |
|
|
|
437,922 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,113,693 |
|
|
|
|
|
Media 1.4% |
|
|
|
|
|
|
|
|
|
A L Parent LLC, 2023 Take Back Term Loan, (1-mo. CME Term SOFR at 2.00% Floor + 5.50%),
10.83%, 06/30/28 |
|
|
|
|
|
|
205 |
|
|
|
197,932 |
|
AVSC Holding Corp., 2020 Term Loan B1, (1-mo. CME Term SOFR at 1.00% Floor + 3.25%),
8.57%, 03/03/25 |
|
|
|
|
|
|
648 |
|
|
|
622,467 |
|
Cable One, Inc., 2021 Term Loan B4, (1-mo. CME Term SOFR + 2.00%), 7.43%, 05/03/28 |
|
|
|
|
|
|
132 |
|
|
|
130,772 |
|
Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (3-mo. CME Term SOFR + 1.75%),
7.12%, 04/30/25 |
|
|
|
|
|
|
600 |
|
|
|
599,640 |
|
Clear Channel Outdoor Holdings, Inc., Term Loan B, (3-mo. CME Term SOFR + 3.50%),
9.13%, 08/21/26 |
|
|
|
|
|
|
1,044 |
|
|
|
1,012,245 |
|
Cogeco Financing 2 LP, 2023 Term Loan B,
09/29/28(o) |
|
|
|
|
|
|
666 |
|
|
|
648,633 |
|
CSC Holdings LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2017 Term Loan B1, (1-mo. LIBOR US + 2.25%), 7.70%, 07/17/25 |
|
|
|
|
|
|
263 |
|
|
|
254,300 |
|
2019 Term Loan B5, (1-mo. CME Term SOFR + 2.50%), 7.95%, 04/15/27 |
|
|
|
|
|
|
859 |
|
|
|
775,864 |
|
DirecTV Financing LLC, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 5.00%),
10.43%, 08/02/27 |
|
|
|
|
|
|
1,113 |
|
|
|
1,086,869 |
|
MH Sub I LLC, 2020 Incremental Term Loan,
09/13/24(o) |
|
|
|
|
|
|
|
(p) |
|
|
1 |
|
Sinclair Television Group, Inc., 2022 Term Loan B4, (1-mo. CME Term SOFR + 3.75%),
9.17%, 04/21/29 |
|
|
|
|
|
|
796 |
|
|
|
551,576 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Media (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Voyage Digital Ltd., USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.63%, 05/11/29(d) |
|
|
USD |
|
|
|
404 |
|
|
$ |
403,433 |
|
Ziggo Financing Partnership, USD Term Loan I, (1-mo. CME Term SOFR + 2.50%),
7.95%, 04/30/28 |
|
|
. |
|
|
|
510 |
|
|
|
497,673 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,781,405 |
|
|
|
|
|
Oil, Gas & Consumable Fuels 0.9% |
|
|
|
|
|
|
|
|
|
Freeport LNG Investments LLLP, Term Loan B, (3-mo. CME Term SOFR + 3.50%), 9.09%, 12/21/28 |
|
|
. |
|
|
|
1,772 |
|
|
|
1,753,758 |
|
M6 ETX Holdings II Midco LLC, Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.50%),
9.92%, 09/19/29 |
|
|
|
|
|
|
102 |
|
|
|
101,588 |
|
Medallion Midland Acquisition LLC, 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.40%, 10/18/28 |
|
|
|
|
|
|
889 |
|
|
|
889,422 |
|
Oryx Midstream Services Permian Basin LLC, 2023 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor
+ 3.25%), 8.69%, 10/05/28 |
|
|
|
|
|
|
1,475 |
|
|
|
1,472,143 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,216,911 |
|
|
|
|
|
Passenger Airlines 1.7% |
|
|
|
|
|
|
|
|
|
AAdvantage Loyalty IP Ltd., Series AA, 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 4.75%),
10.34%, 04/20/28 |
|
|
|
|
|
|
1,427 |
|
|
|
1,468,670 |
|
Air Canada, 2021 Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.50%),
9.13%, 08/11/28 |
|
|
|
|
|
|
1,164 |
|
|
|
1,163,228 |
|
American Airlines, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
Series AA, 2017 1st Lien Term Loan, (3-mo. CME Term SOFR + 1.75%), 7.32%, 01/29/27 |
|
|
|
|
|
|
1,572 |
|
|
|
1,544,506 |
|
Series AA, 2023 Term Loan B, (3-mo. CME Term SOFR + 2.75%), 8.54%, 02/15/28 |
|
|
|
|
|
|
1,148 |
|
|
|
1,139,006 |
|
Kestrel Bidco, Inc., Term Loan B, (1-mo. CME Term SOFR at 1.00% Floor + 3.00%),
8.42%, 12/11/26 |
|
|
|
|
|
|
473 |
|
|
|
462,745 |
|
Mileage Plus Holdings LLC, 2020 Term Loan B, (3-mo. CME Term SOFR at 1.00% Floor + 5.25%),
10.80%, 06/21/27 |
|
|
|
|
|
|
1,156 |
|
|
|
1,199,244 |
|
United Airlines, Inc., Series AA, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.18%, 04/21/28 |
|
|
|
|
|
|
1,318 |
|
|
|
1,317,986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,295,385 |
|
|
|
|
|
Personal Care Products 0.8% |
|
|
|
|
|
|
|
|
|
Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.24%, 10/01/26 |
|
|
|
|
|
|
3,897 |
|
|
|
3,887,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 1.2% |
|
|
|
|
|
|
|
|
|
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1-mo. CME Term SOFR + 3.50%), 8.93%, 05/04/25 |
|
|
|
|
|
|
669 |
|
|
|
655,745 |
|
Amynta Agency Borrower, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 5.00%),
10.42%, 02/28/28 |
|
|
|
|
|
|
409 |
|
|
|
408,349 |
|
Bausch Health Cos., Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 5.25%),
10.67%, 02/01/27 |
|
|
|
|
|
|
571 |
|
|
|
462,794 |
|
Elanco Animal Health, Inc., Term Loan B, (1-mo. CME Term SOFR + 1.75%), 7.18%, 08/01/27 |
|
|
|
|
|
|
1,085 |
|
|
|
1,063,256 |
|
Jazz Financing Lux SARL, USD Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%),
8.93%, 05/05/28 |
|
|
|
|
|
|
1,069 |
|
|
|
1,067,845 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Pharmaceuticals (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Organon & Co., USD Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.44%,
06/02/28 |
|
|
USD |
|
|
|
825 |
|
|
$ |
822,945 |
|
Perrigo Investments LLC, Term Loan B,
04/20/29(o) |
|
|
|
|
|
|
470 |
|
|
|
467,796 |
|
Precision Medicine Group LLC, 2021 Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 3.00%), 8.49%,
11/18/27(d) |
|
|
|
|
|
|
624 |
|
|
|
615,103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,563,833 |
|
|
|
|
|
Professional Services 2.4% |
|
|
|
|
|
|
|
|
|
AlixPartners LLP, 2021 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.18%,
02/04/28 |
|
|
|
|
|
|
913 |
|
|
|
911,387 |
|
ASGN, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR + 2.25%), 7.57%, 08/30/30 |
|
|
|
|
|
|
204 |
|
|
|
204,510 |
|
CoreLogic, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 06/02/28 |
|
|
|
|
|
|
2,201 |
|
|
|
2,029,153 |
|
Dun & Bradstreet Corp. |
|
|
|
|
|
|
|
|
|
|
|
|
2022 Incremental Term Loan B2, (1-mo. CME Term SOFR + 3.00%), 8.32%, 01/18/29 |
|
|
|
|
|
|
301 |
|
|
|
300,506 |
|
2023 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.17%, 02/06/26 |
|
|
|
|
|
|
1,942 |
|
|
|
1,937,267 |
|
Element Materials Technology Group U.S. Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2022 USD Delayed Draw Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.74%, 07/06/29 |
|
|
|
|
|
|
307 |
|
|
|
303,125 |
|
2022 USD Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.74%, 07/06/29 |
|
|
|
|
|
|
666 |
|
|
|
656,770 |
|
Fleetcor Technologies Operating Co. LLC, Series C, 2021 Term Loan B4, (1-mo. CME Term SOFR + 1.75%),
7.17%, 04/28/28 |
|
|
|
|
|
|
940 |
|
|
|
935,919 |
|
Galaxy U.S. Opco, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.75%), 10.07%,
04/29/29 |
|
|
|
|
|
|
979 |
|
|
|
931,424 |
|
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1-mo. LIBOR US + 3.75%) , 9.20%,
07/11/25 |
|
|
|
|
|
|
299 |
|
|
|
299,027 |
|
Trans Union LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2019 Term Loan B5, (1-mo. CME Term SOFR + 1.75%), 7.17%, 11/16/26 |
|
|
|
|
|
|
746 |
|
|
|
744,246 |
|
2021 Term Loan B6, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%), 7.68%, 12/01/28 |
|
|
|
|
|
|
1,249 |
|
|
|
1,247,730 |
|
VS Buyer LLC, Term Loan B, (1-mo. CME Term SOFR + 3.25%), 8.67%, 02/28/27 |
|
|
|
|
|
|
1,056 |
|
|
|
1,050,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,551,918 |
|
|
Real Estate Management & Development 0.3% |
|
Cushman & Wakefield U.S. Borrower LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.18%, 08/21/25 |
|
|
|
|
|
|
47 |
|
|
|
46,791 |
|
2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.67%, 01/31/30 |
|
|
|
|
|
|
895 |
|
|
|
878,430 |
|
2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%), 9.32%, 01/31/30 |
|
|
|
|
|
|
445 |
|
|
|
440,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,365,771 |
|
|
Semiconductors & Semiconductor Equipment 0.2% |
|
MKS Instruments, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2022 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%), 8.17%, 08/17/29 |
|
|
|
|
|
|
753 |
|
|
|
751,932 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
24 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Semiconductors & Semiconductor Equipment (continued) |
|
MKS Instruments, Inc. (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2023 Term Loan B, 10/03/30(o) |
|
|
|
|
|
|
165 |
|
|
$ |
164,582 |
|
Synaptics, Inc., Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.91%, 12/02/28 |
|
|
USD |
|
|
|
251 |
|
|
|
249,259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,165,773 |
|
|
|
|
|
Software 6.1% |
|
|
|
|
|
|
|
|
|
Applied Systems, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 6.75%), 12.14%, 09/17/27 |
|
|
|
|
|
|
90 |
|
|
|
90,131 |
|
2022 Extended 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%),
9.89%, 09/18/26 |
|
|
|
|
|
|
244 |
|
|
|
244,801 |
|
Barracuda Networks, Inc., 2022 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 4.50%),
9.87%, 08/15/29 |
|
|
|
|
|
|
475 |
|
|
|
469,855 |
|
Boxer Parent Co., Inc., 2021 USD Term Loan, (1-mo. CME Term SOFR + 3.75%), 9.18%, 10/02/25 |
|
|
|
|
|
|
560 |
|
|
|
558,648 |
|
CCC Intelligent Solutions, Inc., Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.25%),
7.68%, 09/21/28 |
|
|
|
|
|
|
721 |
|
|
|
718,602 |
|
Central Parent, Inc., 2022 USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 4.25%),
9.64%, 07/06/29 |
|
|
|
|
|
|
1,198 |
|
|
|
1,197,301 |
|
Cloud Software Group, Inc., 2022 USD Term Loan B, (3-mo. CEM Term SOFR + 4.50%),
9.99%, 03/30/29 |
|
|
|
|
|
|
2,916 |
|
|
|
2,799,705 |
|
Cloudera, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Second Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 6.00%), 11.42%, 10/08/29 |
|
|
|
|
|
|
457 |
|
|
|
431,865 |
|
2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.17%, 10/08/28(d) |
|
|
|
|
|
|
377 |
|
|
|
369,746 |
|
Cornerstone OnDemand, Inc., 2021 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.18%, 10/16/28 |
|
|
|
|
|
|
452 |
|
|
|
428,922 |
|
Delta TopCo, Inc., 2020 2nd Lien Term Loan, (6-mo. CME Term SOFR at 0.75% Floor + 7.25%),
12.57%, 12/01/28(d) |
|
|
|
|
|
|
186 |
|
|
|
177,630 |
|
E2open LLC, 2020 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 02/04/28 |
|
|
|
|
|
|
112 |
|
|
|
111,484 |
|
Genesys Cloud Services Holdings II LLC, 2020 USD Term Loan B4, (1-mo. CME Term SOFR at 0.75% Floor +
4.00%), 9.43%, 12/01/27 |
|
|
|
|
|
|
1,546 |
|
|
|
1,545,765 |
|
Helios Software Holdings, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.74%,
07/18/30 |
|
|
|
|
|
|
556 |
|
|
|
552,803 |
|
Informatica LLC, 2021 USD Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.18%, 10/27/28 |
|
|
|
|
|
|
1,224 |
|
|
|
1,218,522 |
|
Instructure Holdings, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%),
8.68%, 10/30/28 |
|
|
|
|
|
|
307 |
|
|
|
306,361 |
|
Magenta Buyer LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 USD 1st Lien Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + 5.00%),
10.63%, 07/27/28 |
|
|
|
|
|
|
1,010 |
|
|
|
748,246 |
|
2021 USD 2nd Lien Term Loan, (3-mo. LIBOR US at 0.75% Floor + 8.25%), 13.88%, 07/27/29 |
|
|
|
|
|
|
936 |
|
|
|
430,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Software (continued) |
|
|
|
|
|
|
|
|
|
McAfee Corp., 2022 USD Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%),
9.18%, 03/01/29 |
|
|
USD |
|
|
|
1,621 |
|
|
$ |
1,581,441 |
|
MH Sub I LLC |
|
|
|
|
|
|
|
|
|
|
|
|
2021 2nd Lien Term Loan, (1-mo. CME Term SOFR + 6.25%), 11.57%, 02/23/29 |
|
|
|
|
|
|
1,005 |
|
|
|
887,518 |
|
2023 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.25%), 9.57%, 05/03/28 |
|
|
|
|
|
|
3,277 |
|
|
|
3,166,336 |
|
NortonLifeLock, Inc., 2022 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.00%),
7.42%, 09/12/29 |
|
|
|
|
|
|
761 |
|
|
|
758,363 |
|
Proofpoint, Inc., 1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%),
8.68%, 08/31/28 |
|
|
|
|
|
|
2,370 |
|
|
|
2,348,216 |
|
RealPage, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
1st Lien Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.00%), 8.43%, 04/24/28 |
|
|
|
|
|
|
3,427 |
|
|
|
3,384,018 |
|
2nd Lien Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 6.50%), 11.93%, 04/23/29 |
|
|
|
|
|
|
480 |
|
|
|
480,600 |
|
Severin Acquisition LLC, 2018 Term Loan B, (3-mo. CME Term SOFR + 3.00%), 8.37%, 08/01/25 |
|
|
|
|
|
|
736 |
|
|
|
734,496 |
|
Sophia LP, 2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.92%, 10/07/27 |
|
|
|
|
|
|
741 |
|
|
|
738,382 |
|
SS&C Technologies, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2018 Term Loan B3, (1-mo. CME Term SOFR + 1.75%), 7.18%, 04/16/25 |
|
|
|
|
|
|
464 |
|
|
|
464,058 |
|
2018 Term Loan B4, (1-mo. CME Term SOFR + 1.75%), 7.18%, 04/16/25 |
|
|
|
|
|
|
438 |
|
|
|
437,946 |
|
UKG, Inc., 2021 2nd Lien Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 5.25%), 10.62%,
05/03/27 |
|
|
|
|
|
|
788 |
|
|
|
786,149 |
|
Ultimate Software Group, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan, (3-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.62%, 05/04/26 |
|
|
|
|
|
|
58 |
|
|
|
57,492 |
|
Term Loan B, (3-mo. CME Term SOFR + 3.75%), 9.22%, 05/04/26 |
|
|
|
|
|
|
762 |
|
|
|
760,142 |
|
Voyage Australia Pty. Ltd., USD Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.50%), 9.09%,
07/20/28 |
|
|
|
|
|
|
134 |
|
|
|
132,261 |
|
ZoomInfo LLC, 2023 Term Loan B, (1-mo. CME Term SOFR + 2.75%), 8.17%, 02/28/30 |
|
|
|
|
|
|
88 |
|
|
|
88,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
29,206,465 |
|
|
|
|
|
Specialty Retail 1.4% |
|
|
|
|
|
|
|
|
|
CD&R Firefly Bidco Ltd., 2023 GBP Term Loan B5, (3-mo. SONIA + 6.00%),
11.04%, 06/21/28 |
|
|
GBP |
|
|
|
1,000 |
|
|
|
1,188,987 |
|
EG America LLC, 2018 USD Term Loan, (1-mo. SOFR + 4.00%), 9.41%, 02/07/25 |
|
|
USD |
|
|
|
1,020 |
|
|
|
1,002,406 |
|
EG Group Ltd., 2021 Term Loan, (1-mo. CME Term SOFR + 4.25%), 9.73%, 03/31/26 |
|
|
|
|
|
|
214 |
|
|
|
214,000 |
|
Mavis Tire Express Services Corp., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 4.00%),
9.43%, 05/04/28 |
|
|
|
|
|
|
1,258 |
|
|
|
1,253,639 |
|
PetSmart, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.17%, 02/11/28 |
|
|
|
|
|
|
1,606 |
|
|
|
1,598,853 |
|
Pilot Travel Centers LLC, 2021 Term Loan B, (1-mo. CME Term SOFR + 2.00%), 7.42%, 08/04/28 |
|
|
|
|
|
|
755 |
|
|
|
753,514 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Specialty Retail (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Restoration Hardware, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2022 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 3.25%), 8.67%, 10/20/28 |
|
|
USD |
|
|
|
361 |
|
|
$ |
346,173 |
|
Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 2.50%), 7.93%, 10/20/28 |
|
|
|
|
|
|
312 |
|
|
|
299,175 |
|
RVR Dealership Holdings LLC, Term Loan B, (3-mo. CME Term SOFR at 0.75% Floor + 3.75%),
9.25%, 02/08/28(d) |
|
|
|
|
|
|
96 |
|
|
|
85,497 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,742,244 |
|
|
Technology Hardware, Storage & Peripherals 0.0% |
|
Electronics for Imaging, Inc., Term Loan, (1-mo. CME Term SOFR + 5.00%), 10.42%, 07/23/26 |
|
|
|
|
|
|
276 |
|
|
|
181,886 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.1% |
|
Crocs, Inc., 2023 Term Loan B, (3-mo. CME Term SOFR at 0.50% Floor + 3.00%),
8.53%, 02/20/29 |
|
|
|
|
|
|
399 |
|
|
|
399,574 |
|
Hanesbrands, Inc., 2023 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.75%), 9.07%, 03/08/30(d) |
|
|
|
|
|
|
238 |
|
|
|
232,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
632,029 |
|
|
Trading Companies & Distributors 1.2% |
|
Beacon Roofing Supply, Inc., 2021 Term Loan B, (1-mo. CME Term SOFR + 2.25%),
7.68%, 05/19/28 |
|
|
|
|
|
|
608 |
|
|
|
607,221 |
|
Core & Main LP, 2021 Term Loan B, (3-mo. CME Term SOFR + 2.50%), 7.84%, 07/27/28 |
|
|
|
|
|
|
1,796 |
|
|
|
1,790,581 |
|
SRS Distribution, Inc. |
|
|
|
|
|
|
|
|
|
|
|
|
2021 Term Loan B, (1-mo. CME Term SOFR at 0.50% Floor + 3.50%), 8.93%, 06/02/28 |
|
|
|
|
|
|
1,805 |
|
|
|
1,785,405 |
|
2022 Incremental Term Loan, (1-mo. CME Term SOFR + 3.50%), 8.92%, 06/02/28 |
|
|
|
|
|
|
404 |
|
|
|
399,465 |
|
TMK Hawk Parent Corp.(d) |
|
|
|
|
|
|
|
|
|
|
|
|
2020 Super Priority First Out Term Loan A, (3-mo. CME Term SOFR + 9.50%), 15.17%, 05/30/24 |
|
|
|
|
|
|
164 |
|
|
|
162,370 |
|
2020 Super Priority Second Out Term Loan B, (3-mo. CME Term SOFR + 3.50%), 9.17%, 08/28/24 |
|
|
|
|
|
|
1,297 |
|
|
|
830,124 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,575,166 |
|
|
|
|
|
Transportation Infrastructure 0.3% |
|
|
|
|
|
|
|
|
|
Apple Bidco LLC, 2022 Incremental Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 4.00%),
9.32%, 09/22/28 |
|
|
|
|
|
|
358 |
|
|
|
356,604 |
|
KKR Apple Bidco LLC, 2021 Term Loan, (1-mo. CME Term SOFR at 0.50% Floor + 2.75%),
8.18%, 09/22/28 |
|
|
|
|
|
|
476 |
|
|
|
472,290 |
|
OLA Netherlands BV, Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + 6.25%), 11.57%, 12/15/26(d) |
|
|
|
|
|
|
628 |
|
|
|
621,892 |
|
Rand Parent LLC, 2023 Term Loan B, (3-mo. CME Term SOFR + 4.25%), 9.64%, 03/17/30 |
|
|
|
|
|
|
160 |
|
|
|
155,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,605,842 |
|
|
Wireless Telecommunication Services 0.4% |
|
Digicel International, 2017 Term Loan B1, 05/27/24(o) |
|
|
|
18 |
|
|
|
16,277 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Wireless Telecommunication Services (continued) |
|
Digicel International Finance Ltd., 2017 Term Loan B, (3-mo. LIBOR US + 3.25%), 8.90%, 05/28/24 |
|
|
USD |
|
|
|
420 |
|
|
$ |
376,555 |
|
GOGO Intermediate Holdings LLC, Term Loan B, (1-mo. CME Term SOFR at 0.75% Floor + 3.75%), 9.18%,
04/30/28 |
|
|
|
|
|
|
367 |
|
|
|
365,729 |
|
SBA Senior Finance II LLC, 2018 Term Loan B, (1-mo. CME Term SOFR + 1.75%), 7.17%, 04/11/25 |
|
|
|
|
|
|
1,044 |
|
|
|
1,043,134 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,801,695 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Floating Rate Loan Interests 60.6% (Cost: $296,852,983) |
|
|
|
|
|
|
|
292,590,694 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign Agency Obligations |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bahrain 0.1% |
|
|
|
|
|
|
|
|
|
Bahrain Government International Bond,
6.75%, 09/20/29(e) |
|
|
|
|
|
|
200 |
|
|
|
195,882 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Chile 0.0% |
|
|
|
|
|
|
|
|
|
Chile Government International Bond, 4.34%,
03/07/42(h) |
|
|
|
|
|
|
200 |
|
|
|
161,234 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Colombia 0.1% |
|
|
|
|
|
|
|
|
|
Colombia Government International Bond(h) |
|
|
|
|
|
|
|
|
|
|
|
|
3.13%, 04/15/31 |
|
|
|
|
|
|
430 |
|
|
|
317,555 |
|
8.00%, 04/20/33 |
|
|
|
|
|
|
200 |
|
|
|
197,594 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
515,149 |
|
|
|
|
|
Dominican Republic 0.1% |
|
|
|
|
|
|
|
|
|
Dominican Republic International Bond(b) |
|
|
|
|
|
|
|
|
|
|
|
|
4.50%, 01/30/30 |
|
|
|
|
|
|
200 |
|
|
|
169,034 |
|
7.05%, 02/03/31 |
|
|
|
|
|
|
150 |
|
|
|
144,686 |
|
4.88%, 09/23/32(h) |
|
|
|
|
|
|
300 |
|
|
|
243,507 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
557,227 |
|
|
|
|
|
Egypt 0.0% |
|
|
|
|
|
|
|
|
|
Egypt Government International Bond, 7.50%,
02/16/61(b) |
|
|
|
|
|
|
200 |
|
|
|
100,398 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Guatemala 0.0% |
|
|
|
|
|
|
|
|
|
Guatemala Government Bond, 4.65%, 10/07/41(b) |
|
|
|
|
|
|
200 |
|
|
|
147,206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Ivory Coast 0.0% |
|
|
|
|
|
|
|
|
|
Ivory Coast Government International Bond, 6.38%,
03/03/28(e)(h) |
|
|
|
|
|
|
200 |
|
|
|
186,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Morocco 0.0% |
|
|
|
|
|
|
|
|
|
Morocco Government International Bond, 2.38%,
12/15/27(b) |
|
|
|
|
|
|
200 |
|
|
|
171,326 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nigeria 0.0% |
|
|
|
|
|
|
|
|
|
Nigeria Government International Bond, 8.38%,
03/24/29(b) |
|
|
|
|
|
|
200 |
|
|
|
171,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oman 0.1% |
|
|
|
|
|
|
|
|
|
Oman Government International Bond, 6.50%,
03/08/47(e) |
|
|
|
|
|
|
308 |
|
|
|
274,443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Romania 0.1% |
|
|
|
|
|
|
|
|
|
Romanian Government International Bond 5.25%,
11/25/27(b) |
|
|
|
|
|
|
62 |
|
|
|
60,206 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
26 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Romania (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Romanian Government International Bond (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
2.50%, 02/08/30(e) |
|
|
EUR |
|
|
|
138 |
|
|
$ |
119,274 |
|
2.12%, 07/16/31(e) |
|
|
|
|
|
|
156 |
|
|
|
121,963 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
301,443 |
|
|
|
|
|
South Africa 0.1% |
|
|
|
|
|
|
|
|
|
Republic of South Africa Government International Bond |
|
|
|
|
|
|
|
|
|
|
|
|
4.85%, 09/30/29 |
|
|
USD |
|
|
|
200 |
|
|
|
171,238 |
|
5.00%, 10/12/46 |
|
|
|
|
|
|
230 |
|
|
|
141,857 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
313,095 |
|
|
|
|
|
Sri Lanka 0.1% |
|
|
|
|
|
|
|
|
|
Sri Lanka Government
International Bond(e)(f)(i) |
|
|
|
|
|
|
|
|
|
|
|
|
6.85%, 03/14/24(h) |
|
|
|
|
|
|
200 |
|
|
|
94,440 |
|
6.35%, 06/28/24 |
|
|
|
|
|
|
200 |
|
|
|
94,652 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
189,092 |
|
|
|
|
|
Ukraine 0.0% |
|
|
|
|
|
|
|
|
|
Ukraine Government International Bond(f)(i) |
|
|
|
|
|
|
|
|
|
|
|
|
9.75%, 11/01/30(e) |
|
|
|
|
|
|
236 |
|
|
|
69,620 |
|
7.25%, 03/15/35(b) |
|
|
|
|
|
|
200 |
|
|
|
52,300 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
121,920 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Foreign Agency Obligations 0.7% (Cost: $4,275,163) |
|
|
|
|
|
|
|
3,406,203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
Investment Companies |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed Income Funds 1.5% |
|
|
|
|
|
|
|
|
|
|
|
|
Invesco Senior Loan ETF |
|
|
|
|
|
|
345,501 |
|
|
|
7,252,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Companies 1.5% (Cost: $7,295,938) |
|
|
|
|
|
|
|
|
|
|
7,252,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Par (000) |
|
|
|
|
|
|
Non-Agency Mortgage-Backed Securities |
|
|
|
|
|
|
|
Collateralized Mortgage Obligations 2.4% |
|
|
|
|
|
Alternative Loan Trust |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 |
|
|
USD |
|
|
|
983 |
|
|
|
537,842 |
|
Series 2006-J8, Class A5, 6.00%, 02/25/37 |
|
|
|
|
|
|
1,755 |
|
|
|
744,377 |
|
Series 2007-19, Class 1A1, 6.00%, 08/25/37 |
|
|
|
|
|
|
545 |
|
|
|
273,139 |
|
CHL Mortgage Pass-Through Trust |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2005-17, Class 1A6, 5.50%, 09/25/35 |
|
|
|
|
|
|
93 |
|
|
|
84,587 |
|
Series 2006-17, Class A2, 6.00%, 12/25/36 |
|
|
|
|
|
|
612 |
|
|
|
238,909 |
|
Series 2007-HY5, Class 3A1, 5.06%, 09/25/37(a) |
|
|
|
|
|
|
240 |
|
|
|
209,080 |
|
COLT Mortgage Loan Trust(b)(c) |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2022-7, Class A1, 5.16%, 04/25/67 |
|
|
|
|
|
|
2,074 |
|
|
|
2,019,207 |
|
Series 2022-9, Class A1, 6.79%, 12/25/67 |
|
|
|
|
|
|
275 |
|
|
|
275,271 |
|
Ellington Financial Mortgage Trust, Series 2021-2, Class A1, 0.93%, 06/25/66(a)(b) |
|
|
|
|
|
|
208 |
|
|
|
162,143 |
|
GCAT Trust, Series 2022-NQM3, Class A1,
4.35%, 04/25/67(a)(b) |
|
|
|
|
|
|
1,437 |
|
|
|
1,335,882 |
|
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 4.63%, 10/25/35(a) |
|
|
|
|
|
|
304 |
|
|
|
166,351 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
Collateralized Mortgage Obligations (continued) |
|
JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1, 4.75%, 01/25/63(a)(b) |
|
|
USD |
|
|
|
382 |
|
|
$ |
351,190 |
|
OBX Trust |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2022-NQM9, Class A1A,
6.45%, 09/25/62(b)(c) |
|
|
|
|
|
|
91 |
|
|
|
90,997 |
|
Series 2023-NQM6, Class A1, 6.52%, 07/25/63 |
|
|
|
|
|
|
1,173 |
|
|
|
1,173,933 |
|
Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A, 4.10%, 07/25/57(b)(c) |
|
|
|
|
|
|
576 |
|
|
|
533,466 |
|
Verus Securitization Trust(b)(c) |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2022-3, Class A1, 4.13%, 02/25/67 |
|
|
|
|
|
|
1,394 |
|
|
|
1,254,002 |
|
Series 2022-7, Class A1, 5.15%, 07/25/67 |
|
|
|
|
|
|
1,661 |
|
|
|
1,616,068 |
|
Series 2022-INV2, Class A1, 6.79%, 10/25/67 |
|
|
|
|
|
|
421 |
|
|
|
420,542 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11,486,986 |
|
|
Commercial Mortgage-Backed Securities(b) 0.9% |
|
BX Commercial Mortgage Trust(a) |
|
|
|
|
|
|
|
|
|
|
|
|
Series 2019-XL, Class A, (1-mo. Term SOFR + 1.03%), 6.37%, 10/15/36 |
|
|
|
|
|
|
932 |
|
|
|
928,683 |
|
Series 2021-CIP, Class A, (1-mo. Term SOFR + 1.04%), 6.37%, 12/15/38 |
|
|
|
|
|
|
1,000 |
|
|
|
978,669 |
|
Series 2021-XL2, Class A, (1-mo. Term SOFR + 0.80%), 6.14%, 10/15/38 |
|
|
|
|
|
|
383 |
|
|
|
374,250 |
|
BX Trust, Series 2022 VAMF, Class A, (1-mo. Term SOFR + 0.85%), 6.18%, 01/15/39(a) |
|
|
|
|
|
|
1,200 |
|
|
|
1,174,406 |
|
Citigroup Commercial Mortgage Trust, Series 2019- SMRT, Class A, 4.15%, 01/10/36 |
|
|
|
|
|
|
800 |
|
|
|
798,494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,254,502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Non-Agency Mortgage-Backed Securities 3.3% (Cost: $16,941,700) |
|
|
|
15,741,488 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Benefical
Interest (000) |
|
|
|
|
|
|
Other Interests |
|
|
|
|
|
|
|
Capital Markets 0.0% |
|
|
|
|
|
Millennium Lender Claim Trust(d)(q) |
|
|
USD |
|
|
|
918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates 0.0% |
|
|
|
|
|
Millennium Corp. Claim(d)(q) |
|
|
|
|
|
|
861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Other Interests 0.0% (Cost: $ ) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Par
(000) |
|
|
|
|
|
|
Preferred Securities |
|
|
|
|
|
|
|
Capital Trusts
3.8%(a) |
|
|
|
|
|
|
|
Automobiles 0.1% |
|
|
|
|
General Motors Financial Co., Inc., Series C,
5.70%(j) |
|
|
USD |
|
|
|
365 |
|
|
|
311,932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Banks(j) 1.0% |
|
|
|
|
AIB Group PLC, 5.25%(e) |
|
|
EUR |
|
|
|
200 |
|
|
|
201,406 |
|
Bank of East Asia Ltd., 5.88%(e) |
|
|
USD |
|
|
|
250 |
|
|
|
215,137 |
|
ING Groep NV, 3.88%(h) |
|
|
|
|
|
|
1,750 |
|
|
|
1,262,592 |
|
Nordea Bank Abp, 3.75%(b)(h) |
|
|
|
|
|
|
560 |
|
|
|
407,195 |
|
PNC Financial Services Group, Inc.(h)
Series V, 6.20% |
|
|
|
|
|
|
290 |
|
|
|
266,512 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Par (000) |
|
|
Value |
|
|
|
|
|
Banks (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
PNC Financial Services Group, Inc.(h)
(continued) |
|
|
|
|
|
|
|
|
|
|
|
|
Series W, 6.25% |
|
|
USD |
|
|
|
289 |
|
|
$ |
247,735 |
|
Rizal Commercial Banking Corp., 6.50%(e) |
|
|
|
|
|
|
200 |
|
|
|
181,476 |
|
Wells Fargo & Co.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
7.63% |
|
|
|
|
|
|
439 |
|
|
|
442,585 |
|
Series S, 5.90% |
|
|
|
|
|
|
1,500 |
|
|
|
1,469,933 |
|
Woori Bank, 4.25%(e) |
|
|
|
|
|
|
250 |
|
|
|
240,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,935,086 |
|
|
|
Diversified Telecommunication Services 0.1% |
|
|
|
|
Telefonica Europe BV, 6.14%(e)(j) |
|
|
EUR |
|
|
|
200 |
|
|
|
203,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Electric Utilities 0.4% |
|
|
|
|
Edison International, Series B, 5.00%(j) |
|
|
USD |
|
|
|
175 |
|
|
|
149,568 |
|
EDP - Energias de Portugal SA, 5.94%,
04/23/83(e) |
|
|
EUR |
|
|
|
100 |
|
|
|
104,668 |
|
Electricite de France SA, 3.00%(e)(j) |
|
|
|
|
|
|
200 |
|
|
|
178,824 |
|
NextEra Energy Capital Holdings, Inc., 5.65%,
05/01/79(h) |
|
|
USD |
|
|
|
1,750 |
|
|
|
1,611,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,044,532 |
|
|
|
Financial Services(j) 2.0% |
|
|
|
|
Bank of America Corp.(h) |
|
|
|
|
|
|
|
|
|
|
|
|
Series DD, 6.30% |
|
|
|
|
|
|
215 |
|
|
|
210,934 |
|
Series X, 6.25% |
|
|
|
|
|
|
1,929 |
|
|
|
1,897,814 |
|
Series Z, 6.50% |
|
|
|
|
|
|
143 |
|
|
|
142,086 |
|
Barclays PLC |
|
|
|
|
|
|
|
|
|
|
|
|
4.38%(h) |
|
|
|
|
|
|
455 |
|
|
|
315,789 |
|
8.00% |
|
|
|
|
|
|
210 |
|
|
|
188,463 |
|
BNP Paribas SA, 6.88%(e) |
|
|
EUR |
|
|
|
200 |
|
|
|
200,856 |
|
Citigroup, Inc., 7.63% |
|
|
USD |
|
|
|
223 |
|
|
|
217,559 |
|
Credit Agricole SA, 4.75%(b)(h) |
|
|
|
|
|
|
200 |
|
|
|
151,941 |
|
HSBC Holdings PLC, 6.00%(h) |
|
|
|
|
|
|
415 |
|
|
|
368,977 |
|
JPMorgan Chase & Co., Series FF,
5.00%(h) |
|
|
|
|
|
|
2,000 |
|
|
|
1,933,140 |
|
Lloyds Banking Group PLC |
|
|
|
|
|
|
|
|
|
|
|
|
8.00% |
|
|
|
|
|
|
265 |
|
|
|
237,564 |
|
7.50%(h) |
|
|
|
|
|
|
1,250 |
|
|
|
1,167,845 |
|
NatWest Group PLC, 6.00%(h) |
|
|
|
|
|
|
1,185 |
|
|
|
1,087,428 |
|
Societe Generale SA, 5.38%(b)(h) |
|
|
|
|
|
|
2,250 |
|
|
|
1,604,419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,724,815 |
|
|
Independent Power and Renewable Electricity Producers(b)(j) 0.2% |
|
NRG Energy, Inc., 10.25%(h) |
|
|
|
|
|
|
452 |
|
|
|
442,691 |
|
Vistra Corp., 7.00% |
|
|
|
|
|
|
240 |
|
|
|
219,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
661,691 |
|
|
|
Media 0.0% |
|
|
|
|
SES SA, 2.88%(e)(j) |
|
|
EUR |
|
|
|
100 |
|
|
|
92,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels 0.0% |
|
|
|
|
Abertis Infraestructuras Finance BV,
3.25%(e)(j) |
|
|
|
|
|
|
100 |
|
|
|
96,374 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 0.0% |
|
|
|
|
Vodafone Group PLC, 2.63%, 08/27/80(e) |
|
|
|
|
|
|
100 |
|
|
|
96,226 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,166,134 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Shares |
|
|
Value |
|
|
|
|
|
Preferred Stocks 0.5% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Markets(a)(j) 0.5% |
|
|
|
|
Morgan Stanley |
|
|
|
|
|
|
|
|
|
|
|
|
Series F |
|
|
|
|
|
|
55,000 |
|
|
$ |
1,375,000 |
|
Series K |
|
|
|
|
|
|
53,253 |
|
|
|
1,237,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,612,067 |
|
|
|
Wireless Telecommunication Services 0.0% |
|
|
|
|
CF-B L2 (D) LLC, (Acquired 04/08/15, Cost:
$136,229)(g) |
|
|
|
|
|
|
139,135 |
|
|
|
932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,612,999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Preferred Securities 4.3% (Cost: $23,855,551) |
|
|
|
|
|
|
|
|
|
|
20,779,133 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Par (000) |
|
|
|
|
|
U.S. Government Sponsored Agency Securities |
|
|
|
Commercial Mortgage-Backed Securities 0.1% |
|
|
|
|
|
Freddie Mac Multifamily Structured Pass-Through Certificates, Series K042, Class X1, 1.15%, 12/25/24(a) |
|
|
USD |
|
|
|
31,500 |
|
|
|
306,719 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Mortgage-Backed Securities(l)(r) 4.4% |
|
|
|
|
Uniform Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
|
|
|
|
3.50%, 10/12/53 |
|
|
|
|
|
|
9,000 |
|
|
|
7,739,297 |
|
5.00%, 10/12/53 |
|
|
|
|
|
|
9,600 |
|
|
|
9,057,000 |
|
5.50%, 10/12/53 |
|
|
|
|
|
|
4,600 |
|
|
|
4,445,289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21,241,586 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total U.S. Government Sponsored Agency Securities 4.5% (Cost:
$22,010,271) |
|
|
|
21,548,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
Warrants |
|
|
|
|
|
|
|
Consumer Discretionary 0.0% |
|
|
|
|
|
Service King (Carnelian Point), (Exercisable 01/14/23, 1 Share for 1 Warrant, Expires 06/30/27, Strike Price
USD 10.00)(f) |
|
|
|
|
|
|
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)(f) |
|
|
|
|
|
|
345 |
|
|
|
7,352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Warrants 0.0% (Cost: $ ) |
|
|
|
|
|
|
|
|
|
|
7,352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Long-Term Investments 155.7% (Cost: $796,814,554) |
|
|
|
|
|
|
|
|
|
|
752,117,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
28 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
|
Shares |
|
|
Value |
|
|
|
|
Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds 0.3% |
|
|
|
|
|
|
|
|
|
BlackRock Liquidity Funds, T-Fund, Institutional Class,
5.23%(s)(t) |
|
|
|
|
|
|
1,512,322 |
|
|
$ |
1,512,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Securities 0.3% (Cost: $1,512,322) |
|
|
|
|
|
|
|
|
|
|
1,512,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments 156.0% (Cost: $798,326,876) |
|
|
|
|
|
|
|
|
|
|
753,629,968 |
|
|
|
Liabilities in Excess of Other Assets (56.0)% |
|
|
|
(270,453,189 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets 100.0% |
|
|
|
|
|
|
|
|
|
$ |
483,176,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period
end. Security description also includes the reference rate and spread if published and available. |
(b) |
Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities
may be resold in transactions exempt from registration to qualified institutional investors. |
(c) |
Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular
intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(d) |
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
|
(e) |
This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the
Securities Act of 1933. |
(f) |
Non-income producing security. |
(g) |
Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value
of $45,443, representing less than 0.05% of its net assets as of period end, and an original cost of $172,521. |
(h) |
All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase
agreements. |
(i) |
Issuer filed for bankruptcy and/or is in default. |
(j) |
Perpetual security with no stated maturity date. |
(k) |
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. |
(l) |
When-issued security. |
(m) |
Convertible security. |
(o) |
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. |
(p) |
Rounds to less than 1,000. |
(q) |
Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.
|
(r) |
Represents or includes a TBA transaction. |
(s) |
Affiliate of the Fund. |
(t) |
Annualized 7-day yield as of period end.
|
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 September 30, 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
09/30/23 |
|
|
Shares
Held at 09/30/23 |
|
|
Income |
|
|
Capital Gain
Distributions from
Underlying Funds |
|
BlackRock Liquidity Funds, T-Fund, Institutional Class |
|
$ |
1,474,663 |
|
|
$ |
37,659 |
(a) |
|
$ |
|
|
|
$ |
|
|
|
$ |
|
|
|
$ |
1,512,322 |
|
|
|
1,512,322 |
|
|
$ |
101,586 |
|
|
$ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
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. |
|
|
5.50 |
%(b) |
|
|
11/29/22 |
|
|
|
Open |
|
|
$ |
811,250 |
|
|
$ |
844,911 |
|
|
Corporate Bonds |
|
Open/Demand |
HSBC Securities (USA), Inc. |
|
|
5.50 |
(b) |
|
|
12/28/22 |
|
|
|
Open |
|
|
|
670,312 |
|
|
|
695,975 |
|
|
Corporate Bonds |
|
Open/Demand |
HSBC Securities (USA), Inc. |
|
|
5.50 |
(b) |
|
|
12/28/22 |
|
|
|
Open |
|
|
|
900,000 |
|
|
|
934,456 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
4.75 |
(b) |
|
|
12/30/22 |
|
|
|
Open |
|
|
|
191,595 |
|
|
|
198,572 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
06/30/23 |
|
|
|
Open |
|
|
|
182,868 |
|
|
|
185,326 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
07/12/23 |
|
|
|
Open |
|
|
|
926,520 |
|
|
|
937,629 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
07/12/23 |
|
|
|
Open |
|
|
|
734,081 |
|
|
|
743,163 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.50 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
441,750 |
|
|
|
446,744 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.50 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
808,875 |
|
|
|
818,020 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.50 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
457,500 |
|
|
|
462,672 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.55 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
380,100 |
|
|
|
384,437 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.55 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
1,229,375 |
|
|
|
1,243,404 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.55 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
449,375 |
|
|
|
454,503 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.55 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
1,847,500 |
|
|
|
1,868,582 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Bank PLC |
|
|
5.60 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
2,366,250 |
|
|
|
2,393,501 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
07/17/23 |
|
|
|
Open |
|
|
|
144,113 |
|
|
|
145,787 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
Nomura Securities International, Inc. |
|
|
5.48 |
%(b) |
|
|
07/19/23 |
|
|
|
Open |
|
|
$ |
442,470 |
|
|
$ |
447,325 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.67 |
(b) |
|
|
07/20/23 |
|
|
|
Open |
|
|
|
575,392 |
|
|
|
581,844 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.67 |
(b) |
|
|
07/20/23 |
|
|
|
Open |
|
|
|
431,685 |
|
|
|
436,525 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
07/24/23 |
|
|
|
Open |
|
|
|
913,640 |
|
|
|
923,282 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
07/24/23 |
|
|
|
Open |
|
|
|
1,249,755 |
|
|
|
1,262,944 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.15 |
(b) |
|
|
07/25/23 |
|
|
|
Open |
|
|
|
262,650 |
|
|
|
265,139 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
07/25/23 |
|
|
|
Open |
|
|
|
251,680 |
|
|
|
254,208 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
07/25/23 |
|
|
|
Open |
|
|
|
550,500 |
|
|
|
556,029 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.50 |
(b) |
|
|
07/26/23 |
|
|
|
Open |
|
|
|
682,055 |
|
|
|
688,871 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
07/27/23 |
|
|
|
Open |
|
|
|
264,615 |
|
|
|
267,273 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
07/28/23 |
|
|
|
Open |
|
|
|
187,773 |
|
|
|
189,531 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
07/28/23 |
|
|
|
Open |
|
|
|
350,323 |
|
|
|
353,695 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.47 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
873,750 |
|
|
|
881,981 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.49 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
2,315,651 |
|
|
|
2,337,546 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.25 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
320,152 |
|
|
|
323,046 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.35 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
262,748 |
|
|
|
265,168 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.35 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
532,496 |
|
|
|
537,403 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
816,377 |
|
|
|
824,040 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
601,895 |
|
|
|
607,648 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
1,085,962 |
|
|
|
1,096,343 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
263,301 |
|
|
|
265,817 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
593,687 |
|
|
|
599,362 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
327,025 |
|
|
|
330,151 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
440,800 |
|
|
|
445,013 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
502,330 |
|
|
|
507,131 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
07/31/23 |
|
|
|
Open |
|
|
|
658,800 |
|
|
|
665,210 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.47 |
(b) |
|
|
08/02/23 |
|
|
|
Open |
|
|
|
405,131 |
|
|
|
408,825 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
(1.75 |
)(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
245,164 |
|
|
|
244,496 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
145,500 |
|
|
|
146,745 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
133,705 |
|
|
|
134,859 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
287,906 |
|
|
|
290,392 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
329,085 |
|
|
|
331,926 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
201,294 |
|
|
|
203,032 |
|
|
Capital Trusts |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
27,549 |
|
|
|
27,787 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
570,977 |
|
|
|
575,907 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.70 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
299,393 |
|
|
|
302,047 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
4.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
210,755 |
|
|
|
212,230 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.07 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
60,316 |
|
|
|
60,792 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.15 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
169,950 |
|
|
|
171,311 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.30 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
827,647 |
|
|
|
834,471 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.30 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
422,001 |
|
|
|
425,480 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.32 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
826,250 |
|
|
|
833,088 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.37 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
145,508 |
|
|
|
146,723 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.39 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
110,685 |
|
|
|
111,613 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.39 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
286,110 |
|
|
|
288,509 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.41 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
391,310 |
|
|
|
394,603 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.44 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
240,570 |
|
|
|
242,606 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.44 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
215,025 |
|
|
|
216,845 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
274,500 |
|
|
|
276,827 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
158,868 |
|
|
|
160,214 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
339,439 |
|
|
|
342,316 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,440,000 |
|
|
|
1,452,208 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
586,250 |
|
|
|
591,220 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
380,736 |
|
|
|
383,982 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
274,730 |
|
|
|
277,076 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
92,188 |
|
|
|
92,975 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
266,438 |
|
|
|
268,713 |
|
|
Capital Trusts |
|
Open/Demand |
BNP Paribas SA |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
467,325 |
|
|
|
471,316 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,216,687 |
|
|
|
1,227,097 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
966,250 |
|
|
|
974,562 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
927,500 |
|
|
|
935,479 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
30 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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 SA |
|
|
5.54 |
%(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
$ |
1,789,147 |
|
|
$ |
1,804,566 |
|
|
Capital Trusts |
|
Open/Demand |
BNP Paribas SA |
|
|
5.56 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
506,325 |
|
|
|
510,704 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
637,200 |
|
|
|
642,800 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.68 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
336,785 |
|
|
|
339,761 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.68 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
331,200 |
|
|
|
334,126 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.70 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,431,562 |
|
|
|
1,444,256 |
|
|
Capital Trusts |
|
Open/Demand |
BNP Paribas SA |
|
|
5.70 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,060,937 |
|
|
|
1,070,344 |
|
|
Capital Trusts |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
621,250 |
|
|
|
626,565 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.52 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
172,200 |
|
|
|
173,679 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.52 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
317,156 |
|
|
|
319,880 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.52 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
172,250 |
|
|
|
173,729 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
445,550 |
|
|
|
449,397 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.57 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
286,634 |
|
|
|
289,117 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.59 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
265,000 |
|
|
|
267,304 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.59 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
387,090 |
|
|
|
390,456 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.59 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
271,180 |
|
|
|
273,538 |
|
|
Corporate Bonds |
|
Open/Demand |
Credit Agricole Corporate and Investment Bank |
|
|
5.61 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
849,800 |
|
|
|
857,216 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.00 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
242,938 |
|
|
|
244,827 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
202,120 |
|
|
|
203,834 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,137,767 |
|
|
|
1,147,413 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
345,530 |
|
|
|
348,459 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
293,028 |
|
|
|
295,512 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,164,240 |
|
|
|
1,174,110 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
531,812 |
|
|
|
536,404 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
262,194 |
|
|
|
264,457 |
|
|
Capital Trusts |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
647,377 |
|
|
|
652,967 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
329,160 |
|
|
|
332,002 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
216,675 |
|
|
|
218,546 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
307,871 |
|
|
|
310,529 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
434,542 |
|
|
|
438,294 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
544,706 |
|
|
|
549,409 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
4,625,562 |
|
|
|
4,665,188 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
904,399 |
|
|
|
912,207 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
912,340 |
|
|
|
920,217 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
415,388 |
|
|
|
418,974 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
858,850 |
|
|
|
865,998 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
158,595 |
|
|
|
159,947 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
111,214 |
|
|
|
112,162 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
205,494 |
|
|
|
207,245 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
259,740 |
|
|
|
261,954 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
119,531 |
|
|
|
120,550 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
321,500 |
|
|
|
324,241 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
264,000 |
|
|
|
266,250 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
910,000 |
|
|
|
917,757 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
190,193 |
|
|
|
191,814 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
260,440 |
|
|
|
262,660 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
518,362 |
|
|
|
522,781 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
634,694 |
|
|
|
640,104 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
221,835 |
|
|
|
223,726 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
205,410 |
|
|
|
207,161 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
284,299 |
|
|
|
286,722 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
160,885 |
|
|
|
162,262 |
|
|
Foreign Agency Obligations |
|
Open/Demand |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
Nomura Securities International, Inc. |
|
|
5.57 |
%(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
$ |
1,316,460 |
|
|
$ |
1,327,866 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
566,640 |
|
|
|
571,594 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
756,560 |
|
|
|
763,174 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
225,625 |
|
|
|
227,597 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
2,470,785 |
|
|
|
2,492,385 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
355,994 |
|
|
|
359,039 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
875,000 |
|
|
|
882,486 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
266,494 |
|
|
|
268,774 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
400,950 |
|
|
|
404,380 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
798,750 |
|
|
|
805,584 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
330,300 |
|
|
|
333,126 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
394,219 |
|
|
|
397,592 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
155,763 |
|
|
|
157,095 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
750,612 |
|
|
|
757,034 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,348,725 |
|
|
|
1,360,327 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
316,125 |
|
|
|
318,844 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
588,250 |
|
|
|
593,310 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
2,749 |
|
|
|
2,772 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
212,088 |
|
|
|
213,912 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,440,577 |
|
|
|
1,452,970 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
590,570 |
|
|
|
595,742 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
335,685 |
|
|
|
338,625 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
232,470 |
|
|
|
234,506 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
356,589 |
|
|
|
359,712 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
143,426 |
|
|
|
144,687 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
170,625 |
|
|
|
172,125 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
301,000 |
|
|
|
303,645 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
358,530 |
|
|
|
361,681 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
165,538 |
|
|
|
166,992 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
296,901 |
|
|
|
299,511 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
271,800 |
|
|
|
274,189 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
267,908 |
|
|
|
270,262 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
191,250 |
|
|
|
192,931 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
301,703 |
|
|
|
304,354 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
230,505 |
|
|
|
232,531 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
117,004 |
|
|
|
118,032 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
498,482 |
|
|
|
502,864 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
874,470 |
|
|
|
882,156 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
476,280 |
|
|
|
480,466 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
248,063 |
|
|
|
250,243 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
425,722 |
|
|
|
429,464 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
97,879 |
|
|
|
98,739 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
181,905 |
|
|
|
183,504 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
188,100 |
|
|
|
189,753 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
181,200 |
|
|
|
182,793 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
383,125 |
|
|
|
386,492 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,095,710 |
|
|
|
1,105,340 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
144,550 |
|
|
|
145,820 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.67 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
311,395 |
|
|
|
314,142 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
95,250 |
|
|
|
96,063 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
414,413 |
|
|
|
417,952 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
197,056 |
|
|
|
198,739 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
242,500 |
|
|
|
244,571 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
169,044 |
|
|
|
170,487 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
196,826 |
|
|
|
198,507 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.50 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,105,500 |
|
|
|
1,114,958 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.53 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
187,000 |
|
|
|
188,609 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.55 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,956,285 |
|
|
|
1,973,174 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.60 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
150,091 |
|
|
|
151,399 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
800,800 |
|
|
|
807,813 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,109,572 |
|
|
|
1,119,290 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.63 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
1,454,467 |
|
|
|
1,467,205 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
32 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
TD Securities (USA) LLC |
|
|
5.64 |
%(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
$ |
593,221 |
|
|
$ |
598,426 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
551,445 |
|
|
|
556,283 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
247,845 |
|
|
|
250,019 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
88,506 |
|
|
|
89,284 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
521,032 |
|
|
|
525,612 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
472,106 |
|
|
|
476,256 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
433,225 |
|
|
|
437,033 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
394,571 |
|
|
|
398,039 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
474,000 |
|
|
|
478,166 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.67 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
189,500 |
|
|
|
191,171 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.67 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
290,250 |
|
|
|
292,810 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.70 |
(b) |
|
|
08/04/23 |
|
|
|
Open |
|
|
|
509,200 |
|
|
|
513,715 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/10/23 |
|
|
|
Open |
|
|
|
2,094,750 |
|
|
|
2,111,846 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/11/23 |
|
|
|
Open |
|
|
|
1,131,450 |
|
|
|
1,140,406 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/11/23 |
|
|
|
Open |
|
|
|
501,465 |
|
|
|
505,434 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/11/23 |
|
|
|
Open |
|
|
|
1,803,372 |
|
|
|
1,817,647 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/11/23 |
|
|
|
Open |
|
|
|
350,103 |
|
|
|
352,874 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.60 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
708,525 |
|
|
|
713,815 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.25 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
496,775 |
|
|
|
500,252 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
638,600 |
|
|
|
643,286 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
486,937 |
|
|
|
490,606 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
415,480 |
|
|
|
418,610 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
618,880 |
|
|
|
623,543 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/15/23 |
|
|
|
Open |
|
|
|
543,492 |
|
|
|
547,586 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/20/23 |
|
|
|
Open |
|
|
|
536,482 |
|
|
|
538,219 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/21/23 |
|
|
|
Open |
|
|
|
1,172,625 |
|
|
|
1,180,314 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.42 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
131,826 |
|
|
|
132,620 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.47 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
592,352 |
|
|
|
595,953 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.47 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
445,204 |
|
|
|
447,910 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
215,021 |
|
|
|
216,330 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
77,896 |
|
|
|
78,371 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/22/23 |
|
|
|
Open |
|
|
|
307,762 |
|
|
|
309,636 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.25 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
967,432 |
|
|
|
972,935 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
396,875 |
|
|
|
399,261 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
273,438 |
|
|
|
275,082 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
527,242 |
|
|
|
530,413 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
247,100 |
|
|
|
248,586 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
724,020 |
|
|
|
728,373 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
383,544 |
|
|
|
385,850 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
437,419 |
|
|
|
440,049 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
166,023 |
|
|
|
167,008 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.63 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
680,024 |
|
|
|
684,278 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/23/23 |
|
|
|
Open |
|
|
|
791,689 |
|
|
|
796,659 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
451,069 |
|
|
|
453,830 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
491,332 |
|
|
|
494,340 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.62 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
304,520 |
|
|
|
306,374 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
1,680,507 |
|
|
|
1,690,521 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
488,635 |
|
|
|
491,626 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
469,560 |
|
|
|
472,434 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
902,225 |
|
|
|
907,747 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
555,025 |
|
|
|
558,422 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
1,472,460 |
|
|
|
1,481,473 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
608,175 |
|
|
|
611,898 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
444,540 |
|
|
|
447,191 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
466,979 |
|
|
|
469,764 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
367,898 |
|
|
|
370,092 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
353,420 |
|
|
|
355,528 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
323,118 |
|
|
|
325,045 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.67 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
333,750 |
|
|
|
335,800 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.70 |
(b) |
|
|
08/24/23 |
|
|
|
Open |
|
|
|
711,360 |
|
|
|
715,753 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.67 |
(b) |
|
|
08/25/23 |
|
|
|
Open |
|
|
|
474,994 |
|
|
|
477,612 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.67 |
(b) |
|
|
08/25/23 |
|
|
|
Open |
|
|
|
2,267,375 |
|
|
|
2,205,595 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
TD Securities (USA) LLC |
|
|
5.49 |
%(b) |
|
|
08/25/23 |
|
|
|
Open |
|
|
$ |
445,537 |
|
|
$ |
447,916 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.49 |
(b) |
|
|
08/25/23 |
|
|
|
Open |
|
|
|
296,015 |
|
|
|
297,731 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.67 |
(b) |
|
|
08/25/23 |
|
|
|
Open |
|
|
|
1,670,760 |
|
|
|
1,679,970 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
495,805 |
|
|
|
498,327 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
5.55 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
475,709 |
|
|
|
478,129 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
177,541 |
|
|
|
178,411 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
300,720 |
|
|
|
302,195 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
109,701 |
|
|
|
110,239 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
199,477 |
|
|
|
200,455 |
|
|
Foreign Agency Obligations |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.60 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
960,076 |
|
|
|
964,404 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.65 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
109,038 |
|
|
|
109,575 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.65 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
244,388 |
|
|
|
245,592 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.65 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
209,828 |
|
|
|
210,862 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
405,955 |
|
|
|
408,054 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
347,500 |
|
|
|
349,297 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
634,142 |
|
|
|
637,421 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.64 |
(b) |
|
|
08/29/23 |
|
|
|
Open |
|
|
|
631,982 |
|
|
|
635,250 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.63 |
(b) |
|
|
09/01/23 |
|
|
|
Open |
|
|
|
709,279 |
|
|
|
712,274 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.42 |
(b) |
|
|
09/05/23 |
|
|
|
Open |
|
|
|
300,554 |
|
|
|
301,730 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.68 |
(b) |
|
|
09/07/23 |
|
|
|
Open |
|
|
|
643,770 |
|
|
|
646,208 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
09/08/23 |
|
|
|
Open |
|
|
|
142,115 |
|
|
|
142,559 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
09/11/23 |
|
|
|
Open |
|
|
|
112,076 |
|
|
|
112,428 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
4.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
204,188 |
|
|
|
204,672 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.17 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
328,915 |
|
|
|
329,812 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
377,828 |
|
|
|
378,905 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
248,719 |
|
|
|
249,428 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
637,312 |
|
|
|
639,129 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
199,125 |
|
|
|
199,693 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
134,276 |
|
|
|
134,659 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
308,880 |
|
|
|
309,760 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
169,769 |
|
|
|
170,258 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
523,525 |
|
|
|
525,031 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
130,000 |
|
|
|
130,374 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
331,211 |
|
|
|
332,164 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
191,835 |
|
|
|
192,387 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
144,816 |
|
|
|
145,236 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
298,060 |
|
|
|
298,925 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
393,022 |
|
|
|
394,163 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
374,535 |
|
|
|
375,622 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
250,750 |
|
|
|
251,478 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
351,200 |
|
|
|
352,219 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
148,623 |
|
|
|
149,054 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
402,230 |
|
|
|
403,398 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
468,397 |
|
|
|
469,757 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
255,095 |
|
|
|
255,835 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
345,979 |
|
|
|
346,983 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
144,290 |
|
|
|
144,709 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
287,452 |
|
|
|
288,286 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
190,376 |
|
|
|
190,929 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
363,851 |
|
|
|
364,907 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
287,830 |
|
|
|
288,666 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
208,000 |
|
|
|
208,604 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
830,632 |
|
|
|
833,044 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
354,600 |
|
|
|
355,629 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
358,125 |
|
|
|
359,165 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
340,884 |
|
|
|
341,873 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
419,520 |
|
|
|
420,738 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
522,870 |
|
|
|
524,388 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.55 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
767,145 |
|
|
|
769,392 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
180,000 |
|
|
|
180,537 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
677,250 |
|
|
|
679,270 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
502,300 |
|
|
|
503,798 |
|
|
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 |
|
34 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
J.P. Morgan Securities LLC |
|
|
5.65 |
% |
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
$ |
191,580 |
|
|
$ |
192,151 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
241,063 |
|
|
|
241,781 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
295,540 |
|
|
|
296,421 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
192,151 |
|
|
|
192,724 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
341,700 |
|
|
|
342,719 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
517,140 |
|
|
|
518,682 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
511,000 |
|
|
|
512,524 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/12/23 |
|
|
|
10/18/23 |
|
|
|
389,513 |
|
|
|
390,674 |
|
|
Corporate Bonds |
|
Up to 30 Days |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
305,611 |
|
|
|
306,524 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
374,701 |
|
|
|
375,820 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
603,146 |
|
|
|
604,948 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
379,095 |
|
|
|
380,227 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
435,292 |
|
|
|
436,593 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.66 |
(b) |
|
|
09/12/23 |
|
|
|
Open |
|
|
|
353,990 |
|
|
|
355,047 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/13/23 |
|
|
|
10/18/23 |
|
|
|
32,000 |
|
|
|
32,086 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
(3.75 |
) |
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
97,663 |
|
|
|
97,632 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
4.75 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
312,080 |
|
|
|
312,821 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.24 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
125,197 |
|
|
|
125,525 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.45 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
164,750 |
|
|
|
165,199 |
|
|
Capital Trusts |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.45 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
678,760 |
|
|
|
680,610 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.49 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
1,349,812 |
|
|
|
1,353,518 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
346,076 |
|
|
|
347,037 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
542,850 |
|
|
|
544,356 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
260,044 |
|
|
|
260,765 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
1,424,340 |
|
|
|
1,428,293 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
247,431 |
|
|
|
248,118 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
238,543 |
|
|
|
239,204 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
359,098 |
|
|
|
360,094 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
258,400 |
|
|
|
259,117 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.55 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
874,605 |
|
|
|
877,032 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.60 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
436,667 |
|
|
|
437,890 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.60 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
162,201 |
|
|
|
162,655 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/13/23 |
|
|
|
10/19/23 |
|
|
|
457,987 |
|
|
|
459,281 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/13/23 |
|
|
|
Open |
|
|
|
439,204 |
|
|
|
440,474 |
|
|
Corporate Bonds |
|
Open/Demand |
BofA Securities, Inc. |
|
|
3.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
378,508 |
|
|
|
379,133 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
4.15 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
138,240 |
|
|
|
138,511 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
4.25 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
113,597 |
|
|
|
113,825 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.15 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
794,955 |
|
|
|
796,888 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.15 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
484,181 |
|
|
|
485,359 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.20 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
203,400 |
|
|
|
203,899 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.25 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
249,178 |
|
|
|
249,795 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.25 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
69,550 |
|
|
|
69,722 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.25 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
350,700 |
|
|
|
351,569 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.25 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,937,500 |
|
|
|
1,942,303 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.33 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
393,399 |
|
|
|
394,389 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.35 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
132,893 |
|
|
|
133,228 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.35 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
466,612 |
|
|
|
467,791 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.35 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,163,045 |
|
|
|
1,165,983 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.35 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
156,293 |
|
|
|
156,687 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
128,700 |
|
|
|
129,028 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
231,194 |
|
|
|
231,783 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
722,949 |
|
|
|
724,792 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
980,361 |
|
|
|
982,861 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
504,020 |
|
|
|
505,305 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
474,275 |
|
|
|
475,484 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
639,547 |
|
|
|
641,178 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
287,430 |
|
|
|
288,163 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
308,470 |
|
|
|
309,257 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
189,750 |
|
|
|
190,234 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
327,500 |
|
|
|
328,335 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
144,250 |
|
|
|
144,618 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
216,360 |
|
|
|
216,912 |
|
|
Corporate Bonds |
|
Up to 30 Days |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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. |
|
|
5.40 |
% |
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
$ |
412,830 |
|
|
$ |
413,883 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
430,720 |
|
|
|
431,829 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
259,018 |
|
|
|
259,684 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
746,224 |
|
|
|
748,144 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
336,933 |
|
|
|
337,800 |
|
|
Capital Trusts |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
329,629 |
|
|
|
330,477 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
489,720 |
|
|
|
490,980 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
558,225 |
|
|
|
559,662 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
400,373 |
|
|
|
401,403 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
62,494 |
|
|
|
62,655 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
464,337 |
|
|
|
465,533 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
466,769 |
|
|
|
467,971 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
333,824 |
|
|
|
334,683 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
481,232 |
|
|
|
482,471 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.45 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
273,790 |
|
|
|
274,495 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
499,995 |
|
|
|
501,294 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
453,067 |
|
|
|
454,244 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
611,470 |
|
|
|
613,058 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
363,688 |
|
|
|
364,632 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
39,143 |
|
|
|
39,244 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
392,563 |
|
|
|
393,582 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
755,989 |
|
|
|
757,952 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
477,257 |
|
|
|
478,497 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
115,245 |
|
|
|
115,544 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,230,769 |
|
|
|
1,233,965 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,715,340 |
|
|
|
1,719,795 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,147,085 |
|
|
|
1,150,064 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
2,432,782 |
|
|
|
2,439,101 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
147,509 |
|
|
|
147,892 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
106,391 |
|
|
|
106,668 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
169,575 |
|
|
|
170,015 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
667,357 |
|
|
|
669,091 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
530,471 |
|
|
|
531,849 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
733,050 |
|
|
|
734,954 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
196,593 |
|
|
|
197,103 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
284,640 |
|
|
|
285,379 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
320,515 |
|
|
|
321,347 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
307,400 |
|
|
|
308,198 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
488,577 |
|
|
|
489,846 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
713,944 |
|
|
|
715,798 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
404,681 |
|
|
|
405,732 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
955,062 |
|
|
|
957,543 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
833,262 |
|
|
|
835,427 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
883,392 |
|
|
|
885,687 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
255,170 |
|
|
|
255,833 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
571,264 |
|
|
|
572,747 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
256,869 |
|
|
|
257,536 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
134,750 |
|
|
|
135,100 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
95,296 |
|
|
|
95,544 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
178,894 |
|
|
|
179,358 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
284,690 |
|
|
|
285,429 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
120,540 |
|
|
|
120,853 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
43,035 |
|
|
|
43,147 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.50 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
92,795 |
|
|
|
93,036 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.53 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
278,437 |
|
|
|
279,164 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.53 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
248,000 |
|
|
|
248,648 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.53 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
282,855 |
|
|
|
283,594 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
197,880 |
|
|
|
198,399 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
235,200 |
|
|
|
235,816 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
248,316 |
|
|
|
248,967 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
256,594 |
|
|
|
257,266 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
153,725 |
|
|
|
154,128 |
|
|
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 |
|
36 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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. |
|
|
5.55 |
% |
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
$ |
476,968 |
|
|
$ |
478,218 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
157,583 |
|
|
|
157,996 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
78,356 |
|
|
|
78,562 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
112,673 |
|
|
|
112,968 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
202,303 |
|
|
|
202,833 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
206,561 |
|
|
|
207,103 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
147,824 |
|
|
|
148,212 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
247,991 |
|
|
|
248,641 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,128,750 |
|
|
|
1,131,708 |
|
|
Capital Trusts |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,005,851 |
|
|
|
1,008,487 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
560,625 |
|
|
|
562,094 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
547,225 |
|
|
|
548,670 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
390,370 |
|
|
|
391,401 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
322,050 |
|
|
|
322,900 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
318,990 |
|
|
|
319,832 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
214,600 |
|
|
|
215,166 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.59 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
321,320 |
|
|
|
322,168 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
237,165 |
|
|
|
237,792 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
455,359 |
|
|
|
456,563 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
465,000 |
|
|
|
466,230 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
435,859 |
|
|
|
437,011 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
121,763 |
|
|
|
122,084 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
2,402,580 |
|
|
|
2,408,934 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
173,250 |
|
|
|
173,712 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
537,425 |
|
|
|
538,859 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
645,210 |
|
|
|
646,931 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
140,520 |
|
|
|
140,895 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
664,605 |
|
|
|
666,378 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
138,720 |
|
|
|
139,090 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
301,846 |
|
|
|
302,651 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
370,388 |
|
|
|
371,376 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,212,207 |
|
|
|
1,215,442 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
136,373 |
|
|
|
136,737 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,483,505 |
|
|
|
1,487,463 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
133,554 |
|
|
|
133,913 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
102,985 |
|
|
|
103,262 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
89,468 |
|
|
|
89,708 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
109,428 |
|
|
|
109,722 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
193,710 |
|
|
|
194,231 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
102,510 |
|
|
|
102,786 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
157,200 |
|
|
|
157,623 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
130,843 |
|
|
|
131,195 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.70 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
194,803 |
|
|
|
195,327 |
|
|
Foreign Agency Obligations |
|
Up to 30 Days |
Merrill Lynch International |
|
|
5.60 |
|
|
|
09/14/23 |
|
|
|
10/20/23 |
|
|
|
1,198,641 |
|
|
|
1,201,811 |
|
|
Corporate Bonds |
|
Up to 30 Days |
RBC Capital Markets, LLC |
|
|
5.50 |
(b) |
|
|
09/14/23 |
|
|
|
Open |
|
|
|
116,323 |
|
|
|
116,625 |
|
|
Corporate Bonds |
|
Open/Demand |
RBC Capital Markets, LLC |
|
|
5.65 |
(b) |
|
|
09/14/23 |
|
|
|
Open |
|
|
|
135,250 |
|
|
|
135,611 |
|
|
Corporate Bonds |
|
Open/Demand |
BNP Paribas SA |
|
|
5.56 |
(b) |
|
|
09/18/23 |
|
|
|
Open |
|
|
|
325,313 |
|
|
|
325,976 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/19/23 |
|
|
|
10/18/23 |
|
|
|
140,640 |
|
|
|
140,898 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Goldman Sachs & Co. LLC |
|
|
5.45 |
(b) |
|
|
09/19/23 |
|
|
|
Open |
|
|
|
695,200 |
|
|
|
696,463 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
5.30 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
149,482 |
|
|
|
149,592 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
245,451 |
|
|
|
245,638 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
154,680 |
|
|
|
154,799 |
|
|
Foreign Agency Obligations |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
157,341 |
|
|
|
157,461 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
287,984 |
|
|
|
288,204 |
|
|
Foreign Agency Obligations |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.50 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
152,180 |
|
|
|
152,297 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.65 |
|
|
|
09/25/23 |
|
|
|
10/18/23 |
|
|
|
77,253 |
|
|
|
77,314 |
|
|
Foreign Agency Obligations |
|
Up to 30 Days |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
222,069 |
|
|
|
222,238 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
462,150 |
|
|
|
462,502 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
180,675 |
|
|
|
180,813 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
184,975 |
|
|
|
185,116 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
324,135 |
|
|
|
324,382 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
184,040 |
|
|
|
184,180 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
Nomura Securities International, Inc. |
|
|
5.48 |
%(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
$ |
90,269 |
|
|
$ |
90,337 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
82,290 |
|
|
|
82,353 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/25/23 |
|
|
|
Open |
|
|
|
274,125 |
|
|
|
274,334 |
|
|
Corporate Bonds |
|
Open/Demand |
J.P. Morgan Securities LLC |
|
|
5.40 |
|
|
|
09/26/23 |
|
|
|
10/18/23 |
|
|
|
316,224 |
|
|
|
316,461 |
|
|
Corporate Bonds |
|
Up to 30 Days |
J.P. Morgan Securities LLC |
|
|
5.45 |
|
|
|
09/26/23 |
|
|
|
10/18/23 |
|
|
|
509,681 |
|
|
|
510,067 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/26/23 |
|
|
|
10/19/23 |
|
|
|
974,852 |
|
|
|
975,617 |
|
|
Capital Trusts |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/26/23 |
|
|
|
10/19/23 |
|
|
|
1,048,712 |
|
|
|
1,049,535 |
|
|
Capital Trusts |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.40 |
|
|
|
09/26/23 |
|
|
|
10/20/23 |
|
|
|
368,880 |
|
|
|
369,157 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/26/23 |
|
|
|
10/20/23 |
|
|
|
1,313,817 |
|
|
|
1,314,848 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Nomura Securities International, Inc.. |
|
|
4.80 |
(b) |
|
|
09/26/23 |
|
|
|
Open |
|
|
|
484,186 |
|
|
|
484,509 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc |
|
|
5.65 |
(b) |
|
|
09/26/23 |
|
|
|
Open |
|
|
|
717,705 |
|
|
|
718,268 |
|
|
Corporate Bonds |
|
Open/Demand |
TD Securities (USA) LLC |
|
|
5.65 |
(b) |
|
|
09/26/23 |
|
|
|
Open |
|
|
|
910,095 |
|
|
|
910,809 |
|
|
Corporate Bonds |
|
Open/Demand |
Barclays Capital, Inc. |
|
|
5.49 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
601,662 |
|
|
|
601,846 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
88,908 |
|
|
|
88,935 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
368,380 |
|
|
|
368,496 |
|
|
Capital Trusts |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
993,720 |
|
|
|
994,032 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
345,881 |
|
|
|
345,990 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Barclays Capital, Inc. |
|
|
5.65 |
|
|
|
09/28/23 |
|
|
|
10/19/23 |
|
|
|
174,611 |
|
|
|
174,666 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
0.25 |
|
|
|
09/28/23 |
|
|
|
10/20/23 |
|
|
|
342,196 |
|
|
|
342,201 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
3.75 |
|
|
|
09/28/23 |
|
|
|
10/20/23 |
|
|
|
99,533 |
|
|
|
99,553 |
|
|
Corporate Bonds |
|
Up to 30 Days |
Nomura Securities International, Inc. |
|
|
5.35 |
(b) |
|
|
09/28/23 |
|
|
|
Open |
|
|
|
1,172,422 |
|
|
|
1,172,771 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/28/23 |
|
|
|
Open |
|
|
|
559,360 |
|
|
|
559,530 |
|
|
Corporate Bonds |
|
Open/Demand |
Nomura Securities International, Inc. |
|
|
5.48 |
(b) |
|
|
09/28/23 |
|
|
|
Open |
|
|
|
143,281 |
|
|
|
143,325 |
|
|
Corporate Bonds |
|
Open/Demand |
Goldman Sachs & Co. LLC |
|
|
0.00 |
(b) |
|
|
09/29/23 |
|
|
|
Open |
|
|
|
478,150 |
|
|
|
478,224 |
|
|
Corporate Bonds |
|
Open/Demand |
BofA Securities, Inc. |
|
|
5.55 |
|
|
|
09/29/23 |
|
|
|
10/20/23 |
|
|
|
178,998 |
|
|
|
178,998 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/29/23 |
|
|
|
10/20/23 |
|
|
|
343,084 |
|
|
|
343,084 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BofA Securities, Inc. |
|
|
5.65 |
|
|
|
09/29/23 |
|
|
|
10/20/23 |
|
|
|
153,563 |
|
|
|
153,563 |
|
|
Corporate Bonds |
|
Up to 30 Days |
BNP Paribas SA |
|
|
0.00 |
(b) |
|
|
09/29/23 |
|
|
|
Open |
|
|
|
264,968 |
|
|
|
264,968 |
|
|
Corporate Bonds |
|
Open/Demand |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
252,939,537 |
|
|
$ |
254,412,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Certain agreements have no stated maturity and can be terminated by either party at any time. |
|
|
(b) |
Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through
demand. |
|
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Number of Contracts |
|
|
Expiration
Date |
|
|
Notional
Amount (000) |
|
|
|
|
|
Value/
Unrealized Appreciation
(Depreciation) |
|
|
|
|
|
|
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10-Year U.S. Ultra Long Treasury Note |
|
|
104 |
|
|
|
12/19/23 |
|
|
|
$ 11,599 |
|
|
|
|
|
|
$ |
(249,215 |
) |
2-Year U.S. Treasury Note |
|
|
284 |
|
|
|
12/29/23 |
|
|
|
57,565 |
|
|
|
|
|
|
|
(166,337 |
) |
5-Year U.S. Treasury Note |
|
|
973 |
|
|
|
12/29/23 |
|
|
|
102,484 |
|
|
|
|
|
|
|
(687,031 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1,102,583 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10-Year U.S. Treasury Note |
|
|
374 |
|
|
|
12/19/23 |
|
|
|
40,398 |
|
|
|
|
|
|
|
671,129 |
|
U.S. Long Bond |
|
|
133 |
|
|
|
12/19/23 |
|
|
|
15,141 |
|
|
|
|
|
|
|
833,155 |
|
Ultra U.S. Treasury Bond |
|
|
27 |
|
|
|
12/19/23 |
|
|
|
3,210 |
|
|
|
|
|
|
|
238,036 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,742,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
639,737 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
38 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW) |
Forward Foreign Currency Exchange Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency Purchased |
|
|
Currency Sold |
|
|
Counterparty |
|
Settlement Date |
|
|
Unrealized Appreciation (Depreciation) |
|
|
|
|
|
|
|
|
USD |
|
|
270,980 |
|
|
EUR |
|
|
251,523 |
|
|
JPMorgan Chase Bank N.A. |
|
|
12/14/23 |
|
|
$ |
4,186 |
|
USD |
|
|
6,536,032 |
|
|
EUR |
|
|
6,101,000 |
|
|
UBS AG |
|
|
12/20/23 |
|
|
|
62,101 |
|
USD |
|
|
1,204,863 |
|
|
GBP |
|
|
973,000 |
|
|
Barclays Bank PLC |
|
|
12/20/23 |
|
|
|
17,060 |
|
USD |
|
|
1,290,305 |
|
|
GBP |
|
|
1,042,000 |
|
|
Barclays Bank PLC |
|
|
12/20/23 |
|
|
|
18,270 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
101,617 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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.IG.41.V1 |
|
|
1.00 |
% |
|
|
Quarterly |
|
|
|
12/20/28 |
|
|
USD |
21,170 |
|
|
$ |
(260,869 |
) |
|
$ |
(304,472 |
) |
|
$ |
43,603 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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, 5.31% |
|
Annual |
|
3.32% |
|
|
Annual |
|
|
|
N/A |
|
|
11/28/42 |
|
|
USD |
|
|
|
4,800 |
|
|
$ |
(639,177 |
) |
|
$ |
112 |
|
|
$ |
(639,289 |
) |
1-Day SOFR, 5.31% |
|
Annual |
|
3.31% |
|
|
Annual |
|
|
|
N/A |
|
|
12/01/42 |
|
|
USD |
|
|
|
1,600 |
|
|
|
(214,895 |
) |
|
|
37 |
|
|
|
(214,932 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(854,072 |
) |
|
$ |
149 |
|
|
$ |
(854,221 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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) |
|
Thyssenkrupp AG |
|
|
1.00 |
% |
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/23 |
|
|
|
BB |
|
|
|
EUR |
|
|
|
20 |
|
|
$ |
44 |
|
|
$ |
(80 |
) |
|
$ |
124 |
|
Virgin Media Finance PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
12/20/25 |
|
|
|
B |
|
|
|
EUR |
|
|
|
10 |
|
|
|
709 |
|
|
|
662 |
|
|
|
47 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
06/20/26 |
|
|
|
BB- |
|
|
|
EUR |
|
|
|
15 |
|
|
|
498 |
|
|
|
(361 |
) |
|
|
859 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/26 |
|
|
|
BB- |
|
|
|
EUR |
|
|
|
20 |
|
|
|
375 |
|
|
|
(575 |
) |
|
|
950 |
|
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/26 |
|
|
|
BB- |
|
|
|
EUR |
|
|
|
10 |
|
|
|
190 |
|
|
|
295 |
|
|
|
(105 |
) |
Jaguar Land Rover Automotive PLC |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Credit Suisse International |
|
|
12/20/26 |
|
|
|
BB- |
|
|
|
EUR |
|
|
|
10 |
|
|
|
185 |
|
|
|
303 |
|
|
|
(118 |
) |
CMA CGM SA |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Credit Suisse International |
|
|
06/20/27 |
|
|
|
N/R |
|
|
|
EUR |
|
|
|
30 |
|
|
|
3,864 |
|
|
|
1,045 |
|
|
|
2,819 |
|
Ladbrokes Coral Group Ltd |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/27 |
|
|
|
N/R |
|
|
|
EUR |
|
|
|
10 |
|
|
|
(256 |
) |
|
|
(843 |
) |
|
|
587 |
|
Ladbrokes Coral Group Ltd |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/27 |
|
|
|
N/R |
|
|
|
EUR |
|
|
|
40 |
|
|
|
(1,024 |
) |
|
|
(5,375 |
) |
|
|
4,351 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Bank of America N.A. |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
7 |
|
|
|
(1,303 |
) |
|
|
(1,436 |
) |
|
|
133 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
4 |
|
|
|
(783 |
) |
|
|
(847 |
) |
|
|
64 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Barclays Bank PLC |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
12 |
|
|
|
(2,202 |
) |
|
|
(2,382 |
) |
|
|
180 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Citibank N.A. |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
4 |
|
|
|
(639 |
) |
|
|
(710 |
) |
|
|
71 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
8 |
|
|
|
(1,337 |
) |
|
|
(1,482 |
) |
|
|
145 |
|
Adler Real Estate AG |
|
|
5.00 |
|
|
|
Quarterly |
|
|
Morgan Stanley & Co. International PLC |
|
|
12/20/27 |
|
|
|
CCC+ |
|
|
|
EUR |
|
|
|
5 |
|
|
|
(969 |
) |
|
|
(1,058 |
) |
|
|
89 |
|
United Group B.V |
|
|
5.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
12/20/27 |
|
|
|
B |
|
|
|
EUR |
|
|
|
11 |
|
|
|
(283 |
) |
|
|
(1,572 |
) |
|
|
1,289 |
|
Ladbrokes Coral Group Ltd |
|
|
1.00 |
|
|
|
Quarterly |
|
|
JPMorgan Chase Bank N.A. |
|
|
06/20/28 |
|
|
|
N/R |
|
|
|
EUR |
|
|
|
9 |
|
|
|
(420 |
) |
|
|
(592 |
) |
|
|
172 |
|
CMBX.NA.15 |
|
|
3.00 |
|
|
|
Monthly |
|
|
Morgan Stanley & Co. International PLC |
|
|
11/15/64 |
|
|
|
N/R |
|
|
|
USD |
|
|
|
2,318 |
|
|
|
(552,070 |
) |
|
|
(431,183 |
) |
|
|
(120,887 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(555,421 |
) |
|
$ |
(446,191 |
) |
|
$ |
(109,230 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(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. |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW) |
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.
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 |
|
$ |
|
|
|
$ |
35,882,474 |
|
|
$ |
865,666 |
|
|
$ |
36,748,140 |
|
Common Stocks |
|
|
|
|
|
|
163,587 |
|
|
|
49,979 |
|
|
|
213,566 |
|
Corporate Bonds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense |
|
|
|
|
|
|
14,894,524 |
|
|
|
|
|
|
|
14,894,524 |
|
Air Freight & Logistics |
|
|
|
|
|
|
85,938 |
|
|
|
|
|
|
|
85,938 |
|
Automobile Components |
|
|
|
|
|
|
6,283,428 |
|
|
|
|
|
|
|
6,283,428 |
|
Automobiles |
|
|
|
|
|
|
8,042,710 |
|
|
|
|
|
|
|
8,042,710 |
|
Banks |
|
|
|
|
|
|
2,838,824 |
|
|
|
|
|
|
|
2,838,824 |
|
Beverages |
|
|
|
|
|
|
9,857,145 |
|
|
|
|
|
|
|
9,857,145 |
|
Biotechnology |
|
|
|
|
|
|
95,478 |
|
|
|
|
|
|
|
95,478 |
|
Broadline Retail |
|
|
|
|
|
|
115,387 |
|
|
|
|
|
|
|
115,387 |
|
Building Materials |
|
|
|
|
|
|
5,347,246 |
|
|
|
|
|
|
|
5,347,246 |
|
Building Products |
|
|
|
|
|
|
4,648,883 |
|
|
|
|
|
|
|
4,648,883 |
|
Capital Markets |
|
|
|
|
|
|
6,094,256 |
|
|
|
|
|
|
|
6,094,256 |
|
Chemicals |
|
|
|
|
|
|
8,488,302 |
|
|
|
|
|
|
|
8,488,302 |
|
Commercial Services & Supplies |
|
|
|
|
|
|
8,377,836 |
|
|
|
|
|
|
|
8,377,836 |
|
Communications Equipment |
|
|
|
|
|
|
2,238,932 |
|
|
|
|
|
|
|
2,238,932 |
|
Construction & Engineering |
|
|
|
|
|
|
1,578,427 |
|
|
|
|
|
|
|
1,578,427 |
|
Construction Materials |
|
|
|
|
|
|
502,547 |
|
|
|
|
|
|
|
502,547 |
|
Consumer Discretionary |
|
|
|
|
|
|
10,407,896 |
|
|
|
|
|
|
|
10,407,896 |
|
Consumer Finance |
|
|
80,349 |
|
|
|
7,458,496 |
|
|
|
|
|
|
|
7,538,845 |
|
Consumer Staples Distribution & Retail |
|
|
|
|
|
|
4,485,912 |
|
|
|
|
|
|
|
4,485,912 |
|
Containers & Packaging |
|
|
|
|
|
|
2,595,030 |
|
|
|
|
|
|
|
2,595,030 |
|
Diversified Consumer Services |
|
|
|
|
|
|
9,002,986 |
|
|
|
|
|
|
|
9,002,986 |
|
Diversified REITs |
|
|
|
|
|
|
5,019,168 |
|
|
|
|
|
|
|
5,019,168 |
|
Diversified Telecommunication Services |
|
|
100,496 |
|
|
|
11,161,217 |
|
|
|
|
|
|
|
11,261,713 |
|
Electric Utilities |
|
|
|
|
|
|
2,972,067 |
|
|
|
|
|
|
|
2,972,067 |
|
Electrical Equipment |
|
|
|
|
|
|
1,398,524 |
|
|
|
|
|
|
|
1,398,524 |
|
Electronic Equipment, Instruments & Components |
|
|
|
|
|
|
1,579,927 |
|
|
|
|
|
|
|
1,579,927 |
|
Energy Equipment & Services |
|
|
|
|
|
|
3,002,999 |
|
|
|
|
|
|
|
3,002,999 |
|
Environmental, Maintenance & Security Service |
|
|
|
|
|
|
4,296,937 |
|
|
|
|
|
|
|
4,296,937 |
|
Financial Services |
|
|
|
|
|
|
10,219,136 |
|
|
|
|
|
|
|
10,219,136 |
|
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
40 |
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Food Products |
|
$ |
|
|
|
$ |
3,429,960 |
|
|
$ |
|
|
|
$ |
3,429,960 |
|
Gas Utilities |
|
|
|
|
|
|
75,960 |
|
|
|
|
|
|
|
75,960 |
|
Ground Transportation |
|
|
|
|
|
|
2,189,393 |
|
|
|
|
|
|
|
2,189,393 |
|
Health Care Equipment & Supplies |
|
|
|
|
|
|
2,351,012 |
|
|
|
|
|
|
|
2,351,012 |
|
Health Care Providers & Services |
|
|
|
|
|
|
13,477,149 |
|
|
|
|
|
|
|
13,477,149 |
|
Health Care Technology |
|
|
|
|
|
|
3,529,823 |
|
|
|
|
|
|
|
3,529,823 |
|
Hotels, Restaurants & Leisure |
|
|
|
|
|
|
16,461,651 |
|
|
|
|
|
|
|
16,461,651 |
|
Household Durables |
|
|
|
|
|
|
2,796,278 |
|
|
|
|
|
|
|
2,796,278 |
|
Household Products |
|
|
|
|
|
|
175,730 |
|
|
|
|
|
|
|
175,730 |
|
Independent Power and Renewable Electricity Producers |
|
|
|
|
|
|
3,344,450 |
|
|
|
|
|
|
|
3,344,450 |
|
Insurance |
|
|
|
|
|
|
9,743,884 |
|
|
|
|
|
|
|
9,743,884 |
|
Interactive Media & Services |
|
|
|
|
|
|
852,516 |
|
|
|
|
|
|
|
852,516 |
|
Internet Software & Services |
|
|
|
|
|
|
4,884,348 |
|
|
|
|
|
|
|
4,884,348 |
|
IT Services |
|
|
|
|
|
|
4,845,788 |
|
|
|
|
|
|
|
4,845,788 |
|
Leisure Products |
|
|
|
|
|
|
424,579 |
|
|
|
|
|
|
|
424,579 |
|
Life Sciences Tools & Services |
|
|
|
|
|
|
897,326 |
|
|
|
|
|
|
|
897,326 |
|
Machinery |
|
|
|
|
|
|
5,660,003 |
|
|
|
|
|
|
|
5,660,003 |
|
Media |
|
|
|
|
|
|
33,423,096 |
|
|
|
|
|
|
|
33,423,096 |
|
Metals & Mining |
|
|
|
|
|
|
9,111,018 |
|
|
|
|
|
|
|
9,111,018 |
|
Multi-Utilities |
|
|
|
|
|
|
302,098 |
|
|
|
|
|
|
|
302,098 |
|
Offshore Drilling & Other Services |
|
|
|
|
|
|
2,045,532 |
|
|
|
|
|
|
|
2,045,532 |
|
Oil, Gas & Consumable Fuels |
|
|
|
|
|
|
43,536,097 |
|
|
|
|
|
|
|
43,536,097 |
|
Passenger Airlines |
|
|
|
|
|
|
3,945,574 |
|
|
|
|
|
|
|
3,945,574 |
|
Personal Care Products |
|
|
|
|
|
|
252,872 |
|
|
|
|
|
|
|
252,872 |
|
Pharmaceuticals |
|
|
|
|
|
|
4,770,898 |
|
|
|
|
|
|
|
4,770,898 |
|
Real Estate Management & Development |
|
|
|
|
|
|
1,419,987 |
|
|
|
|
|
|
|
1,419,987 |
|
Retail REITs |
|
|
|
|
|
|
133,338 |
|
|
|
|
|
|
|
133,338 |
|
Semiconductors & Semiconductor Equipment |
|
|
|
|
|
|
4,633,422 |
|
|
|
|
|
|
|
4,633,422 |
|
Software |
|
|
|
|
|
|
12,096,499 |
|
|
|
|
|
|
|
12,096,499 |
|
Specialized REITs |
|
|
|
|
|
|
725,774 |
|
|
|
|
|
|
|
725,774 |
|
Specialty Retail |
|
|
|
|
|
|
987,092 |
|
|
|
|
|
|
|
987,092 |
|
Technology Hardware, Storage & Peripherals |
|
|
|
|
|
|
835,424 |
|
|
|
|
|
|
|
835,424 |
|
Textiles, Apparel & Luxury Goods |
|
|
|
|
|
|
565,664 |
|
|
|
|
|
|
|
565,664 |
|
Transportation Infrastructure |
|
|
|
|
|
|
990,359 |
|
|
|
|
|
|
|
990,359 |
|
Utilities |
|
|
|
|
|
|
522,175 |
|
|
|
|
|
|
|
522,175 |
|
Water Utilities |
|
|
|
|
|
|
831,675 |
|
|
|
|
|
|
|
831,675 |
|
Wireless Telecommunication Services |
|
|
|
|
|
|
3,909,868 |
|
|
|
|
|
|
|
3,909,868 |
|
Fixed Rate Loan Interests |
|
|
|
|
|
|
381,384 |
|
|
|
|
|
|
|
381,384 |
|
Floating Rate Loan Interests |
|
|
|
|
|
|
287,774,167 |
|
|
|
4,816,527 |
|
|
|
292,590,694 |
|
Foreign Agency Obligations |
|
|
|
|
|
|
3,406,203 |
|
|
|
|
|
|
|
3,406,203 |
|
Investment Companies |
|
|
7,252,066 |
|
|
|
|
|
|
|
|
|
|
|
7,252,066 |
|
Non-Agency Mortgage-Backed Securities |
|
|
|
|
|
|
15,741,488 |
|
|
|
|
|
|
|
15,741,488 |
|
Other Interests |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Preferred Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Trusts |
|
|
|
|
|
|
18,166,134 |
|
|
|
|
|
|
|
18,166,134 |
|
Preferred Stocks |
|
|
2,612,067 |
|
|
|
|
|
|
|
|
|
|
|
2,612,067 |
|
U.S. Government Sponsored Agency Securities |
|
|
|
|
|
|
21,548,305 |
|
|
|
|
|
|
|
21,548,305 |
|
Warrants |
|
|
7,352 |
|
|
|
|
|
|
|
|
|
|
|
7,352 |
|
Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds |
|
|
1,512,322 |
|
|
|
|
|
|
|
|
|
|
|
1,512,322 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
11,564,652 |
|
|
$ |
736,332,212 |
|
|
$ |
5,732,172 |
|
|
|
753,629,036 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments Valued at NAV(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
753,629,968 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivative Financial Instruments(b) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Contracts |
|
$ |
|
|
|
$ |
55,483 |
|
|
$ |
|
|
|
$ |
55,483 |
|
Foreign Currency Exchange Contracts |
|
|
|
|
|
|
101,617 |
|
|
|
|
|
|
|
101,617 |
|
Interest Rate Contracts |
|
|
1,742,320 |
|
|
|
|
|
|
|
|
|
|
|
1,742,320 |
|
|
|
|
Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Limited Duration Income Trust (BLW) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Contracts |
|
$ |
|
|
|
$ |
(121,110 |
) |
|
$ |
|
|
|
$ |
(121,110 |
) |
Interest Rate Contracts |
|
|
(1,102,583 |
) |
|
|
(854,221 |
) |
|
|
|
|
|
|
(1,956,804 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
639,737 |
|
|
$ |
(818,231 |
) |
|
$ |
|
|
|
$ |
(178,494 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
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. |
|
|
(b) |
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 $254,412,625 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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,015,615 |
|
|
|
|
|
|
|
|
|
|
|
2,015,615 |
|
Transfers out of Level 3(c) |
|
|
(500,000 |
) |
|
|
|
|
|
|
(1,198,484 |
) |
|
|
(974,897 |
) |
|
|
(384,933 |
) |
|
|
|
|
|
|
(3,058,314 |
) |
Accrued discounts/premiums |
|
|
(22,480 |
) |
|
|
|
|
|
|
|
|
|
|
122,483 |
|
|
|
|
|
|
|
|
|
|
|
100,003 |
|
Net realized gain (loss) |
|
|
|
|
|
|
(100,300 |
) |
|
|
|
|
|
|
(64,820 |
) |
|
|
|
|
|
|
|
|
|
|
(165,120 |
) |
Net change in unrealized appreciation
(depreciation)(d) |
|
|
34,121 |
|
|
|
108,275 |
|
|
|
|
|
|
|
282,483 |
|
|
|
|
|
|
|
|
|
|
|
424,879 |
|
Purchases |
|
|
|
|
|
|
36,293 |
|
|
|
|
|
|
|
1,720,954 |
|
|
|
|
|
|
|
|
|
|
|
1,757,247 |
|
Sales |
|
|
|
|
|
|
(387 |
) |
|
|
|
|
|
|
(1,995,622 |
) |
|
|
|
|
|
|
|
|
|
|
(1,996,009 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Closing balance, as of September 30, 2023 |
|
$ |
865,666 |
|
|
$ |
49,979 |
|
|
$ |
|
|
|
$ |
4,816,527 |
|
|
$ |
|
|
|
$ |
|
(a) |
|
$ |
5,732,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(d) |
|
$ |
34,121 |
|
|
$ |
8,219 |
|
|
$ |
|
|
|
$ |
256,140 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
298,480 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(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
September 30, 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) |
As of December 31, 2022, the Fund used significant unobservable inputs in determining the value of certain
investments. As of September 30, 2023, the Fund used observable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy.
|
|
|
(d) |
Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation
(depreciation) on investments still held at September 30, 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 |
|
|
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 |
|
|
|
Portfolio Abbreviation (continued) |
|
|
EURIBOR |
|
Euro Interbank Offered Rate |
|
|
LIBOR |
|
London Interbank Offered Rate |
|
|
PCL |
|
Public Company Limited |
|
|
PIK |
|
Payment-in-Kind |
|
|
REIT |
|
Real Estate Investment Trust |
|
|
SAB |
|
Special Assessment Bonds |
|
|
SOFR |
|
Secured Overnight Financing Rate |
|
|
SONIA |
|
Sterling Overnight Interbank Average Rate |
|
|
|
S C H E D U L E
O F I N V E S T M E N T S |
|
42 |
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